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Metode Linear Berganda

The document describes using multiple linear regression to analyze data on potato farming. It performs OLS regression with and without a constant term. Key results include R-squared values around 0.86-0.88, significant coefficients for some independent variables, and tests showing good model fit and normality of residuals.
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0% found this document useful (0 votes)
31 views16 pages

Metode Linear Berganda

The document describes using multiple linear regression to analyze data on potato farming. It performs OLS regression with and without a constant term. Key results include R-squared values around 0.86-0.88, significant coefficients for some independent variables, and tests showing good model fit and normality of residuals.
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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1.

Metode linear berganda


file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani
kentang.dif
sample 1 32
read (15) n x1t x2t x3t x4t x5t yt/dif
ols yt x1t x2t x3t x4t x5t/pcor pcov
stop

|_file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani


kentang.dif
UNIT 15 IS NOW ASSIGNED TO: E:\materi kuliah\EKONOMETRIKA\New folder\data
Anal
isis usahatani kentang.dif
|_sample 1 32
|_read (15) n x1t x2t x3t x4t x5t yt/dif
..NOTE..DIF FILE HAS 7 COLUMNS AND 32 ROWS
7 VARIABLES AND 32 OBSERVATIONS STARTING AT OBS 1

|_ols yt x1t x2t x3t x4t x5t/pcor pcov

REQUIRED MEMORY IS PAR= 5 CURRENT PAR= 11000


OLS ESTIMATION
32 OBSERVATIONS DEPENDENT VARIABLE= YT
...NOTE..SAMPLE RANGE SET TO: 1, 32

R-SQUARE = 0.8762 R-SQUARE ADJUSTED = 0.8524


VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.14367E+07
STANDARD ERROR OF THE ESTIMATE-SIGMA = 1198.6
SUM OF SQUARED ERRORS-SSE= 0.37355E+08
MEAN OF DEPENDENT VARIABLE = 4387.5
LOG OF THE LIKELIHOOD FUNCTION = -268.930

MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242)


AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.17061E+07
(FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC)
AKAIKE (1973) INFORMATION CRITERION - LOG AIC = 14.345
SCHWARZ (1978) CRITERION - LOG SC = 14.620
MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165)
CRAVEN-WAHBA (1979)
GENERALIZED CROSS VALIDATION - GCV = 0.17683E+07
HANNAN AND QUINN (1979) CRITERION = 0.18605E+07
RICE (1984) CRITERION = 0.18677E+07
SHIBATA (1981) CRITERION = 0.16051E+07
SCHWARZ (1978) CRITERION - SC = 0.22357E+07
AKAIKE (1974) INFORMATION CRITERION - AIC = 0.16985E+07

ANALYSIS OF VARIANCE - FROM MEAN


SS DF MS F
REGRESSION 0.26438E+09 5. 0.52876E+08 36.803
ERROR 0.37355E+08 26. 0.14367E+07 P-VALUE
TOTAL 0.30174E+09 31. 0.97334E+07 0.000

ANALYSIS OF VARIANCE - FROM ZERO


SS DF MS F
REGRESSION 0.88039E+09 6. 0.14673E+09 102.129
ERROR 0.37355E+08 26. 0.14367E+07 P-VALUE
TOTAL 0.91774E+09 32. 0.28679E+08 0.000
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED
ELASTICITY
NAME COEFFICIENT ERROR 26 DF P-VALUE CORR. COEFFICIENT AT
MEANS
X1T 0.12612 0.1620 0.7786 0.443 0.151 0.1081
0.1346
X2T 4.6982 1.194 3.935 0.001 0.611 0.5728
0.6659
X3T 0.46972E-03 0.1417E-03 3.316 0.003 0.545 0.3077
0.3856
X4T 0.28758E-01 0.1172 0.2453 0.808 0.048 0.0375
0.0444
X5T 0.93777 6.234 0.1504 0.882 0.029 0.0155
0.0299
CONSTANT -1142.4 632.9 -1.805 0.083-0.334 0.0000 -
0.2604

VARIANCE-COVARIANCE MATRIX OF COEFFICIENTS


X1T 0.26240E-01
X2T -0.29984E-01 1.4252
X3T -0.30588E-05 -0.32483E-04 0.20071E-07
X4T -0.86485E-02 -0.74786E-01 -0.66625E-06 0.13746E-01
X5T -0.29053 -1.5443 -0.13450E-03 -0.13661E-02 38.868

CONSTANT 6.0775 93.994 -0.14453E-01 -3.6308 -2617.8


0.40050E+06
X1T X2T X3T X4T X5T
CONSTANT

CORRELATION MATRIX OF COEFFICIENTS


X1T 1.0000
X2T -0.15505 1.0000
X3T -0.13329 -0.19205 1.0000
X4T -0.45538 -0.53431 -0.40111E-01 1.0000
X5T -0.28768 -0.20749 -0.15228 -0.18690E-02 1.0000

CONSTANT 0.59285E-01 0.12441 -0.16120 -0.48934E-01 -0.66348


1.0000
X1T X2T X3T X4T X5T
CONSTANT

DURBIN-WATSON = 1.8194 VON NEUMANN RATIO = 1.8781 RHO = 0.08323


RESIDUAL SUM = 0.62528E-11 RESIDUAL VARIANCE = 0.14367E+07
SUM OF ABSOLUTE ERRORS= 27655.
R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.8762
RUNS TEST: 10 RUNS, 12 POS, 0 ZERO, 20 NEG NORMAL STATISTIC = -
2.3053
COEFFICIENT OF SKEWNESS = 0.8919 WITH STANDARD DEVIATION OF 0.4145
COEFFICIENT OF EXCESS KURTOSIS = 1.5414 WITH STANDARD DEVIATION OF
0.8094

JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 5.5492 P-VALUE= 0.062

GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 10 GROUPS


OBSERVED 0.0 0.0 2.0 6.0 12.0 4.0 5.0 2.0 0.0 1.0
EXPECTED 0.3 0.9 2.5 5.1 7.2 7.2 5.1 2.5 0.9 0.3
CHI-SQUARE = 9.0948 WITH 2 DEGREES OF FREEDOM, P-VALUE= 0.011
|_stop
TYPE COMMAND

2. Linear berganda tanpa konstanta


file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani
kentang.dif
sample 1 32
read (15) n x1t x2t x3t x4t x5t yt/dif
ols yt x1t x2t x3t x4t x5t/nocons pcor pcov
stop
|_file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani
kentang.dif
UNIT 15 IS NOW ASSIGNED TO: E:\materi kuliah\EKONOMETRIKA\New folder\data
Anal
isis usahatani kentang.dif
|_sample 1 32
|_read (15) n x1t x2t x3t x4t x5t yt/dif
..NOTE..DIF FILE HAS 7 COLUMNS AND 32 ROWS
7 VARIABLES AND 32 OBSERVATIONS STARTING AT OBS 1

|_ols yt x1t x2t x3t x4t x5t/nocons pcor pcov

REQUIRED MEMORY IS PAR= 5 CURRENT PAR= 11000


OLS ESTIMATION
32 OBSERVATIONS DEPENDENT VARIABLE= YT
...NOTE..SAMPLE RANGE SET TO: 1, 32

R-SQUARE = 0.8607 R-SQUARE ADJUSTED = 0.8400


VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.15569E+07
STANDARD ERROR OF THE ESTIMATE-SIGMA = 1247.8
SUM OF SQUARED ERRORS-SSE= 0.42036E+08
MEAN OF DEPENDENT VARIABLE = 4387.5
LOG OF THE LIKELIHOOD FUNCTION = -270.819
RAW MOMENT R-SQUARE = 0.9542

MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242)


AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.18002E+07
(FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC)
AKAIKE (1973) INFORMATION CRITERION - LOG AIC = 14.401
SCHWARZ (1978) CRITERION - LOG SC = 14.630
MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165)
CRAVEN-WAHBA (1979)
GENERALIZED CROSS VALIDATION - GCV = 0.18452E+07
HANNAN AND QUINN (1979) CRITERION = 0.19371E+07
RICE (1984) CRITERION = 0.19107E+07
SHIBATA (1981) CRITERION = 0.17241E+07
SCHWARZ (1978) CRITERION - SC = 0.22576E+07
AKAIKE (1974) INFORMATION CRITERION - AIC = 0.17955E+07

ANALYSIS OF VARIANCE - FROM ZERO


SS DF MS F
REGRESSION 0.87570E+09 5. 0.17514E+09 112.493
ERROR 0.42036E+08 27. 0.15569E+07 P-VALUE
TOTAL 0.91774E+09 32. 0.28679E+08 0.000

VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED


ELASTICITY
NAME COEFFICIENT ERROR 27 DF P-VALUE CORR. COEFFICIENT AT
MEANS
X1T 0.14346 0.1683 0.8522 0.402 0.162 0.1229
0.1531
X2T 4.9663 1.233 4.027 0.000 0.613 0.6055
0.7039
X3T 0.42850E-03 0.1456E-03 2.944 0.007 0.493 0.2807
0.3517
X4T 0.18402E-01 0.1219 0.1510 0.881 0.029 0.0240
0.0284
X5T -6.5292 4.856 -1.345 0.190-0.251 -0.1081 -
0.2080

VARIANCE-COVARIANCE MATRIX OF COEFFICIENTS


X1T 0.28335E-01
X2T -0.34038E-01 1.5206
X3T -0.30771E-05 -0.31524E-04 0.21185E-07
X4T -0.93122E-02 -0.80119E-01 -0.86397E-06 0.14860E-01
X5T -0.27178 -1.0077 -0.24812E-03 -0.27197E-01 23.578

X1T X2T X3T X4T X5T

CORRELATION MATRIX OF COEFFICIENTS


X1T 1.0000
X2T -0.16398 1.0000
X3T -0.12559 -0.17564 1.0000
X4T -0.45382 -0.53299 -0.48694E-01 1.0000
X5T -0.33251 -0.16830 -0.35108 -0.45947E-01 1.0000

X1T X2T X3T X4T X5T

DURBIN-WATSON = 1.8694 VON NEUMANN RATIO = 1.9297 RHO = 0.06255


RESIDUAL SUM = -4098.1 RESIDUAL VARIANCE = 0.15569E+07
SUM OF ABSOLUTE ERRORS= 28561.
R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.8675
RUNS TEST: 11 RUNS, 11 POS, 0 ZERO, 21 NEG NORMAL STATISTIC = -
1.7738
COEFFICIENT OF SKEWNESS = 1.0042 WITH STANDARD DEVIATION OF 0.4145
COEFFICIENT OF EXCESS KURTOSIS = 1.8932 WITH STANDARD DEVIATION OF
0.8094

GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 10 GROUPS


OBSERVED 0.0 0.0 3.0 6.0 12.0 4.0 4.0 2.0 0.0 1.0
EXPECTED 0.3 0.9 2.5 5.1 7.2 7.2 5.1 2.5 0.9 0.3
CHI-SQUARE = 9.3010 WITH 3 DEGREES OF FREEDOM, P-VALUE= 0.026
|_stop
TYPE COMMAND

3 . double log
file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani
kentang.dif
sample 1 32
read (15) n x1t x2t x3t x4t x5t yt/dif
genr ly=log(yt)
genr lx1=log(x1t)
genr lx2=log(x2t)
genr lx3=log(x3t)
genr lx4=log(x4t)
genr lx5=log(x5t)
ols ly lx1 lx2 lx3 lx4 lx5/pcor pcov
stop
|_file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani
kentang.dif
UNIT 15 IS NOW ASSIGNED TO: E:\materi kuliah\EKONOMETRIKA\New folder\data
Anal
isis usahatani kentang.dif
|_sample 1 32
|_read (15) n x1t x2t x3t x4t x5t yt/dif
..NOTE..DIF FILE HAS 7 COLUMNS AND 32 ROWS
7 VARIABLES AND 32 OBSERVATIONS STARTING AT OBS 1

|_genr ly=log(yt)
|_genr lx1=log(x1t)
|_genr lx2=log(x2t)
|_genr lx3=log(x3t)
|_genr lx4=log(x4t)
|_genr lx5=log(x5t)

|_ols ly lx1 lx2 lx3 lx4 lx5/pcor pcov

REQUIRED MEMORY IS PAR= 7 CURRENT PAR= 11000


OLS ESTIMATION
32 OBSERVATIONS DEPENDENT VARIABLE= LY
...NOTE..SAMPLE RANGE SET TO: 1, 32

R-SQUARE = 0.7977 R-SQUARE ADJUSTED = 0.7587


VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.11968
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.34594
SUM OF SQUARED ERRORS-SSE= 3.1116
MEAN OF DEPENDENT VARIABLE = 8.1512
LOG OF THE LIKELIHOOD FUNCTION = -8.11650

MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242)


AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.14212
(FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC)
AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -1.9556
SCHWARZ (1978) CRITERION - LOG SC = -1.6808
MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165)
CRAVEN-WAHBA (1979)
GENERALIZED CROSS VALIDATION - GCV = 0.14730
HANNAN AND QUINN (1979) CRITERION = 0.15497
RICE (1984) CRITERION = 0.15558
SHIBATA (1981) CRITERION = 0.13370
SCHWARZ (1978) CRITERION - SC = 0.18623
AKAIKE (1974) INFORMATION CRITERION - AIC = 0.14148

ANALYSIS OF VARIANCE - FROM MEAN


SS DF MS F
REGRESSION 12.266 5. 2.4533 20.499
ERROR 3.1116 26. 0.11968 P-VALUE
TOTAL 15.378 31. 0.49606 0.000

ANALYSIS OF VARIANCE - FROM ZERO


SS DF MS F
REGRESSION 2138.4 6. 356.40 2978.022
ERROR 3.1116 26. 0.11968 P-VALUE
TOTAL 2141.5 32. 66.923 0.000

VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED


ELASTICITY
NAME COEFFICIENT ERROR 26 DF P-VALUE CORR. COEFFICIENT AT
MEANS
LX1 0.24561E-01 0.2151 0.1142 0.910 0.022 0.0187
0.0250
LX2 0.67027 0.2275 2.947 0.007 0.500 0.5708
0.5150
LX3 0.23766 0.1496 1.588 0.124 0.297 0.1962
0.4356
LX4 0.10260 0.2675 0.3835 0.704 0.075 0.0878
0.1089
LX5 0.25123 0.2721 0.9234 0.364 0.178 0.1249
0.1504
CONSTANT -1.9152 1.691 -1.133 0.268-0.217 0.0000 -
0.2350

VARIANCE-COVARIANCE MATRIX OF COEFFICIENTS


LX1 0.46277E-01
LX2 -0.67159E-03 0.51738E-01
LX3 0.15819E-02 0.19766E-02 0.22389E-01
LX4 -0.29733E-01 -0.39192E-01 -0.11052E-01 0.71552E-01
LX5 -0.13026E-01 -0.17622E-01 -0.14786E-01 0.57975E-02 0.74021E-01

CONSTANT -0.82997E-01 0.77196E-01 -0.19226 0.10048E-01 0.28182E-01


2.8580
LX1 LX2 LX3 LX4 LX5
CONSTANT

CORRELATION MATRIX OF COEFFICIENTS


LX1 1.0000
LX2 -0.13725E-01 1.0000
LX3 0.49144E-01 0.58078E-01 1.0000
LX4 -0.51671 -0.64415 -0.27612 1.0000
LX5 -0.22257 -0.28475 -0.36321 0.79663E-01 1.0000

CONSTANT -0.22822 0.20075 -0.76005 0.22220E-01 0.61273E-01


1.0000
LX1 LX2 LX3 LX4 LX5
CONSTANT

DURBIN-WATSON = 1.7767 VON NEUMANN RATIO = 1.8340 RHO = 0.10449


RESIDUAL SUM = 0.39996E-13 RESIDUAL VARIANCE = 0.11968
SUM OF ABSOLUTE ERRORS= 7.1726
R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.7977
RUNS TEST: 14 RUNS, 15 POS, 0 ZERO, 17 NEG NORMAL STATISTIC = -
1.0600
COEFFICIENT OF SKEWNESS = 0.0347 WITH STANDARD DEVIATION OF 0.4145
COEFFICIENT OF EXCESS KURTOSIS = 1.4798 WITH STANDARD DEVIATION OF
0.8094

JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 1.5514 P-VALUE= 0.460

GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 10 GROUPS


OBSERVED 1.0 0.0 1.0 3.0 12.0 7.0 4.0 3.0 1.0 0.0
EXPECTED 0.3 0.9 2.5 5.1 7.2 7.2 5.1 2.5 0.9 0.3
CHI-SQUARE = 8.5146 WITH 2 DEGREES OF FREEDOM, P-VALUE= 0.014
|_stop
TYPE COMMAND

4, eksponensial(log linear)
file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani
kentang.dif
sample 1 32
read (15) n x1t x2t x3t x4t x5t yt/dif
genr ly=log(yt)
ols ly x1t x2t x3t x4t x5t/pcor pcov
stop
|_file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani
kentang.dif
UNIT 15 IS NOW ASSIGNED TO: E:\materi kuliah\EKONOMETRIKA\New folder\data
Anal
isis usahatani kentang.dif
|_sample 1 32
|_read (15) n x1t x2t x3t x4t x5t yt/dif
..NOTE..DIF FILE HAS 7 COLUMNS AND 32 ROWS
7 VARIABLES AND 32 OBSERVATIONS STARTING AT OBS 1

|_genr ly=log(yt)

|_ols ly x1t x2t x3t x4t x5t/pcor pcov

REQUIRED MEMORY IS PAR= 5 CURRENT PAR= 11000


OLS ESTIMATION
32 OBSERVATIONS DEPENDENT VARIABLE= LY
...NOTE..SAMPLE RANGE SET TO: 1, 32

R-SQUARE = 0.7895 R-SQUARE ADJUSTED = 0.7490


VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.12450
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.35284
SUM OF SQUARED ERRORS-SSE= 3.2369
MEAN OF DEPENDENT VARIABLE = 8.1512
LOG OF THE LIKELIHOOD FUNCTION = -8.74836

MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242)


AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.14784
(FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC)
AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -1.9161
SCHWARZ (1978) CRITERION - LOG SC = -1.6413
MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165)
CRAVEN-WAHBA (1979)
GENERALIZED CROSS VALIDATION - GCV = 0.15323
HANNAN AND QUINN (1979) CRITERION = 0.16122
RICE (1984) CRITERION = 0.16185
SHIBATA (1981) CRITERION = 0.13909
SCHWARZ (1978) CRITERION - SC = 0.19373
AKAIKE (1974) INFORMATION CRITERION - AIC = 0.14718

ANALYSIS OF VARIANCE - FROM MEAN


SS DF MS F
REGRESSION 12.141 5. 2.4282 19.504
ERROR 3.2369 26. 0.12450 P-VALUE
TOTAL 15.378 31. 0.49606 0.000

ANALYSIS OF VARIANCE - FROM ZERO


SS DF MS F
REGRESSION 2138.3 6. 356.38 2862.539
ERROR 3.2369 26. 0.12450 P-VALUE
TOTAL 2141.5 32. 66.923 0.000

VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED


ELASTICITY
NAME COEFFICIENT ERROR 26 DF P-VALUE CORR. COEFFICIENT AT
MEANS
X1T -0.40918E-05 0.4768E-04 -0.8581E-01 0.932-0.017 -0.0155 -
0.0023
X2T 0.91709E-03 0.3514E-03 2.610 0.015 0.456 0.4953
0.0700
X3T 0.90185E-07 0.4170E-07 2.162 0.040 0.390 0.2617
0.0398
X4T 0.21344E-04 0.3451E-04 0.6184 0.542 0.120 0.1231
0.0178
X5T 0.18892E-02 0.1835E-02 1.029 0.313 0.198 0.1385
0.0324
CONSTANT 6.8665 0.1863 36.86 0.000 0.991 0.0000
0.8424

VARIANCE-COVARIANCE MATRIX OF COEFFICIENTS


X1T 0.22738E-08
X2T -0.25983E-08 0.12350E-06
X3T -0.26506E-12 -0.28148E-11 0.17392E-14
X4T -0.74943E-09 -0.64806E-08 -0.57734E-13 0.11911E-08
X5T -0.25175E-07 -0.13382E-06 -0.11655E-10 -0.11838E-09 0.33681E-05

CONSTANT 0.52664E-06 0.81450E-05 -0.12524E-08 -0.31462E-06 -0.22684E-03


0.34705E-01
X1T X2T X3T X4T X5T
CONSTANT

CORRELATION MATRIX OF COEFFICIENTS


X1T 1.0000
X2T -0.15505 1.0000
X3T -0.13329 -0.19205 1.0000
X4T -0.45538 -0.53431 -0.40111E-01 1.0000
X5T -0.28768 -0.20749 -0.15228 -0.18690E-02 1.0000

CONSTANT 0.59285E-01 0.12441 -0.16120 -0.48934E-01 -0.66348


1.0000
X1T X2T X3T X4T X5T
CONSTANT

DURBIN-WATSON = 1.9967 VON NEUMANN RATIO = 2.0611 RHO = -0.00525


RESIDUAL SUM = -0.12046E-13 RESIDUAL VARIANCE = 0.12450
SUM OF ABSOLUTE ERRORS= 8.2472
R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.7895
RUNS TEST: 19 RUNS, 17 POS, 0 ZERO, 15 NEG NORMAL STATISTIC =
0.7443
COEFFICIENT OF SKEWNESS = -0.0560 WITH STANDARD DEVIATION OF 0.4145
COEFFICIENT OF EXCESS KURTOSIS = -0.2265 WITH STANDARD DEVIATION OF
0.8094

JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 0.2021 P-VALUE= 0.904

GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 10 GROUPS


OBSERVED 0.0 1.0 2.0 4.0 8.0 9.0 5.0 3.0 0.0 0.0
EXPECTED 0.3 0.9 2.5 5.1 7.2 7.2 5.1 2.5 0.9 0.3
CHI-SQUARE = 2.3821 WITH 2 DEGREES OF FREEDOM, P-VALUE= 0.304
|_stop
TYPE COMMAND

|_file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani


kentang.dif
UNIT 15 IS NOW ASSIGNED TO: E:\materi kuliah\EKONOMETRIKA\New folder\data
Anal
isis usahatani kentang.dif
|_sample 1 32
|_read (15) n x1t x2t x3t x4t x5t yt/dif
..NOTE..DIF FILE HAS 7 COLUMNS AND 32 ROWS
7 VARIABLES AND 32 OBSERVATIONS STARTING AT OBS 1
|_genr ly=log(yt)

|_ols ly x1t x2t x3t x4t x5t/pcor pcov

REQUIRED MEMORY IS PAR= 5 CURRENT PAR= 11000


OLS ESTIMATION
32 OBSERVATIONS DEPENDENT VARIABLE= LY
...NOTE..SAMPLE RANGE SET TO: 1, 32

R-SQUARE = 0.7895 R-SQUARE ADJUSTED = 0.7490


VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.12450
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.35284
SUM OF SQUARED ERRORS-SSE= 3.2369
MEAN OF DEPENDENT VARIABLE = 8.1512
LOG OF THE LIKELIHOOD FUNCTION = -8.74836

MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242)


AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.14784
(FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC)
AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -1.9161
SCHWARZ (1978) CRITERION - LOG SC = -1.6413
MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165)
CRAVEN-WAHBA (1979)
GENERALIZED CROSS VALIDATION - GCV = 0.15323
HANNAN AND QUINN (1979) CRITERION = 0.16122
RICE (1984) CRITERION = 0.16185
SHIBATA (1981) CRITERION = 0.13909
SCHWARZ (1978) CRITERION - SC = 0.19373
AKAIKE (1974) INFORMATION CRITERION - AIC = 0.14718

ANALYSIS OF VARIANCE - FROM MEAN


SS DF MS F
REGRESSION 12.141 5. 2.4282 19.504
ERROR 3.2369 26. 0.12450 P-VALUE
TOTAL 15.378 31. 0.49606 0.000

ANALYSIS OF VARIANCE - FROM ZERO


SS DF MS F
REGRESSION 2138.3 6. 356.38 2862.539
ERROR 3.2369 26. 0.12450 P-VALUE
TOTAL 2141.5 32. 66.923 0.000

VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED


ELASTICITY
NAME COEFFICIENT ERROR 26 DF P-VALUE CORR. COEFFICIENT AT
MEANS
X1T -0.40918E-05 0.4768E-04 -0.8581E-01 0.932-0.017 -0.0155 -
0.0023
X2T 0.91709E-03 0.3514E-03 2.610 0.015 0.456 0.4953
0.0700
X3T 0.90185E-07 0.4170E-07 2.162 0.040 0.390 0.2617
0.0398
X4T 0.21344E-04 0.3451E-04 0.6184 0.542 0.120 0.1231
0.0178
X5T 0.18892E-02 0.1835E-02 1.029 0.313 0.198 0.1385
0.0324
CONSTANT 6.8665 0.1863 36.86 0.000 0.991 0.0000
0.8424
VARIANCE-COVARIANCE MATRIX OF COEFFICIENTS
X1T 0.22738E-08
X2T -0.25983E-08 0.12350E-06
X3T -0.26506E-12 -0.28148E-11 0.17392E-14
X4T -0.74943E-09 -0.64806E-08 -0.57734E-13 0.11911E-08
X5T -0.25175E-07 -0.13382E-06 -0.11655E-10 -0.11838E-09 0.33681E-05

CONSTANT 0.52664E-06 0.81450E-05 -0.12524E-08 -0.31462E-06 -0.22684E-03


0.34705E-01
X1T X2T X3T X4T X5T
CONSTANT

CORRELATION MATRIX OF COEFFICIENTS


X1T 1.0000
X2T -0.15505 1.0000
X3T -0.13329 -0.19205 1.0000
X4T -0.45538 -0.53431 -0.40111E-01 1.0000
X5T -0.28768 -0.20749 -0.15228 -0.18690E-02 1.0000

CONSTANT 0.59285E-01 0.12441 -0.16120 -0.48934E-01 -0.66348


1.0000
X1T X2T X3T X4T X5T
CONSTANT

DURBIN-WATSON = 1.9967 VON NEUMANN RATIO = 2.0611 RHO = -0.00525


RESIDUAL SUM = -0.12046E-13 RESIDUAL VARIANCE = 0.12450
SUM OF ABSOLUTE ERRORS= 8.2472
R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.7895
RUNS TEST: 19 RUNS, 17 POS, 0 ZERO, 15 NEG NORMAL STATISTIC =
0.7443
COEFFICIENT OF SKEWNESS = -0.0560 WITH STANDARD DEVIATION OF 0.4145
COEFFICIENT OF EXCESS KURTOSIS = -0.2265 WITH STANDARD DEVIATION OF
0.8094

JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 0.2021 P-VALUE= 0.904

GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 10 GROUPS


OBSERVED 0.0 1.0 2.0 4.0 8.0 9.0 5.0 3.0 0.0 0.0
EXPECTED 0.3 0.9 2.5 5.1 7.2 7.2 5.1 2.5 0.9 0.3
CHI-SQUARE = 2.3821 WITH 2 DEGREES OF FREEDOM, P-VALUE= 0.304
|_stop
TYPE COMMAND

5, Semi log
file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani
kentang.dif
sample 1 32
read (15) n x1t x2t x3t x4t x5t yt/dif
genr lx1=log(x1t)
genr lx2=log(x2t)
genr lx3=log(x3t)
genr lx4=log(x4t)
genr lx5=log(x5t)
ols yt lx1 lx2 lx3 lx4 lx5/pcor pcov
stop
|_file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani
kentang.dif
UNIT 15 IS NOW ASSIGNED TO: E:\materi kuliah\EKONOMETRIKA\New folder\data
Anal
isis usahatani kentang.dif
|_sample 1 32
|_read (15) n x1t x2t x3t x4t x5t yt/dif
..NOTE..DIF FILE HAS 7 COLUMNS AND 32 ROWS
7 VARIABLES AND 32 OBSERVATIONS STARTING AT OBS 1

|_genr lx1=log(x1t)
|_genr lx2=log(x2t)
|_genr lx3=log(x3t)
|_genr lx4=log(x4t)
|_genr lx5=log(x5t)

|_ols yt lx1 lx2 lx3 lx4 lx5/pcor pcov

REQUIRED MEMORY IS PAR= 6 CURRENT PAR= 11000


OLS ESTIMATION
32 OBSERVATIONS DEPENDENT VARIABLE= YT
...NOTE..SAMPLE RANGE SET TO: 1, 32

R-SQUARE = 0.7695 R-SQUARE ADJUSTED = 0.7251


VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.26755E+07
STANDARD ERROR OF THE ESTIMATE-SIGMA = 1635.7
SUM OF SQUARED ERRORS-SSE= 0.69563E+08
MEAN OF DEPENDENT VARIABLE = 4387.5
LOG OF THE LIKELIHOOD FUNCTION = -278.878

MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242)


AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.31771E+07
(FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC)
AKAIKE (1973) INFORMATION CRITERION - LOG AIC = 14.967
SCHWARZ (1978) CRITERION - LOG SC = 15.242
MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165)
CRAVEN-WAHBA (1979)
GENERALIZED CROSS VALIDATION - GCV = 0.32929E+07
HANNAN AND QUINN (1979) CRITERION = 0.34646E+07
RICE (1984) CRITERION = 0.34781E+07
SHIBATA (1981) CRITERION = 0.29890E+07
SCHWARZ (1978) CRITERION - SC = 0.41633E+07
AKAIKE (1974) INFORMATION CRITERION - AIC = 0.31629E+07

ANALYSIS OF VARIANCE - FROM MEAN


SS DF MS F
REGRESSION 0.23217E+09 5. 0.46434E+08 17.356
ERROR 0.69563E+08 26. 0.26755E+07 P-VALUE
TOTAL 0.30174E+09 31. 0.97334E+07 0.000

ANALYSIS OF VARIANCE - FROM ZERO


SS DF MS F
REGRESSION 0.84818E+09 6. 0.14136E+09 52.836
ERROR 0.69563E+08 26. 0.26755E+07 P-VALUE
TOTAL 0.91774E+09 32. 0.28679E+08 0.000
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED
ELASTICITY
NAME COEFFICIENT ERROR 26 DF P-VALUE CORR. COEFFICIENT AT
MEANS
LX1 1122.1 1017. 1.103 0.280 0.211 0.1932
2.1248
LX2 3544.0 1075. 3.295 0.003 0.543 0.6813
5.0586
LX3 1424.8 707.5 2.014 0.054 0.367 0.2655
4.8520
LX4 -1040.9 1265. -0.8230 0.418-0.159 -0.2011 -
2.0532
LX5 445.81 1286. 0.3466 0.732 0.068 0.0500
0.4957
CONSTANT -41584. 7993. -5.202 0.000-0.714 0.0000 -
9.4779

VARIANCE-COVARIANCE MATRIX OF COEFFICIENTS


LX1 0.10346E+07
LX2 -15014. 0.11566E+07
LX3 35364. 44190. 0.50052E+06
LX4 -0.66471E+06 -0.87618E+06 -0.24707E+06 0.15996E+07
LX5 -0.29122E+06 -0.39395E+06 -0.33055E+06 0.12961E+06 0.16548E+07

CONSTANT -0.18555E+07 0.17258E+07 -0.42981E+07 0.22464E+06 0.63003E+06


0.63892E+08
LX1 LX2 LX3 LX4 LX5
CONSTANT

CORRELATION MATRIX OF COEFFICIENTS


LX1 1.0000
LX2 -0.13725E-01 1.0000
LX3 0.49144E-01 0.58078E-01 1.0000
LX4 -0.51671 -0.64415 -0.27612 1.0000
LX5 -0.22257 -0.28475 -0.36321 0.79663E-01 1.0000

CONSTANT -0.22822 0.20075 -0.76005 0.22220E-01 0.61273E-01


1.0000
LX1 LX2 LX3 LX4 LX5
CONSTANT

DURBIN-WATSON = 1.4373 VON NEUMANN RATIO = 1.4836 RHO = 0.27029


RESIDUAL SUM = 0.39631E-09 RESIDUAL VARIANCE = 0.26755E+07
SUM OF ABSOLUTE ERRORS= 38468.
R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.7695
RUNS TEST: 12 RUNS, 13 POS, 0 ZERO, 19 NEG NORMAL STATISTIC = -
1.6549
COEFFICIENT OF SKEWNESS = 0.7588 WITH STANDARD DEVIATION OF 0.4145
COEFFICIENT OF EXCESS KURTOSIS = -0.0361 WITH STANDARD DEVIATION OF
0.8094

JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 2.8462 P-VALUE= 0.241

GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 10 GROUPS


OBSERVED 0.0 0.0 2.0 8.0 9.0 6.0 3.0 3.0 1.0 0.0
EXPECTED 0.3 0.9 2.5 5.1 7.2 7.2 5.1 2.5 0.9 0.3
CHI-SQUARE = 4.7866 WITH 2 DEGREES OF FREEDOM, P-VALUE= 0.091
|_stop
TYPE COMMAND

6. reciprocal
file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani
kentang.dif
sample 1 32
read (15) n x1t x2t x3t x4t x5t yt/dif
genr Ag=1/x1t
genr Ts=1/x2t
genr Mp=1/x3t
genr Ef=1/x4t
genr Fh=1/x5t
ols Ag Ts Mp Ef Fh/pcor pcov
stop
|_file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani
kentang.dif
UNIT 15 IS NOW ASSIGNED TO: E:\materi kuliah\EKONOMETRIKA\New folder\data
Anal
isis usahatani kentang.dif
|_sample 1 32
|_read (15) n x1t x2t x3t x4t x5t yt/dif
..NOTE..DIF FILE HAS 7 COLUMNS AND 32 ROWS
7 VARIABLES AND 32 OBSERVATIONS STARTING AT OBS 1

|_genr Ag=1/x1t
|_genr Ts=1/x2t
|_genr Mp=1/x3t
|_genr Ef=1/x4t
|_genr Fh=1/x5t

|_ols Ag Ts Mp Ef Fh/pcor pcov

REQUIRED MEMORY IS PAR= 6 CURRENT PAR= 11000


OLS ESTIMATION
32 OBSERVATIONS DEPENDENT VARIABLE= AG
...NOTE..SAMPLE RANGE SET TO: 1, 32

R-SQUARE = 0.6338 R-SQUARE ADJUSTED = 0.5795


VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.80672E-08
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.89818E-04
SUM OF SQUARED ERRORS-SSE= 0.21781E-06
MEAN OF DEPENDENT VARIABLE = 0.28090E-03
LOG OF THE LIKELIHOOD FUNCTION = 255.480

MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242)


AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.93277E-08
(FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC)
AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -18.493
SCHWARZ (1978) CRITERION - LOG SC = -18.264
MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165)
CRAVEN-WAHBA (1979)
GENERALIZED CROSS VALIDATION - GCV = 0.95611E-08
HANNAN AND QUINN (1979) CRITERION = 0.10037E-07
RICE (1984) CRITERION = 0.99007E-08
SHIBATA (1981) CRITERION = 0.89338E-08
SCHWARZ (1978) CRITERION - SC = 0.11698E-07
AKAIKE (1974) INFORMATION CRITERION - AIC = 0.93037E-08

ANALYSIS OF VARIANCE - FROM MEAN


SS DF MS F
REGRESSION 0.37693E-06 4. 0.94234E-07 11.681
ERROR 0.21781E-06 27. 0.80672E-08 P-VALUE
TOTAL 0.59475E-06 31. 0.19185E-07 0.000

ANALYSIS OF VARIANCE - FROM ZERO


SS DF MS F
REGRESSION 0.29019E-05 5. 0.58039E-06 71.944
ERROR 0.21781E-06 27. 0.80672E-08 P-VALUE
TOTAL 0.31198E-05 32. 0.97492E-07 0.000
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED
ELASTICITY
NAME COEFFICIENT ERROR 27 DF P-VALUE CORR. COEFFICIENT AT
MEANS
TS 0.16756E-01 0.2365E-01 0.7084 0.485 0.135 0.1720
0.1352
MP -74.768 99.88 -0.7486 0.461-0.143 -0.1327 -
0.1022
EF 0.63473 0.2792 2.273 0.031 0.401 0.6320
0.4720
FH 0.72539E-02 0.8388E-02 0.8647 0.395 0.164 0.1416
0.2079
CONSTANT 0.80620E-04 0.5127E-04 1.572 0.127 0.290 0.0000
0.2870

VARIANCE-COVARIANCE MATRIX OF COEFFICIENTS


TS 0.55941E-03
MP 0.66493 9976.4
EF -0.50392E-02 -15.275 0.77963E-01
FH -0.59531E-04 -0.25578 -0.33685E-04 0.70366E-04
CONSTANT 0.83158E-08 -0.87794E-04 0.12764E-05 -0.32640E-06 0.26287E-08

TS MP EF FH CONSTANT

CORRELATION MATRIX OF COEFFICIENTS


TS 1.0000
MP 0.28147 1.0000
EF -0.76305 -0.54771 1.0000
FH -0.30005 -0.30529 -0.14382E-01 1.0000
CONSTANT 0.68576E-02 -0.17144E-01 0.89158E-01 -0.75892 1.0000

TS MP EF FH CONSTANT

DURBIN-WATSON = 1.3462 VON NEUMANN RATIO = 1.3896 RHO = 0.31257


RESIDUAL SUM = 0.11554E-17 RESIDUAL VARIANCE = 0.80672E-08
SUM OF ABSOLUTE ERRORS= 0.20791E-02
R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.6338
RUNS TEST: 16 RUNS, 13 POS, 0 ZERO, 19 NEG NORMAL STATISTIC = -
0.1632
COEFFICIENT OF SKEWNESS = 1.1727 WITH STANDARD DEVIATION OF 0.4145
COEFFICIENT OF EXCESS KURTOSIS = 1.4172 WITH STANDARD DEVIATION OF
0.8094

JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 8.0513 P-VALUE= 0.018

GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 10 GROUPS


OBSERVED 0.0 0.0 1.0 8.0 10.0 6.0 4.0 1.0 1.0 1.0
EXPECTED 0.3 0.9 2.5 5.1 7.2 7.2 5.1 2.5 0.9 0.3
CHI-SQUARE = 8.2621 WITH 3 DEGREES OF FREEDOM, P-VALUE= 0.041
|_stop
TYPE COMMAND

7. model log-invers
file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani
kentang.dif
sample 1 32
read (15) n x1t x2t x3t x4t x5t yt/dif
genr ly=log(yt)
genr Ag=-1/x1t
genr Ts=-1/x2t
genr Mp=-1/x3t
genr Ef=-1/x4t
genr Fh=-1/x5t
ols ly Ag Ts Mp Ef Fh/pcor pcov
stop
|_file 15 E:\materi kuliah\EKONOMETRIKA\New folder\data Analisis usahatani
kentang.dif
UNIT 15 IS NOW ASSIGNED TO: E:\materi kuliah\EKONOMETRIKA\New folder\data
Anal
isis usahatani kentang.dif
|_sample 1 32
|_read (15) n x1t x2t x3t x4t x5t yt/dif
..NOTE..DIF FILE HAS 7 COLUMNS AND 32 ROWS
7 VARIABLES AND 32 OBSERVATIONS STARTING AT OBS 1

|_genr ly=log(yt)
|_genr Ag=-1/x1t
|_genr Ts=-1/x2t
|_genr Mp=-1/x3t
|_genr Ef=-1/x4t
|_genr Fh=-1/x5t

|_ols ly Ag Ts Mp Ef Fh/pcor pcov

REQUIRED MEMORY IS PAR= 7 CURRENT PAR= 11000


OLS ESTIMATION
32 OBSERVATIONS DEPENDENT VARIABLE= LY
...NOTE..SAMPLE RANGE SET TO: 1, 32

R-SQUARE = 0.6474 R-SQUARE ADJUSTED = 0.5796


VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.20853
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.45666
SUM OF SQUARED ERRORS-SSE= 5.4219
MEAN OF DEPENDENT VARIABLE = 8.1512
LOG OF THE LIKELIHOOD FUNCTION = -17.0014

MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242)


AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.24763
(FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC)
AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -1.4003
SCHWARZ (1978) CRITERION - LOG SC = -1.1255
MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165)
CRAVEN-WAHBA (1979)
GENERALIZED CROSS VALIDATION - GCV = 0.25666
HANNAN AND QUINN (1979) CRITERION = 0.27004
RICE (1984) CRITERION = 0.27109
SHIBATA (1981) CRITERION = 0.23297
SCHWARZ (1978) CRITERION - SC = 0.32450
AKAIKE (1974) INFORMATION CRITERION - AIC = 0.24653

ANALYSIS OF VARIANCE - FROM MEAN


SS DF MS F
REGRESSION 9.9560 5. 1.9912 9.549
ERROR 5.4219 26. 0.20853 P-VALUE
TOTAL 15.378 31. 0.49606 0.000

ANALYSIS OF VARIANCE - FROM ZERO


SS DF MS F
REGRESSION 2136.1 6. 356.02 1707.232
ERROR 5.4219 26. 0.20853 P-VALUE
TOTAL 2141.5 32. 66.923 0.000

VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED


ELASTICITY
NAME COEFFICIENT ERROR 26 DF P-VALUE CORR. COEFFICIENT AT
MEANS
AG 260.52 978.5 0.2663 0.792 0.052 0.0512 -
0.0090
TS 147.66 121.4 1.217 0.235 0.232 0.2981 -
0.0411
MP 0.13889E+06 0.5131E+06 0.2707 0.789 0.053 0.0485 -
0.0065
EF 1144.7 1550. 0.7387 0.467 0.143 0.2241 -
0.0293
FH 76.183 43.24 1.762 0.090 0.327 0.2925 -
0.0753
CONSTANT 9.4651 0.2723 34.75 0.000 0.989 0.0000
1.1612

VARIANCE-COVARIANCE MATRIX OF COEFFICIENTS


AG 0.95739E+06
TS -16042. 14729.
MP 0.71583E+08 0.15989E+08 0.26324E+12
EF -0.60768E+06 -0.12008E+06 -0.44029E+09 0.24010E+07
FH -6944.8 -1422.5 -0.71312E+07 3537.3 1869.3

CONSTANT 77.185 -1.5082 8040.4 -81.984 7.8773


0.74172E-01
AG TS MP EF FH
CONSTANT

CORRELATION MATRIX OF COEFFICIENTS


AG 1.0000
TS -0.13509 1.0000
MP 0.14259 0.25677 1.0000
EF -0.40081 -0.63852 -0.55382 1.0000
FH -0.16416 -0.27109 -0.32147 0.52800E-01 1.0000

CONSTANT 0.28964 -0.45631E-01 0.57542E-01 -0.19427 0.66899


1.0000
AG TS MP EF FH
CONSTANT

DURBIN-WATSON = 1.5018 VON NEUMANN RATIO = 1.5503 RHO = 0.23530


RESIDUAL SUM = -0.64393E-13 RESIDUAL VARIANCE = 0.20853
SUM OF ABSOLUTE ERRORS= 10.692
R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.6474
RUNS TEST: 11 RUNS, 16 POS, 0 ZERO, 16 NEG NORMAL STATISTIC = -
2.1564
COEFFICIENT OF SKEWNESS = 0.1364 WITH STANDARD DEVIATION OF 0.4145
COEFFICIENT OF EXCESS KURTOSIS = -0.2197 WITH STANDARD DEVIATION OF
0.8094

JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 0.2712 P-VALUE= 0.873

GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 10 GROUPS


OBSERVED 0.0 1.0 1.0 7.0 7.0 7.0 6.0 2.0 1.0 0.0
EXPECTED 0.3 0.9 2.5 5.1 7.2 7.2 5.1 2.5 0.9 0.3
CHI-SQUARE = 2.4831 WITH 2 DEGREES OF FREEDOM, P-VALUE= 0.289
|_stop
TYPE COMMAND

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