Uji normalitas

20
Series: Residuals
Sample 1 70
16 Observations 70

Mean 1.62e-08
12 Median -555670.7
Maximum 2.75e+08
Minimum -1.75e+08
8
Std. Dev. 74014404
Skewness 1.108796
Kurtosis 6.406270
4
Jarque-Bera 48.18447
Probability 0.000000
0
-1.0e+08 250.000 1.0e+08 2.0e+08

Uji multikol

BM KMK

BM 1.000000 0.179582
KMK 0.179582 1.000000

Uji hetero

Heteroskedasticity Test: White

F-statistic 7.900621 Prob. F(2,67) 0.0008

Obs*R-squared 13.35834 Prob. Chi-Square(2) 0.0013
Scaled explained SS 33.08062 Prob. Chi-Square(2) 0.0000

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 11/06/17 Time: 15:28
Sample: 1 70
Included observations: 70

Variable Coefficient Std. Error t-Statistic Prob.

C 1.51E+15 1.77E+15 0.851195 0.3977

BM^2 0.002906 0.000737 3.944262 0.0002
KMK^2 0.440393 0.934867 0.471076 0.6391
R-squared 0.190833 Mean dependent var 5.40E+15
Adjusted R-squared 0.166679 S.D. dependent var 1.26E+16
S.E. of regression 1.15E+16 Akaike info criterion 76.84970
Sum squared resid 8.93E+33 Schwarz criterion 76.94607
Log likelihood -2686.740 Hannan-Quinn criter. 76.88798
F-statistic 7.900621 Durbin-Watson stat 0.983357
Prob(F-statistic) 0.000830

uji hetero grafik

600,000,000

500,000,000

400,000,000

300,000,000

200,000,000
300,000,000
100,000,000
200,000,000
0
100,000,000

-100,000,000

-200,000,000
5 10 15 20 25 30 35 40 45 50 55 60 65 70

Residual Actual Fitted

Uji autokorelasi

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 22.31196 Prob. F(2,65) 0.0000

Obs*R-squared 28.49446 Prob. Chi-Square(2) 0.0000

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 11/06/17 Time: 15:30
Sample: 1 70
Included observations: 70
Presample missing value lagged residuals set to zero.
 Variable Coefficient Std. Error t-Statistic Prob.

C 8995091. 13506777 0.665969 0.5078

BM -0.011687 0.011367 -1.028223 0.3077
KMK 0.106714 0.394144 0.270749 0.7874
RESID(-1) 0.726889 0.122783 5.920135 0.0000
RESID(-2) -0.144736 0.122631 -1.180254 0.2422

R-squared 0.407064 Mean dependent var 1.62E-08

Adjusted R-squared 0.370575 S.D. dependent var 74014404
S.E. of regression 58720283 Akaike info criterion 38.68322
Sum squared resid 2.24E+17 Schwarz criterion 38.84382
Log likelihood -1348.913 Hannan-Quinn criter. 38.74701
F-statistic 11.15598 Durbin-Watson stat 1.876257
Prob(F-statistic) 0.000001

Common

Dependent Variable: PDRB?

Method: Pooled Least Squares
Date: 11/06/17 Time: 15:35
Sample: 1 7
Included observations: 7
Cross-sections included: 10
Total pool (balanced) observations: 70

Variable Coefficient Std. Error t-Statistic Prob.

BM? 0.054191 0.010639 5.093857 0.0000

KMK? 5.365687 0.455453 11.78100 0.0000

R-squared 0.690772 Mean dependent var 1.49E+08

Adjusted R-squared 0.686224 S.D. dependent var 1.33E+08
S.E. of regression 74562922 Akaike info criterion 39.12034
Sum squared resid 3.78E+17 Schwarz criterion 39.18458
Log likelihood -1367.212 Hannan-Quinn criter. 39.14586
Durbin-Watson stat 0.622865

fixed

Dependent Variable: PDRB?

Method: Pooled Least Squares
Date: 11/06/17 Time: 15:36
Sample: 1 7
Included observations: 7
Cross-sections included: 10
Total pool (balanced) observations: 70

Variable Coefficient Std. Error t-Statistic Prob.

C -32683983 22693663 -1.440225 0.1552

BM? 0.014485 0.018896 0.766535 0.4465
KMK? 9.052753 0.938439 9.646606 0.0000
Fixed Effects (Cross)
ACEH--C 21632639
BABEL--C 20671007
BENGKULU--C 21925477
JAMBI--C 23660676
KEPRIAU--C 27175245
LAMPUNG--C -7467658.
RIAU--C 1.43E+08
SUMBAR--C 5335751.
SUMSEL--C -26235264
SUMUT--C -2.29E+08

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.870298 Mean dependent var 1.49E+08

Adjusted R-squared 0.845699 S.D. dependent var 1.33E+08
S.E. of regression 52287416 Akaike info criterion 38.53721
Sum squared resid 1.59E+17 Schwarz criterion 38.92267
Log likelihood -1336.803 Hannan-Quinn criter. 38.69032
F-statistic 35.37991 Durbin-Watson stat 1.192597
Prob(F-statistic) 0.000000

random

Dependent Variable: PDRB?

Method: Pooled EGLS (Cross-section random effects)
Date: 11/06/17 Time: 15:38
Sample: 1 7
Included observations: 7
Cross-sections included: 10
Total pool (balanced) observations: 70
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.

C -13282440 25688889 -0.517050 0.6068

BM? 0.029483 0.016546 1.781846 0.0793
KMK? 7.269833 0.713816 10.18447 0.0000
Random Effects (Cross)
ACEH--C -12432274
BABEL--C 3893109.
BENGKULU--C 3785961.
JAMBI--C 9009548.
KEPRIAU--C 21227721
LAMPUNG--C -3670058.
RIAU--C 1.22E+08
 SUMBAR--C -939077.6
SUMSEL--C -12466642
SUMUT--C -1.31E+08

Effects Specification
S.D. Rho

Cross-section random 54281135 0.5187

Idiosyncratic random 52287416 0.4813

Weighted Statistics

R-squared 0.613986 Mean dependent var 50838144

Adjusted R-squared 0.602463 S.D. dependent var 87411350
S.E. of regression 55113309 Sum squared resid 2.04E+17
F-statistic 53.28442 Durbin-Watson stat 0.985084
Prob(F-statistic) 0.000000

Unweighted Statistics

R-squared 0.619913 Mean dependent var 1.49E+08

Sum squared resid 4.65E+17 Durbin-Watson stat 0.431422

Uji chow

Redundant Fixed Effects Tests

Pool: PROVINSI
Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 8.917447 (9,58) 0.0000

Cross-section Chi-square 60.807002 9 0.0000

Cross-section fixed effects test equation:

Dependent Variable: PDRB?
Method: Panel Least Squares
Date: 11/06/17 Time: 15:37
Sample: 1 7
Included observations: 7
Cross-sections included: 10
Total pool (balanced) observations: 70

Variable Coefficient Std. Error t-Statistic Prob.

C -1826258. 17188879 -0.106246 0.9157

BM? 0.055207 0.014360 3.844612 0.0003
KMK? 5.387274 0.501776 10.73642 0.0000

R-squared 0.690824 Mean dependent var 1.49E+08

Adjusted R-squared 0.681595 S.D. dependent var 1.33E+08
S.E. of regression 75110973 Akaike info criterion 39.14874
Sum squared resid 3.78E+17 Schwarz criterion 39.24511
Log likelihood -1367.206 Hannan-Quinn criter. 39.18702
F-statistic 74.85251 Durbin-Watson stat 0.626144
Prob(F-statistic) 0.000000

uji hausman

Correlated Random Effects - Hausman Test

Pool: PROVINSI
Test cross-section random effects

Chi-Sq.
Test Summary Statistic Chi-Sq. d.f. Prob.

Cross-section random 9.437780 2 0.0089

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

BM? 0.014485 0.029483 0.000083 0.1003

KMK? 9.052753 7.269833 0.371135 0.0034

Cross-section random effects test equation:

Dependent Variable: PDRB?
Method: Panel Least Squares
Date: 11/06/17 Time: 15:39
Sample: 1 7
Included observations: 7
Cross-sections included: 10
Total pool (balanced) observations: 70

Variable Coefficient Std. Error t-Statistic Prob.

C -32683983 22693663 -1.440225 0.1552

BM? 0.014485 0.018896 0.766535 0.4465
KMK? 9.052753 0.938439 9.646606 0.0000

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.870298 Mean dependent var 1.49E+08

Adjusted R-squared 0.845699 S.D. dependent var 1.33E+08
S.E. of regression 52287416 Akaike info criterion 38.53721
Sum squared resid 1.59E+17 Schwarz criterion 38.92267
Log likelihood -1336.803 Hannan-Quinn criter. 38.69032
F-statistic 35.37991 Durbin-Watson stat 1.192597
Prob(F-statistic) 0.000000