PENGARUH PRODUK DOMESTIK REGIONAL BRUTO (PDRB), INFLASI, INDEKS PEMBANGUNAN MANUSIA (IPM), TERHADAP TINGKAT
KEMISKINAN DI 5 PROVINSI INDONESIA PERIODE 2020-2024: (JAWA BARAT, JAWA TIMUR, JAWA TENGAH, DI. YOGYAKARTA, DAN DKI. JAKARTA)
Disusun guna memenuhi tugas Ujian Akhir Semester Mata Kuliah: Ekonometrika
Dosen Pengampu: Bapak Mahilal M.Si
Disusun Oleh:
Riska Azizah N 2205026129
PROGRAM STUDI EKONOMI ISLAM FAKULTAS EKONOMI DAN BISNIS ISLAM
UNIVERSITAS ISLAM NEGERI WALISONGO SEMARANG
2024
Rumusan Masalah:
1. Bagaimana pengaruh Indeks Pembangunan Manusia (IPM) secara parsial terhadap tingkat kemiskinan?
2. Bagaimana pengaruh Jumlah Penduduk secara parsial terhadap tingkat kemiskinan?
3. Bagaimana pengaruh Upah Minimum secara parsial terhadap tingkat kemiskinan?
4. Bagaimana pengaruh Indeks Pembangunan Manusia (IPM), Jumlah Penduduk, dan Upah Minimum secara simultan terhadap tingkat kemiskinan?
Tabulasi Data
PROVINSI TAHUN KEMISKINAN PDRB INF IPM
JAWA BARAT 2020 7,88 2082107,26 3,4 72,61
JAWA BARAT 2021 7,97 2204660,23 1,87 72,61
JAWA BARAT 2022 7,98 2422782,32 6,04 73,63
JAWA BARAT 2023 7,62 2625218,58 2,48 74,24
JAWA BARAT 2024 7,46 708,47 1,92 74,92
JAWA TIMUR 2020 11,09 2299807,64 1,44 73,04
JAWA TIMUR 2021 10,59 24547,92 2,45 73,48
JAWA TIMUR 2022 10,49 2731358,78 6,52 74,05
JAWA TIMUR 2023 10,35 2953546,91 2,92 74,65
JAWA TIMUR 2024 9,79 808,53 3,25 75,35
JAWA TENGAH 2020 11.41 1347222,49 1,56 71,88
JAWA TENGAH 2021 11,25 1419735,15 1,7 71,88
JAWA TENGAH 2022 10,98 1559571,1 5,63 72,81
JAWA TENGAH 2023 10,77 1696795,42 2,89 73,39
JAWA TENGAH 2024 10,47 445239,85 1,57 73,87
DI. YOGYAKARTA 2020 12,28 1494136,49 0,48 79,95 DI. YOGYAKARTA 2021 11,91 1657184,36 0,71 80,22 DI. YOGYAKARTA 2022 11,49 1806899,52 0,65 80,65
DI. YOGYAKARTA 2023 11,04 4849684,3 0,35 81,09
DI. YOGYAKARTA 2024 10,83 480,64 0,09 81,62
DKI. JAKARTA 2020 4,16 2767273,49 1,59 81,92
DKI. JAKARTA 2021 4,67 2912885,34 1,53 82,25
DKI. JAKARTA 2022 4,61 3188539,02 4,21 82,77
DKI. JAKARTA 2023 4,44 3442980,93 2,28 83,55
DKI. JAKARTA 2024 4,3 920,33 3,2 84,15
Hasil Olah Data
1. Statistik Deskriptif
Date: 12/01/24 Time: 00:38 Sample: 2020 2024
PDRB INF IPM KEMISKINAN
Mean 1837404. 2.429200 7682.320 54.21680
Median 1806900. 1.920000 7465.000 10.47000 Maximum 4849684. 6.520000 8415.000 1141.000 Minimum 480.6400 0.090000 7188.000 4.160000 Std. Dev. 1263204. 1.716124 432.2662 226.4289 Skewness 0.110627 0.941829 0.425982 4.693793 Kurtosis 2.682093 3.264376 1.479613 23.03531 Jarque-Bera 0.156269 3.768813 3.163976 509.9380 Probability 0.924840 0.151919 0.205566 0.000000
Sum 45935095 60.73000 192058.0 1355.420
Sum Sq. Dev. 3.83E+13 70.68198 4484497. 1230481.
Observations 25 25 25 25
2. Estimasi CEM (Common Effect Model)
Dependent Variable: KEMISKINAN Method: Panel Least Squares Date: 12/01/24 Time: 02:29 Sample: 2020 2024
Periods included: 5 Cross-sections included: 5
Total panel (balanced) observations: 25
Variable Coefficient Std. Error t-Statistic Prob.
C 1311.450 949.2434 1.381574 0.1816
LOG(PDRB) 4.152224 15.37901 0.269993 0.7898
INF -28.53742 28.99517 -0.984213 0.3362
IPM -0.161706 0.115253 -1.403055 0.1752
Root MSE 210.1888 R-squared 0.102397
Mean dependent var 54.21680 Adjusted R-squared -0.025832 S.D. dependent var 226.4289 S.E. of regression 229.3348 Akaike info criterion 13.85389 Sum squared resid 1104484.
Schwarz criterion 14.04891 Log likelihood -169.1736 Hannan-Quinn criter. 13.90798 F-statistic 0.798546 Durbin-Watson stat 1.466092 Prob(F-statistic) 0.508500
Uji t
Uji f
Uji Adjusted R Squared
3. Estimasi FEM (Fixed Effect Model)
Dependent Variable: KEMISKINAN Method: Panel Least Squares Date: 12/01/24 Time: 02:32 Sample: 2020 2024
Periods included: 5 Cross-sections included: 5
Total panel (balanced) observations: 25
Variable Coefficient Std. Error t-Statistic Prob.
C 6839.375 5947.280 1.150001 0.2661
LOG(PDRB) -11.81783 20.36613 -0.580269 0.5693
INF -17.63140 36.64486 -0.481143 0.6365
IPM -0.857500 0.755068 -1.135660 0.2719
Effects Specification Cross-section fixed (dummy variables)
Root MSE 191.3476 R-squared 0.256106
Mean dependent var 54.21680 Adjusted R-squared -0.050204 S.D. dependent var 226.4289 S.E. of regression 232.0431 Akaike info criterion 13.98606 Sum squared resid 915347.8 Schwarz criterion 14.37610 Log likelihood -166.8258 Hannan-Quinn criter. 14.09424 F-statistic 0.836101 Durbin-Watson stat 1.786459 Prob(F-statistic) 0.572512
4. Estimasi REM (Random Effect Model)
Dependent Variable: KEMISKINAN
Method: Panel EGLS (Cross-section random effects) Date: 12/01/24 Time: 02:34
Sample: 2020 2024 Periods included: 5 Cross-sections included: 5
Total panel (balanced) observations: 25
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
C 1311.450 960.4532 1.365450 0.1866
LOG(PDRB) 4.152224 15.56063 0.266842 0.7922
INF -28.53742 29.33758 -0.972726 0.3418
IPM -0.161706 0.116614 -1.386680 0.1801
Effects Specification
S.D. Rho
Cross-section random 0.000000 0.0000
Idiosyncratic random 232.0431 1.0000
Weighted Statistics
Root MSE 210.1888 R-squared 0.102397
Mean
dependent var 54.21680 Adjusted R-squared -0.025832 S.D. dependent
var 226.4289 S.E. of regression 229.3348
Sum squared
resid 1104484. F-statistic 0.798546
Durbin-Watson
stat 1.466092 Prob(F-statistic) 0.508500
Unweighted Statistics
R-squared 0.102397 Mean dependent var 54.21680 Sum squared
resid 1104484. Durbin-Watson stat 1.466092
5. Uji Chow
Pemmbahasan:
Redundant Fixed Effects Tests Equation: Untitled
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 0.878165 (4,17) 0.4975
Cross-section Chi-square 4.695725 4 0.3200
Cross-section fixed effects test equation:
Dependent Variable: KEMISKINAN Method: Panel Least Squares Date: 12/01/24 Time: 02:42 Sample: 2020 2024
Periods included: 5 Cross-sections included: 5
Total panel (balanced) observations: 25
Variable Coefficient Std. Error t-Statistic Prob.
C 1311.450 949.2434 1.381574 0.1816
LOG(PDRB) 4.152224 15.37901 0.269993 0.7898
INF -28.53742 28.99517 -0.984213 0.3362
IPM -0.161706 0.115253 -1.403055 0.1752
Root MSE 210.1888 R-squared 0.102397
Mean dependent var 54.21680 Adjusted R-squared -0.025832 S.D. dependent var 226.4289 S.E. of regression 229.3348 Akaike info criterion 13.85389 Sum squared resid 1104484.
Schwarz criterion 14.04891 Log likelihood -169.1736 Hannan-Quinn criter. 13.90798 F-statistic 0.798546 Durbin-Watson stat 1.466092 Prob(F-statistic) 0.508500
6. Uji Hausman
Pembahasan:
Correlated Random Effects - Hausman Test Equation: Untitled
Test cross-section random effects
Test Summary Chi-Sq.
Statistic Chi-Sq. d.f. Prob.
Cross-section random 2.843820 3 0.4163
** WARNING: estimated cross-section random effects variance is zero.
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
LOG(PDRB) -11.817834 4.152224 172.646031 0.2242 INF -17.631403 -28.537425 482.151670 0.6194
IPM -0.857500 -0.161706 0.556528 0.3510
Cross-section random effects test equation:
Dependent Variable: KEMISKINAN Method: Panel Least Squares Date: 12/01/24 Time: 02:45 Sample: 2020 2024
Periods included: 5 Cross-sections included: 5
Total panel (balanced) observations: 25
Variable Coefficient Std. Error t-Statistic Prob.
C 6839.375 5947.280 1.150001 0.2661
LOG(PDRB) -11.81783 20.36613 -0.580269 0.5693
INF -17.63140 36.64486 -0.481143 0.6365
IPM -0.857500 0.755068 -1.135660 0.2719
Effects Specification Cross-section fixed (dummy variables)
Root MSE 191.3476 R-squared 0.256106
Mean dependent var 54.21680 Adjusted R-squared -0.050204 S.D. dependent var 226.4289 S.E. of regression 232.0431 Akaike info criterion 13.98606 Sum squared resid 915347.8 Schwarz criterion 14.37610 Log likelihood -166.8258 Hannan-Quinn criter. 14.09424 F-statistic 0.836101 Durbin-Watson stat 1.786459 Prob(F-statistic) 0.572512
7. Uji Lagrange Multiplier
Lagrange Multiplier Tests for Random Effects Null hypotheses: No effects
Alternative hypotheses: Two-sided (Breusch-Pagan) and one-sided (all others) alternatives
Test Hypothesis
Cross-section Time Both
Breusch-Pagan 0.422905 0.372916 0.795822 (0.5155) (0.5414) (0.3723)
Honda -0.650312 -0.610669 -0.891648
(0.7423) (0.7293) (0.8137)
King-Wu -0.650312 -0.610669 -0.891648
(0.7423) (0.7293) (0.8137) Standardized Honda -0.027274 0.021219 -3.239105
(0.5109) (0.4915) (0.9994) Standardized King-Wu -0.027274 0.021219 -3.239105
(0.5109) (0.4915) (0.9994)
Gourieroux, et al. -- -- 0.000000
(1.0000)
Pembahasan:
8. Uji Normalitas
Pembahasan:
9. Uji Multikolinieritas dengan Angka Korelasi
LOG(PDRB) INF IPM
LOG(P... 1.000000 0.106756 -0.117476 INF 0.106756 1.000000 -0.332072 IPM -0.117476 -0.332072 1.000000
