Faktor-Faktor Yang Mempengaruhi Penanaman Modal Asing Langsung (Fdi) Di Provinsi Sumatera Utara
68
LAMPIRAN 1
DATA VARIABEL PENELITIAN
TAHUN
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
FDI
1834,40
1507,08
2263,20
2736,70
3581,30
2527,90
4246,10
5646,90
3970,50
5639,30
13421,40
18733,80
39914,70
29931,40
23832,50
13563,10
10890,60
15413,10
15043,90
9744,10
13207,20
10277,30
13579,30
15623.90
40145,20
55176,02
90854,90
113189,62
SBI
12,74
13,45
13,82
14,07
13,64
13,19
14,82
18,91
21,36
19,24
17,38
14,97
15,73
16,42
17,74
22,98
22,68
16,58
17,11
18,04
17,04
14,67
14,20
15,73
13,93
13,07
12,38
12,63
KETERANGAN : FDI
SBI
PDRB
UNEMP .
EXPORT
=
=
=
=
=
PDRB
5915,37
6372,17
6884,81
7224,15
7687,41
8144,62
8732,19
9617,37
9643,67
10912,09
11180,00
13727,70
14826,10
16082,30
17555,80
18720,90
22910,09
24016,60
24892,95
75189,14
78805,61
83328,95
87897,79
93330,11
99792,28
106172,36
111559,22
118640,90
UNEMP.
EXPORT
821257
878380
857564
845962
872521
862234
847790
697599
670054
649226
577623
518825
453107
127830
244744
475876
510193
653351
456059
528550
711288
756327
636980
632049
571334
554539
532427
491806
10649,82
12455,86
10719,35
17221,62
22352,35
33115,43
21936,80
40210,98
58424,09
39924,40
54024,90
42283,78
46893,53
51074,31
31014,31
28135,55
26062,16
24377,64
22947,96
28919,96
26878,77
42394,09
45630,75
55239,01
70828,99
92619,77
64601,17
91477,78
Foreign Direct Investment ($ juta)
Suku Bunga Investasi (%)
Produk Domestik Regional Bruto (Rp.Milyar)
Unemployment (jiwa)
Ekspor ($ ribu)
69
LAMPIRAN 2
KURVA NORMAL VARIABEL PENELITIAN
70
LAMPIRAN 2
KURVA NORMAL VARIABEL PENELITIAN (Lanjutan)
71
LAMPIRAN 3
HISTOGRAM VARIABEL PENELITIAN
72
LAMPIRAN 4
HASIL ESTIMASI PERSAMAAN REGRESI LINIER BERGANDA
Dependent Variable: FDI
Method: Least Squares
Date: 12/22/11 Time: 22:47
Sample: 1983 2009
Included observations: 27
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
SBI
PDRB
UNEMP
EXPORT
49855.53
-1493.271
0.691630
-0.036659
0.287659
11995.89
469.2017
0.144998
0.007679
0.076325
4.156052
-3.182579
4.769940
-4.773858
3.768887
0.0004
0.0043
0.0001
0.0001
0.0011
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.900114
0.881953
6013.387
7.96E+08
-270.4937
1.956112
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
19351.19
17502.17
20.40694
20.64691
49.56288
0.000000
Estimation Command:
=====================
LS FDI C SBI PDRB UNEMP EXPORT
Estimation Equation:
=====================
FDI = C(1) + C(2)*SBI + C(3)*PDRB + C(4)*UNEMP + C(5)*EXPORT
Substituted Coefficients:
=====================
FDI = 49855.52541 - 1493.271268*SBI + 0.6916300984*PDRB 0.03665924507*UNEMP + 0.2876586509*EXPORT
73
LAMPIRAN 5
HASIL UJI JARQUE-BERRA, NORMALITY TEST
HASIL UJI RAMSEY, RAMSEY RESET TEST
Ramsey RESET Test:
F-statistic
Log likelihood ratio
2.007621
2.465183
Prob. F(1,21)
Prob. Chi-Square(1)
0.171176
0.116394
Test Equation:
Dependent Variable: FDI
Method: Least Squares
Date: 05/10/12 Time: 21:15
Sample: 1983 2009
Included observations: 27
Variable
C
SBI
PDRB
UNEMP
EXPORT
FITTED^2
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
Std. Error
t-Statistic
Prob.
37381.53
-895.2002
0.518142
-0.028376
0.162877
5.93E-06
14666.43
623.4375
0.187338
0.009517
0.115438
4.19E-06
2.548783
-1.435910
2.765813
-2.981728
1.410950
1.416905
0.0187
0.1658
0.0116
0.0071
0.1729
0.1712
0.908830
0.887123
5880.235
7.26E+08
-269.2611
2.110489
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
19351.19
17502.17
20.38971
20.67767
41.86785
0.000000
74
LAMPIRAN 6
HASIL UJI MULTIKOLINIERITAS
FDI = f (SBI, PDRB, UNEMP, EXPORT)
Dependent Variable: FDI
Method: Least Squares
Date: 12/22/11 Time: 22:47
Sample: 1983 2009
Included observations: 27
Variable
C
SBI
PDRB
UNEMP
EXPORT
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
49855.53
-1493.271
0.691630
-0.036659
0.287659
0.900114
0.881953
6013.387
7.96E+08
-270.4937
1.956112
Std. Error
t-Statistic
11995.89
4.156052
469.2017
-3.182579
0.144998
4.769940
0.007679
-4.773858
0.076325
3.768887
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.0004
0.0043
0.0001
0.0001
0.0011
19351.19
17502.17
20.40694
20.64691
49.56288
0.000000
HASIL UJI MULTIKOLINIERITAS
SBI = f (FDI, PDRB, UNEMP, EXPORT)
Dependent Variable: SBI
Method: Least Squares
Date: 12/22/11 Time: 23:02
Sample: 1983 2009
Included observations: 27
Variable
C
FDI
PDRB
UNEMP
EXPORT
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
25.80147
-0.000211
9.55E-05
-1.28E-05
4.40E-05
0.500113
0.409224
2.261061
112.4727
-57.57414
1.381221
Std. Error
t-Statistic
2.461303
10.48285
6.63E-05
-3.182579
7.50E-05
1.272546
3.08E-06
-4.170972
3.56E-05
1.235927
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.0000
0.0043
0.2165
0.0004
0.2295
16.14318
2.941718
4.635121
4.875091
5.502487
0.003167
75
LAMPIRAN 7
HASIL UJI MULTIKOLINIERITAS
PDRB = f (FDI, SBI, UNEMP, EXPORT)
Dependent Variable: PDRB
Method: Least Squares
Date: 12/22/11 Time: 23:03
Sample: 1983 2009
Included observations: 27
Variable
C
FDI
SBI
UNEMP
EXPORT
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
-31364.08
0.735083
717.9221
0.026139
-0.074409
0.709078
0.656184
6199.411
8.46E+08
-271.3163
1.216191
Std. Error
t-Statistic
15109.83
-2.075740
0.154107
4.769940
564.1621
1.272546
0.009826
2.660251
0.099686
-0.746431
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.0498
0.0001
0.2165
0.0143
0.4633
7911.494
10572.73
20.46787
20.70784
13.40544
0.000011
HASIL UJI MULTIKOLINIERITAS
UNEMP = f (FDI, SBI, PDRB, EXPORT)
Dependent Variable: UNEMP
Method: Least Squares
Date: 12/22/11 Time: 23:04
Sample: 1983 2009
Included observations: 27
Variable
C
FDI
SBI
PDRB
EXPORT
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
1299895.
-13.87960
-34388.19
9.311376
1.935505
0.686003
0.628912
117008.1
3.01E+11
-350.6366
1.876003
Std. Error
t-Statistic
143012.6
9.089376
2.907419
-4.773858
8244.647
-4.170972
3.500187
2.660251
1.859932
1.040632
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.0000
0.0001
0.0004
0.0143
0.3093
623853.6
192078.0
26.34345
26.58342
12.01607
0.000025
76
LAMPIRAN 8
HASIL UJI MULTIKOLINIERITAS
EXPORT = f (FDI, SBI, PDRB, UNEMP )
Dependent Variable: EXPORT
Method: Least Squares
Date: 12/22/11 Time: 23:05
Sample: 1983 2009
Included observations: 27
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
FDI
SBI
PDRB
UNEMP
-24469.51
1.363911
1475.591
-0.331948
0.024239
34507.53
0.361887
1193.914
0.444714
0.023292
-0.709107
3.768887
1.235927
-0.746431
1.040632
0.4857
0.0011
0.2295
0.4633
0.3093
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.684659
0.627324
13094.04
3.77E+09
-291.5042
0.932521
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
38239.71
21449.03
21.96328
22.20325
11.94141
0.000026
HASIL UJI MULTIKOLINIERITAS
UJI KORELASI ANTAR VARIABEL
FDI
SBI
PDRB
UNEMP
EXPORT
FDI
1.000000
-0.268339
0.780536
-0.547833
0.812003
SBI
-0.268339
1.000000
-0.276907
-0.356978
-0.128445
0.780536
-0.276907
1.000000
-0.197784
0.606092
UNEMP
-0.547833
-0.356978
-0.197784
1.000000
-0.432525
EXPORT
0.812003
-0.128445
0.606092
-0.432525
1.000000
PDRB
77
LAMPIRAN 9
UJI AUTOKORELASI
HASIL UJI d DURBIN-WATSON
Dependent Variable: FDI
Method: Least Squares
Date: 12/22/11 Time: 22:47
Sample: 1983 2009
Included observations: 27
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
49855.53
11995.89
4.156052
0.0004
SBI
-1493.271
469.2017
-3.182579
0.0043
PDRB
0.691630
0.144998
4.769940
0.0001
UNEMP
-0.036659
0.007679
-4.773858
0.0001
EXPORT
0.287659
0.076325
3.768887
0.0011
R-squared
0.900114
Mean dependent var
19351.19
Adjusted R-squared
0.881953
S.D. dependent var
17502.17
S.E. of regression
6013.387
Akaike info criterion
20.40694
Sum squared resid
7.96E+08
Schwarz criterion
20.64691
Log likelihood
-270.4937
F-statistic
49.56288
Prob(F-statistic)
0.000000
Durbin-Watson stat
1.956112
78
LAMPIRAN 10
UJI LANGRANGE MULTIPLIER (LM-TEST)
HASIL UJI BREUSCH-GODFREY SERIAL CORRELATION
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
0.859113
Prob. F(2,20)
0.438588
Obs*R-squared
2.136091
Prob. Chi-Square(2)
0.343680
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 05/10/12 Time: 21:27
Sample: 1983 2009
Included observations: 27
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
C
7151.165
13857.97
0.516033
0.6115
SBI
-140.9085
493.8689
-0.285316
0.7783
PDRB
0.044020
0.149785
0.293884
0.7719
UNEMP
-0.005308
0.009284
-0.571737
0.5739
EXPORT
-0.053218
0.088265
-0.602939
0.5533
RESID(-1)
-0.060593
0.240261
-0.252196
0.8035
RESID(-2)
-0.337077
0.257201
-1.310561
0.2049
R-squared
Prob.
0.079114
Mean dependent var
-3.91E-12
-0.197151
S.D. dependent var
5531.512
S.E. of regression
6052.271
Akaike info criterion
20.47267
Sum squared resid
7.33E+08
Schwarz criterion
20.80863
Log likelihood
-269.3810
F-statistic
0.286371
Prob(F-statistic)
0.936558
Adjusted R-squared
Durbin-Watson stat
2.120906
LAMPIRAN 1
DATA VARIABEL PENELITIAN
TAHUN
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
FDI
1834,40
1507,08
2263,20
2736,70
3581,30
2527,90
4246,10
5646,90
3970,50
5639,30
13421,40
18733,80
39914,70
29931,40
23832,50
13563,10
10890,60
15413,10
15043,90
9744,10
13207,20
10277,30
13579,30
15623.90
40145,20
55176,02
90854,90
113189,62
SBI
12,74
13,45
13,82
14,07
13,64
13,19
14,82
18,91
21,36
19,24
17,38
14,97
15,73
16,42
17,74
22,98
22,68
16,58
17,11
18,04
17,04
14,67
14,20
15,73
13,93
13,07
12,38
12,63
KETERANGAN : FDI
SBI
PDRB
UNEMP .
EXPORT
=
=
=
=
=
PDRB
5915,37
6372,17
6884,81
7224,15
7687,41
8144,62
8732,19
9617,37
9643,67
10912,09
11180,00
13727,70
14826,10
16082,30
17555,80
18720,90
22910,09
24016,60
24892,95
75189,14
78805,61
83328,95
87897,79
93330,11
99792,28
106172,36
111559,22
118640,90
UNEMP.
EXPORT
821257
878380
857564
845962
872521
862234
847790
697599
670054
649226
577623
518825
453107
127830
244744
475876
510193
653351
456059
528550
711288
756327
636980
632049
571334
554539
532427
491806
10649,82
12455,86
10719,35
17221,62
22352,35
33115,43
21936,80
40210,98
58424,09
39924,40
54024,90
42283,78
46893,53
51074,31
31014,31
28135,55
26062,16
24377,64
22947,96
28919,96
26878,77
42394,09
45630,75
55239,01
70828,99
92619,77
64601,17
91477,78
Foreign Direct Investment ($ juta)
Suku Bunga Investasi (%)
Produk Domestik Regional Bruto (Rp.Milyar)
Unemployment (jiwa)
Ekspor ($ ribu)
69
LAMPIRAN 2
KURVA NORMAL VARIABEL PENELITIAN
70
LAMPIRAN 2
KURVA NORMAL VARIABEL PENELITIAN (Lanjutan)
71
LAMPIRAN 3
HISTOGRAM VARIABEL PENELITIAN
72
LAMPIRAN 4
HASIL ESTIMASI PERSAMAAN REGRESI LINIER BERGANDA
Dependent Variable: FDI
Method: Least Squares
Date: 12/22/11 Time: 22:47
Sample: 1983 2009
Included observations: 27
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
SBI
PDRB
UNEMP
EXPORT
49855.53
-1493.271
0.691630
-0.036659
0.287659
11995.89
469.2017
0.144998
0.007679
0.076325
4.156052
-3.182579
4.769940
-4.773858
3.768887
0.0004
0.0043
0.0001
0.0001
0.0011
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.900114
0.881953
6013.387
7.96E+08
-270.4937
1.956112
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
19351.19
17502.17
20.40694
20.64691
49.56288
0.000000
Estimation Command:
=====================
LS FDI C SBI PDRB UNEMP EXPORT
Estimation Equation:
=====================
FDI = C(1) + C(2)*SBI + C(3)*PDRB + C(4)*UNEMP + C(5)*EXPORT
Substituted Coefficients:
=====================
FDI = 49855.52541 - 1493.271268*SBI + 0.6916300984*PDRB 0.03665924507*UNEMP + 0.2876586509*EXPORT
73
LAMPIRAN 5
HASIL UJI JARQUE-BERRA, NORMALITY TEST
HASIL UJI RAMSEY, RAMSEY RESET TEST
Ramsey RESET Test:
F-statistic
Log likelihood ratio
2.007621
2.465183
Prob. F(1,21)
Prob. Chi-Square(1)
0.171176
0.116394
Test Equation:
Dependent Variable: FDI
Method: Least Squares
Date: 05/10/12 Time: 21:15
Sample: 1983 2009
Included observations: 27
Variable
C
SBI
PDRB
UNEMP
EXPORT
FITTED^2
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
Std. Error
t-Statistic
Prob.
37381.53
-895.2002
0.518142
-0.028376
0.162877
5.93E-06
14666.43
623.4375
0.187338
0.009517
0.115438
4.19E-06
2.548783
-1.435910
2.765813
-2.981728
1.410950
1.416905
0.0187
0.1658
0.0116
0.0071
0.1729
0.1712
0.908830
0.887123
5880.235
7.26E+08
-269.2611
2.110489
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
19351.19
17502.17
20.38971
20.67767
41.86785
0.000000
74
LAMPIRAN 6
HASIL UJI MULTIKOLINIERITAS
FDI = f (SBI, PDRB, UNEMP, EXPORT)
Dependent Variable: FDI
Method: Least Squares
Date: 12/22/11 Time: 22:47
Sample: 1983 2009
Included observations: 27
Variable
C
SBI
PDRB
UNEMP
EXPORT
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
49855.53
-1493.271
0.691630
-0.036659
0.287659
0.900114
0.881953
6013.387
7.96E+08
-270.4937
1.956112
Std. Error
t-Statistic
11995.89
4.156052
469.2017
-3.182579
0.144998
4.769940
0.007679
-4.773858
0.076325
3.768887
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.0004
0.0043
0.0001
0.0001
0.0011
19351.19
17502.17
20.40694
20.64691
49.56288
0.000000
HASIL UJI MULTIKOLINIERITAS
SBI = f (FDI, PDRB, UNEMP, EXPORT)
Dependent Variable: SBI
Method: Least Squares
Date: 12/22/11 Time: 23:02
Sample: 1983 2009
Included observations: 27
Variable
C
FDI
PDRB
UNEMP
EXPORT
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
25.80147
-0.000211
9.55E-05
-1.28E-05
4.40E-05
0.500113
0.409224
2.261061
112.4727
-57.57414
1.381221
Std. Error
t-Statistic
2.461303
10.48285
6.63E-05
-3.182579
7.50E-05
1.272546
3.08E-06
-4.170972
3.56E-05
1.235927
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.0000
0.0043
0.2165
0.0004
0.2295
16.14318
2.941718
4.635121
4.875091
5.502487
0.003167
75
LAMPIRAN 7
HASIL UJI MULTIKOLINIERITAS
PDRB = f (FDI, SBI, UNEMP, EXPORT)
Dependent Variable: PDRB
Method: Least Squares
Date: 12/22/11 Time: 23:03
Sample: 1983 2009
Included observations: 27
Variable
C
FDI
SBI
UNEMP
EXPORT
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
-31364.08
0.735083
717.9221
0.026139
-0.074409
0.709078
0.656184
6199.411
8.46E+08
-271.3163
1.216191
Std. Error
t-Statistic
15109.83
-2.075740
0.154107
4.769940
564.1621
1.272546
0.009826
2.660251
0.099686
-0.746431
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.0498
0.0001
0.2165
0.0143
0.4633
7911.494
10572.73
20.46787
20.70784
13.40544
0.000011
HASIL UJI MULTIKOLINIERITAS
UNEMP = f (FDI, SBI, PDRB, EXPORT)
Dependent Variable: UNEMP
Method: Least Squares
Date: 12/22/11 Time: 23:04
Sample: 1983 2009
Included observations: 27
Variable
C
FDI
SBI
PDRB
EXPORT
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
1299895.
-13.87960
-34388.19
9.311376
1.935505
0.686003
0.628912
117008.1
3.01E+11
-350.6366
1.876003
Std. Error
t-Statistic
143012.6
9.089376
2.907419
-4.773858
8244.647
-4.170972
3.500187
2.660251
1.859932
1.040632
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.0000
0.0001
0.0004
0.0143
0.3093
623853.6
192078.0
26.34345
26.58342
12.01607
0.000025
76
LAMPIRAN 8
HASIL UJI MULTIKOLINIERITAS
EXPORT = f (FDI, SBI, PDRB, UNEMP )
Dependent Variable: EXPORT
Method: Least Squares
Date: 12/22/11 Time: 23:05
Sample: 1983 2009
Included observations: 27
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
FDI
SBI
PDRB
UNEMP
-24469.51
1.363911
1475.591
-0.331948
0.024239
34507.53
0.361887
1193.914
0.444714
0.023292
-0.709107
3.768887
1.235927
-0.746431
1.040632
0.4857
0.0011
0.2295
0.4633
0.3093
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.684659
0.627324
13094.04
3.77E+09
-291.5042
0.932521
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
38239.71
21449.03
21.96328
22.20325
11.94141
0.000026
HASIL UJI MULTIKOLINIERITAS
UJI KORELASI ANTAR VARIABEL
FDI
SBI
PDRB
UNEMP
EXPORT
FDI
1.000000
-0.268339
0.780536
-0.547833
0.812003
SBI
-0.268339
1.000000
-0.276907
-0.356978
-0.128445
0.780536
-0.276907
1.000000
-0.197784
0.606092
UNEMP
-0.547833
-0.356978
-0.197784
1.000000
-0.432525
EXPORT
0.812003
-0.128445
0.606092
-0.432525
1.000000
PDRB
77
LAMPIRAN 9
UJI AUTOKORELASI
HASIL UJI d DURBIN-WATSON
Dependent Variable: FDI
Method: Least Squares
Date: 12/22/11 Time: 22:47
Sample: 1983 2009
Included observations: 27
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
49855.53
11995.89
4.156052
0.0004
SBI
-1493.271
469.2017
-3.182579
0.0043
PDRB
0.691630
0.144998
4.769940
0.0001
UNEMP
-0.036659
0.007679
-4.773858
0.0001
EXPORT
0.287659
0.076325
3.768887
0.0011
R-squared
0.900114
Mean dependent var
19351.19
Adjusted R-squared
0.881953
S.D. dependent var
17502.17
S.E. of regression
6013.387
Akaike info criterion
20.40694
Sum squared resid
7.96E+08
Schwarz criterion
20.64691
Log likelihood
-270.4937
F-statistic
49.56288
Prob(F-statistic)
0.000000
Durbin-Watson stat
1.956112
78
LAMPIRAN 10
UJI LANGRANGE MULTIPLIER (LM-TEST)
HASIL UJI BREUSCH-GODFREY SERIAL CORRELATION
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
0.859113
Prob. F(2,20)
0.438588
Obs*R-squared
2.136091
Prob. Chi-Square(2)
0.343680
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 05/10/12 Time: 21:27
Sample: 1983 2009
Included observations: 27
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
C
7151.165
13857.97
0.516033
0.6115
SBI
-140.9085
493.8689
-0.285316
0.7783
PDRB
0.044020
0.149785
0.293884
0.7719
UNEMP
-0.005308
0.009284
-0.571737
0.5739
EXPORT
-0.053218
0.088265
-0.602939
0.5533
RESID(-1)
-0.060593
0.240261
-0.252196
0.8035
RESID(-2)
-0.337077
0.257201
-1.310561
0.2049
R-squared
Prob.
0.079114
Mean dependent var
-3.91E-12
-0.197151
S.D. dependent var
5531.512
S.E. of regression
6052.271
Akaike info criterion
20.47267
Sum squared resid
7.33E+08
Schwarz criterion
20.80863
Log likelihood
-269.3810
F-statistic
0.286371
Prob(F-statistic)
0.936558
Adjusted R-squared
Durbin-Watson stat
2.120906