UJI ASUMSI KLASIKINDONESIA1. UJI REGRESI LINIER BERGANDA

Dependent Variable: INFLASI

Method: Least Squares

Date: 01/12/15 Time: 11:05

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C120.1773102.05431.1775820.2496

GMS0.4070430.1031333.9467790.0005

DIR0.6187040.1755243.5249000.0016

LN_ER8.7094172.1911873.9747490.0005

LN_GNI-7.6868644.475975-1.7173610.0978

R-squared0.781642Mean dependent var9.925012

Adjusted R-squared0.748048S.D. dependent var9.592867

S.E. of regression4.815123Akaike info criterion6.128090

Sum squared resid602.8207Schwarz criterion6.359379

Log likelihood-89.98540Hannan-Quinn criter.6.203485

F-statistic23.26756Durbin-Watson stat1.439236

Prob(F-statistic)0.000000

LIHAT R SQUARE, UJI T UJI F2. UJI MULTIKOLGMS

Dependent Variable: GMS

Method: Least Squares

Date: 01/12/15 Time: 11:11

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C-169.5462153.9536-1.1012810.2809

INFLASI0.9204310.2332113.9467790.0005

DIR0.0386320.3207820.1204310.9051

LN_ER-11.676653.494300-3.3416290.0025

LN_GNI10.676866.7865661.5732350.1278

R-squared0.658469Mean dependent var21.08860

Adjusted R-squared0.605926S.D. dependent var11.53437

S.E. of regression7.240740Akaike info criterion6.944014

Sum squared resid1363.136Schwarz criterion7.175302

Log likelihood-102.6322Hannan-Quinn criter.7.019408

F-statistic12.53194Durbin-Watson stat1.932246

Prob(F-statistic)0.000008

DIR

Dependent Variable: DIR

Method: Least Squares

Date: 01/12/15 Time: 12:06

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C115.166493.578711.2306910.2295

INFLASI0.5226340.1482693.5249000.0016

GMS0.0144320.1198320.1204310.9051

LN_ER-1.3255552.540205-0.5218300.6062

LN_GNI-3.6558134.281261-0.8539100.4010

R-squared0.662129Mean dependent var14.41043

Adjusted R-squared0.610148S.D. dependent var7.087863

S.E. of regression4.425526Akaike info criterion5.959345

Sum squared resid509.2173Schwarz criterion6.190634

Log likelihood-87.36985Hannan-Quinn criter.6.034740

F-statistic12.73809Durbin-Watson stat0.861635

Prob(F-statistic)0.000007

ER

Dependent Variable: LN_ER

Method: Least Squares

Date: 01/12/15 Time: 12:07

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C-28.918424.743462-6.0964800.0000

INFLASI0.0433980.0109183.9747490.0005

GMS-0.0257300.007700-3.3416290.0025

DIR-0.0078190.014984-0.5218300.6062

LN_GNI1.4383300.1777188.0933260.0000

R-squared0.873454Mean dependent var8.319721

Adjusted R-squared0.853985S.D. dependent var0.889506

S.E. of regression0.339897Akaike info criterion0.826340

Sum squared resid3.003775Schwarz criterion1.057629

Log likelihood-7.808276Hannan-Quinn criter.0.901735

F-statistic44.86467Durbin-Watson stat0.749481

Prob(F-statistic)0.000000

GNI

Dependent Variable: LN_GNI

Method: Least Squares

Date: 01/12/15 Time: 12:15

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C21.972670.58840337.342890.0000

INFLASI-0.0132540.007717-1.7173610.0978

GMS0.0081410.0051751.5732350.1278

DIR-0.0074620.008739-0.8539100.4010

LN_ER0.4976970.0614958.0933260.0000

R-squared0.832106Mean dependent var26.04598

Adjusted R-squared0.806276S.D. dependent var0.454265

S.E. of regression0.199940Akaike info criterion-0.234905

Sum squared resid1.039380Schwarz criterion-0.003617

Log likelihood8.641031Hannan-Quinn criter.-0.159511

F-statistic32.21495Durbin-Watson stat0.411137

Prob(F-statistic)0.000000

3. UJI NORMALITAS

Hal 5.394. UJI HETEROCT

Heteroskedasticity Test: White

F-statistic5.974001Prob. F(14,16)0.0005

Obs*R-squared26.02188Prob. Chi-Square(14)0.0257

Scaled explained SS20.98739Prob. Chi-Square(14)0.1020

Test Equation:

Dependent Variable: RESID^2

Method: Least Squares

Date: 01/12/15 Time: 12:37

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C121848.464927.911.8766730.0789

GMS481.4587141.28793.4076430.0036

GMS^20.1286570.0720121.7865960.0930

GMS*DIR-0.4122530.153688-2.6823960.0164

GMS*LN_ER8.7847712.8506833.0816370.0071

GMS*LN_GNI-21.227606.229438-3.4076260.0036

DIR-202.4091119.2280-1.6976650.1089

DIR^2-0.1199690.123751-0.9694400.3468

DIR*LN_ER-5.9552343.052167-1.9511500.0688

DIR*LN_GNI10.091305.4218441.8612310.0812

LN_ER7563.7302814.9652.6869710.0162

LN_ER^289.5462342.374402.1132150.0506

LN_ER*LN_GNI-350.1711130.8298-2.6765380.0165

LN_GNI-11986.985779.324-2.0741150.0546

LN_GNI^2290.4439129.52202.2424290.0395

R-squared0.839415Mean dependent var19.44583

Adjusted R-squared0.698904S.D. dependent var29.93366

S.E. of regression16.42526Akaike info criterion8.741862

Sum squared resid4316.628Schwarz criterion9.435726

Log likelihood-120.4989Hannan-Quinn criter.8.968044

F-statistic5.974001Durbin-Watson stat2.479665

Prob(F-statistic)0.000530

nonct

Heteroskedasticity Test: White

F-statistic10.77822Prob. F(4,26)0.0000

Obs*R-squared19.33792Prob. Chi-Square(4)0.0007

Scaled explained SS15.59658Prob. Chi-Square(4)0.0036

Test Equation:

Dependent Variable: RESID^2

Method: Least Squares

Date: 01/12/15 Time: 12:38

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C518.3257199.28912.6008740.0151

GMS^20.0425860.0077315.5081930.0000

DIR^2-0.0758460.021615-3.5089110.0017

LN_ER^20.8954110.5320731.6828730.1044

LN_GNI^2-0.8348570.338460-2.4666350.0205

R-squared0.623804Mean dependent var19.44583

Adjusted R-squared0.565928S.D. dependent var29.93366

S.E. of regression19.72155Akaike info criterion8.947991

Sum squared resid10112.43Schwarz criterion9.179279

Log likelihood-133.6939Hannan-Quinn criter.9.023385

F-statistic10.77822Durbin-Watson stat1.518708

Prob(F-statistic)0.000028

Nilai koefiisien determinasi (R2) sebesar 0.623. nilai Chi square hitung sebesar 19.34 diperoleh dari informasi Obs*R square yaitu jumlah observasi dikalikan dengan koefisian determinasi. Sedangkan nilai kritis Chi Square pada alpha = 5% dengan df sebesar 30 adalah 43.77. dengan demikian, nilai chi square hitung lebih kecil dari nilai kritis chi squares maka dapat disimpulkan tidak ada masalah heterokedastisitas.

Widarjono 1295. UJI AUTOUJI BG Breusch-Godfrey Serial Correlation LM Test:

F-statistic1.622173Prob. F(2,24)0.2184

Obs*R-squared3.691582Prob. Chi-Square(2)0.1579

Test Equation:

Dependent Variable: RESID

Method: Least Squares

Date: 01/12/15 Time: 17:06

Sample: 1983 2013

Included observations: 31

Presample missing value lagged residuals set to zero.

VariableCoefficientStd. Errort-StatisticProb.

C12.7500999.947470.1275680.8996

GMS0.0839060.1116800.7513060.4598

DIR-0.0934600.183914-0.5081730.6160

LN_ER0.5749562.1699290.2649650.7933

LN_GNI-0.6896004.389711-0.1570950.8765

RESID(-1)0.2911910.2064101.4107380.1712

RESID(-2)-0.3136950.218355-1.4366270.1637

R-squared0.119083Mean dependent var-1.91E-14

Adjusted R-squared-0.101146S.D. dependent var4.482636

S.E. of regression4.703876Akaike info criterion6.130330

Sum squared resid531.0349Schwarz criterion6.454134

Log likelihood-88.02012Hannan-Quinn criter.6.235882

F-statistic0.540724Durbin-Watson stat1.864438

Prob(F-statistic)0.772006

Winarno 5.30

THAILAND 1. REGRESI

Dependent Variable: INFLASI

Method: Least Squares

Date: 01/17/15 Time: 23:04

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C-49.6901023.82403-2.0857140.0470

GMS0.1479870.0859491.7217980.0970

DIR0.2358970.1563471.5088070.1434

LN_ER-1.6912632.639910-0.6406520.5274

LN_GNI2.1412290.9581072.2348530.0342

R-squared0.331489Mean dependent var3.450117

Adjusted R-squared0.228641S.D. dependent var2.014700

S.E. of regression1.769451Akaike info criterion4.125906

Sum squared resid81.40487Schwarz criterion4.357194

Log likelihood-58.95154Hannan-Quinn criter.4.201300

F-statistic3.223102Durbin-Watson stat1.963524

Prob(F-statistic)0.028278

2. MULTIKOLGMS

Dependent Variable: GMS

Method: Least Squares

Date: 01/17/15 Time: 23:21

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C147.428247.544893.1008200.0046

INFLASI0.6916290.4016901.7217980.0970

DIR0.4596100.3407651.3487610.1890

LN_ER-17.360034.636134-3.7445050.0009

LN_GNI-3.2203912.171513-1.4830180.1501

R-squared0.706094Mean dependent var12.84560

Adjusted R-squared0.660877S.D. dependent var6.568784

S.E. of regression3.825282Akaike info criterion5.667831

Sum squared resid380.4523Schwarz criterion5.899119

Log likelihood-82.85138Hannan-Quinn criter.5.743225

F-statistic15.61589Durbin-Watson stat2.115500

Prob(F-statistic)0.000001

DIR

Dependent Variable: DIR

Method: Least Squares

Date: 01/17/15 Time: 23:31

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C39.9716129.951641.3345380.1936

INFLASI0.3412870.2261961.5088070.1434

GMS0.1422780.1054881.3487610.1890

LN_ER6.1169202.9669382.0616950.0494

LN_GNI-2.1048151.188618-1.7708090.0883

R-squared0.310243Mean dependent var10.26815

Adjusted R-squared0.204127S.D. dependent var2.385696

S.E. of regression2.128320Akaike info criterion4.495233

Sum squared resid117.7734Schwarz criterion4.726522

Log likelihood-64.67612Hannan-Quinn criter.4.570627

F-statistic2.923610Durbin-Watson stat1.269138

Prob(F-statistic)0.040261

ER

Dependent Variable: LN_ER

Method: Least Squares

Date: 01/17/15 Time: 23:31

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C-0.0192391.897281-0.0101400.9920

INFLASI-0.0091890.014343-0.6406520.5274

GMS-0.0201810.005390-3.7445050.0009

DIR0.0229710.0111422.0616950.0494

LN_GNI0.1373790.0722471.9015190.0684

R-squared0.664690Mean dependent var3.429905

Adjusted R-squared0.613104S.D. dependent var0.209684

S.E. of regression0.130425Akaike info criterion-1.089343

Sum squared resid0.442279Schwarz criterion-0.858055

Log likelihood21.88482Hannan-Quinn criter.-1.013949

F-statistic12.88505Durbin-Watson stat1.225578

Prob(F-statistic)0.000007

GNI

Dependent Variable: LN_GNI

Method: Least Squares

Date: 01/17/15 Time: 23:33

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C23.036031.69604413.582210.0000

INFLASI0.0752570.0336742.2348530.0342

GMS-0.0242180.016330-1.4830180.1501

DIR-0.0511330.028876-1.7708090.0883

LN_ER0.8887080.4673671.9015190.0684

R-squared0.543485Mean dependent var25.50772

Adjusted R-squared0.473252S.D. dependent var0.457067

S.E. of regression0.331728Akaike info criterion0.777685

Sum squared resid2.861123Schwarz criterion1.008973

Log likelihood-7.054112Hannan-Quinn criter.0.853079

F-statistic7.738313Durbin-Watson stat0.721423

Prob(F-statistic)0.000302

3. UJI ORMALITAS

4. UJI HETERO5. Heteroskedasticity Test: White

F-statistic1.321217Prob. F(4,26)0.2884

Obs*R-squared5.236745Prob. Chi-Square(4)0.2639

Scaled explained SS6.726690Prob. Chi-Square(4)0.1511

Test Equation:

Dependent Variable: RESID^2

Method: Least Squares

Date: 01/18/15 Time: 07:10

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C2.06254633.453040.0616550.9513

GMS^2-0.0061340.007718-0.7948630.4339

DIR^20.0372990.0231931.6081870.1199

LN_ER^20.6682040.9549030.6997610.4903

LN_GNI^2-0.0156650.052790-0.2967480.7690

R-squared0.168927Mean dependent var2.625963

Adjusted R-squared0.041070S.D. dependent var5.101316

S.E. of regression4.995462Akaike info criterion6.201627

Sum squared resid648.8207Schwarz criterion6.432915

Log likelihood-91.12522Hannan-Quinn criter.6.277021

F-statistic1.321217Durbin-Watson stat2.375123

Prob(F-statistic)0.288351

6. UJI AUTO

Breusch-Godfrey Serial Correlation LM Test:

F-statistic0.129220Prob. F(2,24)0.8794

Obs*R-squared0.330263Prob. Chi-Square(2)0.8478

Test Equation:

Dependent Variable: RESID

Method: Least Squares

Date: 01/18/15 Time: 07:12

Sample: 1983 2013

Included observations: 31

Presample missing value lagged residuals set to zero.

VariableCoefficientStd. Errort-StatisticProb.

C0.02854324.669110.0011570.9991

GMS0.0050890.0895620.0568160.9552

DIR-0.0161150.165733-0.0972350.9233

LN_ER0.1078082.7412880.0393270.9690

LN_GNI-0.0117080.992233-0.0118000.9907

RESID(-1)0.0132770.2038200.0651400.9486

RESID(-2)0.1042350.2076690.5019300.6203

R-squared0.010654Mean dependent var-3.20E-15

Adjusted R-squared-0.236683S.D. dependent var1.647269

S.E. of regression1.831866Akaike info criterion4.244227

Sum squared resid80.53761Schwarz criterion4.568031

Log likelihood-58.78552Hannan-Quinn criter.4.349779

F-statistic0.043073Durbin-Watson stat1.994862

Prob(F-statistic)0.999597

KORSELREGRESI

Dependent Variable: INFLASI

Method: Least Squares

Date: 01/18/15 Time: 07:16

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C-34.9180422.36901-1.5610000.1306

GMS0.0208890.0217090.9622550.3448

DIR0.5669810.1602053.5390980.0015

LN_ER-5.4476401.975678-2.7573520.0105

LN_GNI2.6537980.9303992.8523240.0084

R-squared0.514643Mean dependent var4.058389

Adjusted R-squared0.439972S.D. dependent var2.080614

S.E. of regression1.557027Akaike info criterion3.870124

Sum squared resid63.03267Schwarz criterion4.101412

Log likelihood-54.98692Hannan-Quinn criter.3.945518

F-statistic6.892199Durbin-Watson stat1.660530

Prob(F-statistic)0.000638

1. UJI MULTIKOL2. Dependent Variable: GMS

Method: Least Squares

Date: 01/18/15 Time: 07:17

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C-27.99946207.5994-0.1348730.8938

INFLASI1.6462011.7107740.9622550.3448

DIR0.9130641.7218860.5302700.6004

LN_ER36.6267318.599851.9691950.0597

LN_GNI-8.1296629.328526-0.8714840.3915

R-squared0.199304Mean dependent var16.56747

Adjusted R-squared0.076120S.D. dependent var14.38025

S.E. of regression13.82211Akaike info criterion8.237106

Sum squared resid4967.317Schwarz criterion8.468394

Log likelihood-122.6751Hannan-Quinn criter.8.312500

F-statistic1.617935Durbin-Watson stat1.746640

Prob(F-statistic)0.199660

DIR

Dependent Variable: DIR

Method: Least Squares

Date: 01/18/15 Time: 07:18

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C93.0749514.842186.2709750.0000

INFLASI0.5734180.1620243.5390980.0015

GMS0.0117180.0220980.5302700.6004

LN_ER2.3421212.2115621.0590350.2993

LN_GNI-3.8532810.760491-5.0668310.0000

R-squared0.735924Mean dependent var7.315806

Adjusted R-squared0.695297S.D. dependent var2.836673

S.E. of regression1.565840Akaike info criterion3.881412

Sum squared resid63.74825Schwarz criterion4.112701

Log likelihood-55.16189Hannan-Quinn criter.3.956807

F-statistic18.11415Durbin-Watson stat0.929356

Prob(F-statistic)0.000000

ER

Dependent Variable: LN_ER

Method: Least Squares

Date: 01/18/15 Time: 07:18

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C-1.2886732.026959-0.6357670.5305

INFLASI-0.0415330.015063-2.7573520.0105

GMS0.0035430.0017991.9691950.0597

DIR0.0176560.0166721.0590350.2993

LN_GNI0.3002910.0720884.1656220.0003

R-squared0.637156Mean dependent var6.863131

Adjusted R-squared0.581334S.D. dependent var0.210115

S.E. of regression0.135954Akaike info criterion-1.006315

Sum squared resid0.480569Schwarz criterion-0.775027

Log likelihood20.59788Hannan-Quinn criter.-0.930921

F-statistic11.41404Durbin-Watson stat1.248530

Prob(F-statistic)0.000018

GNI

Dependent Variable: LN_GNI

Method: Least Squares

Date: 01/18/15 Time: 07:19

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C18.570672.2926528.1000830.0000

INFLASI0.0898090.0314862.8523240.0084

GMS-0.0034910.004006-0.8714840.3915

DIR-0.1289380.025447-5.0668310.0000

LN_ER1.3329220.3199814.1656220.0003

R-squared0.769311Mean dependent var27.08204

Adjusted R-squared0.733821S.D. dependent var0.555182

S.E. of regression0.286433Akaike info criterion0.484063

Sum squared resid2.133134Schwarz criterion0.715351

Log likelihood-2.502972Hannan-Quinn criter.0.559457

F-statistic21.67652Durbin-Watson stat0.689731

Prob(F-statistic)0.000000

3. UJI NORMA

4. UJI HETERO5. Heteroskedasticity Test: White

F-statistic0.999282Prob. F(4,26)0.4257

Obs*R-squared4.130760Prob. Chi-Square(4)0.3886

Scaled explained SS1.862107Prob. Chi-Square(4)0.7611

Test Equation:

Dependent Variable: RESID^2

Method: Least Squares

Date: 01/18/15 Time: 07:21

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C-15.9392915.53363-1.0261150.3143

GMS^2-0.0001080.000354-0.3048990.7629

DIR^20.0278360.0144441.9271840.0650

LN_ER^20.0081300.2172980.0374150.9704

LN_GNI^20.0217160.0255570.8497060.4032

R-squared0.133250Mean dependent var2.033312

Adjusted R-squared-0.000096S.D. dependent var2.339995

S.E. of regression2.340108Akaike info criterion4.684961

Sum squared resid142.3787Schwarz criterion4.916249

Log likelihood-67.61689Hannan-Quinn criter.4.760355

F-statistic0.999282Durbin-Watson stat1.873146

Prob(F-statistic)0.425735

6. UJI AUTO

Breusch-Godfrey Serial Correlation LM Test:

F-statistic0.360947Prob. F(2,24)0.7007

Obs*R-squared0.905218Prob. Chi-Square(2)0.6360

Test Equation:

Dependent Variable: RESID

Method: Least Squares

Date: 01/18/15 Time: 07:22

Sample: 1983 2013

Included observations: 31

Presample missing value lagged residuals set to zero.

VariableCoefficientStd. Errort-StatisticProb.

C-2.20995523.09225-0.0957010.9246

GMS0.0062930.0247810.2539300.8017

DIR0.0197570.1659780.1190320.9062

LN_ER0.3612932.1311890.1695260.8668

LN_GNI-0.0194880.966258-0.0201680.9841

RESID(-1)0.1881520.2227280.8447620.4066

RESID(-2)0.0327520.2367360.1383490.8911

R-squared0.029201Mean dependent var1.09E-14

Adjusted R-squared-0.213499S.D. dependent var1.449513

S.E. of regression1.596769Akaike info criterion3.969521

Sum squared resid61.19208Schwarz criterion4.293324

Log likelihood-54.52757Hannan-Quinn criter.4.075072

F-statistic0.120316Durbin-Watson stat1.935715

Prob(F-statistic)0.992883

KET : MEMAKAI INF GDPINDONESIAREGRESI

Dependent Variable: INFLASI

Method: Least Squares

Date: 01/18/15 Time: 07:28

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C198.1998121.81781.6270180.1158

GMS0.7554440.1231056.1365660.0000

DIR0.4209770.2095152.0092920.0550

LN_ER13.817062.6155245.2827120.0000

LN_GNI-12.409885.342777-2.3227400.0283

R-squared0.818885Mean dependent var11.92392

Adjusted R-squared0.791021S.D. dependent var12.57291

S.E. of regression5.747603Akaike info criterion6.482133

Sum squared resid858.9084Schwarz criterion6.713421

Log likelihood-95.47306Hannan-Quinn criter.6.557527

F-statistic29.38881Durbin-Watson stat1.686289

Prob(F-statistic)0.000000

MULTIKOLGMS

Dependent Variable: GMS

Method: Least Squares

Date: 01/18/15 Time: 07:30

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C-193.6941124.5205-1.5555190.1319

INFLASI0.7830680.1276076.1365660.0000

DIR0.0675240.2288930.2950020.7703

LN_ER-13.210332.826714-4.6733870.0001

LN_GNI12.070145.4886732.1991000.0370

R-squared0.776933Mean dependent var21.08860

Adjusted R-squared0.742615S.D. dependent var11.53437

S.E. of regression5.851743Akaike info criterion6.518046

Sum squared resid890.3154Schwarz criterion6.749335

Log likelihood-96.02972Hannan-Quinn criter.6.593440

F-statistic22.63926Durbin-Watson stat1.779016

Prob(F-statistic)0.000000

DIR

Dependent Variable: DIR

Method: Least Squares

Date: 01/18/15 Time: 07:31

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C164.3928106.58831.5423150.1351

INFLASI0.3192770.1589002.0092920.0550

GMS0.0494050.1674730.2950020.7703

LN_ER-0.2842703.279341-0.0866850.9316

LN_GNI-5.8537314.982335-1.1748970.2507

R-squared0.567781Mean dependent var14.41043

Adjusted R-squared0.501286S.D. dependent var7.087863

S.E. of regression5.005429Akaike info criterion6.205613

Sum squared resid651.4122Schwarz criterion6.436901

Log likelihood-91.18700Hannan-Quinn criter.6.281007

F-statistic8.538666Durbin-Watson stat1.132636

Prob(F-statistic)0.000154

ER

Dependent Variable: LN_ER

Method: Least Squares

Date: 01/18/15 Time: 07:33

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C-25.804924.327330-5.9632430.0000

INFLASI0.0374670.0070925.2827120.0000

GMS-0.0345580.007395-4.6733870.0001

DIR-0.0010160.011725-0.0866850.9316

LN_GNI1.3215590.1621538.1500850.0000

R-squared0.901878Mean dependent var8.319721

Adjusted R-squared0.886783S.D. dependent var0.889506

S.E. of regression0.299299Akaike info criterion0.571943

Sum squared resid2.329077Schwarz criterion0.803231

Log likelihood-3.865113Hannan-Quinn criter.0.647337

F-statistic59.74423Durbin-Watson stat0.968178

Prob(F-statistic)0.000000

GNI

Dependent Variable: LN_GNI

Method: Least Squares

Date: 01/18/15 Time: 07:34

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C21.536790.63626733.848690.0000

INFLASI-0.0138480.005962-2.3227400.0283

GMS0.0129930.0059082.1991000.0370

DIR-0.0086120.007330-1.1748970.2507

LN_ER0.5438180.0667258.1500850.0000

R-squared0.845186Mean dependent var26.04598

Adjusted R-squared0.821368S.D. dependent var0.454265

S.E. of regression0.191994Akaike info criterion-0.316011

Sum squared resid0.958408Schwarz criterion-0.084723

Log likelihood9.898167Hannan-Quinn criter.-0.240617

F-statistic35.48580Durbin-Watson stat0.470924

Prob(F-statistic)0.000000

UJI NORM

HETERO

Heteroskedasticity Test: White

F-statistic7.904880Prob. F(4,26)0.0003

Obs*R-squared17.01169Prob. Chi-Square(4)0.0019

Scaled explained SS21.52407Prob. Chi-Square(4)0.0002

Test Equation:

Dependent Variable: RESID^2

Method: Least Squares

Date: 01/18/15 Time: 07:36

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C551.6618389.50731.4163070.1686

GMS^20.0737530.0151114.8807440.0000

DIR^2-0.1253180.042247-2.9663480.0064

LN_ER^20.6697031.0399270.6439900.5252

LN_GNI^2-0.8561870.661515-1.2942820.2069

R-squared0.548764Mean dependent var27.70672

Adjusted R-squared0.479343S.D. dependent var53.41918

S.E. of regression38.54544Akaike info criterion10.28824

Sum squared resid38629.53Schwarz criterion10.51953

Log likelihood-154.4678Hannan-Quinn criter.10.36364

F-statistic7.904880Durbin-Watson stat1.797584

Prob(F-statistic)0.000262

AUTO

Breusch-Godfrey Serial Correlation LM Test:

F-statistic0.801766Prob. F(2,24)0.4602

Obs*R-squared1.941509Prob. Chi-Square(2)0.3788

Test Equation:

Dependent Variable: RESID

Method: Least Squares

Date: 01/18/15 Time: 07:37

Sample: 1983 2013

Included observations: 31

Presample missing value lagged residuals set to zero.

VariableCoefficientStd. Errort-StatisticProb.

C-0.506413122.9087-0.0041200.9967

GMS0.0455860.1305400.3492150.7300

DIR-0.0597130.216604-0.2756770.7852

LN_ER0.1291532.6376850.0489640.9614

LN_GNI-0.0249475.388842-0.0046290.9963

RESID(-1)0.1431890.1997940.7166850.4805

RESID(-2)-0.2368590.210951-1.1228150.2726

R-squared0.062629Mean dependent var-4.39E-14

Adjusted R-squared-0.171713S.D. dependent var5.350727

S.E. of regression5.791932Akaike info criterion6.546489

Sum squared resid805.1156Schwarz criterion6.870292

Log likelihood-94.47057Hannan-Quinn criter.6.652040

F-statistic0.267255Durbin-Watson stat1.977962

Prob(F-statistic)0.946840

THAILANDREGRESI

Dependent Variable: INFLASI

Method: Least Squares

Date: 01/18/15 Time: 07:44

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C-93.0283037.35200-2.4905840.0195

GMS0.1844850.0936411.9701290.0596

DIR0.3812190.1695612.2482760.0333

LN_ER3.1402153.0573741.0270950.3138

LN_GNI3.1674571.3485532.3487820.0267

R-squared0.364909Mean dependent var3.474695

Adjusted R-squared0.267203S.D. dependent var2.376781

S.E. of regression2.034609Akaike info criterion4.405174

Sum squared resid107.6305Schwarz criterion4.636462

Log likelihood-63.28020Hannan-Quinn criter.4.480568

F-statistic3.734760Durbin-Watson stat2.309942

Prob(F-statistic)0.015706

MULTIKOLGMS

Dependent Variable: GMS

Method: Least Squares

Date: 01/18/15 Time: 07:48

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C151.823575.554642.0094520.0550

INFLASI0.7040900.3573831.9701290.0596

DIR0.0773040.3617060.2137220.8324

LN_ER-15.836165.241853-3.0210990.0056

LN_GNI-3.4353742.821258-1.2176750.2343

R-squared0.682670Mean dependent var12.84560

Adjusted R-squared0.633850S.D. dependent var6.568784

S.E. of regression3.974795Akaike info criterion5.744513

Sum squared resid410.7739Schwarz criterion5.975802

Log likelihood-84.03996Hannan-Quinn criter.5.819908

F-statistic13.98339Durbin-Watson stat2.115587

Prob(F-statistic)0.000003

DIR

Dependent Variable: DIR

Method: Least Squares

Date: 01/18/15 Time: 07:49

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C167.048129.362115.6892420.0000

INFLASI0.4269690.1899092.2482760.0333

GMS0.0226860.1061470.2137220.8324

LN_ER-6.9842753.002989-2.3257750.0281

LN_GNI-5.4152871.158071-4.6761270.0001

R-squared0.799286Mean dependent var6.736102

Adjusted R-squared0.768407S.D. dependent var4.474342

S.E. of regression2.153235Akaike info criterion4.518510

Sum squared resid120.5470Schwarz criterion4.749798

Log likelihood-65.03691Hannan-Quinn criter.4.593904

F-statistic25.88445Durbin-Watson stat0.720032

Prob(F-statistic)0.000000

ER

Dependent Variable: LN_ER

Method: Least Squares

Date: 01/18/15 Time: 07:50

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C5.1071392.4144872.1152060.0442

INFLASI0.0124170.0120891.0270950.3138

GMS-0.0164070.005431-3.0210990.0056

DIR-0.0246580.010602-2.3257750.0281

LN_GNI-0.0526710.092791-0.5676310.5752

R-squared0.677343Mean dependent var3.429905

Adjusted R-squared0.627703S.D. dependent var0.209684

S.E. of regression0.127941Akaike info criterion-1.127808

Sum squared resid0.425590Schwarz criterion-0.896520

Log likelihood22.48102Hannan-Quinn criter.-1.052414

F-statistic13.64522Durbin-Watson stat0.957291

Prob(F-statistic)0.000004

GNI

Dependent Variable: LN_GNI

Method: Least Squares

Date: 01/18/15 Time: 07:51

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C26.882791.53410017.523500.0000

INFLASI0.0552630.0235282.3487820.0267

GMS-0.0157050.012897-1.2176750.2343

DIR-0.0843570.018040-4.6761270.0001

LN_ER-0.2324010.409423-0.5676310.5752

R-squared0.700377Mean dependent var25.50772

Adjusted R-squared0.654281S.D. dependent var0.457067

S.E. of regression0.268746Akaike info criterion0.356590

Sum squared resid1.877835Schwarz criterion0.587878

Log likelihood-0.527143Hannan-Quinn criter.0.431984

F-statistic15.19390Durbin-Watson stat0.679386

Prob(F-statistic)0.000002

NORM

HETERO

Heteroskedasticity Test: White

F-statistic0.647214Prob. F(4,26)0.6339

Obs*R-squared2.807197Prob. Chi-Square(4)0.5906

Scaled explained SS3.665052Prob. Chi-Square(4)0.4532

Test Equation:

Dependent Variable: RESID^2

Method: Least Squares

Date: 01/18/15 Time: 07:46

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C10.1447363.696120.1592680.8747

GMS^2-0.0051060.010059-0.5075740.6160

DIR^20.0150790.0391360.3852890.7032

LN_ER^21.5278821.3671301.1175840.2740

LN_GNI^2-0.0378470.090878-0.4164650.6805

R-squared0.090555Mean dependent var3.471950

Adjusted R-squared-0.049360S.D. dependent var6.799871

S.E. of regression6.965670Akaike info criterion6.866555

Sum squared resid1261.535Schwarz criterion7.097843

Log likelihood-101.4316Hannan-Quinn criter.6.941949

F-statistic0.647214Durbin-Watson stat1.732835

Prob(F-statistic)0.633864

AUTO

Breusch-Godfrey Serial Correlation LM Test:

F-statistic0.417172Prob. F(2,24)0.6636

Obs*R-squared1.041487Prob. Chi-Square(2)0.5941

Test Equation:

Dependent Variable: RESID

Method: Least Squares

Date: 01/18/15 Time: 07:47

Sample: 1983 2013

Included observations: 31

Presample missing value lagged residuals set to zero.

VariableCoefficientStd. Errort-StatisticProb.

C2.35490940.168380.0586260.9537

GMS0.0123670.1011630.1222530.9037

DIR-0.0211530.175301-0.1206690.9050

LN_ER0.0478273.2563460.0146870.9884

LN_GNI-0.0997741.502328-0.0664130.9476

RESID(-1)-0.1484410.227610-0.6521730.5205

RESID(-2)0.0952510.2493690.3819690.7058

R-squared0.033596Mean dependent var2.56E-14

Adjusted R-squared-0.208005S.D. dependent var1.894118

S.E. of regression2.081811Akaike info criterion4.500033

Sum squared resid104.0145Schwarz criterion4.823836

Log likelihood-62.75051Hannan-Quinn criter.4.605585

F-statistic0.139057Durbin-Watson stat2.011744

Prob(F-statistic)0.989549

KORSELREGRESI

Dependent Variable: INFLASI

Method: Least Squares

Date: 01/18/15 Time: 08:01

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C29.4793828.120131.0483370.3041

GMS0.0209630.0272900.7681470.4493

DIR0.4075050.2013942.0234210.0534

LN_ER-7.9563722.483629-3.2035270.0036

LN_GNI0.9574691.1696060.8186250.4204

R-squared0.571387Mean dependent var4.132501

Adjusted R-squared0.505446S.D. dependent var2.783298

S.E. of regression1.957342Akaike info criterion4.327742

Sum squared resid99.61085Schwarz criterion4.559030

Log likelihood-62.07999Hannan-Quinn criter.4.403136

F-statistic8.665178Durbin-Watson stat1.239952

Prob(F-statistic)0.000139

MULTIKOLGMS

Dependent Variable: GMS

Method: Least Squares

Date: 01/18/15 Time: 08:08

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C-117.7673202.6934-0.5810120.5662

INFLASI1.0585671.3780780.7681470.4493

DIR1.4383821.5136350.9502830.3507

LN_ER36.4305619.580351.8605670.0742

LN_GNI-4.8220298.364520-0.5764860.5692

R-squared0.189189Mean dependent var16.56747

Adjusted R-squared0.064449S.D. dependent var14.38025

S.E. of regression13.90913Akaike info criterion8.249659

Sum squared resid5030.064Schwarz criterion8.480947

Log likelihood-122.8697Hannan-Quinn criter.8.325053

F-statistic1.516669Durbin-Watson stat1.778261

Prob(F-statistic)0.226444

DIR

Dependent Variable: DIR

Method: Least Squares

Date: 01/18/15 Time: 08:12

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C83.6763320.147254.1532380.0003

INFLASI0.3338540.1649952.0234210.0534

GMS0.0233360.0245570.9502830.3507

LN_ER1.6556292.6349270.6283400.5353

LN_GNI-3.3043880.854201-3.8683950.0007

R-squared0.661943Mean dependent var7.315806

Adjusted R-squared0.609934S.D. dependent var2.836673

S.E. of regression1.771652Akaike info criterion4.128392

Sum squared resid81.60751Schwarz criterion4.359680

Log likelihood-58.99007Hannan-Quinn criter.4.203786

F-statistic12.72751Durbin-Watson stat0.796879

Prob(F-statistic)0.000007

ER

Dependent Variable: LN_ER

Method: Least Squares

Date: 01/18/15 Time: 08:13

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C1.1983211.9050730.6290160.5348

INFLASI-0.0355700.011103-3.2035270.0036

GMS0.0032250.0017331.8605670.0742

DIR0.0090350.0143780.6283400.5353

LN_GNI0.2101860.0676333.1077610.0045

R-squared0.663768Mean dependent var6.863131

Adjusted R-squared0.612040S.D. dependent var0.210115

S.E. of regression0.130873Akaike info criterion-1.082486

Sum squared resid0.445322Schwarz criterion-0.851198

Log likelihood21.77854Hannan-Quinn criter.-1.007092

F-statistic12.83190Durbin-Watson stat1.230297

Prob(F-statistic)0.000007

GNI

Dependent Variable: LN_GNI

Method: Least Squares

Date: 01/18/15 Time: 08:14

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C18.981622.9549836.4235960.0000

INFLASI0.0262430.0320580.8186250.4204

GMS-0.0026170.004540-0.5764860.5692

DIR-0.1105510.028578-3.8683950.0007

LN_ER1.2886410.4146523.1077610.0045

R-squared0.704736Mean dependent var27.08204

Adjusted R-squared0.659311S.D. dependent var0.555182

S.E. of regression0.324052Akaike info criterion0.730863

Sum squared resid2.730248Schwarz criterion0.962151

Log likelihood-6.328377Hannan-Quinn criter.0.806257

F-statistic15.51422Durbin-Watson stat0.349676

Prob(F-statistic)0.000001

NORM

HETERO

Heteroskedasticity Test: White

F-statistic0.215992Prob. F(4,26)0.9271

Obs*R-squared0.996988Prob. Chi-Square(4)0.9103

Scaled explained SS0.537503Prob. Chi-Square(4)0.9697

Test Equation:

Dependent Variable: RESID^2

Method: Least Squares

Date: 01/18/15 Time: 08:04

Sample: 1983 2013

Included observations: 31

VariableCoefficientStd. Errort-StatisticProb.

C-20.5132228.36787-0.7231140.4761

GMS^2-0.0001870.000647-0.2889300.7749

DIR^20.0115550.0263780.4380570.6650

LN_ER^20.0045780.3968350.0115370.9909

LN_GNI^20.0311980.0466730.6684270.5098

R-squared0.032161Mean dependent var3.213253

Adjusted R-squared-0.116737S.D. dependent var4.044027

S.E. of regression4.273558Akaike info criterion5.889460

Sum squared resid474.8457Schwarz criterion6.120749

Log likelihood-86.28664Hannan-Quinn criter.5.964855

F-statistic0.215992Durbin-Watson stat1.817622

Prob(F-statistic)0.927140

AUTO

Breusch-Godfrey Serial Correlation LM Test:

F-statistic3.247900Prob. F(2,24)0.0564

Obs*R-squared6.603197Prob. Chi-Square(2)0.0368

Test Equation:

Dependent Variable: RESID

Method: Least Squares

Date: 01/18/15 Time: 08:05

Sample: 1983 2013

Included observations: 31

Presample missing value lagged residuals set to zero.

VariableCoefficientStd. Errort-StatisticProb.

C-8.23429026.17558-0.3145790.7558

GMS0.0032550.0283690.1147450.9096

DIR0.0714280.1883660.3791980.7079

LN_ER0.0090422.3574400.0038350.9970

LN_GNI0.2804321.0990050.2551690.8008

RESID(-1)0.4998990.2024142.4696890.0210

RESID(-2)-0.2688650.222963-1.2058720.2396

R-squared0.213006Mean dependent var9.00E-15

Adjusted R-squared0.016258S.D. dependent var1.822186

S.E. of regression1.807313Akaike info criterion4.217239

Sum squared resid78.39311Schwarz criterion4.541042

Log likelihood-58.36720Hannan-Quinn criter.4.322791

F-statistic1.082633Durbin-Watson stat2.081906

Prob(F-statistic)0.400508