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1. Uji Stasioneritas
a. Pada tingkat level
Cross-sections included: 6
Method
ADF - Fisher Chi-square
ADF - Choi Z-stat
Statistic
42.1823
-1.43696
Prob.**
0.0000
0.0754
Series
NPF
INFLASI
EXRATE
FINANCE_GROWT
H
FDR
BOPO
Prob.
0.8509
0.0000
0.9976
Lag
0
1
0
0.0372
0.5349
0.2924
1
0
1
Max Lag
11
11
11
Obs
71
70
71
11
11
11
70
71
70
Statistic
167.503
-11.5468
Prob.**
0.0000
0.0000
Series
D(NPF)
D(INFLASI)
D(EXRATE)
D(FINANCE_GRO
WTH)
D(FDR)
D(BOPO)
Prob.
0.0000
0.0000
0.0000
Lag
0
3
0
0.0001
0.0000
0.0001
1
0
0
Max Lag
11
11
11
Obs
70
67
70
11
11
11
69
70
70
Coefficient
Std. Error
t-Statistic
Prob.
C
INFLASI
EXRATE
FINANCE_GROWTH
FDR
BOPO
-21.86428
-0.113079
-6.53E-05
-3.441643
0.129401
0.172800
2.011275
0.189790
0.000134
7.374922
0.016049
0.028343
-10.87086
-0.595809
-0.488069
-0.466668
8.062862
6.096810
0.0000
0.5533
0.6271
0.6423
0.0000
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.855461
0.844511
0.936803
57.92153
-94.33081
78.12459
0.000000
4.432778
2.375734
2.786967
2.976689
2.862496
0.731310
t-Statistic
Prob.*
-2.991363
-3.527045
-2.903566
-2.589227
0.0406
Coefficient
Std. Error
t-Statistic
Prob.
RES(-1)
D(RES(-1))
C
-0.295234
-0.256081
-0.025343
0.098696
0.114813
0.080511
-2.991363
-2.230417
-0.314776
0.0039
0.0291
0.7539
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
0.264593
0.242641
0.673456
30.38735
-70.11929
12.05303
-0.020268
0.773852
2.089123
2.185487
2.127400
2.048350
Prob(F-statistic)
0.000034
Coefficient
Std. Error
t-Statistic
Prob.
C
D(INFLASI)
D(EXRATE)
D(FINANCE_GROWTH)
D(FDR)
D(BOPO)
RES(-1)
0.005748
-0.105870
6.99E-05
-7.981294
0.098766
0.031081
-0.112212
0.047448
0.074133
0.000222
2.151124
0.011479
0.011220
0.054901
0.121142
-1.428104
0.314788
-3.710290
8.604203
2.770168
-2.043888
0.9040
0.1581
0.7539
0.0004
0.0000
0.0073
0.0451
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.712626
0.685684
0.377717
9.130896
-27.93357
26.45099
0.000000
0.054085
0.673726
0.984044
1.207125
1.072756
2.045933
Normalitas
12
Series: Residuals
Sample 2010M02 2015M12
Observations 71
10
8
6
4
2
0
-1.0
b.
-0.8
-0.6
Autocorelasi
-0.4
-0.2
0.0
0.2
0.4
0.6
0.8
1.0
1.2
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
-9.38e-18
0.013953
1.272121
-0.970129
0.361167
0.362184
4.464999
Jarque-Bera
Probability
7.901512
0.019240
c.
0.703715
1.575959
Prob. F(2,62)
Prob. Chi-Square(2)
0.4987
0.4548
Heteroskedastisitas
d.
1.033733
6.272865
8.830440
Prob. F(6,64)
Prob. Chi-Square(6)
Prob. Chi-Square(6)
Multikolinearitas
Variable
Coefficient
Variance
Uncentered
VIF
Centered
VIF
C
D(INFLASI)
D(EXRATE)
D(FINANCE_GROWTH)
D(FDR)
D(BOPO)
RES(-1)
0.002251
0.005496
4.93E-08
4.627336
0.000132
0.000126
0.003014
1.120386
1.300308
1.172762
1.061699
1.403051
1.156673
1.220473
NA
1.300300
1.070811
1.061596
1.390234
1.156544
1.220428
0.4119
0.3933
0.1833