Dependent Variable: INVESTASIMethod: Least SquaresDate: 03/18/11 Time: 20:04Sample: 1 190Included observations: 190

Variable Coefficient Std. Error t-Statistic Prob.  

C -2179287. 888869.6 -2.451752 0.0151BELANJA 12.65201 0.289626 43.68389 0.0000

R-squared 0.910317     Mean dependent var 17786666Adjusted R-squared 0.909840     S.D. dependent var 34996912S.E. of regression 10508379     Akaike info criterion 35.18371Sum squared resid 2.08E+16     Schwarz criterion 35.21789Log likelihood -3340.453     F-statistic 1908.282Durbin-Watson stat 0.853954     Prob(F-statistic) 0.000000

Normalitas data

Tes buat belanja dan investasi kurt dan skewnes

Descriptive Statistics

N Skewness Kurtosis

Statistic Statistic Std. Error Statistic Std. Error

belanja 190 3.731 .176 15.686 .351

investasi 190 3.856 .176 17.171 .351

Valid N (listwise) 190

Uji kolmogronov

One-Sample Kolmogorov-Smirnov Test

belanja investasi

N 190 190

Normal Parametersa Mean 1.58E6 1.78E7

Std. Deviation 2.639E6 3.500E7

Most Extreme Differences Absolute .288 .316

Positive .279 .316

Negative -.288 -.311

Kolmogorov-Smirnov Z 3.964 4.357

Asymp. Sig. (2-tailed) .000 .000

a. Test distribution is Normal.

2-tailed < 0.05 berrati data tidak terdistribusi normal dua-duanya

Yembuhin

One-Sample Kolmogorov-Smirnov Test

LGbelanja

N 190

Normal Parametersa Mean 5.8842

Std. Deviation .48963

Most Extreme Differences Absolute .059

Positive .059

Negative -.037

Kolmogorov-Smirnov Z .818

Asymp. Sig. (2-tailed) .515

a. Test distribution is Normal.

Nyembuhin (investasi)

Duanya namanya

Moderate positive skewness

Fiuh pake LN alias Linier

Trus dites deh pake kolmogrov smirnov

Hasilnya

One-Sample Kolmogorov-Smirnov Test

lninvestasi lnbelanja

N 190 190

Normal Parametersa Mean 15.7195 13.5489

Std. Deviation 1.29168 1.12741

Most Extreme Differences Absolute .088 .059

Positive .088 .059

Negative -.043 -.037

Kolmogorov-Smirnov Z 1.211 .818

Asymp. Sig. (2-tailed) .106 .515

a. Test distribution is Normal.

Trus klo bentuk histo gram jadinya gini nih (keren)

Trus..klo lnbelanja

Liat ebook penting banget di desktop itu..membantu untuk dasar hukumnya…..

Heterokedastisitas

Uji white

White Heteroskedasticity Test:

F-statistic 2.504488     Prob. F(2,187) 0.084455Obs*R-squared 4.956567     Prob. Chi-Square(2) 0.083887

Test Equation:Dependent Variable: RESID^2Method: Least SquaresDate: 03/19/11 Time: 09:15Sample: 1 190Included observations: 190

Variable Coefficient Std. Error t-Statistic Prob.  

C 0.619623 4.266809 0.145219 0.8847LNBELANJA 0.021719 0.531328 0.040878 0.9674

LNBELANJA^2 -0.002570 0.016466 -0.156077 0.8761

R-squared 0.026087     Mean dependent var 0.321718Adjusted R-squared 0.015671     S.D. dependent var 0.489816S.E. of regression 0.485963     Akaike info criterion 1.410296Sum squared resid 44.16199     Schwarz criterion 1.461565Log likelihood -130.9782     F-statistic 2.504488Durbin-Watson stat 1.003811     Prob(F-statistic) 0.084455

tidak ada heterosklo inputnya seperti cara buyayuk

di spss juga tidak ada heteroskedastisitas…

Trus klo pake abs

So kita ke durbin watson

Dengan impor ekcelnya

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 55.65131     Prob. F(2,186) 0.000000Obs*R-squared 71.13122     Prob. Chi-Square(2) 0.000000

Test Equation:Pake DW test….ada autokorelasi positif..musti disembuhin

Dependent Variable: LNINVESTASIMethod: Least SquaresDate: 03/19/11 Time: 07:22Sample: 1 190Included observations: 190

Variable Coefficient Std. Error

C 1.702032 0.506455LNBELANJA 0.753642 0.032111

R-squared 0.745550     Mean dependent varAdjusted R-squared 0.744197     S.D. dependent varS.E. of regression 0.570211     Akaike info criterionSum squared resid 61.12643     Schwarz criterionLog likelihood -161.8607     F-statisticDurbin-Watson stat 0.782129     Prob(F-statistic)

Ini pake LM test…ada so musti disembuhkan

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 55.65131     Prob. F(2,186) 0.000000Obs*R-squared 71.13122     Prob. Chi-Square(2) 0.000000

Test Equation:Dependent Variable: RESIDMethod: Least SquaresDate: 03/19/11 Time: 10:15Sample: 1 190Included observations: 190Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

C -0.117119 0.403458 -0.290288 0.7719LNBELANJA 0.007584 0.025583 0.296468 0.7672

RESID(-1) 0.676607 0.072958 9.273983 0.0000

RESID(-2) -0.112532 0.073515 -1.530738 0.1275

R-squared 0.374375     Mean dependent var -1.48E-15Adjusted R-squared 0.364284     S.D. dependent var 0.568700S.E. of regression 0.453435     Akaike info criterion 1.276899Sum squared resid 38.24223     Schwarz criterion 1.345257Log likelihood -117.3054     F-statistic 37.10087Durbin-Watson stat 1.975613     Prob(F-statistic) 0.000000

Cara nyembuhinnya……

Dependent Variable: D(LNINVESTASI)Method: Least SquaresDate: 03/19/11 Time: 11:45Sample (adjusted): 2 190Included observations: 189 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

C 0.005753 0.032326 0.177970 0.8589D(LNBELANJA) 1.122328 0.049702 22.58107 0.0000

R-squared 0.731671     Mean dependent var 0.009239Adjusted R-squared 0.730236     S.D. dependent var 0.855638S.E. of regression 0.444408     Akaike info criterion 1.226380Sum squared resid 36.93229     Schwarz criterion 1.260685Log likelihood -113.8929     F-statistic 509.9049Durbin-Watson stat 2.112185     Prob(F-statistic) 0.000000

1. Pake asumsi p tinggi (ga bisa ternya harus dw<r2 hasilnya kan 1,97 tidak lebih kecil dari 0,037

2. Pake estimasi p rendah

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 55.65131     Prob. F(2,186) 0.000000Obs*R-squared 71.13122     Prob. Chi-Square(2) 0.000000

Test Equation:Dependent Variable: RESIDMethod: Least SquaresDate: 03/19/11 Time: 11:48Sample: 1 190Included observations: 190Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

C -0.117119 0.403458 -0.290288 0.7719LNBELANJA 0.007584 0.025583 0.296468 0.7672

RESID(-1) 0.676607 0.072958 9.273983 0.0000RESID(-2) -0.112532 0.073515 -1.530738 0.1275

R-squared 0.374375     Mean dependent var -1.48E-15Adjusted R-squared 0.364284     S.D. dependent var 0.568700S.E. of regression 0.453435     Akaike info criterion 1.276899Sum squared resid 38.24223     Schwarz criterion 1.345257Log likelihood -117.3054     F-statistic 37.10087Durbin-Watson stat 1.975613     Prob(F-statistic) 0.000000

3. Trus klo pake AR(1)

a. Cara normalin dari internetb.

Dependent Variable: LOG(LNINVESTASI)Method: Least SquaresDate: 03/19/11 Time: 13:01Sample (adjusted): 2 190Included observations: 189 after adjustmentsConvergence achieved after 3 iterations

Variable Coefficient Std. Error t-Statistic Prob.  

C 2.638440 0.027228 96.90017 0.0000@TREND -0.000344 0.000244 -1.407723 0.1609

AR(1) 0.679404 0.053071 12.80178 0.0000

R-squared 0.491349     Mean dependent var 2.603527Adjusted R-squared 0.485880     S.D. dependent var 0.081877S.E. of regression 0.058708     Akaike info criterion -2.816738Sum squared resid 0.641072     Schwarz criterion -2.765282Log likelihood 269.1818     F-statistic 89.83659Durbin-Watson stat 1.934376     Prob(F-statistic) 0.000000

Inverted AR Roots       .68

c.

d. Sumber : http://www.fetp.edu.vn/shortcourse/0102/eviews/Handouts/15E%20Lecture%20Notes%2015.pdf

Terakhir uji normalitas residual

Dan normal sodara-sodara terimakasih

0

4

8

12

16

20

24

-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5

Series: ResidualsSample 1 190Observations 190

Mean -1.48e-15Median -0.008936Maximum 1.732771Minimum -1.467586Std. Dev. 0.568700Skewness 0.052659Kurtosis 3.305813

Jarque-Bera 0.828190Probability 0.660938