Autokorelasi

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 7.655875 Prob. F(2,10) 0.0096

Obs*R-squared 9.678825 Prob. Chi-Square(2) 0.0792

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 05/21/24 Time: 18:41
Sample: 2008 2023
Included observations: 16
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C 1.61E+08 1.37E+08 1.178338 0.2659

X1 0.008126 0.061316 0.132535 0.8972
X2 57.36527 71.99132 0.796836 0.4441
X3 -0.339017 0.168307 -2.014270 0.0717
RESID(-1) 1.062245 0.318802 3.331996 0.0076
RESID(-2) -0.113436 0.320913 -0.353478 0.7311

R-squared 0.604927 Mean dependent var -1.26E-08

Adjusted R-squared 0.407390 S.D. dependent var 1.78E+08
S.E. of regression 1.37E+08 Akaike info criterion 40.58567
Sum squared resid 1.87E+17 Schwarz criterion 40.87539
Log likelihood -318.6853 Hannan-Quinn criter. 40.60050
F-statistic 3.062350 Durbin-Watson stat 2.460586
Prob(F-statistic) 0.062183

Heteroskedastisitas

Heteroskedasticity Test: White

F-statistic 4.426776 Prob. F(9,6) 0.0420

Obs*R-squared 13.90580 Prob. Chi-Square(9) 0.1257
Scaled explained SS 5.192446 Prob. Chi-Square(9) 0.8172

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 05/21/24 Time: 18:42
Sample: 2008 2023
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.

C -2.37E+17 8.40E+16 -2.820485 0.0303

X1^2 -0.050989 0.018880 -2.700745 0.0355
X1*X2 184.1115 64.96836 2.833863 0.0298
X1*X3 -0.263063 0.068383 -3.846887 0.0085
X1 2.42E+08 63088478 3.838136 0.0086
 X2^2 -77845.39 17022.77 -4.573015 0.0038
X2*X3 -335.9729 145.1456 -2.314730 0.0599
X2 1.28E+11 7.76E+10 1.647616 0.1505
X3^2 0.217672 0.080568 2.701734 0.0355
X3 2.05E+08 1.26E+08 1.624776 0.1553

R-squared 0.869113 Mean dependent var 2.96E+16

Adjusted R-squared 0.672782 S.D. dependent var 3.52E+16
S.E. of regression 2.01E+16 Akaike info criterion 78.19082
Sum squared resid 2.44E+33 Schwarz criterion 78.67368
Log likelihood -615.5265 Hannan-Quinn criter. 78.21554
F-statistic 4.426776 Durbin-Watson stat 2.753832
Prob(F-statistic) 0.042023

Normalitas

Multikolinieritas

Variance Inflation Factors

Date: 05/21/24 Time: 18:43
Sample: 2008 2023
Included observations: 16

Coefficient Uncentered Centered

Variable Variance VIF VIF

C 3.25E+16 13.16470 NA
X1 0.007024 5.579331 1.049751
X2 7724.160 2.708407 1.093515
X3 0.037200 7.202366 1.133107

Linmodel
Dependent Variable: LNY
Method: Least Squares
Date: 05/21/24 Time: 18:50
Sample: 2008 2023
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.

C 12.23230 3.284393 3.724372 0.0029

LNX1 0.336752 0.096642 3.484538 0.0045
LNX2 -0.019124 0.073277 -0.260978 0.7985
LNX3 0.080592 0.120653 0.667964 0.5168

R-squared 0.526757 Mean dependent var 20.61590

Adjusted R-squared 0.408446 S.D. dependent var 0.277572
S.E. of regression 0.213488 Akaike info criterion -0.038157
Sum squared resid 0.546924 Schwarz criterion 0.154990
Log likelihood 4.305256 Hannan-Quinn criter. -0.028266
F-statistic 4.452313 Durbin-Watson stat 0.878878
Prob(F-statistic) 0.025368

logmodel

Dependent Variable: LOG(Y)

Method: Least Squares
Date: 05/21/24 Time: 19:01
Sample: 2008 2023
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.

C 20.16700 0.200354 100.6568 0.0000

X1 2.93E-10 9.32E-11 3.149172 0.0084
X2 -1.90E-09 9.77E-08 -0.019471 0.9848
X3 1.26E-10 2.14E-10 0.589352 0.5666

R-squared 0.493425 Mean dependent var 20.61590

Adjusted R-squared 0.366781 S.D. dependent var 0.277572
S.E. of regression 0.220878 Akaike info criterion 0.029906
Sum squared resid 0.585445 Schwarz criterion 0.223053
Log likelihood 3.760754 Hannan-Quinn criter. 0.039796
F-statistic 3.896167 Durbin-Watson stat 0.748094
Prob(F-statistic) 0.037224

model

Dependent Variable: LNY

Method: Least Squares
Date: 05/21/24 Time: 19:02
Sample: 2008 2023
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.

C 12.23230 3.284393 3.724372 0.0029

LNX1 0.336752 0.096642 3.484538 0.0045
LNX2 -0.019124 0.073277 -0.260978 0.7985
LNX3 0.080592 0.120653 0.667964 0.5168
R-squared 0.526757 Mean dependent var 20.61590
Adjusted R-squared 0.408446 S.D. dependent var 0.277572
S.E. of regression 0.213488 Akaike info criterion -0.038157
Sum squared resid 0.546924 Schwarz criterion 0.154990
Log likelihood 4.305256 Hannan-Quinn criter. -0.028266
F-statistic 4.452313 Durbin-Watson stat 0.878878
Prob(F-statistic) 0.025368

eq_ln

Dependent Variable: Y
Method: Least Squares
Date: 05/21/24 Time: 18:41
Sample: 2008 2023
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.

C 5.16E+08 1.80E+08 2.863931 0.0142

X1 0.249338 0.083810 2.975029 0.0116
X2 -2.925160 87.88720 -0.033283 0.9740
X3 0.160454 0.192873 0.831913 0.4217

R-squared 0.484248 Mean dependent var 9.30E+08

Adjusted R-squared 0.355310 S.D. dependent var 2.47E+08
S.E. of regression 1.99E+08 Akaike info criterion 41.26435
Sum squared resid 4.74E+17 Schwarz criterion 41.45750
Log likelihood -326.1148 Hannan-Quinn criter. 41.27424
F-statistic 3.755660 Durbin-Watson stat 0.781385
Prob(F-statistic) 0.041164

Eq_log

Dependent Variable: LOG(Y)

Method: Least Squares
Date: 05/21/24 Time: 18:45
Sample: 2008 2023
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.

C 20.16700 0.200354 100.6568 0.0000

X1 2.93E-10 9.32E-11 3.149172 0.0084
X2 -1.90E-09 9.77E-08 -0.019471 0.9848
X3 1.26E-10 2.14E-10 0.589352 0.5666

R-squared 0.493425 Mean dependent var 20.61590

Adjusted R-squared 0.366781 S.D. dependent var 0.277572
S.E. of regression 0.220878 Akaike info criterion 0.029906
Sum squared resid 0.585445 Schwarz criterion 0.223053
Log likelihood 3.760754 Hannan-Quinn criter. 0.039796
F-statistic 3.896167 Durbin-Watson stat 0.748094
Prob(F-statistic) 0.037224
Eq_z1

Dependent Variable: Y
Method: Least Squares
Date: 05/21/24 Time: 18:54
Sample: 2008 2023
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.

C 3.89E+08 2.17E+08 1.790618 0.1009

X1 0.371342 0.143488 2.587970 0.0252
X2 -17.97266 88.72386 -0.202568 0.8432
X3 0.011147 0.239394 0.046564 0.9637
Z1 4.07E+09 3.90E+09 1.045463 0.3182

R-squared 0.530863 Mean dependent var 9.30E+08

Adjusted R-squared 0.360267 S.D. dependent var 2.47E+08
S.E. of regression 1.98E+08 Akaike info criterion 41.29462
Sum squared resid 4.31E+17 Schwarz criterion 41.53605
Log likelihood -325.3570 Hannan-Quinn criter. 41.30698
F-statistic 3.111822 Durbin-Watson stat 1.078002
Prob(F-statistic) 0.061011

eq_z2

Dependent Variable: LNY

Method: Least Squares
Date: 05/21/24 Time: 18:59
Sample: 2008 2023
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.

C 12.00535 3.410304 3.520317 0.0048

LNX1 0.369603 0.116362 3.176329 0.0088
LNX2 -0.023462 0.075936 -0.308975 0.7631
LNX3 0.059601 0.130152 0.457933 0.6559
Z2 -1.53E-09 2.81E-09 -0.545988 0.5960

R-squared 0.539243 Mean dependent var 20.61590

Adjusted R-squared 0.371696 S.D. dependent var 0.277572
S.E. of regression 0.220019 Akaike info criterion 0.060103
Sum squared resid 0.532493 Schwarz criterion 0.301537
Log likelihood 4.519173 Hannan-Quinn criter. 0.072467
F-statistic 3.218444 Durbin-Watson stat 0.985570
Prob(F-statistic) 0.055902
Raw data

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391105599 182202 623125665 672551420 2606 6064
723898797.450 20.3679498171
382020409 425663 709389118 765779169 5246 7966
787574039.611 20.4299988906
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759421431.637 20.4397811954
832901340 645559 234136959 604929311 8989 0354
856220855.685 20.5283359107
959205285 766481 643356648 646491747 364 8444
833897810.091 20.5193155237
1042525941 1952186 396371321 694203218 0586 6241
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897629137.733 20.5980883089
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1127202832.03 20.8055472924
1616521660 678525 1309161132 1386165124 4799 6445
1095981361.45 20.7962982308
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966572861.459 20.6743198134
1570146195 177639 370995828 989336411 1666 199
1079308699.46 20.7904303017
1851586598 162487 635980360 1024815132 247 549
1248901782.75 20.9893970043
2523608007 548317 655681950 1090947782 2251 3144
1200738971.24 20.9190587277
2189163361 697636 877950272 1136115242 6992 6722

X1

391105599
382020409
504217390
832901340
959205285
1042525941
1173969720
864721465
1158303928
1342330618
1616521660
1776237436
1570146195
1851586598
2523608007
2189163361

x2

182202
 425663
507415
645559
766481
1952186
2324198
1088548
408165
641028
678525
283545
177639
162487
548317
697636

x3

623125665
709389118
917835851
234136959
643356648
396371321
463603798
331281534
817909830
303779220
1309161132
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1021063514
1121395412
1261767134
1386165124
1003493213
989336411
1024815132
1090947782
1136115242

lnx1

19.7844881556
5497
19.7609845918
 4527
20.0385180624
0495
20.5404257537
4087
20.6816156714
6223
20.7649123947
8088
20.8836567658
5615
20.5779180072
6081
20.8702226410
7355
21.0176732072
9978
21.2035425543
5951
21.2977631640
2193
21.1744345698
0583
21.3393087290
3082
21.6489554633
0421
21.5067852808
433

lnx2

12.1128712406
9616
12.9614032323
7055
13.1370844881
8572
13.3778718871
0587
13.5495651889
8939
14.4844603283
0091
14.6588855912
594
13.9003552560
662
12.9194267833
9861
13.3708284166
9606
13.4276766035
6205
12.5551261197
1237
12.0875086800
2744
11.9983532775
5176
13.2146088658
3581
13.4554527557
4997
lnx3

20.2502587658
2008 8141
20.3799147604
2009 6243
20.6375291210
2010 4923
19.2714167969
2011 7553
20.2822097909
2012 5294
19.7978620091
2013 6508
19.9545408618
2014 0356
19.6184791277
2015 1489
20.5222626562
2016 1716
19.5318117455
2017 2321
20.9926524117
2018 9129
20.5714963272
2019 1544
19.7317013752
2020 2546
20.2706782403
2021 2444
20.3011863970
2022 221
20.5931005121
2023 822

lny

20.3265891274
2008 8382
20.4564043950
2009 1828
20.1529866298
2010 0575
20.2206221678
2011 4632
20.2870709904
2012 3345
20.3582752969
2013 3293
20.6166820311
2014 5198
20.7441105818
2015 3369
20.8378396503
2016 3105
20.9557790626
2017 4466
21.0498068677
2018 03
20.7267529628
2019 4945
20.7125449844
2020 2765
 20.7477780742
2021 4575
20.8103126801
2022 4044
20.8508805975
2023 2267

z1

0.02486434930
908388
0.03221234087
294178
0.05446905211
276843
0.00828623176
4131458
0.03970299902
12161
0.02230589918
637804
0.02562201694
340871
0.01635954133
794115
0.04646491051
204293
0.01717924505
534185
0.03745773853
216861
0.01861778854
560114
0.01494742727
232889
0.00915627829
0291198
-
0.04386657604
118227
-
0.01285571418
714326

z2

-
17510554.0276
4118
-
22946903.9010
4723
-
41751020.1563
3142
-
6266742.29265
3799
-
33328536.4265
4658
-
18394920.1683
6107
 -
22169176.4979
8489
-
12683353.0115
3493
-
42447164.1213
454
-
15288889.1283
2224
-
41441471.6805
6298
-
20215976.9072
3085
-
14340334.9940
6326
-
9837345.34953
0102
56004425.8448
7868
15536006.2876
7514

F1

713034964.303
2606
723898797.450
5246
787574039.611
7331
759421431.637
8989
856220855.685
364
833897810.091
0586
876371241.901
3715
781646779.723
6076
934919536.453
262
897629137.733
0138
1127202832.03
4799
1095981361.45
3227
966572861.459
1666
1079308699.46
247
1248901782.75
2251
1200738971.24
6992
F2

20.3601766661
2008 6064
20.3679498171
2009 7966
20.4299988906
2010 8641
20.4397811954
2011 0354
20.5283359107
2012 8444
20.5193155237
2013 6241
20.5656783343
2014 0759
20.4605539667
2015 9676
20.6095061157
2016 6854
20.5980883089
2017 7426
20.8055472924
2018 6445
20.7962982308
2019 087
20.6743198134
2020 199
20.7904303017
2021 549
20.9893970043
2022 3144
20.9190587277
2023 6722