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    Idem - Ilman Ashari - 7213540009

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    Ilman Ashari
    This document contains the results of regression analyses conducted to analyze the relationship between unemployment (dependent variable) and inflation and investment (independent variables). It finds a statistically significant relationship between unemployment and inflation based on ordinary least squares regression. Two-stage least squares regression was also used and found inflation to also be significant at the 10% level in impacting unemployment, while investment was not significant. Additional tests found no serial correlation or heteroskedasticity in the models.

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    Idem - Ilman Ashari - 7213540009

    Uploaded by

    Ilman Ashari
    11 views3 pages
    This document contains the results of regression analyses conducted to analyze the relationship between unemployment (dependent variable) and inflation and investment (independent variables). It finds a statistically significant relationship between unemployment and inflation based on ordinary least squares regression. Two-stage least squares regression was also used and found inflation to also be significant at the 10% level in impacting unemployment, while investment was not significant. Additional tests found no serial correlation or heteroskedasticity in the models.

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    IDEM_ILMAN ASHARI_ 7213540009

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    This document contains the results of regression analyses conducted to analyze the relationship between unemployment (dependent variable) and inflation and investment (independent variables). It finds a statistically significant relationship between unemployment and inflation based on ordinary least squares regression. Two-stage least squares regression was also used and found inflation to also be significant at the 10% level in impacting unemployment, while investment was not significant. Additional tests found no serial correlation or heteroskedasticity in the models.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    11 views3 pages

    Idem - Ilman Ashari - 7213540009

    Uploaded by

    Ilman Ashari
    This document contains the results of regression analyses conducted to analyze the relationship between unemployment (dependent variable) and inflation and investment (independent variables). It finds a statistically significant relationship between unemployment and inflation based on ordinary least squares regression. Two-stage least squares regression was also used and found inflation to also be significant at the 10% level in impacting unemployment, while investment was not significant. Additional tests found no serial correlation or heteroskedasticity in the models.

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    Nama : ILMAN ASHARI

    Kelas : C Ilmu Ekonomi


    NIM 7213540009

    Dependent Variable: PENGANGGURAN


    Method: Least Squares
    Date: 04/19/23 Time: 17:45
    Sample: 1 19
    Included observations: 19

    Variable Coefficient Std. Error t-Statistic Prob.

    C 2.194246 0.959948 2.285797 0.0362


    INFLASI 0.577143 0.091229 6.326320 0.0000
    RES 1.000000 0.063511 15.74540 0.0000

    R-squared 0.947358 Mean dependent var 7.415263


    Adjusted R-squared 0.940778 S.D. dependent var 8.782247
    S.E. of regression 2.137214 Akaike info criterion 4.500823
    Sum squared resid 73.08296 Schwarz criterion 4.649945
    Log likelihood -39.75782 Hannan-Quinn criter. 4.526060
    F-statistic 143.9699 Durbin-Watson stat 2.082276
    Prob(F-statistic) 0.000000

    Dependent Variable: PENGANGGURAN


    Method: Two-Stage Least Squares
    Date: 04/19/23 Time: 17:57
    Sample: 1 19
    Included observations: 19
    Instrument specification: PENGANGGURAN INFLASI INVESTASI
    Constant added to instrument list

    Variable Coefficient Std. Error t-Statistic Prob.

    C -0.898791 4.852147 -0.185236 0.8554


    INFLASI 1.042168 0.581705 1.791577 0.0921
    INVESTASI -0.456840 0.449571 -1.016170 0.3247

    R-squared 0.184320 Mean dependent var 7.415263


    Adjusted R-squared 0.082360 S.D. dependent var 8.782247
    S.E. of regression 8.412823 Sum squared resid 1132.409
    F-statistic 1.807773 Durbin-Watson stat 1.572496
    Prob(F-statistic) 0.195955 Second-Stage SSR 1132.409
    J-statistic 16.00000 Instrument rank 4
    Prob(J-statistic) 0.000063
    MODEL ECM
    Breusch-Godfrey Serial Correlation LM Test:
    Null hypothesis: No serial correlation at up to 2 lags

    F-statistic 1.031167 Prob. F(2,14) 0.3822


    Obs*R-squared 2.439518 Prob. Chi-Square(2) 0.2953

    Test Equation:
    Dependent Variable: RESID
    Method: Least Squares
    Date: 04/19/23 Time: 18:15
    Sample: 1 19
    Included observations: 19
    Presample missing value lagged residuals set to zero.

    Variable Coefficient Std. Error t-Statistic Prob.

    C -2.375387 5.142107 -0.461948 0.6512


    INFLASI 0.199871 0.597652 0.334427 0.7430
    INVESTASI -0.248740 0.481575 -0.516514 0.6136
    RESID(-1) -0.296549 0.400371 -0.740685 0.4711
    RESID(-2) -0.583562 0.417539 -1.397623 0.1840

    R-squared 0.128396 Mean dependent var 1.50E-15


    Adjusted R-squared -0.120634 S.D. dependent var 7.931685
    S.E. of regression 8.396483 Akaike info criterion 7.314437
    Sum squared resid 987.0129 Schwarz criterion 7.562974
    Log likelihood -64.48715 Hannan-Quinn criter. 7.356499
    F-statistic 0.515584 Durbin-Watson stat 1.402965
    Prob(F-statistic) 0.725618

    Heteroskedasticity Test: Breusch-Pagan-Godfrey


    Null hypothesis: Homoskedasticity

    F-statistic 0.379274 Prob. F(2,16) 0.6903


    Obs*R-squared 0.860004 Prob. Chi-Square(2) 0.6505
    Scaled explained SS 1.545865 Prob. Chi-Square(2) 0.4617

    Test Equation:
    Dependent Variable: RESID^2
    Method: Least Squares
    Date: 04/19/23 Time: 18:17
    Sample: 1 19
    Included observations: 19

    Variable Coefficient Std. Error t-Statistic Prob.

    C 16.77103 82.41095 0.203505 0.8413


    INFLASI 6.524858 9.879919 0.660416 0.5184
    INVESTASI -6.643625 7.635706 -0.870074 0.3971

    R-squared 0.045263 Mean dependent var 59.60049


    Adjusted R-squared -0.074079 S.D. dependent var 137.8715
    S.E. of regression 142.8870 Akaike info criterion 12.90592
    Sum squared resid 326667.0 Schwarz criterion 13.05505
    Log likelihood -119.6063 Hannan-Quinn criter. 12.93116
    F-statistic 0.379274 Durbin-Watson stat 1.119965
    Prob(F-statistic) 0.690349

    7
    Series: Residuals
    6 Sample 1 19
    Observations 19
    5
    Mean 1.50e-15
    4 Median -0.618467
    Maximum 24.61318
    3
    Minimum -9.092195
    Std. Dev. 7.931685
    2
    Skewness 1.643415
    1 Kurtosis 6.069539

    0 Jarque-Bera 16.01171
    -10 -5 0 5 10 15 20 25 Probability 0.000334

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