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Hasil Eviews

This document contains the results of several regression analyses on a dependent variable (Y) with independent variables (X1, X2, X3). The analyses include a common effects model, fixed effects model, random effects model, and tests to evaluate the models. Descriptive statistics are also provided for the variables.

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Andreas
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36 views11 pages

Hasil Eviews

This document contains the results of several regression analyses on a dependent variable (Y) with independent variables (X1, X2, X3). The analyses include a common effects model, fixed effects model, random effects model, and tests to evaluate the models. Descriptive statistics are also provided for the variables.

Uploaded by

Andreas
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 EFFECT

Dependent Variable: Y
Method: Panel Least Squares
Date: 08/13/19 Time: 03:25
Sample: 2011 2017
Periods included: 7
Cross-sections included: 10
Total panel (balanced) observations: 70

Variable Coefficient Std. Error t-Statistic Prob.

C 4.927466 5.007597 0.983998 0.3287


X1 0.052883 0.205835 0.256921 0.7980
X2 -0.296663 0.977469 -0.303501 0.7625
X3 -1.902175 4.108675 -0.462966 0.6449

R-squared 0.019405 Mean dependent var 2.800286


Adjusted R-squared -0.025168 S.D. dependent var 2.513351
S.E. of regression 2.544782 Akaike info criterion 4.761413
Sum squared resid 427.4106 Schwarz criterion 4.889898
Log likelihood -162.6494 Hannan-Quinn criter. 4.812449
F-statistic 0.435347 Durbin-Watson stat 0.013011
Prob(F-statistic) 0.728419
Fixe Effect

Dependent Variable: Y
Method: Panel Least Squares
Date: 08/13/19 Time: 03:26
Sample: 2011 2017
Periods included: 7
Cross-sections included: 10
Total panel (balanced) observations: 70

Variable Coefficient Std. Error t-Statistic Prob.

C -11.59944 2.406949 -4.819146 0.0000


X1 -0.008101 0.027793 -0.291458 0.7718
X2 -0.324246 0.276287 -1.173583 0.2454
X3 12.75207 2.114441 6.030940 0.0000

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.987674 Mean dependent var 2.800286


Adjusted R-squared 0.985079 S.D. dependent var 2.513351
S.E. of regression 0.307007 Akaike info criterion 0.642094
Sum squared resid 5.372450 Schwarz criterion 1.059672
Log likelihood -9.473304 Hannan-Quinn criter. 0.807961
F-statistic 380.6189 Durbin-Watson stat 0.779199
Prob(F-statistic) 0.000000
Random effect

Dependent Variable: Y
Method: Panel EGLS (Cross-section random effects)
Date: 08/13/19 Time: 03:39
Sample: 2011 2017
Periods included: 7
Cross-sections included: 10
Total panel (balanced) observations: 70
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.

C -10.65702 2.546771 -4.184523 0.0001


X1 -0.006243 0.027770 -0.224831 0.8228
X2 -0.328997 0.275433 -1.194469 0.2366
X3 11.92127 2.059077 5.789617 0.0000

Effects Specification
S.D. Rho

Cross-section random 3.146490 0.9906


Idiosyncratic random 0.307007 0.0094

Weighted Statistics

R-squared 0.343704 Mean dependent var 0.103200


Adjusted R-squared 0.313873 S.D. dependent var 0.370642
S.E. of regression 0.307013 Sum squared resid 6.220979
F-statistic 11.52148 Durbin-Watson stat 0.657415
Prob(F-statistic) 0.000004

Unweighted Statistics

R-squared -0.419921 Mean dependent var 2.800286


Sum squared resid 618.8987 Durbin-Watson stat 0.006608
Langrange

Lagrange Multiplier Tests for Random Effects


Null hypotheses: No effects
Alternative hypotheses: Two-sided (Breusch-Pagan) and one-sided
(all others) alternatives

Test Hypothesis
Cross-section Time Both

Breusch-Pagan 198.1816 2.909838 201.0915


(0.0000) (0.0880) (0.0000)

Honda 14.07770 -1.705825 8.748237


(0.0000) -- (0.0000)

King-Wu 14.07770 -1.705825 7.582193


(0.0000) -- (0.0000)

Standardized Honda 16.86706 -1.567585 7.161757


(0.0000) -- (0.0000)

Standardized King-Wu 16.86706 -1.567585 5.763664


(0.0000) -- (0.0000)

Gourierioux, et al.* -- -- 198.1816


(< 0.01)

*Mixed chi-square asymptotic critical values:


1% 7.289
5% 4.321
10% 2.952
Chow

Redundant Fixed Effects Tests


Equation: FEM
Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 497.521294 (9,57) 0.0000


Cross-section Chi-square 306.352277 9 0.0000

Cross-section fixed effects test equation:


Dependent Variable: Y
Method: Panel Least Squares
Date: 08/13/19 Time: 03:26
Sample: 2011 2017
Periods included: 7
Cross-sections included: 10
Total panel (balanced) observations: 70

Variable Coefficient Std. Error t-Statistic Prob.

C 4.927466 5.007597 0.983998 0.3287


X1 0.052883 0.205835 0.256921 0.7980
X2 -0.296663 0.977469 -0.303501 0.7625
X3 -1.902175 4.108675 -0.462966 0.6449

R-squared 0.019405 Mean dependent var 2.800286


Adjusted R-squared -0.025168 S.D. dependent var 2.513351
S.E. of regression 2.544782 Akaike info criterion 4.761413
Sum squared resid 427.4106 Schwarz criterion 4.889898
Log likelihood -162.6494 Hannan-Quinn criter. 4.812449
F-statistic 0.435347 Durbin-Watson stat 0.013011
Prob(F-statistic) 0.728419
Hausman

Correlated Random Effects - Hausman Test


Equation: REM
Test cross-section random effects

Chi-Sq.
Test Summary Statistic Chi-Sq. d.f. Prob.

Cross-section random 3.002625 3 0.3912

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

X1 -0.008101 -0.006243 0.000001 0.1061


X2 -0.324246 -0.328997 0.000471 0.8267
X3 12.752067 11.921265 0.231063 0.0839

Cross-section random effects test equation:


Dependent Variable: Y
Method: Panel Least Squares
Date: 08/13/19 Time: 03:26
Sample: 2011 2017
Periods included: 7
Cross-sections included: 10
Total panel (balanced) observations: 70

Variable Coefficient Std. Error t-Statistic Prob.

C -11.59944 2.406949 -4.819146 0.0000


X1 -0.008101 0.027793 -0.291458 0.7718
X2 -0.324246 0.276287 -1.173583 0.2454
X3 12.75207 2.114441 6.030940 0.0000

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.987674 Mean dependent var 2.800286


Adjusted R-squared 0.985079 S.D. dependent var 2.513351
S.E. of regression 0.307007 Akaike info criterion 0.642094
Sum squared resid 5.372450 Schwarz criterion 1.059672
Log likelihood -9.473304 Hannan-Quinn criter. 0.807961
F-statistic 380.6189 Durbin-Watson stat 0.779199
Prob(F-statistic) 0.000000
Multikolerasi

Y X1 X2 X3

Y 1.000000 0.118554 -0.068891 -0.130459


X1 0.118554 1.000000 -0.196251 -0.745995
X2 -0.068891 -0.196251 1.000000 0.249936
X3 -0.130459 -0.745995 0.249936 1.000000

Deskriptif

Date: 08/13/19
Time: 03:34
Sample: 2011 2017

Y C X1 X2 X3

Mean 2.800286 1.000000 2.289571 0.282714 1.137850


Median 2.255000 1.000000 1.325000 0.190000 1.190000
Maximum 8.990000 1.000000 9.230000 1.430000 1.300000
Minimum 0.010000 1.000000 0.000000 0.020000 0.870000
Std. Dev. 2.513351 0.000000 2.235192 0.323728 0.113399
Skewness 0.571927 NA 0.746051 2.434557 -0.574557
Kurtosis 2.286372 NA 2.587981 7.790259 2.082107

Jarque-Bera 5.301529 NA 6.988711 136.0767 6.308725


Probability 0.070597 NA 0.030368 0.000000 0.042666

Sum 196.0200 70.00000 160.2700 19.79000 79.64950


Sum Sq. Dev. 435.8684 0.000000 344.7299 7.231184 0.887297

Observations 70 70 70 70 70

Bebas mau make yang atas atau bawah, menurut gue yang bawah ajah
Date: 08/13/19
Time: 03:34
Sample: 2011 2017

Y C X1 X2 X3

Mean 2.800286 1.000000 2.289571 0.282714 1.137850


Median 2.255000 1.000000 1.325000 0.190000 1.190000
Maximum 8.990000 1.000000 9.230000 1.430000 1.300000
Minimum 0.010000 1.000000 0.000000 0.020000 0.870000
Std. Dev. 2.513351 0.000000 2.235192 0.323728 0.113399

Sum 196.0200 70.00000 160.2700 19.79000 79.64950


Sum Sq. Dev. 435.8684 0.000000 344.7299 7.231184 0.887297

Observations 70 70 70 70 70
Heterosidity

Dependent Variable: Y
Method: Panel EGLS (Cross-section random effects)
Date: 08/13/19 Time: 03:47
Sample: 2011 2017
Periods included: 7
Cross-sections included: 10
Total panel (balanced) observations: 70
Swamy and Arora estimator of component variances
White cross-section standard errors & covariance (d.f. corrected)

Variable Coefficient Std. Error t-Statistic Prob.

C -10.65702 2.464981 -4.323367 0.0001


X1 -0.006243 0.010375 -0.601792 0.5494
X2 -0.328997 0.193705 -1.698440 0.0941
X3 11.92127 3.054811 3.902456 0.0002

CROSSID Effect
AISA -4.409357637352045
CEKA -3.616777176749924
DLTA -3.283617381617077
ICBP -0.255799784201173
INDF -0.437955540342324
MLBI -0.754030754153698
MYOR 2.60767577902155
ROTI 4.39373016310129
SKBM 2.32866112488888
ULTJ 3.42747120734095
Effects Specification
S.D. Rho

Cross-section random 3.146490 0.9906


Idiosyncratic random 0.307007 0.0094

Weighted Statistics

R-squared 0.343704 Mean dependent var 0.103200


Adjusted R-squared 0.313873 S.D. dependent var 0.370642
S.E. of regression 0.307013 Sum squared resid 6.220979
F-statistic 11.52148 Durbin-Watson stat 0.657415
Prob(F-statistic) 0.000004

Unweighted Statistics

R-squared -0.419921 Mean dependent var 2.800286


Sum squared resid 618.8987 Durbin-Watson stat 0.006608
Durbin watson

Dependent Variable: Y
Method: Panel EGLS (Cross-section random effects)
Date: 08/13/19 Time: 04:03
Sample: 2011 2017
Periods included: 7
Cross-sections included: 10
Total panel (balanced) observations: 70
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.

C -10.65702 2.546771 -4.184523 0.0001


X1 -0.006243 0.027770 -0.224831 0.8228
X2 -0.328997 0.275433 -1.194469 0.2366
X3 11.92127 2.059077 5.789617 0.0000

Effects Specification
S.D. Rho

Cross-section random 3.146490 0.9906


Idiosyncratic random 0.307007 0.0094

Weighted Statistics

R-squared 0.343704 Mean dependent var 0.103200


Adjusted R-squared 0.313873 S.D. dependent var 0.370642
S.E. of regression 0.307013 Sum squared resid 6.220979
F-statistic 11.52148 Durbin-Watson stat 0.657415
Prob(F-statistic) 0.000004

Unweighted Statistics

R-squared -0.419921 Mean dependent var 2.800286


Sum squared resid 618.8987 Durbin-Watson stat 0.006608
Heterosikdasi uji gezler

Dependent Variable: RESABS


Method: Panel EGLS (Cross-section random effects)
Date: 08/13/19 Time: 03:29
Sample: 2011 2017
Periods included: 7
Cross-sections included: 10
Total panel (balanced) observations: 70
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.

C -0.824109 2.198914 -0.374780 0.7090


X1 -0.008616 0.027148 -0.317374 0.7520
X2 -0.089519 0.267448 -0.334716 0.7389
X3 3.009291 1.881509 1.599403 0.1145

Effects Specification
S.D. Rho

Cross-section random 1.553482 0.9639


Idiosyncratic random 0.300773 0.0361

Weighted Statistics

R-squared 0.040634 Mean dependent var 0.186471


Adjusted R-squared -0.002973 S.D. dependent var 0.300281
S.E. of regression 0.300727 Sum squared resid 5.968822
F-statistic 0.931823 Durbin-Watson stat 0.622889
Prob(F-statistic) 0.430389

Unweighted Statistics

R-squared 0.031241 Mean dependent var 2.554978


Sum squared resid 156.8855 Durbin-Watson stat 0.023698

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