library(readxl)
library(lmtest)
## Warning: package 'lmtest' was built under R version 4.3.3
## Loading required package: zoo
## Warning: package 'zoo' was built under R version 4.3.2
##
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
##
## as.Date, as.Date.numeric
library(car)
## Loading required package: carData
margin <- read_excel("C:/Users/Asus/Downloads/cobacoba.xlsx", col_names = TRUE)
margin
1. X1 terhadap Y1
model1 <- lm(y1 ~ x1, data = margin)
summary(model1)
##
## Call:
## lm(formula = y1 ~ x1, data = margin)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.8187 -1.8184 -0.4917 1.7926 6.6111
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.3572 1.0014 0.357 0.725
## x1 -0.1870 0.8458 -0.221 0.827
##
## Residual standard error: 2.88 on 21 degrees of freedom
## Multiple R-squared: 0.002322, Adjusted R-squared: -0.04519
## F-statistic: 0.04887 on 1 and 21 DF, p-value: 0.8272
2. X2 terhadap Y1
model2 <- lm(y1 ~ x2, data = margin)
summary(model2)
##
## Call:
## lm(formula = y1 ~ x2, data = margin)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.683 -1.873 -0.583 1.720 6.762
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.26977 1.52513 0.177 0.861
## x2 -0.02104 0.32847 -0.064 0.950
##
## Residual standard error: 2.883 on 21 degrees of freedom
## Multiple R-squared: 0.0001953, Adjusted R-squared: -0.04741
## F-statistic: 0.004101 on 1 and 21 DF, p-value: 0.9495
3. X1 terhadap Y2
model3 <- lm(y2 ~ x1, data = margin)
summary(model3)
##
## Call:
## lm(formula = y2 ~ x1, data = margin)
##
## Residuals:
## Min 1Q Median 3Q Max
## -2.1239 -1.3580 -0.1117 1.0900 4.5429
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 2.4440 0.6040 4.046 0.000582 ***
## x1 -0.2593 0.5102 -0.508 0.616529
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.737 on 21 degrees of freedom
## Multiple R-squared: 0.01215, Adjusted R-squared: -0.03489
## F-statistic: 0.2584 on 1 and 21 DF, p-value: 0.6165
4. X2 terhadap Y2
model4 <- lm(y2 ~ x2, data = margin)
summary(model4)
##
## Call:
## lm(formula = y2 ~ x2, data = margin)
##
## Residuals:
## Min 1Q Median 3Q Max
## -2.8187 -0.8220 -0.2955 0.5084 4.3661
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.7626 0.8595 0.887 0.3850
## x2 0.3364 0.1851 1.818 0.0834 .
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.624 on 21 degrees of freedom
## Multiple R-squared: 0.1359, Adjusted R-squared: 0.09478
## F-statistic: 3.303 on 1 and 21 DF, p-value: 0.08343
5. X1 X2 terhadap Y1
model5 <- lm(y1 ~ x1 + x2, data = margin)
summary(model5)
##
## Call:
## lm(formula = y1 ~ x1 + x2, data = margin)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.8197 -1.8258 -0.5119 1.7878 6.6313
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.43123 1.73509 0.249 0.806
## x1 -0.18493 0.86753 -0.213 0.833
## x2 -0.01782 0.33654 -0.053 0.958
##
## Residual standard error: 2.95 on 20 degrees of freedom
## Multiple R-squared: 0.002462, Adjusted R-squared: -0.09729
## F-statistic: 0.02468 on 2 and 20 DF, p-value: 0.9757
6. X1 X2 terhadap Y2
model6 <- lm(y2 ~ x1 + x2, data = margin)
summary(model6)
##
## Call:
## lm(formula = y2 ~ x1 + x2, data = margin)
##
## Residuals:
## Min 1Q Median 3Q Max
## -2.8243 -0.9726 -0.2356 0.6935 4.1545
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 1.0235 0.9697 1.055 0.3038
## x1 -0.2989 0.4849 -0.616 0.5446
## x2 0.3417 0.1881 1.816 0.0843 .
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.649 on 20 degrees of freedom
## Multiple R-squared: 0.152, Adjusted R-squared: 0.06724
## F-statistic: 1.793 on 2 and 20 DF, p-value: 0.1922
uji normalitas
# Shapiro-Wilk Test
shapiro.test(resid(model1))
##
## Shapiro-Wilk normality test
##
## data: resid(model1)
## W = 0.94767, p-value = 0.2617
# Plot QQ untuk visual
qqnorm(resid(model1))
qqline(resid(model1), col = "red")
H₀ : Residual berdistribusi normal. H₁ : Residual tidak berdistribusi
normal. > 0.05, tak tolak H0 kalo tidak normal, bisa menggunakan
boxcox
uji heteros
bptest(model1)
##
## studentized Breusch-Pagan test
##
## data: model1
## BP = 0.58386, df = 1, p-value = 0.4448
H0: homoskesdas
uji autokol
dwtest(model1)
##
## Durbin-Watson test
##
## data: model1
## DW = 1.2975, p-value = 0.0409
## alternative hypothesis: true autocorrelation is greater than 0
ada autokol karena data time series HARUS PAKE REGRESI TIME SERIESSS ARRGGHH
uji rataan sisaan = 0
t.test(resid(model1), mu = 0)
##
## One Sample t-test
##
## data: resid(model1)
## t = 2.0161e-16, df = 22, p-value = 1
## alternative hypothesis: true mean is not equal to 0
## 95 percent confidence interval:
## -1.216586 1.216586
## sample estimates:
## mean of x
## 1.182723e-16
uji multikol ((dipake untuk lebih dr 1 variabel x))
vif(model5)
## x1 x2
## 1.002019 1.002019