Nama : Rauzah Amalia

NIM : 1805102010027
MK : Pengantar Ekonometrika
Kelas : 02

1. Cara membuat data dengan shazame

Data di atas di buat menggunakan aplikasi shazame. Berikut metodenya:
- Sampel yang digunakan adalah 1.10.
- Read Y X
- Menggunakan data angka
- Gunakan tanda di bawah data yang telah ada*
- Lalu ketik OLS Y X /MAX DN di bawah tanda*
- Lalu klik Run

Welcome to SHAZAM - Version 10.0 - APR+2008 SYSTEM=WIN-NT PAR= 22480 - 02/24/20

10:27:39
|_SAMPLE 1 10
|_READ Q L K
3 VARIABLES AND 10 OBSERVATIONS STARTING AT OBS 1

READ ERROR IN ROW 9

READ ERROR IN ROW 10
|_GENR QL = LOG(Q)
..WARNING.ILLEGAL LOG IN OBS 9,VALUE=-0.100E+06 USING MISSING CODE=-99999.
..OBSERVATION 9 USED MISSING DATA CODE=-99999. TRY SKIPMISS OPTION
..WARNING.ILLEGAL LOG IN OBS 10,VALUE=-0.100E+06 USING MISSING CODE=-99999.
..OBSERVATION 10 USED MISSING DATA CODE=-99999. TRY SKIPMISS OPTION
|_GENR LL = LOG(L)
..WARNING.ILLEGAL LOG IN OBS 9,VALUE=-0.100E+06 USING MISSING CODE=-99999.
..OBSERVATION 9 USED MISSING DATA CODE=-99999. TRY SKIPMISS OPTION
..WARNING.ILLEGAL LOG IN OBS 10,VALUE=-0.100E+06 USING MISSING CODE=-99999.
..OBSERVATION 10 USED MISSING DATA CODE=-99999. TRY SKIPMISS OPTION
|_GENR LK = LOG(K)
..WARNING.ILLEGAL LOG IN OBS 9,VALUE=-0.100E+06 USING MISSING CODE=-99999.
..OBSERVATION 9 USED MISSING DATA CODE=-99999. TRY SKIPMISS OPTION
..WARNING.ILLEGAL LOG IN OBS 10,VALUE=-0.100E+06 USING MISSING CODE=-99999.
..OBSERVATION 10 USED MISSING DATA CODE=-99999. TRY SKIPMISS OPTION

|_OLS Q L K/MAX DN
..WARNING..OBSERVATION 9 OF L HAS MISSING DATA VALUE=-99999.
..WARNING..OBSERVATION 10 OF L HAS MISSING DATA VALUE=-99999.
..WARNING..OBSERVATION 9 OF K HAS MISSING DATA VALUE=-99999.
..WARNING..OBSERVATION 10 OF K HAS MISSING DATA VALUE=-99999.
..WARNING..OBSERVATION 9 OF Q HAS MISSING DATA VALUE=-99999.
..WARNING..OBSERVATION 10 OF Q HAS MISSING DATA VALUE=-99999.

REQUIRED MEMORY IS PAR= 2 CURRENT PAR= 22480

OLS ESTIMATION
10 OBSERVATIONS DEPENDENT VARIABLE= Q
...NOTE..SAMPLE RANGE SET TO: 1, 10

R-SQUARE = 1.0000 R-SQUARE ADJUSTED = 1.0000

VARIANCE OF THE ESTIMATE-SIGMA**2 = 509.94
STANDARD ERROR OF THE ESTIMATE-SIGMA = 22.582
SUM OF SQUARED ERRORS-SSE= 5099.4
MEAN OF DEPENDENT VARIABLE = -19871.
LOG OF THE LIKELIHOOD FUNCTION = -45.3608

MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242)

AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 662.92
(FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC)
AKAIKE (1973) INFORMATION CRITERION - LOG AIC = 6.8343
SCHWARZ (1978) CRITERION - LOG SC = 6.9251
MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165)
CRAVEN-WAHBA (1979)
GENERALIZED CROSS VALIDATION - GCV = 1040.7
HANNAN AND QUINN (1979) CRITERION = 841.10
RICE (1984) CRITERION = 1274.8
SHIBATA (1981) CRITERION = 815.90
SCHWARZ (1978) CRITERION - SC = 1017.5
AKAIKE (1974) INFORMATION CRITERION - AIC = 929.17

ANALYSIS OF VARIANCE - FROM MEAN

SS DF MS F
REGRESSION 0.16051E+11 2. 0.80256E+10 15738277.494
ERROR 5099.4 10. 509.94 P-VALUE
TOTAL 0.16051E+11 9. 0.17835E+10 0.000

ANALYSIS OF VARIANCE - FROM ZERO

SS DF MS F
REGRESSION 0.20000E+11 3. 0.66666E+10 13073333.281
ERROR 5099.4 10. 509.94 P-VALUE
TOTAL 0.20000E+11 10. 0.20000E+10 0.000
ASYMPTOTIC
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR -------- P-VALUE CORR. COEFFICIENT AT MEANS
L 51.689 14.58 3.545 0.000 0.801 51.6068 52.0179
K -50.687 14.58 -3.476 0.001-0.796 -50.6068 -51.0094
CONSTANT 170.33 8.702 19.57 0.000 0.991 0.0000 -0.0086

VARIANCE-COVARIANCE MATRIX OF COEFFICIENTS

L 212.59
K -212.58 212.58
CONSTANT 50.487 -50.487 75.730
L K CONSTANT

CORRELATION MATRIX OF COEFFICIENTS

L 1.0000
K -1.0000 1.0000
CONSTANT 0.39791 -0.39790 1.0000
L K CONSTANT

OBS. OBSERVED PREDICTED CALCULATED

NO. VALUE VALUE RESIDUAL
1 100.00 120.65 -20.649 * I
2 120.00 126.02 -6.0184 *I
3 140.00 146.79 -6.7940 * I
4 150.00 197.68 -47.681 * I
5 165.00 157.63 7.3675 I *
6 190.00 173.34 16.661 I *
7 200.00 158.13 41.867 I *
8 220.00 204.75 15.247 I *
9 -99999. -99999. 0.59462E-03 *
10 -99999. -99999. 0.59462E-03 *
DURBIN-WATSON = 1.2903 VON NEUMANN RATIO = 1.4336 RHO = 0.31306
RESIDUAL SUM = -0.15910E-08 RESIDUAL VARIANCE = 509.94
SUM OF ABSOLUTE ERRORS= 162.29
R-SQUARE BETWEEN OBSERVED AND PREDICTED = 1.0000
RUNS TEST: 2 RUNS, 6 POS, 0 ZERO, 4 NEG NORMAL STATISTIC = -2.6693
COEFFICIENT OF SKEWNESS = -0.3685 WITH STANDARD DEVIATION OF 0.6870
COEFFICIENT OF EXCESS KURTOSIS = 1.4805 WITH STANDARD DEVIATION OF 1.3342

JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 0.1965 P-VALUE= 0.906

GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 6 GROUPS

OBSERVED 1.0 0.0 3.0 5.0 1.0 0.0
EXPECTED 0.2 1.4 3.4 3.4 1.4 0.2
CHI-SQUARE = 5.0837 WITH 1 DEGREES OF FREEDOM, P-VALUE= 0.024

|_OLS QL LL LK/MAX DN
..WARNING..OBSERVATION 9 OF LL HAS MISSING DATA VALUE=-99999.
..WARNING..OBSERVATION 10 OF LL HAS MISSING DATA VALUE=-99999.
..WARNING..OBSERVATION 9 OF LK HAS MISSING DATA VALUE=-99999.
..WARNING..OBSERVATION 10 OF LK HAS MISSING DATA VALUE=-99999.
..WARNING..OBSERVATION 9 OF QL HAS MISSING DATA VALUE=-99999.
..WARNING..OBSERVATION 10 OF QL HAS MISSING DATA VALUE=-99999.
REQUIRED MEMORY IS PAR= 2 CURRENT PAR= 22480
OLS ESTIMATION
10 OBSERVATIONS DEPENDENT VARIABLE= QL
...NOTE..SAMPLE RANGE SET TO: 1, 10

R-SQUARE = 1.0000 R-SQUARE ADJUSTED = 1.0000

VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.96045E-02
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.98003E-01
SUM OF SQUARED ERRORS-SSE= 0.96045E-01
MEAN OF DEPENDENT VARIABLE = -19996.
LOG OF THE LIKELIHOOD FUNCTION = 9.03821

MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242)

AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.12486E-01
(FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC)
AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -4.0455
SCHWARZ (1978) CRITERION - LOG SC = -3.9547
MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165)
CRAVEN-WAHBA (1979)
GENERALIZED CROSS VALIDATION - GCV = 0.19601E-01
HANNAN AND QUINN (1979) CRITERION = 0.15842E-01
RICE (1984) CRITERION = 0.24011E-01
SHIBATA (1981) CRITERION = 0.15367E-01
SCHWARZ (1978) CRITERION - SC = 0.19164E-01
AKAIKE (1974) INFORMATION CRITERION - AIC = 0.17501E-01

ANALYSIS OF VARIANCE - FROM MEAN

SS DF MS F
REGRESSION 0.16001E+11 2. 0.80006E+10 833007390887.387
ERROR 0.96045E-01 10. 0.96045E-02 P-VALUE
TOTAL 0.16001E+11 9. 0.17779E+10 0.000

ANALYSIS OF VARIANCE - FROM ZERO

SS DF MS F
REGRESSION 0.20000E+11 3. 0.66665E+10 694102743572.290
ERROR 0.96045E-01 10. 0.96045E-02 P-VALUE
TOTAL 0.20000E+11 10. 0.20000E+10 0.000
 ASYMPTOTIC
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR -------- P-VALUE CORR. COEFFICIENT AT MEANS
LL 0.51178 0.1123 4.557 0.000 0.865 0.5118 0.5119
LK 0.48826 0.1123 4.348 0.000 0.854 0.4882 0.4883
CONSTANT 4.2187 0.3867E-01 109.1 0.000 1.000 0.0000 -0.0002

VARIANCE-COVARIANCE MATRIX OF COEFFICIENTS

LL 0.12613E-01
LK -0.12613E-01 0.12612E-01
CONSTANT 0.19278E-02 -0.19278E-02 0.14952E-02
LL LK CONSTANT

CORRELATION MATRIX OF COEFFICIENTS

LL 1.0000
LK -1.0000 1.0000
CONSTANT 0.44393 -0.44392 1.0000
LL LK CONSTANT

OBS. OBSERVED PREDICTED CALCULATED

NO. VALUE VALUE RESIDUAL
1 4.6052 4.5571 0.48055E-01 I *
2 4.7875 4.7379 0.49566E-01 I *
3 4.9416 4.9262 0.15467E-01 I*
4 5.0106 4.7714 0.23924 I *
5 5.1059 5.1903 -0.84398E-01 * I
6 5.2470 5.3173 -0.70315E-01 * I
7 5.2983 5.3639 -0.65558E-01 * I
8 5.3936 5.5257 -0.13206 * I
9 -99999. -99999. -0.11087E-05 *
10 -99999. -99999. -0.11087E-05 *

DURBIN-WATSON = 1.8540 VON NEUMANN RATIO = 2.0599 RHO = 0.06100

RESIDUAL SUM = 0.31383E-10 RESIDUAL VARIANCE = 0.96045E-02
SUM OF ABSOLUTE ERRORS= 0.70466
R-SQUARE BETWEEN OBSERVED AND PREDICTED = 1.0000
RUNS TEST: 2 RUNS, 4 POS, 0 ZERO, 6 NEG NORMAL STATISTIC = -2.6693
COEFFICIENT OF SKEWNESS = 1.3098 WITH STANDARD DEVIATION OF 0.6870
COEFFICIENT OF EXCESS KURTOSIS = 2.7231 WITH STANDARD DEVIATION OF 1.3342

JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 2.4456 P-VALUE= 0.294

GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 6 GROUPS

OBSERVED 0.0 1.0 5.0 3.0 0.0 1.0
EXPECTED 0.2 1.4 3.4 3.4 1.4 0.2
CHI-SQUARE = 5.0837 WITH 1 DEGREES OF FREEDOM, P-VALUE= 0.024

..COMPLETED..

2. Pemilihan bentuk fungsi

- GENR LL : Log (l)
- GENR LK :Log (k)
- OLS QLK /MAX DN
- OLS LQ LK /MAX DN
3. Kriteria
1) Kriteria “ a apriori “ Ekonomi
Kriteria ini ditentukan oleh prinsip-prinsip teori ekonomi. Jika nilai maupun tanda
taksiran parameter tidak sesuai dengan kriteria “a priori” maka taksiran-taksiran itu ditolak,
kecuali kalau ada alasan kuat untuk menyatakan bahwa dalam kasus-kasus ini prinsip
ekonomi tidak berlaku. Sehingga alasan-alasan untuk membenarkan taksiran yang berbeda
dengan yang telah digariskan oleh teori ekonomi, harus dinyatakan dengan jelas.

2). Kriteria Statistik (First Order Test)

Kriteria ini ditentukan oleh teori statistik, termasuk koefisien kooperasi dan standar
deviasi atau kesalahan standar dari taksiran.

3). Kriteria Ekonometrika (Second Order Test)

Kriteria ini ditentukan oleh teori ekonometrika. Pengujian dengan kriteria ini membantu
menetapkan apakah suatu taksiran memiliki sifat-sifat yang dibutuhkan. Sifat-sifat yang
dibutuhkan antara lain unbiasedness, konsistensi, sufficiency, unficiency, dan lain sebagainya.
4. Elastisitas
dQ P
E= dP = dQ
L = Tenaga kerja

Setiap tenaga kerja meningkat sebanyak 1 HOK maka outputnya juga ikut meningkat
sebanyak 37,322 ton
K = Modal
Setiap modal meningkat sebanyak 1 juta maka output yang dihasilkan sebanyak 4,37.

 Elastisitas harga
Elastisitas harga biasanya di baca persennya saja.
LL=Tenaga kerja
Setiap tenaga kerja meningkat 1% maka output yang dihasilkan akan meningkat
0,46837%.
LK = Modal
Setiap modal bertambah 1% maka output yang dihasilkan meningkat sebanyak 0,1284%.
Tabel perhitungan
Y log e Q Y Log e L Y Log e K
n Q L K (Yi) (X2) (X3) Yi= Yi-Y ̅
1 100 1 2 2 0 0,301029996 -0,19264
2 120 1,3 2,2 2,0791812 0,1139434 0,342422681 -0,11346
3 140 1,8 2,3 2,146128 0,2552725 0,361727836 -0,04651
4 150 2 1,5 2,1760913 0,30103 0,176091259 -0,01655
5 165 2,5 2,8 2,2174839 0,39794 0,447158031 0,024848
6 190 3 3 2,2787536 0,4771213 0,477121255 0,086117
7 200 3 3,3 2,30103 0,4771213 0,51851394 0,108394
8 220 4 3,4 2,3424227 0,60206 0,531478917 0,149786
total 1285 18,6 20,5 17,541091 2,6244884 3,155543915 -1,3E-15
Rata 160,625 2,325 2,5625 2,1926363 0,328061 0,394442989 -1,7E-16

X2=X3-
X3= X2-X ̅2 X ̅3 Yi^2 X2^2 X3^2 YiX2 YiX3 X2X3
-0,328061 -0,09341 0,037109 0,008726 0,107624 0,017995 0,063196 0,030645
-0,2141177 -0,05202 0,012872 0,002706 0,045846 0,005902 0,024293 0,011138
-0,0727885 -0,03272 0,002163 0,00107 0,005298 0,001522 0,003385 0,002381
-0,027031 -0,21835 0,000274 0,047677 0,000731 0,003613 0,000447 0,005902
0,069879 0,052715 0,000617 0,002779 0,004883 0,00131 0,001736 0,003684
0,1490602 0,082678 0,007416 0,006836 0,022219 0,00712 0,012837 0,012324
0,1490602 0,124071 0,022219 0,015394 0,022219 0,013449 0,016157 0,018494
0,2739989 0,137036 0,075075 0,018779 0,075075 0,020526 0,041041 0,037548
0 0 0,157746 0,103967 0,283896 0,071435 0,163093 0,122117
0 0 0,019718 0,012996 0,035487 0,008929 0,020387 0,015265

0,02491
α 2
0,56376
β 7
0,99038
R^2 3
Log e
A 160,625

- Setiap meningkat 1 kg produksi gula maka outputnya juga akan meningkat sebanyak
0,024912.
- Setiap tenaga kerja meningkat 1 HOK maka outputnya juga akan meningkat sebanyak
0,563767.