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Langkah analisis regresi linear

X1 X2 X3 X4 Y res abs_res
37911723 67169844 89994 52594 647476 -575924.1 575924.1
39784036 72704416 113075 75449 760090 -162965.5 162965.5
39964080 74687428 138882 80847 791597 -7.921.805 7.921.805
41944494 77807897 149818 87290 829616 230045.5 230045.5
43460242 81942353 168328 77097 876123 841621.5 841621.5
44777387 80446600 230055 95548 924484 177186.1 177186.1
47017062 83586616 301404 110338 979713 134686.8 134686.8
49021803 87909598 370087 123768 1032574 297011.9 297011.9
50145800 90491930 455239 140364 1099301 194388.1 194388.1
51409612 94024278 597363 178008 1165753 -221123 221123
52764603 96211332 781357 162255 1212599 -285107.3 285107.3
53823732 99401775 927118 175895 1282572 -433275.9 433275.9
55206444 1,02E+11 992205 187442 1369326 -445490.4 445490.4
56534592 1,08E+11 1250801 166627 1451460 -95842.89 95842.89
57895721 1,14E+11 1655234 182113 1536919 -561117.1 561117.1
58444657 1,19E+11 1688338 185834 1569705 -15202.37 15202.37
59262772 1,23E+11 1818749 185975 1655430 226180.1 226180.1
61651177 1,13E+11 2057972 255126 5171064 531981.3 531981.3
62922617 1,17E+11 2236740 298209 5425415 170869 170869

Source | SS df MS Number of obs = 19

-------------+------------------------------ F( 4, 14) = 42.28

Model | 3.0187e+13 4 7.5468e+12 Prob > F = 0.0000

Residual | 2.4991e+12 14 1.7851e+11 R-squared = 0.9235

-------------+------------------------------ Adj R-squared = 0.9017

Total | 3.2686e+13 18 1.8159e+12 Root MSE = 4.2e+05

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Y | Coef. Std. Err. t P>|t| Beta

-------------+----------------------------------------------------------------

X1 | .0633535 .1068429 0.59 0.563 .3678645

X2 | -.1411535 .0407123 -3.47 0.004 -1.800623


X3 | 2.918368 .5822632 5.01 0.000 1.579868

X4 | 12.90324 7.498954 1.72 0.107 .6150254

_cons | 7361554 1901268 3.87 0.002 .

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Skewness/Kurtosis tests for Normality

------- joint ------

Variable | Obs Pr(Skewness) Pr(Kurtosis) adj chi2(2) Prob>chi2

-------------+---------------------------------------------------------------

res | 19 0.5611 0.8007 0.41 0.8137

Shapiro-Francia W' test for normal data

Variable | Obs W' V' z Prob>z

-------------+--------------------------------------------------

res | 19 0.96421 0.909 -0.171 0.56798

Shapiro-Wilk W test for normal data

Variable | Obs W V z Prob>z

-------------+--------------------------------------------------

res | 19 0.96249 0.856 -0.312 0.62231


Estimation sample regress Number of obs = 19

-------------------------------------------------------------

Variable | Mean Std. Dev. Min Max

-------------+-----------------------------------------------

depvar |

Y| 1567432 1347556 647476 5.4e+06

-------------+-----------------------------------------------

_ |

X1 | 5.07e+07 7824635 3.8e+07 6.3e+07

X2 | 9.48e+07 1.72e+07 6.7e+07 1.2e+08

X3 | 843303.1 729503.5 89994 2.2e+06

X4 | 148462.1 64230.44 52594 298209

-------------------------------------------------------------
1.00
0.75
0.50
0.25
0.00

0.00 0.25 0.50 0.75 1.00


Empirical P[i] = i/(N+1)
UJI HETEROSKEDASTISITAS

Breusch-Pagan / Cook-Weisberg test for heteroskedasticity

Ho: Constant variance

Variables: fitted values of Y

chi2(1) = 0.04

Prob > chi2 = 0.8400

UJI MULTIKOLINEARITAS

Variable | VIF 1/VIF

-------------+----------------------

X1 | 70.48 0.014189

X2 | 49.39 0.020248

X4 | 23.39 0.042746

X3 | 18.19 0.054965

-------------+----------------------

Mean VIF | 40.36


1000000
500000
Residuals

0
-500000

0 1000000 2000000 3000000 4000000 5000000


Fitted values

UJI AUTOKORELASI

Number of gaps in sample: 18

Breusch-Godfrey LM test for autocorrelation

---------------------------------------------------------------------------

lags(p) | chi2 df Prob > chi2

-------------+-------------------------------------------------------------

1 | 0.000 1 1.0000

---------------------------------------------------------------------------

H0: no serial correlation


UJI STATISTIK ESTIMASI REGREASI

Source | SS df MS Number of obs = 19

-------------+------------------------------ F( 4, 14) = 42.28

Model | 3.0187e+13 4 7.5468e+12 Prob > F = 0.0000

Residual | 2.4991e+12 14 1.7851e+11 R-squared = 0.9235

-------------+------------------------------ Adj R-squared = 0.9017

Total | 3.2686e+13 18 1.8159e+12 Root MSE = 4.2e+05

------------------------------------------------------------------------------

Y | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

X1 | .0633535 .1068429 0.59 0.563 -.1658018 .2925088

X2 | -.1411535 .0407123 -3.47 0.004 -.2284728 -.0538343

X3 | 2.918368 .5822632 5.01 0.000 1.669537 4.167198

X4 | 12.90324 7.498954 1.72 0.107 -3.180416 28.9869

_cons | 7361554 1901268 3.87 0.002 3283739 1.14e+07

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