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Nama : Innama Qodri NIM
: 17037022
Tugas : pengantar ekonometrika Soal : apakah ada pengaruh perbedaan standar deviasi terhadap kualitas regresi? Data berdistribusi normal y x1 x2 x3 0,93095 5 5,11507 20,2301 50,4603 7,73479 9 2,99704 15,9941 41,9882 10,8298 8 1,87182 13,7436 37,4873 7,83576 6 1,84635 13,6927 37,3854 6,91064 0,85245 11,7049 33,4098 10,6665 0,09032 1 8 9,81934 29,6387 10,8198 2,06318 7 1 5,87364 21,7473 8,93535 2,09937 6 9 5,80124 21,6025 16,9779 2,37138 3 6 5,25723 20,5145 7,08850 3,33917 3 9 3,32164 16,6433 10,7737 5 3,37615 -3,2477 16,4954 3,82134 12,3131 8 -2,3573 14,7146 7,57658 4,10208 1 6 1,79583 13,5917 9,76256 4,65063 7 6 0,69873 11,3975 7,12539 4,75985 9 5 0,48029 10,9606 12,9851 4,85106 5 6 0,29787 10,5957 7,18583 5,14750 0,29500 5 5 9 9,40998 8,46116 5,15423 6 5 0,30847 9,38306 14,9101 5,20899 0,41799 8 8 6 9,16401 5,30972 0,61944 6,02569 4 9 -8,7611 5,67107 1,34215 2,87691 8 6 7,31569
11,8083 7 10,0361 5 13,0287 7 9,88671 7 10,5381 7 11,2623 7 11,2153 8 10,5475 9,18108 6 6,85591 3 14,3338 7 5,23790 8 8,86121 3 12,9540 6 7,09254 1 10,7526 5 8,12708 12,5529 10,4802 13,2267 5 7,53210 7 8,84639 7 11,9712 6 9,84858 3 11,9647 2 4,05419 7
5,88684 4 5,96096 8 6,22466 5 6,39294 4 6,87846 6 6,97961 9 7,02448 6 7,33881 3 7,40600 2 7,43527 6 8,01333 4 8,07732 8 8,10202 1 8,22559 3 8,26708 3 8,41821 8 8,44473 6 8,54119 9 8,63514 4 9,05636 5 9,31724 2 9,38165 7 9,47214 1 9,52403 9 9,60427 9 9,74763 8
1,77368 9 1,92193 6 2,44933 2,78588 8 3,75693 3 3,95923 9 4,04897 2 4,67762 6 4,81200 3 4,87055 2 6,02666 8 6,15465 6 6,20404 2 6,45118 6 6,53416 6 6,83643 6 6,88947 1 7,08239 8 7,27028 8 8,11273 8,63448 5 8,76331 5 8,94428 1 9,04807 7 9,20855 8 9,49527 6
6,45262 6,15613 5,10134 4,42822 2,48613 2,08152 1,90206 0,64475 0,37599 -0,2589 2,05333 6 2,30931 3 2,40808 4 2,90237 2 3,06833 2 3,67287 3 3,77894 3 4,16479 6 4,54057 6 6,22546 1 7,26896 9 7,52662 9 7,88856 3 8,09615 5 8,41711 5 8,99055 2
11,8067 2 16,8227 9 20,2818 6,79038 2 13,4652 6 9,12471 9 8,18777 2 9,71442 3 2,20177 4 8,21469 1 12,7787 3 3,48852 7 11,3797 12,3503 5 8,40328 8 8,44360 1 8,96025 12,6197 9 10,2964 2 15,1149 3 8,808 10,8158 2 11,4976 2 18,1782 5 6,46125 2 11,6645 5
9,81119 5 9,89844 4 10,0602 4 10,1696 7 10,2144 5
9,62238 9 9,79688 7 10,1204 9 10,3393 3 10,4289 1
10,2493 10,3972 6 10,4940 3 10,8003 3 10,8969 6 10,9125 1 11,0736 2 11,1108 5 11,2544 2 11,2895 8 11,3596 9 11,3664 5 11,3831 3 11,4161 5 12,0256 3 12,1039 5
10,4986 10,7945 1 10,9880 5 11,6006 5 11,7939 1 11,8250 1 12,1472 5 12,2216 9 12,5088 4 12,5791 6 12,7193 9
12,2995 12,4960 3 12,6185 4 12,7742 5
14,599 14,9920 7 15,2370 8 15,5485 1
14,2945 14,4433 8 15,0176 8 15,1583 1 15,4387 8 15,4657 9 15,5325 2 15,6645 8 18,1025 3 18,4157 8 19,1979 9 19,9841 4 20,4741 5 21,0970 2
13,0112
16,0224
22,0448
12,7329 12,7662 6 12,8322 9 14,0512 6 14,2078 9
9,24477 8 9,59377 4 10,2409 7 10,6786 6 10,8578 1 10,9971 9 11,5890 2 11,9761 13,2013 1 13,5878 2 13,6500 3
9,59034 5 12,5558 7 11,8840 9 12,0381 2 6,00350 7 14,1909 4 10,1018 9,05093 1 9,06684 1 13,2713 1 2,89219 5,42283 1 11,5711 2 10,6441 7 10,1286 7 6,29280 9 9,93906 6 9,43381 9 5,25962 7 10,8496 9 9,68328 4 11,9915 3 9,62899 4 7,40264 7 13,7766 3 10,1495 8
13,0139 5 13,1401 4 13,2745 3 13,2854 4 13,3192 2 13,3968 6 13,8551 7 13,9172 5 14,2548 3 14,2597 8 14,3663 2 14,6312 2 14,9234 4 14,9752 5 15,0479 5 15,3779 2 15,4521 8 15,7754 4 16,2943 9 16,9849 17,2231 2 18,1836 3 18,5248 8 21,3713 2 21,6298 9 23,6304 2
16,0279 16,2802 9 16,5490 7 16,5708 8 16,6384 4 16,7937 2 17,7103 3 17,8345 18,5096 6 18,5195 6 18,7326 5 19,2624 3 19,8468 7 19,9505 1 20,0958 9 20,7558 4 20,9043 6 21,5508 8 22,5887 7 23,9697 9 24,4462 3 26,3672 7 27,0497 5 32,7426 4 33,2597 8 37,2608 3
22,0558 1 22,5605 8 23,0981 3 23,1417 7 23,2768 7 23,5874 4 25,4206 6 25,669 27,0193 3 27,0391 1 27,4653 28,5248 6 29,6937 4 29,9010 2 30,1917 8 31,5116 9 31,8087 3 33,1017 6 35,1775 4 37,9395 9 38,8924 6 42,7345 3 44,0995 55,4852 9 56,5195 6 64,5216 6
10,2383 5
e sid R x2 a lP u t o
x3 R sid u e alP lo t
Lin e x1 FitP lo t
Lin e x2 Fit P t lo
27,1363 4
44,2726 7
78,5453 4
Lin e x3 FitP lo t
SUMMARY OUTPUT Regression Statistics Multiple R 0,284723 R Square 0,0810672 Adjusted R Square 0,0523506 Standard Error 3,2092585 Observations 100 ANOVA df
Intercept x1
3 96 99 Coefficient s 3,697E+14 0
t Stat P-value 2,633828 0,009842 65535 #NUM!
Upper Lower Lower 95% 95% 95,0% 9,11E+13 6,48E+14 9,10815E+1 0 0
x2 x3
-7,394E+13 3,697E+13
2,8075E+13 1,4038E+13
-2,63383 0,009842 2,633828 0,009842
-1,3E+14 -1,8E+13 -1,2967E+1 9,11E+12 6,48E+13 9,10815E+1
Regression Residual Total
MS F 29,07508 2,823004 10,29934
Significanc eF 0,04286
SS 87,2252317 988,73663 1075,96186 Standard Error 1,4038E+14 0
Residuals
x1 Residual Plot
-10
15 10 5 0 -5 -5 0 -10 -15
5
10
x1
15
20
25
30
25 20 15 10 5 0
Korelasi y y x1 x2 x3
x1
1 0,10539 9 0,10539 9 0,10539 9
x2
x3
1 1
1
1
1
1
Uji f uji keseluruhan ( signifikasi f) H0 : β0 = β1 = β2 = β3 = 0 H1 : ada βi yang tak nol α= 0,05 Pvalue = 0,04286 Kesimpulan : α > Pvalue berarti tolak H0 karena α lebih besar dari Pvalue artinya ada salah satu βi yang tidak nol.
Uji t (uji parsial) H0 : βi = 0 ; i = 1,2,3 H1 : βi
≠ 0 ; i=1,2,3
Y = 3,69x1012 -7,394x1013X3 +3,697x1013X4 Y = 3,697x1013X4 (untuk α=0,05) Y = 3,697x1013X4 (untuk α=0,025)
Kesimpulan : kalau Pvaluenya kecil Xi nya besar dan t stat t-nya juga besar. Tabel percoba an 1
korelasi
1 2 0,1053 99 3 0,1053 99 4 0,1053 99
R2
F
β0
0,0810672 15
2,8230039 54
3,69724E+ 14
0,0810672 15
2,8230039 54
0,0810672 15
2,8230039 54
0,0810672 15
2,8230039 54
Ket : Percobaan 1 : mean 10 sd 3 Percobaan 2 : mean 10 sd 5 Percobaan 3 : mean 10 sd 10 Percobaan 4 : mean 10 sd 20
β1
Pvalue β0
Pvalue β1
0,0098419 82
0 7,39447E+ 13
#NUM! 0,0098419 82
3,69724E+ 13
0,0098419 82
: 17037022
Tugas : pengantar ekonometrika Soal : apakah ada pengaruh perbedaan standar deviasi terhadap kualitas regresi? Data berdistribusi normal y x1 x2 x3 0,93095 5 5,11507 20,2301 50,4603 7,73479 9 2,99704 15,9941 41,9882 10,8298 8 1,87182 13,7436 37,4873 7,83576 6 1,84635 13,6927 37,3854 6,91064 0,85245 11,7049 33,4098 10,6665 0,09032 1 8 9,81934 29,6387 10,8198 2,06318 7 1 5,87364 21,7473 8,93535 2,09937 6 9 5,80124 21,6025 16,9779 2,37138 3 6 5,25723 20,5145 7,08850 3,33917 3 9 3,32164 16,6433 10,7737 5 3,37615 -3,2477 16,4954 3,82134 12,3131 8 -2,3573 14,7146 7,57658 4,10208 1 6 1,79583 13,5917 9,76256 4,65063 7 6 0,69873 11,3975 7,12539 4,75985 9 5 0,48029 10,9606 12,9851 4,85106 5 6 0,29787 10,5957 7,18583 5,14750 0,29500 5 5 9 9,40998 8,46116 5,15423 6 5 0,30847 9,38306 14,9101 5,20899 0,41799 8 8 6 9,16401 5,30972 0,61944 6,02569 4 9 -8,7611 5,67107 1,34215 2,87691 8 6 7,31569
11,8083 7 10,0361 5 13,0287 7 9,88671 7 10,5381 7 11,2623 7 11,2153 8 10,5475 9,18108 6 6,85591 3 14,3338 7 5,23790 8 8,86121 3 12,9540 6 7,09254 1 10,7526 5 8,12708 12,5529 10,4802 13,2267 5 7,53210 7 8,84639 7 11,9712 6 9,84858 3 11,9647 2 4,05419 7
5,88684 4 5,96096 8 6,22466 5 6,39294 4 6,87846 6 6,97961 9 7,02448 6 7,33881 3 7,40600 2 7,43527 6 8,01333 4 8,07732 8 8,10202 1 8,22559 3 8,26708 3 8,41821 8 8,44473 6 8,54119 9 8,63514 4 9,05636 5 9,31724 2 9,38165 7 9,47214 1 9,52403 9 9,60427 9 9,74763 8
1,77368 9 1,92193 6 2,44933 2,78588 8 3,75693 3 3,95923 9 4,04897 2 4,67762 6 4,81200 3 4,87055 2 6,02666 8 6,15465 6 6,20404 2 6,45118 6 6,53416 6 6,83643 6 6,88947 1 7,08239 8 7,27028 8 8,11273 8,63448 5 8,76331 5 8,94428 1 9,04807 7 9,20855 8 9,49527 6
6,45262 6,15613 5,10134 4,42822 2,48613 2,08152 1,90206 0,64475 0,37599 -0,2589 2,05333 6 2,30931 3 2,40808 4 2,90237 2 3,06833 2 3,67287 3 3,77894 3 4,16479 6 4,54057 6 6,22546 1 7,26896 9 7,52662 9 7,88856 3 8,09615 5 8,41711 5 8,99055 2
11,8067 2 16,8227 9 20,2818 6,79038 2 13,4652 6 9,12471 9 8,18777 2 9,71442 3 2,20177 4 8,21469 1 12,7787 3 3,48852 7 11,3797 12,3503 5 8,40328 8 8,44360 1 8,96025 12,6197 9 10,2964 2 15,1149 3 8,808 10,8158 2 11,4976 2 18,1782 5 6,46125 2 11,6645 5
9,81119 5 9,89844 4 10,0602 4 10,1696 7 10,2144 5
9,62238 9 9,79688 7 10,1204 9 10,3393 3 10,4289 1
10,2493 10,3972 6 10,4940 3 10,8003 3 10,8969 6 10,9125 1 11,0736 2 11,1108 5 11,2544 2 11,2895 8 11,3596 9 11,3664 5 11,3831 3 11,4161 5 12,0256 3 12,1039 5
10,4986 10,7945 1 10,9880 5 11,6006 5 11,7939 1 11,8250 1 12,1472 5 12,2216 9 12,5088 4 12,5791 6 12,7193 9
12,2995 12,4960 3 12,6185 4 12,7742 5
14,599 14,9920 7 15,2370 8 15,5485 1
14,2945 14,4433 8 15,0176 8 15,1583 1 15,4387 8 15,4657 9 15,5325 2 15,6645 8 18,1025 3 18,4157 8 19,1979 9 19,9841 4 20,4741 5 21,0970 2
13,0112
16,0224
22,0448
12,7329 12,7662 6 12,8322 9 14,0512 6 14,2078 9
9,24477 8 9,59377 4 10,2409 7 10,6786 6 10,8578 1 10,9971 9 11,5890 2 11,9761 13,2013 1 13,5878 2 13,6500 3
9,59034 5 12,5558 7 11,8840 9 12,0381 2 6,00350 7 14,1909 4 10,1018 9,05093 1 9,06684 1 13,2713 1 2,89219 5,42283 1 11,5711 2 10,6441 7 10,1286 7 6,29280 9 9,93906 6 9,43381 9 5,25962 7 10,8496 9 9,68328 4 11,9915 3 9,62899 4 7,40264 7 13,7766 3 10,1495 8
13,0139 5 13,1401 4 13,2745 3 13,2854 4 13,3192 2 13,3968 6 13,8551 7 13,9172 5 14,2548 3 14,2597 8 14,3663 2 14,6312 2 14,9234 4 14,9752 5 15,0479 5 15,3779 2 15,4521 8 15,7754 4 16,2943 9 16,9849 17,2231 2 18,1836 3 18,5248 8 21,3713 2 21,6298 9 23,6304 2
16,0279 16,2802 9 16,5490 7 16,5708 8 16,6384 4 16,7937 2 17,7103 3 17,8345 18,5096 6 18,5195 6 18,7326 5 19,2624 3 19,8468 7 19,9505 1 20,0958 9 20,7558 4 20,9043 6 21,5508 8 22,5887 7 23,9697 9 24,4462 3 26,3672 7 27,0497 5 32,7426 4 33,2597 8 37,2608 3
22,0558 1 22,5605 8 23,0981 3 23,1417 7 23,2768 7 23,5874 4 25,4206 6 25,669 27,0193 3 27,0391 1 27,4653 28,5248 6 29,6937 4 29,9010 2 30,1917 8 31,5116 9 31,8087 3 33,1017 6 35,1775 4 37,9395 9 38,8924 6 42,7345 3 44,0995 55,4852 9 56,5195 6 64,5216 6
10,2383 5
e sid R x2 a lP u t o
x3 R sid u e alP lo t
Lin e x1 FitP lo t
Lin e x2 Fit P t lo
27,1363 4
44,2726 7
78,5453 4
Lin e x3 FitP lo t
SUMMARY OUTPUT Regression Statistics Multiple R 0,284723 R Square 0,0810672 Adjusted R Square 0,0523506 Standard Error 3,2092585 Observations 100 ANOVA df
Intercept x1
3 96 99 Coefficient s 3,697E+14 0
t Stat P-value 2,633828 0,009842 65535 #NUM!
Upper Lower Lower 95% 95% 95,0% 9,11E+13 6,48E+14 9,10815E+1 0 0
x2 x3
-7,394E+13 3,697E+13
2,8075E+13 1,4038E+13
-2,63383 0,009842 2,633828 0,009842
-1,3E+14 -1,8E+13 -1,2967E+1 9,11E+12 6,48E+13 9,10815E+1
Regression Residual Total
MS F 29,07508 2,823004 10,29934
Significanc eF 0,04286
SS 87,2252317 988,73663 1075,96186 Standard Error 1,4038E+14 0
Residuals
x1 Residual Plot
-10
15 10 5 0 -5 -5 0 -10 -15
5
10
x1
15
20
25
30
25 20 15 10 5 0
Korelasi y y x1 x2 x3
x1
1 0,10539 9 0,10539 9 0,10539 9
x2
x3
1 1
1
1
1
1
Uji f uji keseluruhan ( signifikasi f) H0 : β0 = β1 = β2 = β3 = 0 H1 : ada βi yang tak nol α= 0,05 Pvalue = 0,04286 Kesimpulan : α > Pvalue berarti tolak H0 karena α lebih besar dari Pvalue artinya ada salah satu βi yang tidak nol.
Uji t (uji parsial) H0 : βi = 0 ; i = 1,2,3 H1 : βi
≠ 0 ; i=1,2,3
Y = 3,69x1012 -7,394x1013X3 +3,697x1013X4 Y = 3,697x1013X4 (untuk α=0,05) Y = 3,697x1013X4 (untuk α=0,025)
Kesimpulan : kalau Pvaluenya kecil Xi nya besar dan t stat t-nya juga besar. Tabel percoba an 1
korelasi
1 2 0,1053 99 3 0,1053 99 4 0,1053 99
R2
F
β0
0,0810672 15
2,8230039 54
3,69724E+ 14
0,0810672 15
2,8230039 54
0,0810672 15
2,8230039 54
0,0810672 15
2,8230039 54
Ket : Percobaan 1 : mean 10 sd 3 Percobaan 2 : mean 10 sd 5 Percobaan 3 : mean 10 sd 10 Percobaan 4 : mean 10 sd 20
β1
Pvalue β0
Pvalue β1
0,0098419 82
0 7,39447E+ 13
#NUM! 0,0098419 82
3,69724E+ 13
0,0098419 82
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