HASIL REGRESI BERGANDA

Dependent Variable: Y
Method: Least Squares
Date: 01/17/19 Time: 04:14
Sample: 2005 2017
Included observations: 13
White heteroskedasticity-consistent standard errors & covariance
No d.f. adjustment for standard errors & covariance

Variable Coefficient Std. Error t-Statistic Prob.  

C 0.574085 2.395666 0.239635 0.8186

X1 -0.018721 0.003728 -5.021170 0.0024
X2 -0.171274 0.174444 -0.981828 0.3641
X3 1.300492 0.259288 5.015634 0.0024
X4 0.327626 0.124380 2.634081 0.0388
X5 -0.131592 0.034782 -3.783326 0.0091
X6 -0.444640 0.266806 -1.666531 0.1467

R-squared 0.986429    Mean dependent var 4.390769

Adjusted R-squared 0.972858    S.D. dependent var 0.439459
S.E. of regression 0.072400    Akaike info criterion -2.109489
Sum squared resid 0.031451    Schwarz criterion -1.805285
Log likelihood 20.71168    Hannan-Quinn criter. -2.172016
F-statistic 72.68690    Durbin-Watson stat 1.970899
Prob(F-statistic) 0.000024    Wald F-statistic 1004.382
Prob(Wald F-statistic) 0.000000

UJI NORMALITAS

4
Series: Residuals
Sample 2005 2017
Observations 13
3
Mean 3.43e-16
Median -0.001812
Maximum 0.105810
2
Minimum -0.069083
Std. Dev. 0.051195
Skewness 0.611725
1
Kurtosis 2.550508

Jarque-Bera 0.920223
Probability 0.631213
0
-0.05 0.00 0.05 0.10
UJI AUTOKORELASI

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 1.218866    Prob. F(2,4) 0.3861

Obs*R-squared 4.922622    Prob. Chi-Square(2) 0.0853

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/17/19 Time: 04:15
Sample: 2005 2017
Included observations: 13
No d.f. adjustment for standard errors & covariance
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

C -0.085418 1.674794 -0.051002 0.9618

X1 0.006951 0.008611 0.807199 0.4648
X2 0.128607 0.153907 0.835617 0.4504
X3 -0.132457 0.225258 -0.588023 0.5881
X4 -0.058120 0.100707 -0.577121 0.5948
X5 -0.006365 0.026434 -0.240777 0.8216
X6 -0.004304 0.176722 -0.024357 0.9817
RESID(-1) -0.974571 0.646838 -1.506671 0.2064
RESID(-2) -0.615067 0.337377 -1.823085 0.1424

R-squared 0.378663    Mean dependent var 3.43E-16

Adjusted R-squared -0.864010    S.D. dependent var 0.051195
S.E. of regression 0.069895    Akaike info criterion -2.277678
Sum squared resid 0.019541    Schwarz criterion -1.886559
Log likelihood 23.80491    Hannan-Quinn criter. -2.358071
F-statistic 0.304717    Durbin-Watson stat 1.993570
Prob(F-statistic) 0.928343

UJI HETEROSKEDASTISITAS
Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 0.423167    Prob. F(6,6) 0.8404

Obs*R-squared 3.865445    Prob. Chi-Square(6) 0.6949
Scaled explained SS 0.638351    Prob. Chi-Square(6) 0.9957

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/17/19 Time: 04:15
Sample: 2005 2017
Included observations: 13
White heteroskedasticity-consistent standard errors & covariance
No d.f. adjustment for standard errors & covariance
 Variable Coefficient Std. Error t-Statistic Prob.  

C -0.025000 0.107841 -0.231827 0.8244

X1 0.000201 0.000197 1.023148 0.3457
X2 -0.002040 0.006885 -0.296351 0.7770
X3 -0.006014 0.012002 -0.501091 0.6342
X4 0.001432 0.004590 0.311920 0.7657
X5 -0.001218 0.000969 -1.256480 0.2556
X6 0.006280 0.012502 0.502345 0.6333

R-squared 0.297342    Mean dependent var 0.002419

Adjusted R-squared -0.405316    S.D. dependent var 0.003135
S.E. of regression 0.003717    Akaike info criterion -8.048079
Sum squared resid 8.29E-05    Schwarz criterion -7.743876
Log likelihood 59.31252    Hannan-Quinn criter. -8.110607
F-statistic 0.423167    Durbin-Watson stat 2.052360
Prob(F-statistic) 0.840419

MULTIKOLINEARITAS

X1 X2 X3 X4 X5 X6
X1  1.000000  0.705671  0.664461  0.710266 -0.373222  0.622018
X2  0.705671  1.000000  0.922223  0.921138 -0.363763  0.807122
X3  0.664461  0.922223  1.000000  0.944894 -0.503481  0.947804
X4  0.710266  0.921138  0.944894  1.000000 -0.497799  0.932779
X5 -0.373222 -0.363763 -0.503481 -0.497799  1.000000 -0.525551
X6  0.622018  0.807122  0.947804  0.932779 -0.525551  1.000000