Dependent Variable: INVESTASI

Method: Least Squares

Date: 03/18/11 Time: 20:04
Sample: 1 190
Included observations: 190

Variable Coefficient Std. Error t-Statistic Prob.  

C -2179287. 888869.6 -2.451752 0.0151

BELANJA 12.65201 0.289626 43.68389 0.0000

R-squared 0.910317     Mean dependent var 17786666

Adjusted R-squared 0.909840     S.D. dependent var 34996912
S.E. of regression 10508379     Akaike info criterion 35.18371
Sum squared resid 2.08E+16     Schwarz criterion 35.21789
Log likelihood -3340.453     F-statistic 1908.282
Durbin-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) 0.084455

Obs*R-squared 4.956567     Prob. Chi-Square(2) 0.083887
 Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 03/19/11 Time: 09:15
Sample: 1 190
Included observations: 190

Variable Coefficient Std. Error t-Statistic Prob.  

C 0.619623 4.266809 0.145219 0.8847

LNBELANJA 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 0.321718

Adjusted R-squared 0.015671     S.D. dependent var 0.489816
S.E. of regression 0.485963     Akaike info criterion 1.410296
Sum squared resid 44.16199     Schwarz criterion 1.461565
Log likelihood -130.9782     F-statistic 2.504488
Durbin-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) 0.000000

Obs*R-squared 71.13122     Prob. Chi-Square(2) 0.000000

Test Equation:
Pake DW test….ada autokorelasi positif..musti
disembuhin
Dependent Variable: LNINVESTASI
Method: Least Squares
Date: 03/19/11 Time: 07:22
Sample: 1 190
Included observations: 190

Variable Coefficient Std. Error

C 1.702032 0.506455
LNBELANJA 0.753642 0.032111

R-squared 0.745550     Mean dependent var

Adjusted R-squared 0.744197     S.D. dependent var
S.E. of regression 0.570211     Akaike info criterion
Sum squared resid 61.12643     Schwarz criterion
Log likelihood -161.8607     F-statistic
Durbin-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) 0.000000

Obs*R-squared 71.13122     Prob. Chi-Square(2) 0.000000

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

Variable Coefficient Std. Error t-Statistic Prob.  

C -0.117119 0.403458 -0.290288 0.7719

LNBELANJA 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-15

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

Cara nyembuhinnya……

Dependent Variable: D(LNINVESTASI)

Method: Least Squares
Date: 03/19/11 Time: 11:45
Sample (adjusted): 2 190
Included observations: 189 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

C 0.005753 0.032326 0.177970 0.8589

D(LNBELANJA) 1.122328 0.049702 22.58107 0.0000

R-squared 0.731671     Mean dependent var 0.009239

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

Obs*R-squared 71.13122     Prob. Chi-Square(2) 0.000000
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 03/19/11 Time: 11:48
Sample: 1 190
Included observations: 190
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

C -0.117119 0.403458 -0.290288 0.7719

LNBELANJA 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-15

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

3. Trus klo pake AR(1)

a. Cara normalin dari internet

b.
Dependent Variable: LOG(LNINVESTASI)
Method: Least Squares
Date: 03/19/11 Time: 13:01
Sample (adjusted): 2 190
Included observations: 189 after adjustments
Convergence 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 2.603527

Adjusted R-squared 0.485880     S.D. dependent var 0.081877
S.E. of regression 0.058708     Akaike info criterion -2.816738
Sum squared resid 0.641072     Schwarz criterion -2.765282
Log likelihood 269.1818     F-statistic 89.83659
Durbin-Watson stat 1.934376     Prob(F-statistic) 0.000000
Inverted AR Roots       .68

c.

d. Sumber : [Link]
%20Notes%[Link]

Terakhir uji normalitas residual

Dan normal sodara-sodara terimakasih

24
Series: Residuals
Sample 1 190
20
Observations 190

16 Mean -1.48e-15
Median -0.008936
12 Maximum 1.732771
Minimum -1.467586
Std. Dev. 0.568700
8 Skewness 0.052659
Kurtosis 3.305813
4
Jarque-Bera 0.828190
Probability 0.660938
0
-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5