Analisis Faktor-Faktor Yang Mempengaruhi Penerimaan Pajak Penghasilan Orang Pribadi Di Kota Medan
Lampiran 1. Data Penelitian
obs
2001Q1
2001Q2
2001Q3
2001Q4
2002Q1
2002Q2
2002Q3
2002Q4
2003Q1
2003Q2
2003Q3
2003Q4
2004Q1
2004Q2
2004Q3
2004Q4
2005Q1
2005Q2
2005Q3
2005Q4
2006Q1
2006Q2
2006Q3
2006Q4
2007Q1
2007Q2
2007Q3
2007Q4
2008Q1
2008Q2
2008Q3
2008Q4
2009Q1
2009Q2
2009Q3
2009Q4
2010Q1
2010Q2
2010Q3
2010Q4
PPH
WP
UMK
PPK
PM
DSP
4230000000.0
4340000000.0
4510000000.0
4720000000.0
4970000000.0
5280000000.0
5640000000.0
6040000000.0
5800000000.0
6580000000.0
7690000000.0
9120000000.0
12200000000.
13700000000.
15100000000.
16300000000.
18100000000.
18700000000.
18700000000.
18200000000.
14700000000.
14300000000.
14400000000.
15000000000.
16400000000.
17900000000.
19900000000.
22300000000.
28300000000.
30200000000.
31200000000.
31300000000.
138000000000
72200000000.
59900000000.
258000000000
523000000000
855000000000
1.250000E+12
1.720000E+12
54609.00
55550.00
56528.00
58405.00
59665.00
63441.00
69642.00
78076.00
86217.00
98759.00
110663.0
116660.0
119498.0
122858.0
124627.0
126542.0
128402.0
131183.0
133306.0
139265.0
141690.0
143921.0
145559.0
147519.0
149735.0
152637.0
164724.0
226798.0
246892.0
252650.0
257108.0
290513.0
389371.0
428305.0
457574.0
477351.0
512812.0
535003.0
554036.0
570345.0
368297.6
389343.4
408846.9
426808.1
443227.1
458103.9
471438.4
483230.6
490507.8
500404.7
509948.4
519139.1
513921.9
528028.1
547403.1
572046.9
608045.3
640792.2
676373.4
714789.1
776875.0
812625.0
842875.0
867625.0
882656.2
898093.7
909718.7
917531.2
898562.5
907937.5
922687.5
942812.5
990544.7
1012527.
1030991.
1045937.
1057366.
1065277.
1069669.
1070544.
7479541.
7711803.
7953773.
8205452.
8466839.
8737934.
9018738.
9309250.
9552671.
9885320.
10250396
10647901
10224797
11028372
12205589
13756449
17432682
19030134
20300536
21243888
20986046
21624957
22286475
22970602
23378220
24227210
25218455
26351955
27983348
29259103
30534857
31810612
33794429
34786959
35496265
35922347
36065204
35924837
35501245
34794429
2781.976
2718.914
2700.369
2726.341
2796.831
2911.839
3071.364
3275.406
3718.002
3933.465
4115.832
4265.101
4251.784
4386.656
4540.226
4712.494
4524.432
4885.710
5417.299
6119.198
7457.723
8313.718
9153.498
9977.063
10964.45
11683.57
12314.46
12857.12
13341.88
13695.95
13949.67
14103.03
13867.81
13935.74
14018.59
14116.38
14229.09
14356.73
14499.30
14656.80
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
Universitas Sumatera Utara
Lampiran 2. Data Penelitian dalam Logaritma
obs
2001Q1
2001Q2
2001Q3
2001Q4
2002Q1
2002Q2
2002Q3
2002Q4
2003Q1
2003Q2
2003Q3
2003Q4
2004Q1
2004Q2
2004Q3
2004Q4
2005Q1
2005Q2
2005Q3
2005Q4
2006Q1
2006Q2
2006Q3
2006Q4
2007Q1
2007Q2
2007Q3
2007Q4
2008Q1
2008Q2
2008Q3
2008Q4
2009Q1
2009Q2
2009Q3
2009Q4
2010Q1
2010Q2
2010Q3
2010Q4
LPPH
LWP
LUMK
LPPK
LPM
DSP
22.16547
22.19114
22.22956
22.27507
22.32669
22.38719
22.45315
22.52167
22.48112
22.60730
22.76319
22.93374
23.22470
23.34066
23.43796
23.51443
23.61918
23.65179
23.65179
23.62469
23.41111
23.38353
23.39049
23.43132
23.52055
23.60807
23.71399
23.82785
24.06613
24.13111
24.16368
24.16688
25.65052
25.00271
24.81594
26.27623
26.98285
27.47437
27.85416
28.17335
10.90795
10.92504
10.94249
10.97516
10.99650
11.05787
11.15112
11.26544
11.36462
11.50044
11.61424
11.66702
11.69105
11.71878
11.73308
11.74833
11.76292
11.78435
11.80040
11.84413
11.86140
11.87702
11.88834
11.90171
11.91662
11.93582
12.01203
12.33182
12.41671
12.43976
12.45725
12.57940
12.87229
12.96759
13.03369
13.07601
13.14766
13.19003
13.22498
13.25400
12.81665
12.87222
12.92110
12.96409
13.00184
13.03485
13.06354
13.08825
13.10320
13.12317
13.14206
13.15993
13.14983
13.17690
13.21294
13.25698
13.31800
13.37046
13.42450
13.47974
13.56303
13.60803
13.64457
13.67351
13.69069
13.70803
13.72089
13.72944
13.70855
13.71893
13.73505
13.75662
13.80601
13.82796
13.84603
13.86042
13.87129
13.87875
13.88286
13.88368
15.82768
15.85826
15.88916
15.92031
15.95167
15.98318
16.01481
16.04652
16.07233
16.10656
16.14283
16.18087
16.14033
16.21598
16.31740
16.43702
16.67386
16.76153
16.82616
16.87158
16.85937
16.88936
16.91949
16.94973
16.96732
17.00299
17.04309
17.08705
17.14712
17.19170
18.23438
17.27531
17.33581
17.36475
17.38494
17.39687
17.40084
17.39694
17.38508
17.36497
7.930917
7.907988
7.901144
7.910716
7.936242
7.976540
8.029877
8.094197
8.220942
8.277276
8.322596
8.358221
8.355094
8.386322
8.420732
8.457973
8.417247
8.494070
8.597353
8.719186
8.917005
9.025662
9.121891
9.208044
9.302413
9.365939
9.418529
9.461653
9.498663
9.524856
9.543211
9.554145
9.537326
9.542212
9.548140
9.555091
9.563044
9.571974
9.581856
9.592659
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
Universitas Sumatera Utara
Lampiran 3. Hasil Regresi
Dependent Variable: LPPH
Method: Least Squares
Date: 03/11/12 Time: 23:56
Sample: 2001Q1 2010Q4
Included observations: 40
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
C
LWP
LUMK
LPPK
LPM
DSP
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
Coefficient
Std. Error
t-Statistic
Prob.
10.33116
2.944270
3.347879
2.067312
2.159972
0.238832
4.147460
0.416783
1.434929
0.946291
0.718394
0.295162
2.490960
7.064281
2.333132
2.184647
3.006667
0.809154
0.0024
0.0000
0.0091
0.0144
0.0049
0.4241
0.896827
0.881655
0.532075
9.908640
-28.84809
59.10878
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
23.86113
1.567243
1.692405
1.903515
1.768735
1.517366
Universitas Sumatera Utara
Lampiran 4. Uji Multikolinearitas
Dependent Variable: LWP
Method: Least Squares
Date: 03/09/12 Time: 19:20
Sample: 2001Q1 2010Q4
Included observations: 40
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LUMK
LPPK
LPM
DSP
-3.315363
-0.364627
1.031674
0.335712
0.518458
5.751156
0.954529
0.493198
0.296441
0.290087
-0.576469
-0.381997
2.091803
1.132474
1.786174
0.5679
0.7047
0.0436
0.2649
0.3419
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.864525
0.853236
0.273284
2.688623
-2.760536
76.57745
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
11.97088
0.713352
0.338027
0.506915
0.399091
0.098502
Dependent Variable: LUMK
Method: Least Squares
Date: 03/09/12 Time: 19:21
Sample: 2001Q1 2010Q4
Included observations: 40
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LPPK
LPM
DSP
LWP
5.552689
0.351444
0.239376
2.127115
-0.007425
0.328815
0.031559
0.031004
1.892997
0.018841
16.88697
11.13603
7.720767
1.123674
-0.394064
0.0000
0.0000
0.0000
0.0000
0.6959
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.788202
0.787219
0.038996
0.054746
75.12120
1005.129
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
13.44487
0.344937
-3.556060
-3.387172
-3.494995
0.246069
Universitas Sumatera Utara
Dependent Variable: LPPK
Method: Least Squares
Date: 03/09/12 Time: 19:23
Sample: 2001Q1 2010Q4
Included observations: 40
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LPM
DSP
LWP
LUMK
-5.010762
-0.091995
-0.023843
0.095055
1.590268
2.956198
0.175321
0.127965
0.035809
0.339015
-1.695002
-0.524721
-0.186321
2.654474
4.690855
0.0987
0.6030
0.0564
0.0118
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.796843
0.779913
0.082953
0.247721
44.92907
578.6757
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
16.69588
0.559156
-2.046453
-1.877565
-1.985389
0.274127
Dependent Variable: LPM
Method: Least Squares
Date: 03/09/12 Time: 19:24
Sample: 2001Q1 2010Q4
Included observations: 40
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
DSP
LWP
LUMK
LPPK
-15.88116
0.023381
0.057050
1.997774
-0.169674
1.670662
0.182511
0.050863
0.455449
0.297367
-9.505911
0.128111
1.121626
4.386385
-0.570588
0.0000
0.2113
0.2694
0.0001
0.5718
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.671597
0.669230
0.112657
0.456894
32.68611
410.4877
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
8.828724
0.642232
-1.434306
-1.265418
-1.373241
1.213746
Dependent Variable: DSP
Method: Least Squares
Date: 03/09/12 Time: 19:24
Universitas Sumatera Utara
Sample: 2001Q1 2010Q4
Included observations: 40
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LWP
LUMK
LPPK
LPM
-1.580312
0.057050
1.997774
-0.169674
-0.400779
1.278662
0.050863
0.455449
0.297367
0.712002
-1.235911
1.121626
4.386385
-0.570588
-0.562891
0.0000
0.2694
0.0001
0.5718
0.2453
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.512841
0.49230
0.112657
0.456894
32.68611
30.4877
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
8.828724
0.642232
-1.434306
-1.265418
-1.373241
1.213746
Universitas Sumatera Utara
Universitas Sumatera Utara
Lampiran 5. Uji Normalitas
16
Series: Residuals
Sample 2001Q1 2010Q4
Observations 40
14
12
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
10
8
6
4
0.020025
-0.067949
1.295961
-1.370772
0.515879
0.101035
3.762026
Jarque-Bera 1.035861
Probability
0.595752
2
0
-1.5
-1.0
-0.5
0.0
0.5
1.0
1.5
Universitas Sumatera Utara
Lampiran 6. Uji Linieritas
Ramsey RESET Test:
F-statistic
Log likelihood ratio
1.928194
1.625351
Prob. F(1,34)
Prob. Chi-Square(1)
0.5538
0.6963
Test Equation:
Dependent Variable: LPPH
Method: Least Squares
Date: 03/15/12 Time: 16:14
Sample: 2001Q1 2010Q4
Included observations: 40
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LWP
LUMK
LPPK
LPM
DSP
FITTED^2
233.5152
-20.12852
-21.16114
5.968133
14.32578
26.807769
0.156937
36.79391
3.410976
3.441490
0.920832
2.386396
3.763496
0.024371
6.346572
-5.901102
-6.148829
6.481243
6.003103
7.123103
6.439487
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.944113
0.935894
0.396812
5.353622
-16.53542
114.8743
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
23.86113
1.567243
1.126771
1.380103
1.218368
0.736192
Universitas Sumatera Utara
Lampiran 7. Uji Otokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
1.852695
1.776983
Prob. F(2,33)
Prob. Chi-Square(2)
0.7651
0.6752
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 03/14/12 Time: 22:46
Sample: 2001Q1 2010Q4
Included observations: 40
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LWP
LUMK
LPPK
LPM
DSP
RESID(-1)
RESID(-2)
3.467333
0.117832
-1.062855
0.565365
-0.001409
-0.006657
0.701158
0.004814
10.26687
0.249158
1.241840
0.363710
0.624506
0.532106
0.171403
0.188268
0.337720
0.472919
-0.855871
1.554439
-0.002256
-0.012512
4.090698
0.025567
0.7377
0.6394
0.3982
0.1296
0.9982
0.1123
0.0003
0.9798
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.444425
0.343411
0.418018
5.766385
-18.02086
4.399646
0.002263
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.020025
0.515879
1.251043
1.546597
1.357906
1.630692
Universitas Sumatera Utara
obs
2001Q1
2001Q2
2001Q3
2001Q4
2002Q1
2002Q2
2002Q3
2002Q4
2003Q1
2003Q2
2003Q3
2003Q4
2004Q1
2004Q2
2004Q3
2004Q4
2005Q1
2005Q2
2005Q3
2005Q4
2006Q1
2006Q2
2006Q3
2006Q4
2007Q1
2007Q2
2007Q3
2007Q4
2008Q1
2008Q2
2008Q3
2008Q4
2009Q1
2009Q2
2009Q3
2009Q4
2010Q1
2010Q2
2010Q3
2010Q4
PPH
WP
UMK
PPK
PM
DSP
4230000000.0
4340000000.0
4510000000.0
4720000000.0
4970000000.0
5280000000.0
5640000000.0
6040000000.0
5800000000.0
6580000000.0
7690000000.0
9120000000.0
12200000000.
13700000000.
15100000000.
16300000000.
18100000000.
18700000000.
18700000000.
18200000000.
14700000000.
14300000000.
14400000000.
15000000000.
16400000000.
17900000000.
19900000000.
22300000000.
28300000000.
30200000000.
31200000000.
31300000000.
138000000000
72200000000.
59900000000.
258000000000
523000000000
855000000000
1.250000E+12
1.720000E+12
54609.00
55550.00
56528.00
58405.00
59665.00
63441.00
69642.00
78076.00
86217.00
98759.00
110663.0
116660.0
119498.0
122858.0
124627.0
126542.0
128402.0
131183.0
133306.0
139265.0
141690.0
143921.0
145559.0
147519.0
149735.0
152637.0
164724.0
226798.0
246892.0
252650.0
257108.0
290513.0
389371.0
428305.0
457574.0
477351.0
512812.0
535003.0
554036.0
570345.0
368297.6
389343.4
408846.9
426808.1
443227.1
458103.9
471438.4
483230.6
490507.8
500404.7
509948.4
519139.1
513921.9
528028.1
547403.1
572046.9
608045.3
640792.2
676373.4
714789.1
776875.0
812625.0
842875.0
867625.0
882656.2
898093.7
909718.7
917531.2
898562.5
907937.5
922687.5
942812.5
990544.7
1012527.
1030991.
1045937.
1057366.
1065277.
1069669.
1070544.
7479541.
7711803.
7953773.
8205452.
8466839.
8737934.
9018738.
9309250.
9552671.
9885320.
10250396
10647901
10224797
11028372
12205589
13756449
17432682
19030134
20300536
21243888
20986046
21624957
22286475
22970602
23378220
24227210
25218455
26351955
27983348
29259103
30534857
31810612
33794429
34786959
35496265
35922347
36065204
35924837
35501245
34794429
2781.976
2718.914
2700.369
2726.341
2796.831
2911.839
3071.364
3275.406
3718.002
3933.465
4115.832
4265.101
4251.784
4386.656
4540.226
4712.494
4524.432
4885.710
5417.299
6119.198
7457.723
8313.718
9153.498
9977.063
10964.45
11683.57
12314.46
12857.12
13341.88
13695.95
13949.67
14103.03
13867.81
13935.74
14018.59
14116.38
14229.09
14356.73
14499.30
14656.80
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
Universitas Sumatera Utara
Lampiran 2. Data Penelitian dalam Logaritma
obs
2001Q1
2001Q2
2001Q3
2001Q4
2002Q1
2002Q2
2002Q3
2002Q4
2003Q1
2003Q2
2003Q3
2003Q4
2004Q1
2004Q2
2004Q3
2004Q4
2005Q1
2005Q2
2005Q3
2005Q4
2006Q1
2006Q2
2006Q3
2006Q4
2007Q1
2007Q2
2007Q3
2007Q4
2008Q1
2008Q2
2008Q3
2008Q4
2009Q1
2009Q2
2009Q3
2009Q4
2010Q1
2010Q2
2010Q3
2010Q4
LPPH
LWP
LUMK
LPPK
LPM
DSP
22.16547
22.19114
22.22956
22.27507
22.32669
22.38719
22.45315
22.52167
22.48112
22.60730
22.76319
22.93374
23.22470
23.34066
23.43796
23.51443
23.61918
23.65179
23.65179
23.62469
23.41111
23.38353
23.39049
23.43132
23.52055
23.60807
23.71399
23.82785
24.06613
24.13111
24.16368
24.16688
25.65052
25.00271
24.81594
26.27623
26.98285
27.47437
27.85416
28.17335
10.90795
10.92504
10.94249
10.97516
10.99650
11.05787
11.15112
11.26544
11.36462
11.50044
11.61424
11.66702
11.69105
11.71878
11.73308
11.74833
11.76292
11.78435
11.80040
11.84413
11.86140
11.87702
11.88834
11.90171
11.91662
11.93582
12.01203
12.33182
12.41671
12.43976
12.45725
12.57940
12.87229
12.96759
13.03369
13.07601
13.14766
13.19003
13.22498
13.25400
12.81665
12.87222
12.92110
12.96409
13.00184
13.03485
13.06354
13.08825
13.10320
13.12317
13.14206
13.15993
13.14983
13.17690
13.21294
13.25698
13.31800
13.37046
13.42450
13.47974
13.56303
13.60803
13.64457
13.67351
13.69069
13.70803
13.72089
13.72944
13.70855
13.71893
13.73505
13.75662
13.80601
13.82796
13.84603
13.86042
13.87129
13.87875
13.88286
13.88368
15.82768
15.85826
15.88916
15.92031
15.95167
15.98318
16.01481
16.04652
16.07233
16.10656
16.14283
16.18087
16.14033
16.21598
16.31740
16.43702
16.67386
16.76153
16.82616
16.87158
16.85937
16.88936
16.91949
16.94973
16.96732
17.00299
17.04309
17.08705
17.14712
17.19170
18.23438
17.27531
17.33581
17.36475
17.38494
17.39687
17.40084
17.39694
17.38508
17.36497
7.930917
7.907988
7.901144
7.910716
7.936242
7.976540
8.029877
8.094197
8.220942
8.277276
8.322596
8.358221
8.355094
8.386322
8.420732
8.457973
8.417247
8.494070
8.597353
8.719186
8.917005
9.025662
9.121891
9.208044
9.302413
9.365939
9.418529
9.461653
9.498663
9.524856
9.543211
9.554145
9.537326
9.542212
9.548140
9.555091
9.563044
9.571974
9.581856
9.592659
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
1.000000
Universitas Sumatera Utara
Lampiran 3. Hasil Regresi
Dependent Variable: LPPH
Method: Least Squares
Date: 03/11/12 Time: 23:56
Sample: 2001Q1 2010Q4
Included observations: 40
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
C
LWP
LUMK
LPPK
LPM
DSP
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
Coefficient
Std. Error
t-Statistic
Prob.
10.33116
2.944270
3.347879
2.067312
2.159972
0.238832
4.147460
0.416783
1.434929
0.946291
0.718394
0.295162
2.490960
7.064281
2.333132
2.184647
3.006667
0.809154
0.0024
0.0000
0.0091
0.0144
0.0049
0.4241
0.896827
0.881655
0.532075
9.908640
-28.84809
59.10878
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
23.86113
1.567243
1.692405
1.903515
1.768735
1.517366
Universitas Sumatera Utara
Lampiran 4. Uji Multikolinearitas
Dependent Variable: LWP
Method: Least Squares
Date: 03/09/12 Time: 19:20
Sample: 2001Q1 2010Q4
Included observations: 40
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LUMK
LPPK
LPM
DSP
-3.315363
-0.364627
1.031674
0.335712
0.518458
5.751156
0.954529
0.493198
0.296441
0.290087
-0.576469
-0.381997
2.091803
1.132474
1.786174
0.5679
0.7047
0.0436
0.2649
0.3419
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.864525
0.853236
0.273284
2.688623
-2.760536
76.57745
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
11.97088
0.713352
0.338027
0.506915
0.399091
0.098502
Dependent Variable: LUMK
Method: Least Squares
Date: 03/09/12 Time: 19:21
Sample: 2001Q1 2010Q4
Included observations: 40
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LPPK
LPM
DSP
LWP
5.552689
0.351444
0.239376
2.127115
-0.007425
0.328815
0.031559
0.031004
1.892997
0.018841
16.88697
11.13603
7.720767
1.123674
-0.394064
0.0000
0.0000
0.0000
0.0000
0.6959
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.788202
0.787219
0.038996
0.054746
75.12120
1005.129
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
13.44487
0.344937
-3.556060
-3.387172
-3.494995
0.246069
Universitas Sumatera Utara
Dependent Variable: LPPK
Method: Least Squares
Date: 03/09/12 Time: 19:23
Sample: 2001Q1 2010Q4
Included observations: 40
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LPM
DSP
LWP
LUMK
-5.010762
-0.091995
-0.023843
0.095055
1.590268
2.956198
0.175321
0.127965
0.035809
0.339015
-1.695002
-0.524721
-0.186321
2.654474
4.690855
0.0987
0.6030
0.0564
0.0118
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.796843
0.779913
0.082953
0.247721
44.92907
578.6757
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
16.69588
0.559156
-2.046453
-1.877565
-1.985389
0.274127
Dependent Variable: LPM
Method: Least Squares
Date: 03/09/12 Time: 19:24
Sample: 2001Q1 2010Q4
Included observations: 40
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
DSP
LWP
LUMK
LPPK
-15.88116
0.023381
0.057050
1.997774
-0.169674
1.670662
0.182511
0.050863
0.455449
0.297367
-9.505911
0.128111
1.121626
4.386385
-0.570588
0.0000
0.2113
0.2694
0.0001
0.5718
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.671597
0.669230
0.112657
0.456894
32.68611
410.4877
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
8.828724
0.642232
-1.434306
-1.265418
-1.373241
1.213746
Dependent Variable: DSP
Method: Least Squares
Date: 03/09/12 Time: 19:24
Universitas Sumatera Utara
Sample: 2001Q1 2010Q4
Included observations: 40
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LWP
LUMK
LPPK
LPM
-1.580312
0.057050
1.997774
-0.169674
-0.400779
1.278662
0.050863
0.455449
0.297367
0.712002
-1.235911
1.121626
4.386385
-0.570588
-0.562891
0.0000
0.2694
0.0001
0.5718
0.2453
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.512841
0.49230
0.112657
0.456894
32.68611
30.4877
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
8.828724
0.642232
-1.434306
-1.265418
-1.373241
1.213746
Universitas Sumatera Utara
Universitas Sumatera Utara
Lampiran 5. Uji Normalitas
16
Series: Residuals
Sample 2001Q1 2010Q4
Observations 40
14
12
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
10
8
6
4
0.020025
-0.067949
1.295961
-1.370772
0.515879
0.101035
3.762026
Jarque-Bera 1.035861
Probability
0.595752
2
0
-1.5
-1.0
-0.5
0.0
0.5
1.0
1.5
Universitas Sumatera Utara
Lampiran 6. Uji Linieritas
Ramsey RESET Test:
F-statistic
Log likelihood ratio
1.928194
1.625351
Prob. F(1,34)
Prob. Chi-Square(1)
0.5538
0.6963
Test Equation:
Dependent Variable: LPPH
Method: Least Squares
Date: 03/15/12 Time: 16:14
Sample: 2001Q1 2010Q4
Included observations: 40
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LWP
LUMK
LPPK
LPM
DSP
FITTED^2
233.5152
-20.12852
-21.16114
5.968133
14.32578
26.807769
0.156937
36.79391
3.410976
3.441490
0.920832
2.386396
3.763496
0.024371
6.346572
-5.901102
-6.148829
6.481243
6.003103
7.123103
6.439487
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.944113
0.935894
0.396812
5.353622
-16.53542
114.8743
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
23.86113
1.567243
1.126771
1.380103
1.218368
0.736192
Universitas Sumatera Utara
Lampiran 7. Uji Otokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
1.852695
1.776983
Prob. F(2,33)
Prob. Chi-Square(2)
0.7651
0.6752
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 03/14/12 Time: 22:46
Sample: 2001Q1 2010Q4
Included observations: 40
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LWP
LUMK
LPPK
LPM
DSP
RESID(-1)
RESID(-2)
3.467333
0.117832
-1.062855
0.565365
-0.001409
-0.006657
0.701158
0.004814
10.26687
0.249158
1.241840
0.363710
0.624506
0.532106
0.171403
0.188268
0.337720
0.472919
-0.855871
1.554439
-0.002256
-0.012512
4.090698
0.025567
0.7377
0.6394
0.3982
0.1296
0.9982
0.1123
0.0003
0.9798
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.444425
0.343411
0.418018
5.766385
-18.02086
4.399646
0.002263
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.020025
0.515879
1.251043
1.546597
1.357906
1.630692
Universitas Sumatera Utara