Dependent Variable: X1

Method: Least Squares

Date: 07/03/24 Time: 21:20
Sample: 1 96
Included observations: 96

Variable Coefficient Std. Error t-Statistic Prob.

0.005091701 0.0273683580 0.1860433824 0.85282483

X2 903514827 5172575 306008 08647508
0.00025880
2.869423889 7.5459265113 3.8026130856 442926629
X3 545535e-05 86374e-06 37313 61
- -
8.312015033 6.5216623932 1.2745239683 0.20572275
X4 384509e-07 40402e-07 05961 18930714
- -
8.063224319 3.1997200514 2.5199780574 0.01347947
Y1 658038e-07 51768e-07 55249 126003645
9.30222512
9.840637516 1.4406755002 6.8305718495 7704665e-
C 454958 68426 39645 10

0.371829248
R-squared 4770813 Mean dependent var 9.21875
0.344217347 1.58415260
Adjusted R-squared 3112388 S.D. dependent var 4291711
1.282853246 3.38672844
S.E. of regression 899188 Akaike info criterion 0756849
149.7598332 3.52028824
Sum squared resid 302608 Schwarz criterion 2395798
-
157.5629651 3.44071549
Log likelihood 563288 Hannan-Quinn criter. 4917896
13.46626754 1.78916465
F-statistic 325248 Durbin-Watson stat 1741607
1.163673075
Prob(F-statistic) 412221e-08

Dependent Variable: X1

Method: Least Squares

Date: 07/03/24 Time: 21:20

Sample: 1 96

Included observations: 96

Variable Coefficient Std. Error t-Statistic Prob.

0.00509170 0.8528248
190351482 0.027368358 0.186043382 30864750
X2 7 05172575 4306008 8

2.86942388 0.0002588
9545535e- 7.545926511 3.802613085 04429266
X3 05 386374e-06 637313 2961

-
8.31201503 - 0.2057227
3384509e- 6.521662393 1.274523968 51893071
X4 07 240402e-07 305961 4

-
8.06322431 - 0.0134794
9658038e- 3.199720051 2.519978057 71260036
Y1 07 451768e-07 455249 45

C 9.84063751 1.440675500 6.830571849 9.3022251

 27704665
6454958 268426 539645 e-10

0.37182924
R-squared 84770813 Mean dependent var 9.21875

0.34421734 1.5841526
Adjusted R-squared 73112388 S.D. dependent var 04291711

1.28285324 3.3867284
S.E. of regression 6899188 Akaike info criterion 40756849

149.759833 3.5202882
Sum squared resid 2302608 Schwarz criterion 42395798

-
157.562965 3.4407154
Log likelihood 1563288 Hannan-Quinn criter. 94917896

13.4662675 1.7891646
F-statistic 4325248 Durbin-Watson stat 51741607

1.16367307
5412221e-
Prob(F-statistic) 08

Dependent Variable: X1

Method: Least Squares

Date: 07/03/24 Time: 21:20

Sample: 1 96

Included observations: 96

Variable Coefficient Std. Error t-Statistic Prob.

0.00509170 0.8528248
190351482 0.027368358 0.186043382 30864750
X2 7 05172575 4306008 8

2.86942388 0.0002588
9545535e- 7.545926511 3.802613085 04429266
X3 05 386374e-06 637313 2961

-
8.31201503 - 0.2057227
3384509e- 6.521662393 1.274523968 51893071
X4 07 240402e-07 305961 4

-
8.06322431 - 0.0134794
9658038e- 3.199720051 2.519978057 71260036
Y1 07 451768e-07 455249 45

9.3022251
9.84063751 1.440675500 6.830571849 27704665
C 6454958 268426 539645 e-10

R-squared 0.37182924 Mean dependent var 9.21875

 84770813

0.34421734 1.5841526
Adjusted R-squared 73112388 S.D. dependent var 04291711

1.28285324 3.3867284
S.E. of regression 6899188 Akaike info criterion 40756849

149.759833 3.5202882
Sum squared resid 2302608 Schwarz criterion 42395798

-
157.562965 3.4407154
Log likelihood 1563288 Hannan-Quinn criter. 94917896

13.4662675 1.7891646
F-statistic 4325248 Durbin-Watson stat 51741607

1.16367307
5412221e-
Prob(F-statistic) 08

Dependent Variable: X1
Method: Least Squares
Date: 07/03/24 Time: 21:20
Sample: 1 96
Included observations: 96

Variable Coefficient Std. Error t-Statistic Prob.

X2 0.005091... 0.0273683... 0.1860433... 0.85282...

X3 2.869423... 7.5459265... 3.8026130... 0.00025...
X4 -8.31201... 6.5216623... -1.274523... 0.20572...
Y1 -8.06322... 3.1997200... -2.519978... 0.01347...
C 9.840637... 1.4406755... 6.8305718... 9.30222...

R-squared 0.371829... Mean dependent var 9.21875

Adjusted R-squared 0.344217... S.D. dependent var1.584152604291711
S.E. of regression 1.282853... Akaike info criterion
3.386728440756849
Sum squared resid 149.7598... Schwarz criterion3.520288242395798
Log likelihood -157.562... Hannan-Quinn criter.
3.440715494917896
F-statistic 13.46626... Durbin-Watson stat1.789164651741607
Prob(F-statistic) 1.163673...
NEW

UJI NORMALITAS

UJI HETERO

Heteroskedasticity Test: Glejser

Null hypothesis: Homoskedasticity

1.074183381 0.37397902
F-statistic 584774 Prob. F(4,91) 75225634
4.328442363 0.36337706
Obs*R-squared 814563 Prob. Chi-Square(4) 81343658
3.251231128 0.51669620
Scaled explained SS 859316 Prob. Chi-Square(4) 15182156

Test Equation:
Dependent Variable: ARESID
Method: Least Squares
Date: 07/03/24 Time: 22:00
Sample: 1 96
Included observations: 96

Variable Coefficient Std. Error t-Statistic Prob.

404434.3322 292702.00991 1.3817272126 0.17043829

C 841975 53496 04933 46678738
- -
36051.58759 22961.019756 1.5701213612 0.11985764
X1 745076 96809 91456 41727449
6834.081165 6095.0666951 1.1212479711 0.26513246
X2 793821 02831 31269 18023903
3.156916886 1.8394638596 1.7162157709 0.08952504
X3 013999 01248 9011 077606306
0.048717592 0.1489949375 0.3269748161 0.74443785
X4 30845425 467911 285998 33250304

0.045087941 458848.482
R-squared 28973503 Mean dependent var 8517789
0.003113784 291081.080
Adjusted R-squared 862910141 S.D. dependent var 3573674
290627.5450 28.0481506
S.E. of regression 983518 Akaike info criterion 7335118
7686257667 28.1817104
Sum squared resid 260.396 Schwarz criterion 7499013
-
1341.311232 28.1021377
Log likelihood 320856 Hannan-Quinn criter. 2751222
1.074183381 1.31570370
F-statistic 584774 Durbin-Watson stat 7344831
0.373979027
Prob(F-statistic) 5225634
UJI MULTI

Variance Inflation Factors

Date: 07/03/24 Time: 21:57
Sample: 1 96
Included observations: 96

Coefficient Uncentered
Variable Variance VIF

1277072060.8 34.908945198
X1 4365 59826
89857096.807 13.308890711
X2 03569 6651
9.4839289052 16.795168253
X3 08968 62432
0.0706162576 11.958376308
X4 8258436 5149

UJI AUTOKORELASI

Breusch-Godfrey Serial Correlation LM Test:

Null hypothesis: No serial correlation at up to 2 lags

1.16636250
26.07671111 7024735e-
F-statistic 153136 Prob. F(2,90) 09
2.24876631
35.22059796 5544298e-
Obs*R-squared 462458 Prob. Chi-Square(2) 08

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 07/03/24 Time: 22:02
Sample: 1 96
Included observations: 96
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

18715.75353 29268.797376 0.6394438860 0.52415849

X1 43586 40343 493559 62549681
- -
405.2530676 7669.3725678 0.0528404460 0.95797614
X2 331886 57412 7920305 56134382
- -
2.363817121 2.5471770797 0.9280144440 0.35588224
X3 578819 25465 658956 28878794
- -
0.028650180 0.2139778097 0.1338932318 0.89378595
X4 49058663 21821 628409 37747779
2.99398293
0.461795417 0.1050131362 4.3975014352 8055966e-
RESID(-1) 4036701 55018 70231 05
0.223141907 0.1028713848 2.1691348602 0.03270834
RESID(-2) 0278393 610645 84121 814442948

0.363821518 37627.9366
R-squared 1496281 Mean dependent var 0399652
0.328478269 544109.907
Adjusted R-squared 1579408 S.D. dependent var 0796595
445878.6414 28.9139427
S.E. of regression 282026 Akaike info criterion 2437979
1789269865 29.0742144
Sum squared resid 9367.38 Schwarz criterion 8634653
-
1381.869250 28.9787271
Log likelihood 77023 Hannan-Quinn criter. 8937305
1.946923911
Durbin-Watson stat 032363