Nama : Elda Nur Fauzi

NPM : 10090219012
Kelas :EKONOMETRIKA D
TUGAS 5

10.26 ( HAL.357)
Dependent Variable: Y
Method: Least Squares
Date: 03/10/21 Time: 15:12
Sample: 1936 1952
Included observations: 14

Variable Coefficient Std. Error t-Statistic Prob.

C 18.70206 6.845355 2.732080 0.0211

X2 0.380280 0.312131 1.218336 0.2511
X3 1.418575 0.720378 1.969210 0.0772
X4 0.533059 1.399801 0.380810 0.7113

R-squared 0.918721 Mean dependent var 87.12143

Adjusted R-squared 0.894337 S.D. dependent var 18.64313
S.E. of regression 6.060096 Akaike info criterion 6.676285
Sum squared resid 367.2477 Schwarz criterion 6.858873
Log likelihood -42.73399 Hannan-Quinn criter. 6.659383
F-statistic 37.67771 Durbin-Watson stat 1.299587
Prob(F-statistic) 0.000009

Estimation Command:
=========================
LS Y C X2 X3 X4

Estimation Equation:
=========================
Y = C(1) + C(2)*X2 + C(3)*X3 + C(4)*X4

Substituted Coefficients:
=========================
Y = 18.702059128 + 0.380280256793*X2 + 1.41857454124*X3 + 0.533058675293*X4

a. Pasang model yang diubah ke data di Tabel 10.12 dan mendapatkan perhitungan β1 hingga
β4.

Yi = β1 + β2(X2i + 0.75X3i + 0.625X4i ) + ui = β1 + β2Zi + ui

dimana Zi = X2i + 0.75X3i + 0.625X4i

Y = 18.702059128 + 0.380280256793*X2 + 1.41857454124*0.75*X3 +0.533058675293*0.625*X4
Y = 18.70206 + 0.380280 X2 + 1.06393125 X3 + 0.33316188 X4
b. Bagaimana Anda menginterpretasikan variabel Z?

Variabel Z merupakan variabel dimana terdapat reformasi di dalam fungsinya dari fungsi Y di
reformulasi menjadi yang ada dalam fungsi Z.

Jika ada perubahan pada X2 atau pada pendapatan upah sebesar satu miliar dolar akan merubah Z
atau konsumsi sebesar Z = 18.70206 + 1.06393125 X3 + 0.33316188 X4. Begitupun sebaliknya jika
ada yang berkurang sebesar satu satuan maka Z pun akan berkurang.

Jika ada perubahan pada X3 atau bukan upah dan pendapatan non pertanian sebesar satu miliar
dolar maka akan merubah Z atau konsumsi sebesar Z= 18.70206 + 0.380280 X2 + 0.33316188
X4Begitupun sebaliknya jika ada yang berkurang sebesar satu satuan maka Y pun akan berkurang.

Jika ada perubahan pada X4 atau pendapatan pertanian sebesar satu miliar dolar maka akan
merubah Z atau konsumsi sebesar Z = 18.70206 + 0.380280 X2 + 1.06393125 X3
10.27 ( HAL.358 )

a. Perkirakan parameter model ini menggunakan data yang diberikan dalam tabel.

Dependent Variable: C
Method: Least Squares
Date: 03/10/21 Time: 18:37
Sample: 1975 2005
Included observations: 31

Variable Coefficient Std. Error t-Statistic Prob.

LOG(CPI) -0.075623 0.160079 -0.472411 0.6403

LOG(GDP) -0.376407 0.179435 -2.097734 0.0451
LOG(IMPOR) 0.350514 0.065728 5.332801 0.0000

Mean dependent var 1.000000 S.D. dependent var 0.000000

S.E. of regression 0.035016 Akaike info criterion -3.774242
Sum squared resid 0.034332 Schwarz criterion -3.635470
Log likelihood 61.50076 Hannan-Quinn criter. -3.729006
Durbin-Watson stat 0.372484

Dependent Variable: LOG(GDP)

Method: Least Squares
Date: 03/10/21 Time: 19:32
Sample: 1975 2005
Included observations: 31

Variable Coefficient Std. Error t-Statistic Prob.

C 1.169754 0.168270 6.951653 0.0000

LOG(CPI) 1.546263 0.035057 44.10649 0.0000

R-squared 0.985312 Mean dependent var 8.569425

Adjusted R-squared 0.984805 S.D. dependent var 0.586384
S.E. of regression 0.072282 Akaike info criterion -2.354156
Sum squared resid 0.151514 Schwarz criterion -2.261641
Log likelihood 38.48942 Hannan-Quinn criter. -2.323998
F-statistic 1945.382 Durbin-Watson stat 0.207558
Prob(F-statistic) 0.000000
 Dependent Variable: LOG(CPI)
Method: Least Squares
Date: 03/10/21 Time: 19:34
Sample: 1975 2005
Included observations: 31

Variable Coefficient Std. Error t-Statistic Prob.

C -0.675102 0.124086 -5.440614 0.0000

LOG(GDP) 0.637221 0.014447 44.10649 0.0000

R-squared 0.985312 Mean dependent var 4.785519

Adjusted R-squared 0.984805 S.D. dependent var 0.376431
S.E. of regression 0.046401 Akaike info criterion -3.240635
Sum squared resid 0.062439 Schwarz criterion -3.148120
Log likelihood 52.22985 Hannan-Quinn criter. -3.210478
F-statistic 1945.382 Durbin-Watson stat 0.210383
Prob(F-statistic) 0.000000

b. Uji Multikolinier

Hipotesis :

R2 > r2
Tidak ada multikolinieritas

R2 < r2
Ada masalah multikolinieritas

c. Regresi
- ln Importst = A1 + A2 ln GDPt

Dependent Variable: LOG(IMPOR)

Method: Least Squares
Date: 03/10/21 Time: 19:58
Sample: 1975 2005
Included observations: 31

Variable Coefficient Std. Error t-Statistic Prob.

C 2.006856 0.213707 9.390678 0.0000

LOG(GDP) 1.292720 0.024882 51.95396 0.0000

R-squared 0.989370 Mean dependent var 13.08472

Adjusted R-squared 0.989004 S.D. dependent var 0.762092
S.E. of regression 0.079915 Akaike info criterion -2.153364
Sum squared resid 0.185206 Schwarz criterion -2.060849
Log likelihood 35.37714 Hannan-Quinn criter. -2.123206
F-statistic 2699.214 Durbin-Watson stat 0.509629
Prob(F-statistic) 0.000000
- ln Importst = B1 + B2 ln CPIt

Dependent Variable: LOG(IMPOR)

Method: Least Squares
Date: 03/10/21 Time: 20:00
Sample: 1975 2005
Included observations: 31

Variable Coefficient Std. Error t-Statistic Prob.

C 3.578293 0.348057 10.28076 0.0000

LOG(CPI) 1.986499 0.072515 27.39449 0.0000

R-squared 0.962795 Mean dependent var 13.08472

Adjusted R-squared 0.961512 S.D. dependent var 0.762092
S.E. of regression 0.149510 Akaike info criterion -0.900561
Sum squared resid 0.648248 Schwarz criterion -0.808045
Log likelihood 15.95869 Hannan-Quinn criter. -0.870403
F-statistic 750.4582 Durbin-Watson stat 0.279792
Prob(F-statistic) 0.000000

- ln GDPt = C1 + C2 ln CPIt

Dependent Variable: LOG(GDP)

Method: Least Squares
Date: 03/10/21 Time: 20:02
Sample: 1975 2005
Included observations: 31

Variable Coefficient Std. Error t-Statistic Prob.

C 1.169754 0.168270 6.951653 0.0000

LOG(CPI) 1.546263 0.035057 44.10649 0.0000

R-squared 0.985312 Mean dependent var 8.569425

Adjusted R-squared 0.984805 S.D. dependent var 0.586384
S.E. of regression 0.072282 Akaike info criterion -2.354156
Sum squared resid 0.151514 Schwarz criterion -2.261641
Log likelihood 38.48942 Hannan-Quinn criter. -2.323998
F-statistic 1945.382 Durbin-Watson stat 0.207558
Prob(F-statistic) 0.000000