DATA VARIABEL PENELITIAN
2008
55176,02
13,07
106172,36
554539
92619,77
2009
90854,90
12,38
111559,22
532427
64601,17
2010
113189,62
12,63
118640,90
491806
91477,78
KETERANGAN :
FDI
=
Foreign Direct Investment
($ juta)
SBI
= Suku Bunga Investasi (%)
PDRB
= Produk Domestik Regional Bruto (Rp.Milyar)
UNEMP
. =
Unemployment
(jiwa)
HASIL ESTIMASI PERSAMAAN REGRESI LINIER BERGANDA
Variable Coefficient Std. Error t-Statistic Prob.
C 49855.53 11995.89 4.156052 0.0004 SBI -1493.271 469.2017 -3.182579 0.0043 PDRB 0.691630 0.144998 4.769940 0.0001 UNEMP -0.036659 0.007679 -4.773858 0.0001 EXPORT 0.287659 0.076325 3.768887 0.0011
R-squared 0.900114 Mean dependent var 19351.19 Adjusted R-squared 0.881953 S.D. dependent var 17502.17 S.E. of regression 6013.387 Akaike info criterion 20.40694 Sum squared resid 7.96E+08 Schwarz criterion 20.64691 Log likelihood -270.4937 F-statistic 49.56288 Durbin-Watson stat 1.956112 Prob(F-statistic) 0.000000
Estimation Command
:
HASIL UJI
JARQUE-BERRA, NORMALITY TEST
HASIL UJI
RAMSEY, RAMSEY RESET TEST
Ramsey RESET Test:
F-statistic 2.007621 Prob. F(1,21) 0.171176 Log likelihood ratio 2.465183 Prob. Chi-Square(1) 0.116394
Test Equation:
Dependent Variable: FDI Method: Least Squares Date: 05/10/12 Time: 21:15 Sample: 1983 2009
Included observations: 27
Variable Coefficient Std. Error t-Statistic Prob.
C 37381.53 14666.43 2.548783 0.0187 SBI -895.2002 623.4375 -1.435910 0.1658 PDRB 0.518142 0.187338 2.765813 0.0116 UNEMP -0.028376 0.009517 -2.981728 0.0071 EXPORT 0.162877 0.115438 1.410950 0.1729 FITTED^2 5.93E-06 4.19E-06 1.416905 0.1712
HASIL UJI
MULTIKOLINIERITAS
Variable Coefficient Std. Error t-Statistic Prob. C 49855.53 11995.89 4.156052 0.0004 SBI -1493.271 469.2017 -3.182579 0.0043 PDRB 0.691630 0.144998 4.769940 0.0001 UNEMP -0.036659 0.007679 -4.773858 0.0001 EXPORT 0.287659 0.076325 3.768887 0.0011 R-squared 0.900114 Mean dependent var 19351.19 Adjusted R-squared 0.881953 S.D. dependent var 17502.17 S.E. of regression 6013.387 Akaike info criterion 20.40694 Sum squared resid 7.96E+08 Schwarz criterion 20.64691 Log likelihood -270.4937 F-statistic 49.56288 Durbin-Watson stat 1.956112 Prob(F-statistic) 0.000000
HASIL UJI
MULTIKOLINIERITAS
SBI = f (
F DI
, PDRB,
UNEMP, EXPORT
)
HASIL UJI
MULTIKOLINIERITAS
Variable Coefficient Std. Error t-Statistic Prob. C -31364.08 15109.83 -2.075740 0.0498 FDI 0.735083 0.154107 4.769940 0.0001 SBI 717.9221 564.1621 1.272546 0.2165 UNEMP 0.026139 0.009826 2.660251 0.0143 EXPORT -0.074409 0.099686 -0.746431 0.4633 R-squared 0.709078 Mean dependent var 7911.494 Adjusted R-squared 0.656184 S.D. dependent var 10572.73 S.E. of regression 6199.411 Akaike info criterion 20.46787 Sum squared resid 8.46E+08 Schwarz criterion 20.70784 Log likelihood -271.3163 F-statistic 13.40544 Durbin-Watson stat 1.216191 Prob(F-statistic) 0.000011
HASIL UJI
MULTIKOLINIERITAS
UNEMP
= f (
F DI
, SBI, PDRB,
EXPORT
)
HASIL UJI
MULTIKOLINIERITAS
Variable Coefficient Std. Error t-Statistic Prob.
C -24469.51 34507.53 -0.709107 0.4857 FDI 1.363911 0.361887 3.768887 0.0011 SBI 1475.591 1193.914 1.235927 0.2295 PDRB -0.331948 0.444714 -0.746431 0.4633 UNEMP 0.024239 0.023292 1.040632 0.3093
R-squared 0.684659 Mean dependent var 38239.71 Adjusted R-squared 0.627324 S.D. dependent var 21449.03 S.E. of regression 13094.04 Akaike info criterion 21.96328 Sum squared resid 3.77E+09 Schwarz criterion 22.20325 Log likelihood -291.5042 F-statistic 11.94141 Durbin-Watson stat 0.932521 Prob(F-statistic) 0.000026
HASIL UJI
MULTIKOLINIERITAS
UJI KORELASI ANTAR VARIABEL
FDI SBI PDRB UNEMP EXPORT
FDI 1.000000 -0.268339 0.780536 -0.547833 0.812003
SBI -0.268339 1.000000 -0.276907 -0.356978 -0.128445
PDRB 0.780536 -0.276907 1.000000 -0.197784 0.606092
UNEMP -0.547833 -0.356978 -0.197784 1.000000 -0.432525
UJI
AUTOKORELASI
HASIL UJI
d DURBIN-WATSON
Dependent Variable: FDI
Method: Least Squares
Date: 12/22/11 Time: 22:47
Sample: 1983 2009
Included observations: 27
Variable Coefficient Std. Error t-Statistic Prob.
C 49855.53 11995.89 4.156052 0.0004
SBI -1493.271 469.2017 -3.182579 0.0043
PDRB 0.691630 0.144998 4.769940 0.0001
UNEMP -0.036659 0.007679 -4.773858 0.0001
EXPORT 0.287659 0.076325 3.768887 0.0011
R-squared 0.900114 Mean dependent var 19351.19
Adjusted R-squared 0.881953 S.D. dependent var 17502.17
S.E. of regression 6013.387 Akaike info criterion 20.40694
Sum squared resid 7.96E+08 Schwarz criterion 20.64691
Log likelihood -270.4937 F-statistic 49.56288
UJI
LANGRANGE MULTIPLIER (LM-TEST)
HASIL UJI
BREUSCH-GODFREY SERIAL CORRELATION
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.859113 Prob. F(2,20) 0.438588
Obs*R-squared 2.136091 Prob. Chi-Square(2) 0.343680
Test Equation:
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
C 7151.165 13857.97 0.516033 0.6115
SBI -140.9085 493.8689 -0.285316 0.7783
PDRB 0.044020 0.149785 0.293884 0.7719
UNEMP -0.005308 0.009284 -0.571737 0.5739
EXPORT -0.053218 0.088265 -0.602939 0.5533
RESID(-1) -0.060593 0.240261 -0.252196 0.8035
RESID(-2) -0.337077 0.257201 -1.310561 0.2049
R-squared 0.079114 Mean dependent var -3.91E-12
Adjusted R-squared -0.197151 S.D. dependent var 5531.512
S.E. of regression 6052.271 Akaike info criterion 20.47267
Sum squared resid 7.33E+08 Schwarz criterion 20.80863
Log likelihood -269.3810 F-statistic 0.286371
