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    Hasil Eviews

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    Windy Asruri
    The document contains 7 tables summarizing the results of regression analyses using panel data models. Table 4.7 shows the results of a fixed effects model, with variable X2 found to be statistically significant while X1 is not. Tables 4.1 through 4.3 show the results of common effect, fixed effect and random effect models. Tables 4.4 through 4.6 show the results of tests comparing these models, with the Chow test indicating fixed effects are preferred, and the Hausman test showing random effects are inconsistent.

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    Hasil Eviews

    Uploaded by

    Windy Asruri
    21 views9 pages
    The document contains 7 tables summarizing the results of regression analyses using panel data models. Table 4.7 shows the results of a fixed effects model, with variable X2 found to be statistically significant while X1 is not. Tables 4.1 through 4.3 show the results of common effect, fixed effect and random effect models. Tables 4.4 through 4.6 show the results of tests comparing these models, with the Chow test indicating fixed effects are preferred, and the Hausman test showing random effects are inconsistent.

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    The document contains 7 tables summarizing the results of regression analyses using panel data models. Table 4.7 shows the results of a fixed effects model, with variable X2 found to be statistically significant while X1 is not. Tables 4.1 through 4.3 show the results of common effect, fixed effect and random effect models. Tables 4.4 through 4.6 show the results of tests comparing these models, with the Chow test indicating fixed effects are preferred, and the Hausman test showing random effects are inconsistent.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    21 views9 pages

    Hasil Eviews

    Uploaded by

    Windy Asruri
    The document contains 7 tables summarizing the results of regression analyses using panel data models. Table 4.7 shows the results of a fixed effects model, with variable X2 found to be statistically significant while X1 is not. Tables 4.1 through 4.3 show the results of common effect, fixed effect and random effect models. Tables 4.4 through 4.6 show the results of tests comparing these models, with the Chow test indicating fixed effects are preferred, and the Hausman test showing random effects are inconsistent.

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    Download as pdf or txt
    of 9

    Tabel 4.

    1
    Common Effect Model
    Dependent Variable: Y
    Method: Panel Least Squares
    Date: 10/20/22 Time: 16:11
    Sample: 2019 2021
    Periods included: 3
    Cross-sections included: 13
    Total panel (balanced) observations: 39

    Variable Coefficient Std. Error t-Statistic Prob.

    C 52.72044 41.71548 1.263810 0.2144


    X1 0.109161 0.214575 0.508732 0.6140
    X2 0.924965 0.175018 5.284962 0.0000

    R-squared 0.486971 Mean dependent var 169.9444


    Adjusted R-squared 0.458470 S.D. dependent var 292.0046
    S.E. of regression 214.8825 Akaike info criterion 13.65186
    Sum squared resid 1662281. Schwarz criterion 13.77983
    Log likelihood -263.2113 Hannan-Quinn criter. 13.69778
    F-statistic 17.08576 Durbin-Watson stat 1.231658
    Prob(F-statistic) 0.000006

    Sumber : data yang diolah penulis menggunakan Eviews 10

    Tabel 4.2

    Fixed Effect Model

    Dependent Variable: Y
    Method: Panel EGLS (Cross-section weights)
    Date: 10/20/22 Time: 16:11
    Sample: 2019 2021
    Periods included: 3
    Cross-sections included: 13
    Total panel (balanced) observations: 39
    Linear estimation after one-step weighting matrix

    Variable Coefficient Std. Error t-Statistic Prob.

    C 128.0830 20.33674 6.298108 0.0000


    X1 0.005393 0.120906 0.044603 0.9648
    X2 0.359006 0.123711 2.901966 0.0078

    Effects Specification

    Cross-section fixed (dummy variables)

    Weighted Statistics

    R-squared 0.919282 Mean dependent var 685.5331


    Adjusted R-squared 0.872196 S.D. dependent var 623.1305
    S.E. of regression 161.6250 Sum squared resid 626943.7
    F-statistic 19.52362 Durbin-Watson stat 2.348217
    Prob(F-statistic) 0.000000

    Unweighted Statistics

    R-squared 0.736924 Mean dependent var 169.9444


    Sum squared resid 852400.2 Durbin-Watson stat 1.896251

    Sumber : data yang diolah penulis menggunakan Eviews 10

    Tabel 4.3

    Random Effect Model

    Dependent Variable: Y
    Method: Panel EGLS (Cross-section random effects)
    Date: 10/20/22 Time: 16:12
    Sample: 2019 2021
    Periods included: 3
    Cross-sections included: 13
    Total panel (balanced) observations: 39
    Swamy and Arora estimator of component variances

    Variable Coefficient Std. Error t-Statistic Prob.

    C 58.99311 45.09179 1.308289 0.1991


    X1 0.158925 0.212702 0.747174 0.4598
    X2 0.827966 0.156956 5.275137 0.0000

    Effects Specification
    S.D. Rho

    Cross-section random 90.04407 0.2003


    Idiosyncratic random 179.9210 0.7997

    Weighted Statistics

    R-squared 0.444057 Mean dependent var 128.4147


    Adjusted R-squared 0.413172 S.D. dependent var 248.6654
    S.E. of regression 190.4894 Sum squared resid 1306304.
    F-statistic 14.37743 Durbin-Watson stat 1.374045
    Prob(F-statistic) 0.000026

    Unweighted Statistics

    R-squared 0.482569 Mean dependent var 169.9444


    Sum squared resid 1676546. Durbin-Watson stat 1.070606

    Sumber : data yang diolah penulis menggunakan Eviews 10


    Tabel 4.4

    Hasil Analisis Uji Chow-test

    Redundant Fixed Effects Tests


    Equation: Untitled
    Test cross-section fixed effects

    Effects Test Statistic d.f. Prob.

    Cross-section F 12.515328 (12,24) 0.0000

    Cross-section fixed effects test equation:


    Dependent Variable: Y
    Method: Panel EGLS (Cross-section weights)
    Date: 10/20/22 Time: 16:12
    Sample: 2019 2021
    Periods included: 3
    Cross-sections included: 13
    Total panel (balanced) observations: 39
    Use pre-specified GLS weights

    Variable Coefficient Std. Error t-Statistic Prob.

    C 9.513041 0.992984 9.580253 0.0000


    X1 -0.177466 0.143328 -1.238183 0.2237
    X2 0.445441 0.131721 3.381710 0.0017

    Weighted Statistics

    R-squared 0.414174 Mean dependent var 685.5331


    Adjusted R-squared 0.381629 S.D. dependent var 623.1305
    S.E. of regression 355.5179 Sum squared resid 4550147.
    F-statistic 12.72587 Durbin-Watson stat 0.373105
    Prob(F-statistic) 0.000066

    Unweighted Statistics

    R-squared 0.102348 Mean dependent var 169.9444


    Sum squared resid 2908513. Durbin-Watson stat 0.549511

    Sumber : data yang diolah penulis menggunakan Eviews 10

    Tabel 4.5
    Hasil Analisis Uji Hausman
    Correlated Random Effects - Hausman Test
    Equation: Untitled
    Test cross-section random effects

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


    Statistic

    Cross-section random 6.353458 2 0.0417

    Cross-section random effects test comparisons:

    Variable Fixed Random Var(Diff.) Prob.

    X1 0.164873 0.158925 0.082941 0.9835


    X2 0.634590 0.827966 0.008992 0.0414

    Cross-section random effects test equation:


    Dependent Variable: Y
    Method: Panel Least Squares
    Date: 10/20/22 Time: 16:12
    Sample: 2019 2021
    Periods included: 3
    Cross-sections included: 13
    Total panel (balanced) observations: 39

    Variable Coefficient Std. Error t-Statistic Prob.

    C 80.67077 51.86946 1.555265 0.1330


    X1 0.164873 0.358026 0.460504 0.6493
    X2 0.634590 0.183377 3.460583 0.0020

    Effects Specification

    Cross-section fixed (dummy variables)

    R-squared 0.760221 Mean dependent var 169.9444


    Adjusted R-squared 0.620349 S.D. dependent var 292.0046
    S.E. of regression 179.9210 Akaike info criterion 13.50664
    Sum squared resid 776917.3 Schwarz criterion 14.14647
    Log likelihood -248.3794 Hannan-Quinn criter. 13.73620
    F-statistic 5.435142 Durbin-Watson stat 1.963527
    Prob(F-statistic) 0.000151

    Sumber : data yang diolah penulis menggunakan Eviews 10

    Tabel 4.6

    Hasil Analisis Uji Breush – Pagan/ Lagrange Multiplier

    Lagrange multiplier (LM) test for panel data


    Date: 10/20/22 Time: 16:10
    Sample: 2019 2021
    Total panel observations: 39
    Probability in ()

    Null (no rand. effect) Cross-section Period Both


    Alternative One-sided One-sided
    Honda 1.387796 -0.596465 0.559555
    (0.0826) (0.7246) (0.2879)
    King-Wu 1.387796 -0.596465 -0.027682
    (0.0826) (0.7246) (0.5110)
    GHM -- -- 1.925976
    -- -- (0.1780)

    Sumber : data yang diolah penulis menggunakan Eviews 10

    Tabel 4.7

    Hasil Regresi Data Panel

    Dependent Variable: Y
    Method: Panel EGLS (Cross-section weights)
    Date: 10/20/22 Time: 16:11
    Sample: 2019 2021
    Periods included: 3
    Cross-sections included: 13
    Total panel (balanced) observations: 39
    Linear estimation after one-step weighting matrix

    Variable Coefficient Std. Error t-Statistic Prob.

    C 128.0830 20.33674 6.298108 0.0000


    X1 0.005393 0.120906 0.044603 0.9648
    X2 0.359006 0.123711 2.901966 0.0078

    Effects Specification

    Cross-section fixed (dummy variables)

    Weighted Statistics

    R-squared 0.919282 Mean dependent var 685.5331


    Adjusted R-squared 0.872196 S.D. dependent var 623.1305
    S.E. of regression 161.6250 Sum squared resid 626943.7
    F-statistic 19.52362 Durbin-Watson stat 2.348217
    Prob(F-statistic) 0.000000

    Unweighted Statistics

    R-squared 0.736924 Mean dependent var 169.9444


    Sum squared resid 852400.2 Durbin-Watson stat 1.896251

    Sumber : data yang diolah penulis menggunakan Eviews 10


    Gambar 4.1
    Hasil Uji Normalitas Menggunakan Statistic Uji Jarque Bera (JB)
    6
    Series: Standardized Residuals
    5 Sample 2019 2021
    Observations 39
    4
    Mean -1.06e-13
    Median 7.146026
    3
    Maximum 202.2772
    Minimum -249.3289
    2
    Std. Dev. 128.4466
    Skewness -0.094125
    1 Kurtosis 1.937938

    0 Jarque-Bera 1.890547
    -250 -200 -150 -100 -50 0 50 100 150 200 Probability 0.388573

    Sumber : data yang diolah penulis menggunakan Eviews 10

    Tabel 4.9

    Hasil Uji Heteroskedastisitas Menggunakan Uji White

    Heteroskedasticity Test: White

    F-statistic 0.109979 Prob. F(5,33) 0.9893


    Obs*R-squared 0.639224 Prob. Chi-Square(5) 0.9861
    Scaled explained SS 3.058171 Prob. Chi-Square(5) 0.6910

    Test Equation:
    Dependent Variable: RESID^2
    Method: Least Squares
    Date: 10/20/22 Time: 16:18
    Sample: 1 39
    Included observations: 39

    Variable Coefficient Std. Error t-Statistic Prob.

    C 59806.43 35117.35 1.703045 0.0980


    X1^2 0.607314 1.760327 0.345000 0.7323
    X1*X2 0.062780 0.508623 0.123431 0.9025
    X1 -414.0147 1097.638 -0.377187 0.7084
    X2^2 -0.101329 0.788640 -0.128486 0.8985
    X2 36.56662 710.5842 0.051460 0.9593

    R-squared 0.016390 Mean dependent var 42622.59


    Adjusted R-squared -0.132641 S.D. dependent var 144697.7
    S.E. of regression 153995.5 Akaike info criterion 26.86787
    Sum squared resid 7.83E+11 Schwarz criterion 27.12380
    Log likelihood -517.9235 Hannan-Quinn criter. 26.95970
    F-statistic 0.109979 Durbin-Watson stat 1.923190
    Prob(F-statistic) 0.989348

    Sumber : data yang diolah penulis menggunakan Eviews 10

    Tabel 4.10

    Hasil Uji Multikolinearitas menggunakan Variance Inflation Factors

    Variance Inflation Factors


    Date: 10/20/22 Time: 16:19
    Sample: 1 39
    Included observations: 39

    Coefficient Uncentered Centered


    Variable Variance VIF VIF

    C 1740.181 1.469796 NA
    X1 0.046042 1.513116 1.136936
    X2 0.030631 1.479844 1.136936

    Sumber : data yang diolah penulis menggunakan Eviews 10

    Tabel 4.11

    Hasil Uji Autokorelasi menggunakan Durbin-Watson

    Cross-section fixed (dummy variables)

    Weighted Statistics

    R-squared 0.919282 Mean dependent var 685.5331


    Adjusted R-squared 0.872196 S.D. dependent var 623.1305
    S.E. of regression 161.6250 Sum squared resid 626943.7
    F-statistic 19.52362 Durbin-Watson stat 2.348217
    Prob(F-statistic) 0.000000

    Sumber : data yang diolah penulis menggunakan Eviews 10


    Tabel 4.12

    Ringkasan Hasil Uji Parsial (Uji t)

    Dependent Variable: Y
    Method: Panel EGLS (Cross-section weights)
    Date: 10/20/22 Time: 16:11
    Sample: 2019 2021
    Periods included: 3
    Cross-sections included: 13
    Total panel (balanced) observations: 39
    Linear estimation after one-step weighting matrix

    Variable Coefficient Std. Error t-Statistic Prob.

    C 128.0830 20.33674 6.298108 0.0000


    X1 0.005393 0.120906 0.044603 0.9648
    X2 0.359006 0.123711 2.901966 0.0078

    Sumber : data yang diolah penulis menggunakan Eviews 10

    Tabel 4.13

    Ringkasan Hasil Uji Simultan (Uji F)

    Cross-section fixed (dummy variables)

    Weighted Statistics

    R-squared 0.919282 Mean dependent var 685.5331


    Adjusted R-squared 0.872196 S.D. dependent var 623.1305
    S.E. of regression 161.6250 Sum squared resid 626943.7
    F-statistic 19.52362 Durbin-Watson stat 2.348217
    Prob(F-statistic) 0.000000

    Sumber : data yang diolah penulis menggunakan Eviews 10


    Tabel 4.14
    Ringkasan Hasil Uji Koefisiem Determinasi (R2)

    Weighted Statistics

    R-squared 0.919282 Mean dependent var 685.5331


    Adjusted R-squared 0.872196 S.D. dependent var 623.1305
    S.E. of regression 161.6250 Sum squared resid 626943.7
    F-statistic 19.52362 Durbin-Watson stat 2.348217
    Prob(F-statistic) 0.000000

    Sumber : data yang diolah penulis menggunakan Eviews 10

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