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  • Soal Latihan Ekonometrika

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    Mufqi Badar
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    The document provides data and instructions for an econometrics exercise. It includes a multiple linear regression model summary showing high R-squared and adjusted R-squared values, indicating the model fits the data well. It also includes ANOVA tables showing the regression is statistically significant. The coefficients table shows the variables LNL and constant are statistically significant but LNK is not. Further autocorrelation tests find no autocorrelation in the residuals.

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    Ekonometrika

    Original Title

    SOAL LATIHAN EKONOMETRIKA

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    The document provides data and instructions for an econometrics exercise. It includes a multiple linear regression model summary showing high R-squared and adjusted R-squared values, indicating the model fits the data well. It also includes ANOVA tables showing the regression is statistically significant. The coefficients table shows the variables LNL and constant are statistically significant but LNK is not. Further autocorrelation tests find no autocorrelation in the residuals.

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    © All Rights Reserved
    Download as DOC, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    86 views1 page

    Soal Latihan Ekonometrika

    Uploaded by

    Mufqi Badar
    The document provides data and instructions for an econometrics exercise. It includes a multiple linear regression model summary showing high R-squared and adjusted R-squared values, indicating the model fits the data well. It also includes ANOVA tables showing the regression is statistically significant. The coefficients table shows the variables LNL and constant are statistically significant but LNK is not. Further autocorrelation tests find no autocorrelation in the residuals.

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    © All Rights Reserved
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    of 1

    SOAL LATIHAN EKONOMETRIKA

    1. Buatlah Proposal Singkat mengenai penelitian yang akan anda jadikan sebagai usulan tugas akhir,
    adapun formatnya berisikan :
    - Judul, Latar Belakang, dan Masalah, Teori yang digunakan, Model Ekonometrika
    2. Interpretasikan data dibawah ini :
    Model Summary(b)
    Adjusted
    Std. Error of
    Model
    R
    R Square R Square the Estimate
    1
    .995(a)
    .990
    .987
    .0310660
    a Predictors: (Constant), LNK, LNL
    b Dependent Variable: LNQ

    DurbinWatson
    2.649

    ANOVAb
    Model
    1

    Regression
    Residual
    Total

    Sum of
    Squares
    .497
    .005
    .502

    df

    Mean Square
    .248
    .001

    2
    5
    7

    F
    257.450

    Sig.
    .000a

    a. Predictors: (Constant), LNK, LNL


    b. Dependent Variable: LNQ

    Coefficientsa

    Model
    1

    (Constant)
    LNL
    LNK

    Unstandardized
    Coefficients
    B
    Std. Error
    4.600
    .041
    .564
    .036
    .025
    .059

    Standardized
    Coefficients
    Beta
    .976
    .026

    t
    111.883
    15.661
    .419

    Sig.
    .000
    .000
    .693

    a. Dependent Variable: LNQ

    Variable

    Coefficient

    Std. Error

    t-Statistic

    Prob.

    C
    LNK
    LNL

    4.600243
    0.024912
    0.563767

    0.041116
    0.059487
    0.035999

    111.8834
    0.418779
    15.66059

    0.0000
    0.6928
    0.0000

    R-squared
    Adjusted R-squared
    S.E. of regression
    Sum squared resid
    Log likelihood
    Durbin-Watson stat

    0.990383
    0.986536
    0.031066
    0.004825
    18.30165
    2.649269

    Mean dependent var


    S.D. dependent var
    Akaike info criterion
    Schwarz criterion
    F-statistic
    Prob(F-statistic)

    5.048732
    0.267729
    -3.825412
    -3.795621
    257.4498
    0.000009

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

    1.374703
    3.825656

    Probability
    Probability

    Variable

    Coefficient

    Std. Error

    t-Statistic

    Prob.

    C
    LNK
    LNL
    RESID(-1)
    RESID(-2)

    0.026254
    -0.051710
    0.023329
    -0.576601
    -1.169543

    0.047624
    0.072101
    0.036918
    0.468069
    0.881204

    0.551276
    -0.717198
    0.631919
    -1.231871
    -1.327211

    0.6198
    0.5251
    0.5723
    0.3057
    0.2764

    R-squared
    Adjusted R-squared
    S.E. of regression
    Sum squared resid
    Log likelihood
    Durbin-Watson stat

    0.478207
    -0.217517
    0.028971
    0.002518
    20.90358
    2.059692

    0.376918
    0.147662

    Mean dependent var


    S.D. dependent var
    Akaike info criterion
    Schwarz criterion
    F-statistic
    Prob(F-statistic)

    4.04E-16
    0.026256
    -3.975896
    -3.926245
    0.687352
    0.647286

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