Daftar Library
library(readxl)
library(olsrr)
## Warning: package 'olsrr' was built under R version 4.4.2
##
## Attaching package: 'olsrr'
## The following object is masked from 'package:datasets':
##
## rivers
library(lmtest)
## Warning: package 'lmtest' was built under R version 4.4.2
## Loading required package: zoo
## Warning: package 'zoo' was built under R version 4.4.2
##
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
##
## as.Date, as.Date.numeric
library (car)
## Loading required package: carData
Model Regresi Linear Berganda
model<- lm(Pertumbuhan_Ekonomi ~ Ekspor + Penerimaan_Perpajakan + Tingkat_Pengangguran, data = data)
summary (model)
##
## Call:
## lm(formula = Pertumbuhan_Ekonomi ~ Ekspor + Penerimaan_Perpajakan +
## Tingkat_Pengangguran, data = data)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1518941 -341078 -36772 516991 1043526
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -1.242e+07 4.132e+06 -3.005 0.019805 *
## Ekspor -2.600e+01 1.249e+01 -2.081 0.075975 .
## Penerimaan_Perpajakan 1.432e+01 1.877e+00 7.631 0.000123 ***
## Tingkat_Pengangguran 1.880e+06 5.958e+05 3.156 0.016017 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 870900 on 7 degrees of freedom
## Multiple R-squared: 0.959, Adjusted R-squared: 0.9414
## F-statistic: 54.54 on 3 and 7 DF, p-value: 3.204e-05
Normalitas
ks.test(model$residual, ecdf(model$residual))
##
## Exact one-sample Kolmogorov-Smirnov test
##
## data: model$residual
## D = 0.090909, p-value = 0.9999
## alternative hypothesis: two-sided
Homoskedastisitas
bptest(model)
##
## studentized Breusch-Pagan test
##
## data: model
## BP = 1.1631, df = 3, p-value = 0.7619
Multikolinearitas
ols_vif_tol(model)
## Variables Tolerance VIF
## 1 Ekspor 0.2170342 4.607569
## 2 Penerimaan_Perpajakan 0.1874068 5.335986
## 3 Tingkat_Pengangguran 0.6562076 1.523908
Autokorelasi
bgtest(model)
##
## Breusch-Godfrey test for serial correlation of order up to 1
##
## data: model
## LM test = 0.43407, df = 1, p-value = 0.51