MWD TEST Uji MWD (MacKinnon, White, Davidson)
1.
Mengestimasi model
, kemudian hasil estimasi
tersebut kita sebut Yf •
Tahu n
Kita akan mencari nilai
Impor (Y)
CPI
GDP
197 1
45,579.0 0
40.5
1,128.6 0
197 2
55,797.0 0
41.8
1,240.4 0
197 3
70,499.0 0
44.4
1,385.5 0
197 4
103,811. 00
49.3
1,501.0 0
197 5
98,185.0 0
53.8
1,635.2 0
197 6
124,228. 00
56.9
1,823.9 0
197 7
151,907. 00
60.6
2,031.4 0
197 8
176,002. 00
65.2
2,295.9 0
197 9 198 0 198 1 198 2 198 3 198 4 198 5 198 6 198 7 198 8 198 9 199 0
212,007. 00 249,750. 00 265,067. 00 247,642. 00 268,901. 00 332,418. 00 338,088. 00 368,425. 00 409,765. 00 447,189. 00 477,365. 00 498,337. 00 4,940,96 2.00
130.7 1,662. 20
2,566.4 0 2,795.0 0 3,131.3 0 3,259.2 0 3,534.9 0 3,932.7 0 4,213.0 0 4,452.9 0 4,742.5 0 5,108.3 0 5,489.1 0 5,803.2 0 62,070. 40
24704 8. 8.1
83.11
3103.52
∑ rat a2
72.6 82.4 90.9 96.5 99.6 103.9 107.6 109.6 113.6 118.3 124
dan
y
×y
201,469. 10 191,251. 10 176,549. 10 143,237. 10 148,863. 10 122,820. 10 95,141.1 0 71,046.1 0 35,041.1 0
42.6 1 41.3 1 38.7 1 33.8 1 29.3 1 26.2 1 22.5 1 17.9 1 10.5 1
2,701 .9 .90 18,018.9 0
-0.71
593.90 21,852.9 0 85,369.9 0 91,039.9 0 121,376. 90 162,716. 90 200,140. 90 230,316. 90 251,288. 90
7.79 13.3 9 16.4 9 20.7 9 24.4 9 26.4 9 30.4 9 35.1 9 40.8 9 47.5 9
1,974.9 2 1,863.1 2 1,718.0 2 1,602.5 2 1,468.3 2 1,279.6 2 1,072.1 2
×y
×
8584598. 35
397885354 .97
84151. 34
1815. 61
3900309. 01
7900582. 94
356323749 .43
76965. 49
1706. 52
3471216. 13
6834215. 66
303314884 .78
66504. 55
1498. 46
2951592. 72
4842846. 35
229540317 .49
54181. 20
1143. 12
2568070. 35
4363177. 46
218578666 .99
43036. 46
859.0 8
2155963. 62
3219114. 82
157163056 .36
33538. 84
686.9 6
1637427. 34
2141626. 16
102002676 .13
24133. 42
506.7 0
1149441. 29
807.62
1272435. 65
57378251. 28
14464. 47
320.7 7
652250.0 6
537.12 308. 308.52 52
368281.9 6
18821275. 63 833590.19
5645.1 3
110.4 6
288497.8 9
219.05
0.50
95184.59
500565.04
216.41 2084.5 6 7113.4 6 17238. 65 27171. 17 35745. 08 49972. 50 70548. 21 97546. 37 128477 .77 838954 .12
60.68 179.2 9 271.9 2 432.2 2 599.7 6 701.7 2 929.6 4 1238. 34 1671. 99 2264. 81 16998 .56
771.73
27.78 155.68 431.38 829.18 1,109.4 8 1,349.3 8 1,638.9 8 2,004.7 8 2,385.5 8 2,699.6 8
-191 -1918. 8.35 35 140367.2 3 7952.32 360354.3 2 1774840. 22 2229567. 15 3215274. 08 4961238. 28 7042958. 27 9417658. 04 1195883 8.75 8063400 9.68
92458.35 9426904.0 0 70787013. 68 101006948 .25 163783561 .32 266689744 .76 401238473 .50 549439390 .30 678399617 .55 408153931 9.66
2423 24236 6.26 .26 186088.7 0 687539.4 7 1230945. 87 1820826. 38 2686255. 44 4019142. 85 5690991. 94 7288272. 10 4250502 3.77
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167.359
92.7215729
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•
Menggunakan program Eviews mengestimasi dengan menggunakan perintah perintah IMPOR c CPI GDP
Dependent Variable: IMPOR Method: Least Squares Date: 05/18/10 Time: 11:30 Sample: 1971 1990 Included observations: 20 Variable
Coefficient
Std. Error
t-Statistic
C CPI GDP
-54624.38 167.3592 92.72157
16335.51 667.3751 13.34615
-3.343905 0.250772 6.947441
R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat
0.991581 0.990591 13990.70 3.33E+09 -217.6765 1.201942
Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)
Maka model regresi yang kita dapatkan adalah
Prob. 0.0038 0.8050 0.0000 247048.1 144234.7 22.06765 22.21701 1001.180 0.000000
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•
Kemudian Kemudian Kita estimasikan estimasikan dengan memasukkan data kedalam kedalam persamaan persamaan regresi regresi yang telah kita dapatkan tadi untuk mendapatkan nilai Yf
Tahun
Impor (Y)
CPI
1971
45,579.00
40.5
1972
55,797.00
41.8
1973
70,499.00
44.4
1974
10 103,811.00
49.3
1975
98,185.00
53.8
1976
12 124,228.00
56.9
1977
15 151,907.00
60.6
1978
17 176,002.00
65.2
1979
21 212,007.00
72.6
1980
24 249,750.00
82.4
1981
26 265,067.00
90.9
1982
24 247,642.00
96.5
1983
26 268,901.00
99.6
1984 1984
332, 332,41 418. 8.00 00
103. 103.9 9
GDP
1,128.6 0 1,240.4 0 1,385.5 0 1,501.0 0 1,635.2 0 1,823.9 0 2,031.4 0 2,295.9 0 2,566.4 0 2,795.0 0 3,131.3 0 3,259.2 0 3,534.9 0 3,932.7 0 4,213.0
Yf 56799.237 28 67383.076 04 81272.110 09 92801.511 67 105997.86 3 124013.23 72 143872.19 25 169166.90 07 195486.54 4 218322.81 53 250927.63 32 263723.93 37 289806.08 47 327410.37 08 354019.45
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1988 1988
447, 447,18 189. 9.00 00
118. 118.3 3
1989
477,365.00
124
1990 1990
498, 498,33 337. 7.00 00 4,940,962. 00
130. 130.7 7 1,662. 20
247048.1
83.11
∑ rata2
0 45 5,108.3 438823.82 0 39 5,489.1 475086.14 0 61 5,803.2 505331.29 0 85 62,070. 40 3103.5 2
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Mengestimasi model
2.
estimasi tersebut kita sebut LnY •
Mencari nilai
dan
, kemudian hasil
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Tahun
LnImpor
Ln
CPI
LnGDP
LnY) ( Ln
y
1971
10.7 10.73 3
3.701 .7013 3
7.03 .03
-1.4 -1.48 8
1972
10.9 10.93 3
3.732 .7329 9
7.12 .12
-1.2 -1.28 8
1973
11.1 11.16 6
3.793 .7932 2
7.23 .23
-1.0 -1.04 4
1974
11.5 11.55 5
3.897 .8979 9
7.31 .31
-0.6 -0.65 5
1975
11.4 11.49 9
3.985 .9853 3
7.40 .40
-0.7 -0.71 1
1976
11.7 11.73 3
4.041 .0413 3
7.51 .51
-0.4 -0.48 8
1977
11.9 11.93 3
4.104 .1043 3
7.62 .62
-0.2 -0.27 7
1978
12.0 12.08 8
4.177 .1775 5
7.74 .74
-0.1 -0.13 3
×y
0.65 0.6501 01 0.61 0.6185 85 0.55 0.5582 82 0.45 0.4535 35 0.36 0.3662 62 0.31 0.3101 01 0.24 0.2471 71 0.17 0.1740 40
-0.8 -0.89 9 -0.7 -0.79 9 -0.6 -0.68 8 -0.6 -0.60 0 -0.5 -0.52 2 -0.4 -0.41 1 -0.3 -0.30 0 -0.1 -0.18 8
1979
12.26
4.2850
7.85
0.06 0.06 0.0665 65
1980
12.43
4.4116
7.94
0.22
0.0602
0.02
1981
12.49
4.5098
8.05
0.28
0.1583
0.13
1982
12.42
4.5695
8.09
0.21
0.2181
0.17
1983
12.50
4.6012
8.17
0.30
0.2497
0.25
1984
12.71
4.6434
8.28
0.51
0.2920
0.36
1985
12.73
4.6784
8.35
0.53
0.3270
0.43
-0.0 -0.07 7
0.960 7 0.788 9 0.581 4 0.296 8 0.260 1 0.147 3 0.067 7 0.022 0 0.004 0 0.013 4 0.044 8 0.046 9 0.074 2 0.148 7 0.172 1
×y
1.314 2 1.013 8 0.712 7 0.395 5 0.368 3 0.194 5 0.082 6 0.022 7 0.004 0 0.003 9 0.037 1 0.036 8 0.075 0 0.182 8 0.225 1
×
0.57 82 0.49 17 0.38 20 0.27 40 0.18 99 0.12 70 0.07 45 0.03 12
0.422 7 0.382 6 0.311 6 0.205 7 0.134 1 0.096 2 0.061 1 0.030 3
0.791 0 0.631 9 0.468 2 0.365 1 0.268 9 0.167 6 0.091 0 0.032 1
0.00 45 0.00 11 0.02 08 0.03 73 0.06 30 0.10 48 0.13 99
0.004 4 0.003 6 0.025 1 0.047 6 0.062 4 0.085 3 0.106 9
0.004 6 0.000 3 0.017 2 0.029 3 0.063 7 0.128 9 0.183 0
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0.556733
0.958113
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•
Menggunakan program eviews mengestimasi dengan menggunakan perintah
Log(IMPOR) c Log(CPI) Log(GDP)
Dependent Variable: LOG(IMPOR) LOG(IMPOR) Method: Least Squares Date: 05/19/10 Time: 00:50 Sample: 1971 1990 Included observations: 20 Variable
Coefficient
Std. Error
t-Statistic
Prob.
C LOG(CPI) LOG(GDP)
2.195870 0.556733 0.958113
1.213659 0.730760 0.547074
1.809297 0.761856 1.751339
0.0881 0.4566 0.0979
R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat
0.972426 0.969182 0.127889 0.278046 14.37823 0.635820
Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)
Maka model regresi yang kita dapatkan adalah
12.20488 0.728501 -1.137823 -0.988463 299.7589 0.000000
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•
Kemudian Kemudian Kita estimasikan estimasikan dengan memasukkan data kedalam kedalam persamaan persamaan regresi regresi yang telah kita dapatkan tadi untuk mendapatkan nilai LnY
Tahun
LnImpor
LnCPI
LnGDP
( Ln LnY)
1971
10.73
3.70130
7.03
1972
10.93
3.73290
7.12
1973
11.16
3.79324
7.23
1974
11.55
3.89792
7.31
1975
11.49
3.98527
7.40
1976
11.73
4.04130
7.51
1977
11.93
4.10429
7.62
1978
12.08
4.17746
7.74
1979
12.26
4.28496
7.85
1980
12.43
4.41159
7.94
1981
12.49
4.50976
8.05
1982
12.42
4.56954
8.09
1983
12.50
4.60116
8.17
1984
12 71
4 64343
8 28
Y Ln 10.99 08 11.09 89 11.23 85 11.37 35 11.50 41 11.64 00 11.77 83 11.93 63 12.10 29 12.25 51 12.41 87 12.49 03 12.58 57 12.71 14
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•
Setelah mendapatkan Yf dan LnY, selanjutnya kita akan mencari
Untuk mencari
menggunakan rumus
Untuk mencari
menggunakan rumus
dan
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Tahun
Impor (Y)
CPI
GDP
Yf
lnY
antilog lnY
lnYf
56799.23 73 67383.07 60 81272.11 01 92801.51 17 105997.8 630
10.99 08 11.09 89 11.23 85 11.37 35 11.50 41
10.947 28 11.118 15 11.305 56 11.438 22 11.571 17
0.043 6 0.019 2 0.067 1 0.064 7 0.067 1
1971
45,579.00
40.5
1972
55,797.00
41.8
1973
44.4
1974
70,499.00 103,811.0 0
49.3
1975
98,185.00
53.8
1,128.6 0 1,240.4 0 1,385.5 0 1,501.0 0 1,635.2 0
1976
124,228.0 0
56.9
1,823.9 0
124013.2 372
11.64 00
11.728 14
0.088 1
113550.1 649
1977
151,907.0 0
60.6
2,031.4 0
143872.1 925
11.77 83
11.876 68
0.098 4
130391.9 248
1978
176,002.0 0
65.2
2,295.9 0
169166.9 007
11.93 63
12.038 64
0.102 3
152713.6 686
2,566.4 0 2,795.0
195486.5 440 218322.8
12.10 29 12.25
12.183 25 12.293
0.080 4 0.038
180392.4 438 210056.1
1979
212,007.0 0 249,750.0
72.6
59327.60 55 66099.73 39 76000.86 49 86985.78 56 99121.33 65
2528 2528.3 .368 683 3 1283.3421 5271.2451 5815.7261 6876.5265 10463.072 3 13480.267 7 16453.232 1 15094.100 2 -
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•
Selanjutny Selanjutnyaa kita mengestima mengestimasi si model regresi
dengan memasukkan
sehingga model persamaan regresi yang baru adalah
Dengan menggunakan eviews melakukan perintah IMPOR c CPI GDP
sebagai berikut
, Sehingga hasilnya adalah
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•
Selanjutnya kita mengestimasi model regresi memasukkan
dengan
sehingga model persamaan regresi yang baru adalah
Dengan menggunakan eviews melakukan perintah Log(IMPOR) c Log(CPI) Log(GDP)
hasilnya adalah sebagai berikut
, Sehingga
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•
Model yang dipilih adalah model log linear walaupun hasil kedua regrasi tersebut sama sama menunjukkan hasil yang signifikan yakni nilai dan nilai
signifikan secara statistik = 0.0421 ( p < 0.05 )
signifikan secara statistik = 0.0003 ( p < 0.05 ) akan tetapi nilai probabilitas model
linear = 0.0421 > daripada nilai probabilitas model log linear = 0.0003, sehingga model yang dipilih dan dianalisis adalah model log linear