NAMA : LUTFIAH FARAH AZURA
NIM : 021002101009
MATKUL : EKONOMETRIKA 1
Jawaban :
Kasus 1
Dependent (IHSG)
Independent (INT, KURS, INF, GDP)
Hipotesis teori GDP terhadap IHSG, PDB berpengaruh positif signifikan terhadap IHSG.
Perekonomian negara baiksehingga investor tidak ragu menginvestasikan dnanya ke IHSG.
H0 : b > 0 (tidak ada pengaruh negatif)
Ha : b < 0 (ada pengaruh negatif)
Kasus 2
Kasus 3
a. M = 0 + 1 GDP + 2 Inflasi + 3 Kurs +
b. Tentukan H0 dan Ha:
H0 = bahwa Inflasi, Kurs, dan Impor tidak memiliki pengaruh yang signifikan terhadap
GDP.
Ha = bahwa Inflasi, Kurs, dan Impor memiliki pengaruh yang signifikan terhadap GDP.
UJI NORMALITAS
Dependent Variable: GDP
Method: Least Squares
Date: 04/14/23 Time: 09:16
Sample: 2012 2020
Included observations: 9
Variable Coefficient Std. Error t-Statistic Prob.
C 85587.39 16481.98 5.192785 0.0035
INFLASI 279.6227 209.1376 1.337027 0.2388
KURS -725.8478 156.0901 -4.650184 0.0056
IMPOR 7.371570 1.268430 5.811572 0.0021
R-squared 0.996681 Mean dependent var 5333.333
Adjusted R-squared 0.994690 S.D. dependent var 2727.178
S.E. of regression 198.7242 Akaike info criterion 13.72281
Sum squared resid 197456.5 Schwarz criterion 13.81047
Log likelihood -57.75267 Hannan-Quinn criter. 13.53365
F-statistic 500.5537 Durbin-Watson stat 1.610270
Prob(F-statistic) 0.000001
UJI
UJI AUTOKORELASI
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.101389 Prob. F(1,4) 0.7661
Obs*R-squared 0.222485 Prob. Chi-Square(1) 0.6372
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 04/14/23 Time: 09:19
Sample: 2012 2020
Included observations: 9
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
C 2615.082 19965.60 0.130979 0.9021
INFLASI 34.40345 254.9421 0.134946 0.8992
KURS -24.96984 189.3458 -0.131874 0.9015
IMPOR 0.141962 1.469761 0.096589 0.9277
RESID(-1) 0.173693 0.545491 0.318416 0.7661
R-squared 0.024721 Mean dependent var 3.73E-12
Adjusted R-squared -0.950559 S.D. dependent var 157.1052
S.E. of regression 219.4170 Akaike info criterion 13.92001
Sum squared resid 192575.2 Schwarz criterion 14.02958
Log likelihood -57.64003 Hannan-Quinn criter. 13.68356
F-statistic 0.025347 Durbin-Watson stat 1.830434
Prob(F-statistic) 0.998197
UJI HETEROSKEDASTISITAS
Heteroskedasticity Test: Breusch-Pagan-Godfrey
F-statistic 0.413211 Prob. F(3,5) 0.7511
Obs*R-squared 1.788036 Prob. Chi-Square(3) 0.6175
Scaled explained SS 0.904589 Prob. Chi-Square(3) 0.8243
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 04/14/23 Time: 09:21
Sample: 2012 2020
Included observations: 9
Variable Coefficient Std. Error t-Statistic Prob.
C 3644952. 3956894. 0.921165 0.3992
INFLASI 42235.64 50208.49 0.841205 0.4386
KURS -34023.61 37473.16 -0.907946 0.4055
IMPOR 25.18431 304.5169 0.082703 0.9373
R-squared 0.198671 Mean dependent var 21939.61
Adjusted R-squared -0.282127 S.D. dependent var 42133.75
S.E. of regression 47708.49 Akaike info criterion 24.68471
Sum squared resid 1.14E+10 Schwarz criterion 24.77236
Log likelihood -107.0812 Hannan-Quinn criter. 24.49555
F-statistic 0.413211 Durbin-Watson stat 2.457602
Prob(F-statistic) 0.751137
UJI MULTIKOLINEARITAS
Variance Inflation Factors
Date: 04/14/23 Time: 09:24
Sample: 2012 2020
Included observations: 9
Coefficient Uncentered Centered
Variable Variance VIF VIF
C 2.72E+08 61909.90 NA
INFLASI 43738.55 531.6236 88.60393
KURS 24364.13 73355.27 64.71112
IMPOR 1.608914 17.91483 6.968970
c. Uji T, α = 5%
KOEF Hipotesa Prob Kesimpulan
b1 = 279.6 H0: b1 > 0.05 One tail : 0.2388 > 0.05 Non signifikan
Ha: b1 < 0.05
b2 = -725.8 H0: b2 > 0.05 One tail : 0.0056 < 0.05 Signifikan
Ha: b2 < 0.05
Uji F
Ho: b1 = b2 = 0 (tidak ada satupun variabel yang berpengaruh)
Ha: Paling tidak ada 1 variabel bebas yang signifikan b1 ≠ 0
Role: Jika prob f-stat < α (Ho ditolak)
Prob f-stat = hasil f-stat > 0,05 (Ha diterima, Ho ditolak)
Kesimpulan: tidak ada satu pun variabel yang berpengaruh.
Secara global pengaruh semua variabel independent terhadap variabel dependent
signifikan.
