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Data MMR

The document contains the results of 3 regression models analyzing the relationship between the dependent variable UKAR and several independent variables. The common model found inflation and exchange rate to be statistically significant predictors of UKAR, with high adjusted R-squared and F-stat. The LOG model achieved similarly high adjusted R-squared and F-stat while the PAM model added the lagged dependent variable which was marginally significant with a p-value of 0.0517.

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Ajeng Titi
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54 views2 pages

Data MMR

The document contains the results of 3 regression models analyzing the relationship between the dependent variable UKAR and several independent variables. The common model found inflation and exchange rate to be statistically significant predictors of UKAR, with high adjusted R-squared and F-stat. The LOG model achieved similarly high adjusted R-squared and F-stat while the PAM model added the lagged dependent variable which was marginally significant with a p-value of 0.0517.

Uploaded by

Ajeng Titi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Common Model

Dependent Variable: UKAR


Method: Least Squares
Date: 06/10/15 Time: 14:38
Sample: 1982 2011
Included observations: 30
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INF
KURS
Y

-2164.168
-168.0484
1.251162
0.009418

1479.362
66.46132
0.359702
0.000155

-1.462906
-2.528514
3.478334
60.76497

0.1555
0.0179
0.0018
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.997714
0.997450
4385.801
5.00E+08
-292.0055
3781.749
0.000000

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

72269.33
86846.83
19.73370
19.92052
19.79347
1.597595

Regression Result:
UKAR= -2197.84 167.16 INF + 1.26 KURS + 0.09 Y + E

LOG
Date: 06/10/15 Time: 14:22
Sample: 1982 2011
Included observations: 30
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INF
LKURS
LY

-5.598978
-0.003140
0.235858
0.931527

0.140944
0.001003
0.046356
0.029841

-39.72482
-3.130789
5.087937
31.21589

0.0000
0.0043
0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.998299
0.998103
0.065216
0.110582
41.47981
5087.479
0.000000

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

10.28983
1.497399
-2.498654
-2.311828
-2.438887
1.451475

PAM
Method: Least Squares
Date: 06/10/15 Time: 14:41
Sample (adjusted): 1983 2011
Included observations: 29 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INF
LKURS
LY
LUKAR(-1)

-3.733265
-0.001396
0.178388
0.614291
0.330508

0.939488
0.001316
0.058134
0.153765
0.161387

-3.973724
-1.060426
3.068586
3.994994
2.047925

0.0006
0.2995
0.0053
0.0005
0.0517

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.998529
0.998284
0.060404
0.087567
42.98915
4072.543
0.000000

Variables
Constanta
INF
KURS
Y
Adj R2
F Stat
Prob

Inlfation
rate
Exchange
Rate
National
Income

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

Common
Model
-2164.16
(-2164.16)
-168.048**
(66.46)
1.251***
(0.35)

10.36933
1.458036
-2.619942
-2.384201
-2.546111
1.506485

Model_LOG

Model_Log
PAM

*10% significance, **5% significance, ***1% significance

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