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Hasil Eviews

This document contains the results of several statistical tests performed on economic data from 2017 to 2019 across 15 cross-sections. It includes results of normality tests, random effects tests, and models using fixed effects, random effects, and common effects estimators. It also displays results for checking multicollinearity and heteroskedasticity.

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Mutia
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64 views5 pages

Hasil Eviews

This document contains the results of several statistical tests performed on economic data from 2017 to 2019 across 15 cross-sections. It includes results of normality tests, random effects tests, and models using fixed effects, random effects, and common effects estimators. It also displays results for checking multicollinearity and heteroskedasticity.

Uploaded by

Mutia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Normality test

20
Series: Standardized Residuals
Sample 2017 2019
16 Observati ons 45

12 Mea n -7.01e-32
Medi an 2.27e-15
Maxi mum 5.08e-15
8
Minimum -6.72e-15
Std. Dev. 3.63e-15
4 Skewnes s -0.521915
Kurtosi s 1.585881

0
-5.0e-15 1.0e-20 5.0e-15 Jarque-Bera 5.792463
Probability 0.055231

Uji hausment

Correlated Random Effects - Hausman Test


Equation: Untitled
Test cross-section random effects

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

30928135494
Cross-section random 13800.0 3 0.0000

** WARNING: estimated cross-section random effects variance is zero.

Cross-section random effects test comparisons:

Variable Fixed   Random  Var(Diff.)  Prob. 

CLOSE 0.000000 0.000000 0.000000 0.1830


INTEREST -0.010190 -0.010190 0.000000 0.0025
EXCHANGE -0.000008 -0.000008 0.000000 0.0000

Cross-section random effects test equation:


Dependent Variable: GDP
Method: Panel Least Squares
Date: 01/03/21 Time: 01:29
Sample: 2017 2019
Periods included: 3
Cross-sections included: 15
Total panel (balanced) observations: 45
Variable Coefficient Std. Error t-Statistic Prob.  

C 0.648951 2.32E-14 2.80E+13 0.0000


CLOSE 5.29E-19 3.95E-19 1.339999 0.1914
INTEREST -0.010190 1.02E-15 -9.95E+12 0.0000
EXCHANGE -8.41E-06 2.09E-18 -4.02E+12 0.0000

Effects Specification

Cross-section fixed (dummy variables)

Root MSE 3.52E-15    R-squared 1.000000


Mean dependent var 0.513000    Adjusted R-squared 1.000000
S.D. dependent var 0.007198    S.E. of regression 4.54E-15
Akaike info criterion -62.92353    Sum squared resid 5.57E-28
Schwarz criterion -62.20087    Log likelihood 1433.780
Hannan-Quinn criter. -62.65413    F-statistic 6.50E+24
Durbin-Watson stat 1.962504    Prob(F-statistic) 0.000000

REM

Dependent Variable: GDP


Method: Panel EGLS (Cross-section random effects)
Date: 01/03/21 Time: 01:27
Sample: 2017 2019
Periods included: 3
Cross-sections included: 15
Total panel (balanced) observations: 45
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.  

0.648950640 2.3076473662 28121742067


C 1796996 95602e-14 612.39 0
1.369106985 2.6292408273 0.5207233095 0.60536054
CLOSE 359253e-19 99796e-19 924651 9158146
- -
0.010190465 9.9530937896 10238490579
INTEREST 69987461 60588e-16 140.93 0
- -
8.411557479 2.0834971182 40372301963
EXCHANGE 985258e-06 87355e-18 63.122 0

Effects Specification
S.D.   Rho  

Cross-section random 0 0
4.5425274997
Idiosyncratic random 1227e-15 1

Weighted Statistics
2.791106473
Root MSE 980171e-15    R-squared 1
Mean dependent var 0.513    Adjusted R-squared 1
2.92408998
0.007198484 0219533e-
S.D. dependent var 68902879    S.E. of regression 15
8.88857470
3.505623907 9043805e+
Sum squared resid 092312e-28    F-statistic 25
1.693029486
Durbin-Watson stat 055456    Prob(F-statistic) 0

Unweighted Statistics

R-squared 1    Mean dependent var 0.513


3.505623907 1.69302948
Sum squared resid 092312e-28    Durbin-Watson stat 6055456

FEM

Dependent Variable: GDP


Method: Panel Least Squares
Date: 01/03/21 Time: 01:25
Sample: 2017 2019
Periods included: 3
Cross-sections included: 15
Total panel (balanced) observations: 45

Variable Coefficient Std. Error t-Statistic Prob.  

CLOSE 5.55E-19 4.38E-19 1.267459 0.2158


INTEREST -0.010190 1.14E-15 -8.98E+12 0.0000
EXCHANGE -8.41E-06 2.32E-18 -3.62E+12 0.0000
C 0.648951 2.57E-14 2.53E+13 0.0000

Effects Specification

Cross-section fixed (dummy variables)

Root MSE 3.90E-15    R-squared 1.000000


Mean dependent var 0.513000    Adjusted R-squared 1.000000
S.D. dependent var 0.007198    S.E. of regression 5.04E-15
Akaike info criterion -62.71717    Sum squared resid 6.85E-28
Schwarz criterion -61.99450    Log likelihood 1429.136
Hannan-Quinn criter. -62.44777    F-statistic 5.29E+24
Durbin-Watson stat 1.954217    Prob(F-statistic) 0.000000

CEM

Dependent Variable: GDP


Method: Panel Least Squares
Date: 01/03/21 Time: 01:24
Sample: 2017 2019
Periods included: 3
Cross-sections included: 15
Total panel (balanced) observations: 45

Variable Coefficient Std. Error t-Statistic Prob.  

CLOSE 1.80E-19 2.16E-19 0.833521 0.4094


INTEREST -0.010190 8.18E-16 -1.25E+13 0.0000
EXCHANGE -8.41E-06 1.71E-18 -4.91E+12 0.0000
C 0.648951 1.90E-14 3.42E+13 0.0000

Root MSE 3.56E-15    R-squared 1.000000


Mean dependent var 0.513000    Adjusted R-squared 1.000000
S.D. dependent var 0.007198    S.E. of regression 3.73E-15
Akaike info criterion -63.52061    Sum squared resid 5.71E-28
Schwarz criterion -63.36002    Log likelihood 1433.214
Hannan-Quinn criter. -63.46074    F-statistic 5.45E+25
Durbin-Watson stat 1.727147    Prob(F-statistic) 0.000000

multicolinearity

0.19767714872 0.02228108871
1 12791 686882
-
0.19767714872 0.32167399749
12791 1 69843
-
0.02228108871 0.32167399749
686882 69843 1

heteros

Dependent Variable: RESABS


Method: Panel Least Squares
Date: 01/03/21 Time: 01:59
Sample: 2017 2019
Periods included: 3
Cross-sections included: 15
Total panel (balanced) observations: 45

Variable Coefficient Std. Error t-Statistic Prob.  

C 4.04E-14 3.63E-15 11.12244 0.0000


CLOSE -1.47E-19 4.14E-20 -3.560786 0.0010
INTEREST -2.11E-16 1.57E-16 -1.350242 0.1843
EXCHANGE -3.50E-18 3.28E-19 -10.68099 0.0000

Root MSE 6.82E-16    R-squared 0.769784


Mean dependent var 3.29E-15    Adjusted R-squared 0.752939
S.D. dependent var 1.44E-15    S.E. of regression 7.15E-16
Akaike info criterion -66.82732    Sum squared resid 2.09E-29
Schwarz criterion -66.66673    Log likelihood 1507.615
Hannan-Quinn criter. -66.76745    F-statistic 45.69792
Durbin-Watson stat 1.583921    Prob(F-statistic) 0.000000

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