Training Reviews

 

Subject	:	Statistik Multivariate & Econometric
Lecturer	:	Dr. Imam Asngari, M.Sc
Student
NIM	:	01023622328001
Name	:	Erfan Robyardi
Semester	:	2 (Two)

M1 Dependent Data Analysis

Descriptive Statistics

Data 1952 -1966

	M1	GDP	PR	RS
Mean	445.0064	632.4190	0.514106	5.412928
Median	298.3990	374.3000	0.383802	5.057500
Maximum	1219.420	1948.225	1.110511	15.08733
Minimum	126.5370	87.87500	0.197561	0.814333
Std. Dev.	344.8315	564.2441	0.303483	2.908939
Skewness	0.997776	0.845880	0.592712	0.986782
Kurtosis	2.687096	2.345008	1.829239	4.049883
Jarque-Bera	30.60101	24.68300	20.81933	37.47907
Probability	0.000000	0.000004	0.000030	0.000000
Sum	80101.16	113835.4	92.53909	974.3270
Sum Sq. Dev.	21284672	56988478	16.48625	1514,685
Observations	180	180	180	180

Information:
M1	=	The amount of money requested for transactions (Million USD)
GDP	=	Gross Domestic Product ( Million USD)
PR	=	Profit rate (profit to sales ratio)
RS	=	Rate of Sales (Sales Rate is the ratio of sales distribution rates goods and services)

Money Demand Model (M1) Dependent Variable: LNM1   Method: Least Squares   Date: 09/25/23 Time: 13:21   Sample (adjusted): 1952Q2 1966Q4 Included observations: 59 after adjustments White heteroskedasticity-consistent standard errors & covariance                       Variables Coefficient Std. Error t-Statistics Prob.                     C 0.772403 0.296627 2.603951 0.0119 LNGDP 0.289900 0.089716 3.231292 0.0021 PR -1.351771 0.552503 -2.446631 0.0178 D(LNPR) 0.651955 0.346339 1.882421 0.0653 RS -0.006613 0.001856 -3.562160 0.0008 LNM1(-1) 0.629371 0.121498 5.180076 0.0000                     R-squared 0.992953 Mean dependent var 4.998212 Adjusted R-squared 0.992288 SD dependent var 0.102276 SE of regression 0.008982 Akaike info criterion -6.491111 Sum squared resid 0.004276 Schwarz criterion -6.279836 Log likelihood 197.4878 Hannan-Quinn Criter. -6.408638 F-statistic 1493,530 Durbin-Watson stat 2.064199 Prob(F-statistic) 0.000000 Wald F-statistic 1321,777 Prob(Wald F-statistic) 0.000000

OLS Assumtions Residual Normalty  Test  Ho: residuals are normally distributed H1: residuals are not normally distributed The Jargue-Berra Test probability value = 0.18 > 0.05 so Ho is accepted, which means the residual has a normal distribution.