Dependent Variable: SER01
Method: Least Squares
Date: 12/16/23 Time: 20:54
Sample: 1 67
Included observations: 67
Variable Coefficient Std. Error t-Statistic Prob.
SER02 0.249565 0.110123 2.266247 0.0268
SER03 0.376784 0.102879 3.662385 0.0005
C 1.617125 0.385881 4.190732 0.0001
R-squared 0.441727 Mean dependent var 4.313433
Adjusted R-squared 0.424281 S.D. dependent var 0.582808
S.E. of regression 0.442212 Akaike info criterion 1.249690
Sum squared resid 12.51532 Schwarz criterion 1.348407
Log likelihood -38.86461 Hannan-Quinn criter. 1.288753
F-statistic 25.31962 Durbin-Watson stat 2.028404
Prob(F-statistic) 0.000000
UJI NORMALITAS
25
Series: Residuals
Sample 1 67
20 Observations 67
15 Mean -6.21e-16
Median -0.122520
Maximum 0.880613
10 Minimum -1.122520
Std. Dev. 0.435461
5 Skewness -0.155012
Kurtosis 2.976434
0 Jarque-Bera 0.269870
-1.2 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8
Probability 0.873773
UJI HETEROSKEDASTISITAS
Heteroskedasticity Test: White
Null hypothesis: Homoskedasticity
F-statistic 2.609446 Prob. F(5,61) 0.0334
Obs*R-squared 11.80550 Prob. Chi-Square(5) 0.0376
Scaled explained SS 10.64503 Prob. Chi-Square(5) 0.0589
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/16/23 Time: 20:59
Sample: 1 67
Included observations: 67
Variable Coefficient Std. Error t-Statistic Prob.
C 2.245012 0.798520 2.811468 0.0066
SER02^2 -0.104101 0.093009 -1.119253 0.2674
SER02*SER03 0.115609 0.125583 0.920582 0.3609
SER02 0.324971 0.542154 0.599408 0.5511
SER03^2 0.108287 0.074699 1.449641 0.1523
SER03 -1.332022 0.458005 -2.908315 0.0051
R-squared 0.176201 Mean dependent var 0.186796
Adjusted R-squared 0.108677 S.D. dependent var 0.264590
S.E. of regression 0.249799 Akaike info criterion 0.148967
Sum squared resid 3.806380 Schwarz criterion 0.346403
Log likelihood 1.009592 Hannan-Quinn criter. 0.227093
F-statistic 2.609446 Durbin-Watson stat 2.246606
Prob(F-statistic) 0.033352
SERIAL KORELASI
Breusch-Godfrey Serial Correlation LM Test:
Null hypothesis: No serial correlation at up to 2 lags
F-statistic 0.154711 Prob. F(2,62) 0.8570
Obs*R-squared 0.332714 Prob. Chi-Square(2) 0.8467
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/16/23 Time: 21:00
Sample: 1 67
Included observations: 67
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
SER02 -0.007318 0.119197 -0.061395 0.9512
SER03 0.005485 0.106096 0.051701 0.9589
C 0.007059 0.401868 0.017565 0.9860
RESID(-1) -0.021567 0.135778 -0.158838 0.8743
RESID(-2) -0.068514 0.127679 -0.536617 0.5935
R-squared 0.004966 Mean dependent var -6.21E-16
Adjusted R-squared -0.059230 S.D. dependent var 0.435461
S.E. of regression 0.448171 Akaike info criterion 1.304413
Sum squared resid 12.45317 Schwarz criterion 1.468942
Log likelihood -38.69784 Hannan-Quinn criter. 1.369518
F-statistic 0.077355 Durbin-Watson stat 1.975695
Prob(F-statistic) 0.988920
UJI MULTIKOLINERITAS
Variance Inflation Factors
Date: 12/16/23 Time: 21:01
Sample: 1 67
Included observations: 67
Coefficient Uncentered Centered
Variable Variance VIF VIF
SER02 0.012127 74.29296 1.727140
SER03 0.010584 71.55273 1.727140
C 0.148904 51.01764 NA
