X

240,000

200,000

160,000

120,000

80,000

40,000

0
90

92

94

96

98

00

02

04

06

08

Pairwise Granger Causality Tests

Date: 04/29/12 Time: 09:45
Sample: 1990 2009
Lags: 2

Null Hypothesis:

X does not Granger Cause GE

GE does not Granger Cause X

Obs

F-Statistic

Prob.

18

0.02089

0.9794

0.12531

0.8833

HASIL REGRESI LINIER BERGANDA

Dependent Variable: GE
Method: Least Squares
Date: 04/29/12 Time: 10:12
Sample: 1990 2009
Included observations: 20

Variable

Coefficient

Std. Error

t-Statistic

Prob.

8.039312

1.947542

4.127927

0.0008

4.12E-05

8.55E-05

0.481597

0.6366

MS

-2.60E-05

1.09E-05

-2.377121

0.0303

EX

4.18E-05

2.55E-05

1.641005

0.1203

R-squared

0.262910

Mean dependent var

4.955000

Adjusted R-squared

0.124706

S.D. dependent var

4.684293

S.E. of regression

4.382491

Akaike info criterion

5.969968

Sum squared resid

307.2997

Schwarz criterion

6.169115

Hannan-Quinn criter.

6.008844

Durbin-Watson stat

1.719819

Log likelihood

-55.69968

F-statistic

1.902331

Prob(F-statistic)

0.169936

UJI MULTIKOLINEARITAS

GE

MS

EX

GE

1.000000

-0.048160

-0.119967

-0.044639

-0.048160

1.000000

0.980427

0.985385

MS

-0.119967

0.980427

1.000000

0.988439

EX

-0.044639

0.985385

0.988439

1.000000

UJI HETEROSKEDASTISITAS
Heteroskedasticity Test: White
F-statistic
Obs*R-squared
Scaled explained SS

0.804707
8.400660
29.20393

Prob. F(9,10)
Prob. Chi-Square(9)
Prob. Chi-Square(9)

0.6229
0.4943
0.0006

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 04/29/12 Time: 10:43
Sample: 1990 2009
Included observations: 20
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X
X^2
X*MS
X*EX
MS
MS^2
MS*EX
EX
EX^2

-17.08886
-0.005073
-2.00E-07
1.44E-08
7.60E-08
0.001592
-2.18E-09
2.28E-09
-0.002046
-9.13E-09

34.59119
0.004830
2.17E-07
2.13E-08
1.19E-07
0.000962
2.43E-09
7.96E-09
0.001532
1.61E-08

-0.494024
-1.050405
-0.918730
0.678536
0.637627
1.655557
-0.899729
0.286400
-1.335717
-0.567586

0.6320
0.3183
0.3799
0.5128
0.5380
0.1288
0.3894
0.7804
0.2112
0.5828

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.420033
-0.101937
54.54284
29749.21
-101.4270
0.804707
0.622947

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

15.36498
51.95882
11.14270
11.64057
11.23989
2.659211

X
240,000

200,000

160,000

120,000

80,000

40,000

0
90

92

94

96

98

00

02

04

06

08

Dependent Variable: GE
Method: Least Squares
Date: 04/29/12 Time: 11:06
Sample: 1990 2009
Included observations: 20
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
LX
LMS
LEX

-172.2892
4.945379
-19.57512
152.5104

105.2809
3.719365
8.325403
77.40071

-1.636471
1.329630
-2.351252
1.970401

0.1213
0.2023
0.0319
0.0663

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.301669
0.170732
4.265712
291.1407
-55.15952
2.303926
0.115837

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

4.955000
4.684293
5.915952
6.115098
5.954827
1.761208

MULTIKOLINEARITAS
GE

LX

LMS

LEX

GE

1.000000

-0.241129

-0.299677

-0.244233

LX

-0.241129

1.000000

0.970450

0.954217

LMS

-0.299677

0.970450

1.000000

0.989765

LEX

-0.244233

0.954217

0.989765

1.000000

HETEROSKEDASTISITAS
Heteroskedasticity Test: White
F-statistic
Obs*R-squared
Scaled explained SS

0.885953
7.836987
22.21534

Prob. F(8,11)
Prob. Chi-Square(8)
Prob. Chi-Square(8)

0.5572
0.4496
0.0045

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 04/29/12 Time: 11:10
Sample: 1990 2009
Included observations: 20
Collinear test regressors dropped from specification
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
LX
LX^2
LX*LMS
LX*LEX
LMS
LMS^2
LMS*LEX
LEX

-14871.88
-9966.313
110.0625
-803.4461
7247.961
8628.098
674.4346
-6978.268
10963.88

36325.19
6705.929
270.8074
855.9970
5028.055
5661.689
532.2084
4248.413
25169.31

-0.409409
-1.486194
0.406424
-0.938608
1.441504
1.523944
1.267238
-1.642559
0.435605

0.6901
0.1653
0.6922
0.3681
0.1773
0.1557
0.2312
0.1287
0.6715

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.391849
-0.050442
45.55900
22831.85
-98.78056
0.885953
0.557159

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

14.55704
44.45168
10.77806
11.22614
10.86553
2.322328

AUTOKOLIENARITAS
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared

2.562845
5.360006

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 04/29/12 Time: 11:11
Sample: 1990 2009

Prob. F(2,14)
Prob. Chi-Square(2)

0.1126
0.0686

Included observations: 20
Presample missing value lagged residuals set to zero.
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
LX
LMS
LEX
RESID(-1)
RESID(-2)

-45.60437
1.081583
-4.150851
35.39880
0.168284
-0.525813

98.68492
3.455709
7.888259
72.78289
0.230691
0.238340

-0.462121
0.312984
-0.526206
0.486362
0.729477
-2.206146

0.6511
0.7589
0.6070
0.6342
0.4777
0.0446

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.268000
0.006572
3.901602
213.1149
-52.03976
1.025138
0.440035

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

-8.53E-14
3.914486
5.803976
6.102696
5.862290
2.178061

NORMALITAS

12

Series: Residuals
Sample 1990 2009
Observations 20

10

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

-8.53e-14
0.630152
4.872136
-14.17786
3.914486
-2.371002
9.858372

Jarque-Bera 57.93657
Probability
0.000000

0
-15

-10

-5