X1

7.2
6.8
6.4
6.0
5.6
5.2
4.8
4.4
4.0
00 02 04 06 08 10 12 14 16 18 20

X2
.25

.20

.15

.10

.05

.00
00 02 04 06 08 10 12 14 16 18 20
 X3
24

20

16

12

0
00 02 04 06 08 10 12 14 16 18 20
Y
8,000
7,000
6,000
5,000
4,000
3,000
2,000
1,000
0
00 02 04 06 08 10 12 14 16 18 20
Null Hypothesis: D(X1,2) has a unit root
Exogenous: Constant
Lag Length: 1 (Automatic - based on SIC, maxlag=4)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -4.013182 0.0078

Test critical values: 1% level -3.886751
5% level -3.052169
10% level -2.666593

*MacKinnon (1996) one-sided p-values.

Warning: Probabilities and critical values calculated for 20 observations
and may not be accurate for a sample size of 17

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(X1,3)
Method: Least Squares
Date: 06/08/21 Time: 22:01
Sample (adjusted): 2004 2020
Included observations: 17 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(X1(-1),2) -1.756992 0.437805 -4.013182 0.0013

D(X1(-1),3) 0.003417 0.234028 0.014600 0.9886
C 0.046082 0.152349 0.302479 0.7667

R-squared 0.878893 Mean dependent var -0.018235

Adjusted R-squared 0.861592 S.D. dependent var 1.651530
S.E. of regression 0.614422 Akaike info criterion 2.022515
Sum squared resid 5.285198 Schwarz criterion 2.169553
Log likelihood -14.19138 Hannan-Quinn criter. 2.037131
F-statistic 50.80028 Durbin-Watson stat 2.208916
Prob(F-statistic) 0.000000
Null Hypothesis: Y has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=2)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -4.477604 0.0024

Test critical values: 1% level -3.808546
5% level -3.020686
10% level -2.650413

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(Y)
Method: Least Squares
Date: 06/08/21 Time: 22:02
Sample (adjusted): 2001 2020
Included observations: 20 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

Y(-1) -1.053781 0.235345 -4.477604 0.0003

C 470.9928 392.2015 1.200895 0.2454

R-squared 0.526925 Mean dependent var 0.481000

Adjusted R-squared 0.500643 S.D. dependent var 2391.350
S.E. of regression 1689.852 Akaike info criterion 17.79731
Sum squared resid 51400784 Schwarz criterion 17.89688
Log likelihood -175.9731 Hannan-Quinn criter. 17.81675
F-statistic 20.04894 Durbin-Watson stat 2.006255
Prob(F-statistic) 0.000291

Null Hypothesis: Unit root (individual unit root process)

Series: Y, X3, X2, X1
Date: 06/08/21 Time: 22:09
Sample: 2000 2020
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic lag length selection based on SIC: 0 to 1
Total number of observations: 69
Cross-sections included: 4

Method Statistic Prob.**

ADF - Fisher Chi-square 350.138 0.0000
ADF - Choi Z-stat -15.2627 0.0000

** Probabilities for Fisher tests are computed using an asymptotic Chi

-square distribution. All other tests assume asymptotic normality.

Intermediate ADF test results D(UNTITLED,2)

Series Prob. Lag Max Lag Obs

D(Y,2) 0.0000 1 3 17
D(X3,2) 0.0000 1 3 17
D(X2,2) 0.0000 1 3 17
D(X1,2) 0.0000 0 3 18
Null Hypothesis: D(X2) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=0)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -6.457772 0.0000

Test critical values: 1% level -3.831511
5% level -3.029970
10% level -2.655194

*MacKinnon (1996) one-sided p-values.

Warning: Probabilities and critical values calculated for 20 observations
and may not be accurate for a sample size of 19

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(X2,2)
Method: Least Squares
Date: 06/08/21 Time: 21:59
Sample (adjusted): 2002 2020
Included observations: 19 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(X2(-1)) -1.485763 0.230074 -6.457772 0.0000

C -0.007624 0.010596 -0.719524 0.4816

R-squared 0.710406 Mean dependent var -0.006842

Adjusted R-squared 0.693371 S.D. dependent var 0.083403
S.E. of regression 0.046184 Akaike info criterion -3.213069
Sum squared resid 0.036260 Schwarz criterion -3.113654
Log likelihood 32.52415 Hannan-Quinn criter. -3.196244
F-statistic 41.70282 Durbin-Watson stat 2.260483
Prob(F-statistic) 0.000006

Dependent Variable: Y
Method: Least Squares
Date: 06/08/21 Time: 22:19
Sample: 2000 2020
Included observations: 21

Variable Coefficient Std. Error t-Statistic Prob.

C 1836.086 2375.672 0.772870 0.4502

X1 -471.8768 473.5829 -0.996397 0.3330
X2 7524.131 11194.66 0.672118 0.5105
X3 17.44682 100.3842 0.173800 0.8641

R-squared 0.086756 Mean dependent var 429.1805

Adjusted R-squared -0.074405 S.D. dependent var 1607.529
S.E. of regression 1666.260 Akaike info criterion 17.84419
Sum squared resid 47199165 Schwarz criterion 18.04315
Log likelihood -183.3640 Hannan-Quinn criter. 17.88737
F-statistic 0.538319 Durbin-Watson stat 2.183265
Prob(F-statistic) 0.662401

Multikol
Variance Inflation Factors
Date: 06/08/21 Time: 22:21
Sample: 2000 2020
Included observations: 21

Coefficient Uncentered Centered

Variable Variance VIF VIF

C 5643816. 42.68809 NA
X1 224280.8 44.98826 1.079097
X2 1.25E+08 14.46654 1.774545
X3 10076.98 5.480866 1.681827

Null Hypothesis: X3 has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -3.557036 0.0170

Test critical values: 1% level -3.808546
5% level -3.020686
10% level -2.650413

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(X3)
Method: Least Squares
Date: 06/08/21 Time: 22:00
Sample (adjusted): 2001 2020
Included observations: 20 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

X3(-1) -0.836152 0.235070 -3.557036 0.0023

C 5.666266 2.039563 2.778177 0.0124

R-squared 0.412772 Mean dependent var -0.443500

Adjusted R-squared 0.380149 S.D. dependent var 6.246965
S.E. of regression 4.918276 Akaike info criterion 6.118433
Sum squared resid 435.4099 Schwarz criterion 6.218006
Log likelihood -59.18433 Hannan-Quinn criter. 6.137870
F-statistic 12.65251 Durbin-Watson stat 2.023250
Prob(F-statistic) 0.002252
16
Series: Residuals
14 Sample 2000 2020
Observations 21
12
10 Mean -4.49e-13
Median -346.5782
8 Maximum 6406.559
Minimum -1164.565
6
Std. Dev. 1536.216
4 Skewness 3.659312
Kurtosis 15.91855
2
0 Jarque-Bera 192.8948
-2000 0 2000 4000 6000 Probability 0.000000

Percobaan 2 2004-2020
UJI STASIONERITAS PADA DIFERRENT 2
Null Hypothesis: Unit root (individual unit root process)
Series: Y, X3, X2, X1
Date: 06/08/21 Time: 22:51
Sample: 2004 2020
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic lag length selection based on SIC: 0 to 1
Total number of observations: 54
Cross-sections included: 4

Method Statistic Prob.**

ADF - Fisher Chi-square 78.8828 0.0000
ADF - Choi Z-stat -7.57810 0.0000

** Probabilities for Fisher tests are computed using an asymptotic Chi

-square distribution. All other tests assume asymptotic normality.

Intermediate ADF test results D(UNTITLED,2)

Series Prob. Lag Max Lag Obs

D(Y,2) 0.0001 0 2 14
D(X3,2) 0.0000 1 2 13
D(X2,2) 0.0093 1 2 13
D(X1,2) 0.0000 0 2 14
Dependent Variable: Y
Method: Least Squares
Date: 06/08/21 Time: 22:41
Sample: 2004 2020
Included observations: 17

Variable Coefficient Std. Error t-Statistic Prob.

C 13.59711 4.529363 3.001992 0.0102

X1 -0.434079 0.159542 -2.720779 0.0175
X2 0.039351 0.002443 16.10914 0.0000
X3 -0.014270 0.025960 -0.549669 0.5919

R-squared 0.972042 Mean dependent var 79.16824

Adjusted R-squared 0.965590 S.D. dependent var 2.330483
S.E. of regression 0.432305 Akaike info criterion 1.362953
Sum squared resid 2.429539 Schwarz criterion 1.559004
Log likelihood -7.585104 Hannan-Quinn criter. 1.382441
F-statistic 150.6590 Durbin-Watson stat 0.992621
Prob(F-statistic) 0.000000

6
Series: Residuals
5 Sample 2004 2020
Observations 17
4
Mean 9.62e-15
Median 0.084598
3
Maximum 0.528188
Minimum -0.639415
2
Std. Dev. 0.389674
Skewness -0.200541
1
Kurtosis 1.727506

0
-0.5 0.0 0.5 Jarque-Bera 1.260910
Probability 0.532349

Variance Inflation Factors

Date: 06/08/21 Time: 22:41
Sample: 2004 2020
Included observations: 17

Coefficient Uncentered Centered

Variable Variance VIF VIF

C 20.51513 1866.133 NA
X1 0.025454 60.09747 1.036071
X2 5.97E-06 1615.617 1.572250
X3 0.000674 4.171727 1.527907

Uji auto
Breusch-Godfrey Serial Correlation LM Test:
Null hypothesis: No serial correlation at up to 2 lags

F-statistic 1.964852 Prob. F(2,11) 0.1864

Obs*R-squared 4.474635 Prob. Chi-Square(2) 0.1067

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 06/08/21 Time: 22:42
Sample: 2004 2020
Included observations: 17
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C -2.972913 4.484713 -0.662899 0.5210

X1 0.030256 0.150323 0.201271 0.8442
X2 0.001585 0.002417 0.655693 0.5255
X3 0.016455 0.026219 0.627600 0.5431
RESID(-1) 0.565529 0.329419 1.716747 0.1140
RESID(-2) 0.053153 0.334913 0.158708 0.8768

R-squared 0.263214 Mean dependent var 9.62E-15

Adjusted R-squared -0.071689 S.D. dependent var 0.389674
S.E. of regression 0.403400 Akaike info criterion 1.292790
Sum squared resid 1.790051 Schwarz criterion 1.586865
Log likelihood -4.988715 Hannan-Quinn criter. 1.322022
F-statistic 0.785941 Durbin-Watson stat 1.715346
Prob(F-statistic) 0.580750

Uji hetero

Tidak ada masalah hetero

Heteroskedasticity Test: Breusch-Pagan-Godfrey
Null hypothesis: Homoskedasticity

F-statistic 1.808077 Prob. F(3,13) 0.1954

Obs*R-squared 5.004927 Prob. Chi-Square(3) 0.1714
Scaled explained SS 1.064616 Prob. Chi-Square(3) 0.7856

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 06/08/21 Time: 22:45
Sample: 2004 2020
Included observations: 17

Variable Coefficient Std. Error t-Statistic Prob.

C -2.477641 1.226789 -2.019615 0.0645

X1 -0.002054 0.043212 -0.047527 0.9628
X2 0.001480 0.000662 2.237110 0.0434
X3 0.011962 0.007031 1.701286 0.1127

R-squared 0.294407 Mean dependent var 0.142914

Adjusted R-squared 0.131578 S.D. dependent var 0.125649
S.E. of regression 0.117091 Akaike info criterion -1.249409
Sum squared resid 0.178233 Schwarz criterion -1.053359
Log likelihood 14.61998 Hannan-Quinn criter. -1.229921
F-statistic 1.808077 Durbin-Watson stat 1.552298
Prob(F-statistic) 0.195355

Influence Statistics
Date: 06/08/21 Time: 22:48
Sample: 2004 2020
Included observations: 17

Obs. Resid. RStudent

2004 0.084598 0.282688

2005 0.373769 1.393006
2006 0.166846 0.412381
2007 -0.239260 -0.588899
2008 0.137582 0.391572
2009 -0.433436 -1.169407
2010 0.521783 1.474891
2011 0.128443 0.318151
2012 -0.353572 -0.844499
2013 -0.582225 -1.551518
2014 -0.639415 -1.890023
2015 -0.421292 -1.053358
2016 -0.163817 -0.390022
2017 0.065247 0.155910
2018 0.409355 1.027065
2019 0.417207 1.078067
2020 0.528188 1.413915