Analisis Faktor-Faktor yang Mempengaruhi Ekapor Non Migas di Provinsi Sumatera Utara
Lampiran
Lampiran 1
Data Penelitian
TAHUN
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
Y
3,107,163
3,102,431
3,443,555
2,713,611
2,606,216
2,437,764
2,294,796
2,891,996
5,022,203
4,563,075
5,523,901
7,820,899
9,261,977
6,460,117
6,327,254
9,147,778
11,838,269
10,393,936
9,598,008
9,361,110
X1
X2
X3
X4_AS
X4_JPG
2308
7.24
13.34
79.4755 254.468
X4_INDH
356.871
2383
8.7
14.26
79.433
256.749
203.326
4650
13.1
17.38
79.518
252.187
428.574
8025
83.56
37.93
79.348
261.311
378.125
7100
1.37
12.64
79.688
243.063
361.026
9595
5.73
14.31
79.008
279.559
413.304
10400
14.79
17.63
288.321
515.421
870.356
8940
9.59
13.12
235.951
556.473
752.043
8465
4.23
8.34
251.049
520.399
1095.313
9270
6.8
7.29
251.049
520.399
1095.313
9830
22.41
12.83
255.233
498.32
851.483
9020
6.11
9.8
235.423
543.002
959.107
9419
6.6
8
215.69
471.667
1290.556
10950
10.72
10.8
200.114
441.977
1780.186
9400
2.61
6.5
223.549
395.822
1676.102
9036
8
6.26
205.053
449.535
1719.004
9336
3.67
6.58
201.606
446.45
1312.914
9384
3.86
5.77
230.76
460.308
1414.701
10460
10.18
7
278.648
473.159
968.262
11878
8.17
7.52
382.941
372.942
650.686
67
Universitas Sumatera Utara
Tahun
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
LOG_Y
6.492364
6.491702
6.537007
6.433548
6.41601
6.386992
6.360744
6.461198
6.700894
6.659258
6.742246
6.893257
6.966704
6.81024
6.801215
6.961316
7.073288
7.01678
6.982181
6.971327
LOG_X1
3.363236
3.377124
3.667453
3.904445
3.851258
3.982045
4.017033
3.951338
3.927627
3.96708
3.992554
3.955207
3.974005
4.039414
3.973128
3.955976
3.970161
3.972388
4.019532
4.074743
Lampiran 2
Data penelitian
LOG_X2 LOG_X3 LOG_X4_AS LOG_X4_JPG LOG_X4_INDH
0.859739 1.125156
1.900233
2.405633
2.552511
0.939519 1.15412
1.900001
2.409509
2.308193
1.117271 1.24005
1.900465
2.401723
2.632026
1.921998 1.578983
1.899536
2.417158
2.577635
0.136721 1.101747
1.901393
2.385719
2.557538
0.758155 1.15564
1.897671
2.446473
2.61627
1.169968 1.246252
2.459876
2.712162
2.939697
0.981819 1.117934
2.372822
2.745444
2.876243
0.62634 0.921166
2.399758
2.716336
3.039538
0.832509 0.862728
2.399758
2.716336
3.039538
1.350442 1.108227
2.406937
2.697508
2.930176
0.786041 0.991226
2.371849
2.734801
2.981867
0.819544 0.90309
2.33383
2.673635
3.110777
1.030195 1.033424
2.301277
2.6454
3.250465
0.416641 0.812913
2.349373
2.5975
3.2243
0.90309 0.796574
2.311866
2.652764
3.235277
0.564666 0.818226
2.304503
2.649773
3.118236
0.586587 0.761176
2.363161
2.663049
3.150665
1.007748 0.845098
2.445056
2.675007
2.985993
0.912222 0.876218
2.583132
2.571641
2.813371
Sumber : data diolah
68
Universitas Sumatera Utara
Lampirn 3
Hasil Regresi Linier Berganda
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:22
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X1
LOG_X2
LOG_X3
LOG_X4_AS
LOG_X4_INDH
LOG_X4_JPG
6.789744
0.290472
0.336042
-1.393089
-0.176705
0.013624
0.098738
1.826192
0.555409
0.132245
0.304050
0.364914
0.073976
0.293833
3.717980
0.522987
2.541065
-4.581779
-0.484237
0.184167
0.336035
0.0026
0.6098
0.0246
0.0005
0.6363
0.8567
0.7422
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.793152
0.697683
0.134036
0.233553
16.12200
8.307990
0.000766
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
-0.912200
-0.563694
-0.844168
1.363155
69
Universitas Sumatera Utara
Lampiran 4
Uji Multikolinieritas
LOG_X1
LOG_X1
LOG_X3
1
0.01119489673
88842
0.33529590490
60508
LOG_X4_AS
0.94149890892
27854
LOG_X4_INDH
0.78421792628
18867
LOG_X4_JPG
0.93435794632
90792
LOG_X2
LOG_X2
LOG_X3
LOG_X4_AS LOG_X4_INDH
0.01119489673 0.33529590490 0.94149890892 0.78421792628
88842
60508
27854
18867
0.65621175247 0.10253733669 0.06846994813
1
72331
26729
648065
0.65621175247
0.42783293109 0.36395391792
72331
1
87289
79159
0.10253733669 0.42783293109
0.71290779568
26729
87289
1
5014
0.06846994813 0.36395391792 0.71290779568
648065
79159
5014
1
0.09829535209 0.36276715832 0.99003655247 0.70699188324
098124
17215
08315
91924
LOG_X4_JPG
0.93435794632
90792
0.09829535209
098124
0.36276715832
17215
0.99003655247
08315
0.70699188324
91924
1
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:44
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X1
4.655014
0.526818
1.022297
0.262022
4.553486
2.010590
0.0002
0.0596
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.183395
0.138028
0.226327
0.922032
2.390307
4.042471
0.059594
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
-0.039031
0.060543
-0.019593
0.308367
70
Universitas Sumatera Utara
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:44
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X2
6.847635
-0.157688
0.145613
0.152434
47.02633
-1.034470
0.0000
0.3146
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.056115
0.003677
0.243327
1.065743
0.941827
1.070128
0.314616
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
0.105817
0.205391
0.125255
0.251581
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:45
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X3
7.686908
-0.957454
0.177485
0.170413
43.31020
-5.618435
0.0000
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.636854
0.616679
0.150929
0.410030
10.49381
31.56681
0.000025
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
-0.849381
-0.749808
-0.829943
1.252018
71
Universitas Sumatera Utara
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:45
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X4_AS
6.454830
0.129449
0.125962
0.059184
51.24415
2.187236
0.0000
0.0422
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.209972
0.166081
0.222614
0.892023
2.721181
4.784000
0.042167
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
-0.072118
0.027455
-0.052680
0.350294
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:46
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X4_INDH
6.280757
0.154242
0.209350
0.073390
30.00122
2.101668
0.0000
0.0499
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.197038
0.152429
0.224429
0.906627
2.558796
4.417010
0.049927
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
-0.055880
0.043694
-0.036442
0.347184
72
Universitas Sumatera Utara
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:46
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X4_JPG
6.486855
0.098906
0.132328
0.054539
49.02087
1.813484
0.0000
0.0865
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.154482
0.107509
0.230299
0.954677
2.042372
3.288726
0.086466
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
-0.004237
0.095336
0.015201
0.307526
Lampiran 5
Uji heterokedastisitas
Heteroskedasticity Test: White
F-statistic
Obs*R-squared
Scaled explained SS
0.471507
3.574493
1.303403
Prob. F(6,13)
Prob. Chi-Square(6)
Prob. Chi-Square(6)
0.8177
0.7340
0.9715
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 03/29/16 Time: 11:40
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X1^2
LOG_X2^2
LOG_X3^2
LOG_X4_AS^2
LOG_X4_INDH^2
LOG_X4_JPG^2
0.023337
-0.001611
-0.000556
-0.001109
-0.006010
-0.000776
0.008171
0.098054
0.008905
0.010568
0.023595
0.010315
0.003227
0.007398
0.238000
-0.180866
-0.052591
-0.047008
-0.582636
-0.240366
1.104540
0.8156
0.8593
0.9589
0.9632
0.5701
0.8138
0.2894
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.178725
-0.200326
0.017246
0.003866
57.13306
0.471507
0.817655
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.011678
0.015741
-5.013306
-4.664799
-4.945274
2.824780
73
Universitas Sumatera Utara
Lampiran 6
Uji Normalitas
6
Series: Residuals
Sample 1995 2014
Observations 20
5
4
3
2
1
0
-0.25
-0.20
-0.15
-0.10
-0.05
0.00
0.05
0.10
0.15
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
1.13e-15
2.24e-05
0.183535
-0.246280
0.110871
-0.278753
2.726107
Jarque-Bera
Probability
0.321525
0.851494
0.20
74
Universitas Sumatera Utara
Lampiran 7
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
1.259889
3.727544
Prob. F(2,11)
Prob. Chi-Square(2)
0.3216
0.1551
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 03/29/16 Time: 11:53
Sample: 1995 2014
Included observations: 20
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X1
LOG_X2
LOG_X3
LOG_X4_AS
LOG_X4_INDH
LOG_X4_JPG
RESID(-1)
RESID(-2)
-0.097924
-0.015306
0.031174
0.105523
0.212387
-0.001090
-0.174064
0.534549
-0.271847
1.992802
0.610231
0.131160
0.308920
0.389533
0.074022
0.308725
0.345322
0.326810
-0.049139
-0.025082
0.237676
0.341586
0.545235
-0.014721
-0.563818
1.547975
-0.831818
0.9617
0.9804
0.8165
0.7391
0.5965
0.9885
0.5842
0.1499
0.4232
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.186377
-0.405348
0.131434
0.190024
18.18459
0.314972
0.944016
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
1.13E-15
0.110871
-0.918459
-0.470379
-0.830989
2.058818
75
Universitas Sumatera Utara
Lampiran 8
Uji Linieritas
Ramsey RESET Test
Equation: UNTITLED
Specification: LOG_Y C LOG_X1 LOG_X2 LOG_X3 LOG_X4_AS
LOG_X4_INDH LOG_X4_JPG
Omitted Variables: Squares of fitted values
Value
0.490440
0.240532
0.396921
df
12
(1, 12)
1
Probability
0.6327
0.6327
0.5287
Sum of Sq.
0.004589
0.233553
0.228964
0.228964
df
1
13
12
12
Mean
Squares
0.004589
0.017966
0.019080
0.019080
Value
16.12200
16.32046
df
13
12
t-statistic
F-statistic
Likelihood ratio
F-test summary:
Test SSR
Restricted SSR
Unrestricted SSR
Unrestricted SSR
LR test summary:
Restricted LogL
Unrestricted LogL
Unrestricted Test Equation:
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:54
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X1
LOG_X2
LOG_X3
LOG_X4_AS
LOG_X4_INDH
LOG_X4_JPG
FITTED^2
-11.74942
-1.251166
-1.479302
6.091590
0.819971
-0.056185
-0.479081
0.400486
37.84789
3.195063
3.703967
15.26436
2.066709
0.161470
1.216457
0.816584
-0.310438
-0.391594
-0.399383
0.399073
0.396752
-0.347960
-0.393833
0.490440
0.7616
0.7022
0.6966
0.6969
0.6985
0.7339
0.7006
0.6327
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.797216
0.678926
0.138132
0.228964
16.32046
6.739475
0.002155
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
-0.832046
-0.433753
-0.754295
1.467466
76
Universitas Sumatera Utara
Lampiran 1
Data Penelitian
TAHUN
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
Y
3,107,163
3,102,431
3,443,555
2,713,611
2,606,216
2,437,764
2,294,796
2,891,996
5,022,203
4,563,075
5,523,901
7,820,899
9,261,977
6,460,117
6,327,254
9,147,778
11,838,269
10,393,936
9,598,008
9,361,110
X1
X2
X3
X4_AS
X4_JPG
2308
7.24
13.34
79.4755 254.468
X4_INDH
356.871
2383
8.7
14.26
79.433
256.749
203.326
4650
13.1
17.38
79.518
252.187
428.574
8025
83.56
37.93
79.348
261.311
378.125
7100
1.37
12.64
79.688
243.063
361.026
9595
5.73
14.31
79.008
279.559
413.304
10400
14.79
17.63
288.321
515.421
870.356
8940
9.59
13.12
235.951
556.473
752.043
8465
4.23
8.34
251.049
520.399
1095.313
9270
6.8
7.29
251.049
520.399
1095.313
9830
22.41
12.83
255.233
498.32
851.483
9020
6.11
9.8
235.423
543.002
959.107
9419
6.6
8
215.69
471.667
1290.556
10950
10.72
10.8
200.114
441.977
1780.186
9400
2.61
6.5
223.549
395.822
1676.102
9036
8
6.26
205.053
449.535
1719.004
9336
3.67
6.58
201.606
446.45
1312.914
9384
3.86
5.77
230.76
460.308
1414.701
10460
10.18
7
278.648
473.159
968.262
11878
8.17
7.52
382.941
372.942
650.686
67
Universitas Sumatera Utara
Tahun
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
LOG_Y
6.492364
6.491702
6.537007
6.433548
6.41601
6.386992
6.360744
6.461198
6.700894
6.659258
6.742246
6.893257
6.966704
6.81024
6.801215
6.961316
7.073288
7.01678
6.982181
6.971327
LOG_X1
3.363236
3.377124
3.667453
3.904445
3.851258
3.982045
4.017033
3.951338
3.927627
3.96708
3.992554
3.955207
3.974005
4.039414
3.973128
3.955976
3.970161
3.972388
4.019532
4.074743
Lampiran 2
Data penelitian
LOG_X2 LOG_X3 LOG_X4_AS LOG_X4_JPG LOG_X4_INDH
0.859739 1.125156
1.900233
2.405633
2.552511
0.939519 1.15412
1.900001
2.409509
2.308193
1.117271 1.24005
1.900465
2.401723
2.632026
1.921998 1.578983
1.899536
2.417158
2.577635
0.136721 1.101747
1.901393
2.385719
2.557538
0.758155 1.15564
1.897671
2.446473
2.61627
1.169968 1.246252
2.459876
2.712162
2.939697
0.981819 1.117934
2.372822
2.745444
2.876243
0.62634 0.921166
2.399758
2.716336
3.039538
0.832509 0.862728
2.399758
2.716336
3.039538
1.350442 1.108227
2.406937
2.697508
2.930176
0.786041 0.991226
2.371849
2.734801
2.981867
0.819544 0.90309
2.33383
2.673635
3.110777
1.030195 1.033424
2.301277
2.6454
3.250465
0.416641 0.812913
2.349373
2.5975
3.2243
0.90309 0.796574
2.311866
2.652764
3.235277
0.564666 0.818226
2.304503
2.649773
3.118236
0.586587 0.761176
2.363161
2.663049
3.150665
1.007748 0.845098
2.445056
2.675007
2.985993
0.912222 0.876218
2.583132
2.571641
2.813371
Sumber : data diolah
68
Universitas Sumatera Utara
Lampirn 3
Hasil Regresi Linier Berganda
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:22
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X1
LOG_X2
LOG_X3
LOG_X4_AS
LOG_X4_INDH
LOG_X4_JPG
6.789744
0.290472
0.336042
-1.393089
-0.176705
0.013624
0.098738
1.826192
0.555409
0.132245
0.304050
0.364914
0.073976
0.293833
3.717980
0.522987
2.541065
-4.581779
-0.484237
0.184167
0.336035
0.0026
0.6098
0.0246
0.0005
0.6363
0.8567
0.7422
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.793152
0.697683
0.134036
0.233553
16.12200
8.307990
0.000766
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
-0.912200
-0.563694
-0.844168
1.363155
69
Universitas Sumatera Utara
Lampiran 4
Uji Multikolinieritas
LOG_X1
LOG_X1
LOG_X3
1
0.01119489673
88842
0.33529590490
60508
LOG_X4_AS
0.94149890892
27854
LOG_X4_INDH
0.78421792628
18867
LOG_X4_JPG
0.93435794632
90792
LOG_X2
LOG_X2
LOG_X3
LOG_X4_AS LOG_X4_INDH
0.01119489673 0.33529590490 0.94149890892 0.78421792628
88842
60508
27854
18867
0.65621175247 0.10253733669 0.06846994813
1
72331
26729
648065
0.65621175247
0.42783293109 0.36395391792
72331
1
87289
79159
0.10253733669 0.42783293109
0.71290779568
26729
87289
1
5014
0.06846994813 0.36395391792 0.71290779568
648065
79159
5014
1
0.09829535209 0.36276715832 0.99003655247 0.70699188324
098124
17215
08315
91924
LOG_X4_JPG
0.93435794632
90792
0.09829535209
098124
0.36276715832
17215
0.99003655247
08315
0.70699188324
91924
1
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:44
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X1
4.655014
0.526818
1.022297
0.262022
4.553486
2.010590
0.0002
0.0596
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.183395
0.138028
0.226327
0.922032
2.390307
4.042471
0.059594
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
-0.039031
0.060543
-0.019593
0.308367
70
Universitas Sumatera Utara
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:44
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X2
6.847635
-0.157688
0.145613
0.152434
47.02633
-1.034470
0.0000
0.3146
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.056115
0.003677
0.243327
1.065743
0.941827
1.070128
0.314616
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
0.105817
0.205391
0.125255
0.251581
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:45
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X3
7.686908
-0.957454
0.177485
0.170413
43.31020
-5.618435
0.0000
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.636854
0.616679
0.150929
0.410030
10.49381
31.56681
0.000025
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
-0.849381
-0.749808
-0.829943
1.252018
71
Universitas Sumatera Utara
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:45
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X4_AS
6.454830
0.129449
0.125962
0.059184
51.24415
2.187236
0.0000
0.0422
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.209972
0.166081
0.222614
0.892023
2.721181
4.784000
0.042167
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
-0.072118
0.027455
-0.052680
0.350294
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:46
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X4_INDH
6.280757
0.154242
0.209350
0.073390
30.00122
2.101668
0.0000
0.0499
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.197038
0.152429
0.224429
0.906627
2.558796
4.417010
0.049927
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
-0.055880
0.043694
-0.036442
0.347184
72
Universitas Sumatera Utara
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:46
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X4_JPG
6.486855
0.098906
0.132328
0.054539
49.02087
1.813484
0.0000
0.0865
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.154482
0.107509
0.230299
0.954677
2.042372
3.288726
0.086466
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
-0.004237
0.095336
0.015201
0.307526
Lampiran 5
Uji heterokedastisitas
Heteroskedasticity Test: White
F-statistic
Obs*R-squared
Scaled explained SS
0.471507
3.574493
1.303403
Prob. F(6,13)
Prob. Chi-Square(6)
Prob. Chi-Square(6)
0.8177
0.7340
0.9715
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 03/29/16 Time: 11:40
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X1^2
LOG_X2^2
LOG_X3^2
LOG_X4_AS^2
LOG_X4_INDH^2
LOG_X4_JPG^2
0.023337
-0.001611
-0.000556
-0.001109
-0.006010
-0.000776
0.008171
0.098054
0.008905
0.010568
0.023595
0.010315
0.003227
0.007398
0.238000
-0.180866
-0.052591
-0.047008
-0.582636
-0.240366
1.104540
0.8156
0.8593
0.9589
0.9632
0.5701
0.8138
0.2894
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.178725
-0.200326
0.017246
0.003866
57.13306
0.471507
0.817655
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.011678
0.015741
-5.013306
-4.664799
-4.945274
2.824780
73
Universitas Sumatera Utara
Lampiran 6
Uji Normalitas
6
Series: Residuals
Sample 1995 2014
Observations 20
5
4
3
2
1
0
-0.25
-0.20
-0.15
-0.10
-0.05
0.00
0.05
0.10
0.15
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
1.13e-15
2.24e-05
0.183535
-0.246280
0.110871
-0.278753
2.726107
Jarque-Bera
Probability
0.321525
0.851494
0.20
74
Universitas Sumatera Utara
Lampiran 7
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
1.259889
3.727544
Prob. F(2,11)
Prob. Chi-Square(2)
0.3216
0.1551
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 03/29/16 Time: 11:53
Sample: 1995 2014
Included observations: 20
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X1
LOG_X2
LOG_X3
LOG_X4_AS
LOG_X4_INDH
LOG_X4_JPG
RESID(-1)
RESID(-2)
-0.097924
-0.015306
0.031174
0.105523
0.212387
-0.001090
-0.174064
0.534549
-0.271847
1.992802
0.610231
0.131160
0.308920
0.389533
0.074022
0.308725
0.345322
0.326810
-0.049139
-0.025082
0.237676
0.341586
0.545235
-0.014721
-0.563818
1.547975
-0.831818
0.9617
0.9804
0.8165
0.7391
0.5965
0.9885
0.5842
0.1499
0.4232
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.186377
-0.405348
0.131434
0.190024
18.18459
0.314972
0.944016
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
1.13E-15
0.110871
-0.918459
-0.470379
-0.830989
2.058818
75
Universitas Sumatera Utara
Lampiran 8
Uji Linieritas
Ramsey RESET Test
Equation: UNTITLED
Specification: LOG_Y C LOG_X1 LOG_X2 LOG_X3 LOG_X4_AS
LOG_X4_INDH LOG_X4_JPG
Omitted Variables: Squares of fitted values
Value
0.490440
0.240532
0.396921
df
12
(1, 12)
1
Probability
0.6327
0.6327
0.5287
Sum of Sq.
0.004589
0.233553
0.228964
0.228964
df
1
13
12
12
Mean
Squares
0.004589
0.017966
0.019080
0.019080
Value
16.12200
16.32046
df
13
12
t-statistic
F-statistic
Likelihood ratio
F-test summary:
Test SSR
Restricted SSR
Unrestricted SSR
Unrestricted SSR
LR test summary:
Restricted LogL
Unrestricted LogL
Unrestricted Test Equation:
Dependent Variable: LOG_Y
Method: Least Squares
Date: 03/29/16 Time: 11:54
Sample: 1995 2014
Included observations: 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG_X1
LOG_X2
LOG_X3
LOG_X4_AS
LOG_X4_INDH
LOG_X4_JPG
FITTED^2
-11.74942
-1.251166
-1.479302
6.091590
0.819971
-0.056185
-0.479081
0.400486
37.84789
3.195063
3.703967
15.26436
2.066709
0.161470
1.216457
0.816584
-0.310438
-0.391594
-0.399383
0.399073
0.396752
-0.347960
-0.393833
0.490440
0.7616
0.7022
0.6966
0.6969
0.6985
0.7339
0.7006
0.6327
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.797216
0.678926
0.138132
0.228964
16.32046
6.739475
0.002155
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
6.707914
0.243776
-0.832046
-0.433753
-0.754295
1.467466
76
Universitas Sumatera Utara