Asumsi Klasik

Uji Asumsi Klasik:

autokorelasi, heteroskedastisitas, multikolineritas

Tipe Data: cross-section

obs INFLRATE UNRATE PCON GDP • regress unrate inflrate pcon gdp
• estat hettest
1960 1.7 5.5 61284 78221 • estat hettest, iid
• estat hettest, fstat
1961 1 6.7 68814 83326

1962 1 5.5 76766 90490

1963 1.3 5.7 73576 92692

1964 1.3 5.2 73256 94814

1965 1.6 4.5 67502 92590

1966 2.9 3.8 78832 101419

1967 3.1 3.8 80240 105267

1968 4.2 3.6 84477 112149

1969 5.5 3.5 86038 116078

1970 5.7 4.9 96275 122040

1971 4.4 5.9 101292 128578

1972 3.2 5.6 105448 136851

1973 6.2 4.9 114570 144734

1974 11 5.6 120477 152846

1975 9.1 8.5 133868 164318

1976 5.8 7.7 148004 172414

1977 6.5 7.1 149735 178433

1978 7.6 6.1 155200 185753

1979 11.3 5.8 154165 192059

Tipe Data: time series

obs INFLRATE UNRATE PCON GDP • generate tahun = obs
• format %ty tahun
1960 1.7 5.5 61284 78221 • tsset tahun, yearly

1961 1 6.7 68814 83326 • regress unrate inflrate pcon gdp
• estat bgodfrey
1962 1 5.5 76766 90490 • estat dwatson
• estat vif
1963 1.3 5.7 73576 92692 • estat hettest
• estat hettest, iid
1964 1.3 5.2 73256 94814 • estat hettest, fstat

1965 1.6 4.5 67502 92590

1966 2.9 3.8 78832 101419

1967 3.1 3.8 80240 105267

1968 4.2 3.6 84477 112149

1969 5.5 3.5 86038 116078

1970 5.7 4.9 96275 122040

1971 4.4 5.9 101292 128578

1972 3.2 5.6 105448 136851

1973 6.2 4.9 114570 144734

1974 11 5.6 120477 152846

1975 9.1 8.5 133868 164318

1976 5.8 7.7 148004 172414

1977 6.5 7.1 149735 178433

1978 7.6 6.1 155200 185753

1979 11.3 5.8 154165 192059

Tipe Data: panel

obs INFLRATE UNRATE Country PCON GDP • generate cs = 1 if country == "A"
• replace cs = 2 if country == "B"
1960 1.7 5.5A 61284 78221 • replace cs = 3 if country == "C"
• replace cs = 4 if country == "D"
1960 1 6.7B 68814 83326 • replace cs = 5 if country == "E"
• format %ty tahun
1960 1 5.5C 76766 90490 • xtset cs tahun, yearly

1960 1.3 5.7D 73576 92692 • xtreg unrate inflrate pcon gdp, fe
• xtreg unrate inflrate pcon gdp, re
1960 1.3 5.2E 73256 94814

1961 1.6 4.5A 67502 92590

1961 2.9 3.8B 78832 101419

1961 3.1 3.8C 80240 105267

1961 4.2 3.6D 84477 112149

1961 5.5 3.5E 86038 116078

1962 5.7 4.9A 96275 122040

1962 4.4 5.9B 101292 128578

1962 3.2 5.6C 105448 136851

1962 6.2 4.9D 114570 144734

1962 11 5.6E 120477 152846

1963 9.1 8.5A 133868 164318

1963 5.8 7.7B 148004 172414

1963 6.5 7.1C 149735 178433

1963 7.6 6.1D 155200 185753

1963 11.3 5.8 E 154165 192059

terima kasih