Dependent Variable: HARGA_EMAS

Method: Least Squares

Date: 06/24/19 Time: 15:01
Sample: 1 6
Included observations: 6

Variable Coefficient Std. Error t-Statistic Prob.

C 771853.1 230457.6 3.349219 0.0788

INFLASI 16193.46 14433.09 1.121968 0.3785
KURS 78.91031 32.48125 2.429411 0.1358
BI_RATE -181968.5 65535.14 -2.776655 0.1089

R-squared 0.804758 Mean dependent var 459678.3

Adjusted R-squared 0.511895 S.D. dependent var 65587.78
S.E. of regression 45822.56 Akaike info criterion 24.53766
Sum squared resid 4.20E+09 Schwarz criterion 24.39883
Log likelihood -69.61299 Hannan-Quinn criter. 23.98193
F-statistic 2.747902 Durbin-Watson stat 2.566498
Prob(F-statistic) 0.278065

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 0.352647 Prob. F(3,2) 0.7965

Obs*R-squared 2.075789 Prob. Chi-Square(3) 0.5568
Scaled explained SS 0.215429 Prob. Chi-Square(3) 0.9751

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 06/24/19 Time: 14:57
Sample: 1 6
Included observations: 6

Variable Coefficient Std. Error t-Statistic Prob.

C 3.82E+09 6.74E+09 0.566657 0.6281

INFLASI -1.58E+08 4.22E+08 -0.373769 0.7445
KURS 46769.79 949834.9 0.049240 0.9652
BI_RATE -4.03E+08 1.92E+09 -0.210445 0.8528

R-squared 0.345965 Mean dependent var 7.00E+08

Adjusted R-squared -0.635088 S.D. dependent var 1.05E+09
S.E. of regression 1.34E+09 Akaike info criterion 45.10442
Sum squared resid 3.59E+18 Schwarz criterion 44.96560
Log likelihood -131.3133 Hannan-Quinn criter. 44.54869
F-statistic 0.352647 Durbin-Watson stat 2.686610
Prob(F-statistic) 0.796508
Variance Inflation Factors
Date: 06/24/19 Time: 15:03
Sample: 1 6
Included observations: 6

Coefficient Uncentered Centered

Variable Variance VIF VIF

C 5.31E+10 151.7661 NA
INFLASI 2.08E+08 22.73302 2.972092
KURS 1055.031 321.2334 5.417760
BI_RATE 4.29E+09 552.0169 6.562499

x1

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 3.838222 Prob. F(2,2) 0.2067

Obs*R-squared 4.759875 Prob. Chi-Square(2) 0.0926

x2

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 3.134641 Prob. F(2,2) 0.2419

Obs*R-squared 4.548846 Prob. Chi-Square(2) 0.1029

x3

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 1.608580 Prob. F(2,2) 0.3834

Obs*R-squared 3.699898 Prob. Chi-Square(2) 0.1572