UJI LIKELIHOOD RATIO
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 19.210657 (25,24) 0.0000
Cross-section Chi-square 158.342648 25 0.0000
Cross-section fixed effects test equation:
Dependent Variable: PENGANGGURAN
Method: Panel Least Squares
Date: 01/04/23 Time: 15:48
Sample: 2020 2021
Periods included: 2
Cross-sections included: 26
Total panel (balanced) observations: 52
Variable Coefficient Std. Error t-Statistic Prob.
PDRB_MILYAR_RUPIAH 1.25E-06 3.53E-07 3.540644 0.0009
INFLASI -0.080881 0.197457 -0.409614 0.6839
C 5.015728 0.454553 11.03442 0.0000
R-squared 0.211777 Mean dependent var 5.302885
Adjusted R-squared 0.179605 S.D. dependent var 1.522475
S.E. of regression 1.378992 Akaike info criterion 3.536543
Sum squared resid 93.17929 Schwarz criterion 3.649115
Log likelihood -88.95013 Hannan-Quinn criter. 3.579701
F-statistic 6.582585 Durbin-Watson stat 0.183978
Prob(F-statistic) 0.002937
UJI HAUSMAN TEST
Correlated Random Effects - Hausman Test
Equation: Untitled
Test cross-section random effects
Chi-Sq.
Test Summary Statistic Chi-Sq. d.f. Prob.
Cross-section random 0.048567 2 0.9760
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
PDRB_MILYAR_RUPIAH 0.000002 0.000001 0.000000 0.8469
INFLASI -0.066248 -0.066311 0.000112 0.9953
Cross-section random effects test equation:
Dependent Variable: PENGANGGURAN
Method: Panel Least Squares
Date: 01/04/23 Time: 16:01
Sample: 2020 2021
Periods included: 2
Cross-sections included: 26
Total panel (balanced) observations: 52
Variable Coefficient Std. Error t-Statistic Prob.
C 4.805698 0.925392 5.193146 0.0000
PDRB_MILYAR_RUPIAH 1.77E-06 2.61E-06 0.677575 0.5045
INFLASI -0.066248 0.072060 -0.919344 0.3671
Effects Specification
Cross-section fixed (dummy variables)
R-squared 0.962485 Mean dependent var 5.302885
Adjusted R-squared 0.920282 S.D. dependent var 1.522475
S.E. of regression 0.429863 Akaike info criterion 1.453031
Sum squared resid 4.434765 Schwarz criterion 2.503701
Log likelihood -9.778806 Hannan-Quinn criter. 1.855833
F-statistic 22.80560 Durbin-Watson stat 3.851852
Prob(F-statistic) 0.000000
HASIL REGRESI
Dependent Variable: PENGANGGURAN
Method: Panel EGLS (Cross-section random effects)
Date: 01/04/23 Time: 16:01
Sample: 2020 2021
Periods included: 2
Cross-sections included: 26
Total panel (balanced) observations: 52
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
PDRB_MILYAR_RUPIAH 1.27E-06 4.92E-07 2.585043 0.0128
INFLASI -0.066311 0.071277 -0.930334 0.3568
C 4.980553 0.352123 14.14437 0.0000
Effects Specification
S.D. Rho
Cross-section random 1.354981 0.9086
Idiosyncratic random 0.429863 0.0914
Weighted Statistics
R-squared 0.139454 Mean dependent var 1.160733
Adjusted R-squared 0.104330 S.D. dependent var 0.445073
S.E. of regression 0.421216 Sum squared resid 8.693722
F-statistic 3.970301 Durbin-Watson stat 1.967828
Prob(F-statistic) 0.025233
Unweighted Statistics
R-squared 0.211650 Mean dependent var 5.302885
Sum squared resid 93.19432 Durbin-Watson stat 0.183571
UJI NORMALITAS
UJI MULTIKOL
Variance Inflation Factors
Date: 01/04/23 Time: 16:44
Sample: 1 52
Included observations: 52
Coefficient Uncentered Centered
Variable Variance VIF VIF
PDRB_MILYAR_RUPIA
H 1.25E-13 1.439139 1.011587
INFLASI 0.038997 4.956072 1.011587
C 0.206662 5.650007 NA
UJI HETEROS
Heteroskedasticity Test: Breusch-Pagan-Godfrey
F-statistic 1.322081 Prob. F(2,49) 0.2759
Obs*R-squared 2.662380 Prob. Chi-Square(2) 0.2642
Scaled explained SS 4.108158 Prob. Chi-Square(2) 0.1282
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/04/23 Time: 16:45
Sample: 1 52
Included observations: 52
Variable Coefficient Std. Error t-Statistic Prob.
C 3.304071 1.105181 2.989620 0.0044
PDRB_MILYAR_RUPIAH -1.00E-06 8.59E-07 -1.163315 0.2503
INFLASI -0.602095 0.480088 -1.254136 0.2157
R-squared 0.051200 Mean dependent var 1.792292
Adjusted R-squared 0.012473 S.D. dependent var 3.373930
S.E. of regression 3.352822 Akaike info criterion 5.313443
Sum squared resid 550.8295 Schwarz criterion 5.426015
Log likelihood -135.1495 Hannan-Quinn criter. 5.356601
F-statistic 1.322081 Durbin-Watson stat 1.303645
Prob(F-statistic) 0.275920
UJI AUTOKORELASI
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 8.799228 Prob. F(2,47) 0.0006
Obs*R-squared 14.16628 Prob. Chi-Square(2) 0.0008
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/04/23 Time: 16:46
Sample: 1 52
Included observations: 52
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
PDRB_MILYAR_RUPIAH 4.84E-08 3.82E-07 0.126489 0.8999
INFLASI -0.003978 0.171996 -0.023127 0.9816
C -0.006123 0.402612 -0.015209 0.9879
RESID(-1) 0.557817 0.139230 4.006459 0.0002
RESID(-2) -0.365988 0.162709 -2.249340 0.0292
R-squared 0.272428 Mean dependent var -6.83E-16
Adjusted R-squared 0.210507 S.D. dependent var 1.351826
S.E. of regression 1.201144 Akaike info criterion 3.295637
Sum squared resid 67.80906 Schwarz criterion 3.483256
Log likelihood -80.68656 Hannan-Quinn criter. 3.367566
F-statistic 4.399614 Durbin-Watson stat 1.806995
Prob(F-statistic) 0.004202
