#Memanggil Data
data<-read.table(file.choose(),header=T)
data
##      Y  X1   X2   X3
## 1 57.5  78 2.75 29.5
## 2 52.8  69 2.15 26.3
## 3 61.3  77 4.41 32.2
## 4 67.0  88 5.52 36.5
## 5 53.5  67 3.21 27.2
## 6 62.7  80 4.32 27.7
## 7 56.2  74 2.31 28.3
## 8 68.5  94 4.30 30.3
## 9 69.2 102 3.71 28.7
library(lmtest)
## Loading required package: zoo
## 
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric
##Regresi Linear Sederhana Model 1 (Y dan X1)
regm1=lm(Y~X1,data=data)

##UJI ASUMSI: Normalitas
#Uji Shapiro wilk
shapiro.test(resid(regm1))
## 
##  Shapiro-Wilk normality test
## 
## data:  resid(regm1)
## W = 0.87986, p-value = 0.1565
##UJI ASUMSI: Non-heteroskedastisitas
#Uji Glejser
e1=resid(regm1) #mencari residual
e1
##          1          2          3          4          5          6          7 
## -1.9127561 -1.9510242  2.4052142  2.4075419 -0.2150838  2.2513035 -1.1408752 
##          8          9 
##  0.7997207 -2.6440410
ae1=abs(e1) #absolute residual
ae1
##         1         2         3         4         5         6         7         8 
## 1.9127561 1.9510242 2.4052142 2.4075419 0.2150838 2.2513035 1.1408752 0.7997207 
##         9 
## 2.6440410
regae1=lm(ae1~X1,data=data)
summary(regae1)
## 
## Call:
## lm(formula = ae1 ~ X1, data = data)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -1.3200 -0.4062  0.2952  0.5324  0.7722 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.57193    2.04979  -0.279    0.788
## X1           0.02864    0.02508   1.142    0.291
## 
## Residual standard error: 0.8219 on 7 degrees of freedom
## Multiple R-squared:  0.157,  Adjusted R-squared:  0.03657 
## F-statistic: 1.304 on 1 and 7 DF,  p-value: 0.2911
#Uji Breush-Pagan
bptest(regm1)
## 
##  studentized Breusch-Pagan test
## 
## data:  regm1
## BP = 1.715, df = 1, p-value = 0.1903
##UJI ASUMSI: Non-autokorelasi
#Uji Durbin Watson
dwtest(regm1)
## 
##  Durbin-Watson test
## 
## data:  regm1
## DW = 1.785, p-value = 0.2872
## alternative hypothesis: true autocorrelation is greater than 0
#Uji Breush-Godfrey
bgtest(regm1)
## 
##  Breusch-Godfrey test for serial correlation of order up to 1
## 
## data:  regm1
## LM test = 0.033549, df = 1, p-value = 0.8547
##Regresi Linear Sederhana Model 1
summary(regm1)
## 
## Call:
## lm(formula = Y ~ X1, data = data)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -2.6440 -1.9128 -0.2151  2.2513  2.4075 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) 19.01108    5.42272   3.506 0.009915 ** 
## X1           0.51797    0.06635   7.807 0.000106 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 2.174 on 7 degrees of freedom
## Multiple R-squared:  0.897,  Adjusted R-squared:  0.8823 
## F-statistic: 60.95 on 1 and 7 DF,  p-value: 0.0001065
library(lmtest)
##Regresi Linear Sederhana Model 2 (Y dan X2)
regm2=lm(Y~X2,data=data)

##UJI ASUMSI: Normalitas
#Uji Shapiro wilk
shapiro.test(resid(regm2))
## 
##  Shapiro-Wilk normality test
## 
## data:  resid(regm2)
## W = 0.93927, p-value = 0.5742
##UJI ASUMSI: Non-heteroskedastisitas
#Uji Glejser
e2=resid(regm2) #mencari residual
e2
##          1          2          3          4          5          6          7 
##  0.3353100 -1.7757020 -3.0275565 -2.1171842 -5.6495807 -1.2392084  0.9339012 
##          8          9 
##  4.6470912  7.8929294
ae2=abs(e2) #absolute residual
ae2
##         1         2         3         4         5         6         7         8 
## 0.3353100 1.7757020 3.0275565 2.1171842 5.6495807 1.2392084 0.9339012 4.6470912 
##         9 
## 7.8929294
regae2=lm(ae2~X2,data=data)
summary(regae2)
## 
## Call:
## lm(formula = ae2 ~ X2, data = data)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -2.3452 -1.7837 -0.6405  1.2837  4.7895 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)
## (Intercept)   1.4690     3.1460   0.467    0.655
## X2            0.4406     0.8321   0.529    0.613
## 
## Residual standard error: 2.631 on 7 degrees of freedom
## Multiple R-squared:  0.03851,    Adjusted R-squared:  -0.09885 
## F-statistic: 0.2804 on 1 and 7 DF,  p-value: 0.6128
#Uji Breush-Pagan
bptest(regm2)
## 
##  studentized Breusch-Pagan test
## 
## data:  regm2
## BP = 0.072359, df = 1, p-value = 0.7879
##UJI ASUMSI: Non-autokorelasi
#Uji Durbin Watson
dwtest(regm2)
## 
##  Durbin-Watson test
## 
## data:  regm2
## DW = 0.50193, p-value = 0.002713
## alternative hypothesis: true autocorrelation is greater than 0
#Uji Breush-Godfrey
bgtest(regm2)
## 
##  Breusch-Godfrey test for serial correlation of order up to 1
## 
## data:  regm2
## LM test = 5.4817, df = 1, p-value = 0.01922
##Regresi Linear Sederhana Model 2
summary(regm2)
## 
## Call:
## lm(formula = Y ~ X2, data = data)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -5.6496 -2.1172 -1.2392  0.9339  7.8929 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)   45.298      5.254   8.621 5.64e-05 ***
## X2             4.315      1.390   3.105   0.0172 *  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 4.394 on 7 degrees of freedom
## Multiple R-squared:  0.5793, Adjusted R-squared:  0.5192 
## F-statistic:  9.64 on 1 and 7 DF,  p-value: 0.0172
library(lmtest)
##Regresi Linear Sederhana Model 3 (Y dan X3)
regm3=lm(Y~X3,data=data)

##UJI ASUMSI: Normalitas
#Uji Shapiro wilk
shapiro.test(resid(regm3))
## 
##  Shapiro-Wilk normality test
## 
## data:  resid(regm3)
## W = 0.81761, p-value = 0.03238
##UJI ASUMSI: Non-heteroskedastisitas
#Uji Glejser
e3=resid(regm3) #mencari residual
e3
##         1         2         3         4         5         6         7         8 
## -3.314678 -4.366959 -2.592442 -1.794065 -4.692880  3.937164 -3.246783  6.773392 
##         9 
##  9.297252
ae3=abs(e3) #absolute residual
ae3
##        1        2        3        4        5        6        7        8 
## 3.314678 4.366959 2.592442 1.794065 4.692880 3.937164 3.246783 6.773392 
##        9 
## 9.297252
regae3=lm(ae3~X3,data=data)
summary(regae3)
## 
## Call:
## lm(formula = ae3 ~ X3, data = data)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -1.6039 -1.0955 -1.0751 -0.4915  4.5679 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)
## (Intercept)  13.4360     7.5924    1.77    0.120
## X3           -0.3034     0.2550   -1.19    0.273
## 
## Residual standard error: 2.246 on 7 degrees of freedom
## Multiple R-squared:  0.1682, Adjusted R-squared:  0.0494 
## F-statistic: 1.416 on 1 and 7 DF,  p-value: 0.2729
#Uji Breush-Pagan
bptest(regm3)
## 
##  studentized Breusch-Pagan test
## 
## data:  regm3
## BP = 0.62733, df = 1, p-value = 0.4283
##UJI ASUMSI: Non-autokorelasi
#Uji Durbin Watson
dwtest(regm3)
## 
##  Durbin-Watson test
## 
## data:  regm3
## DW = 1.117, p-value = 0.08255
## alternative hypothesis: true autocorrelation is greater than 0
#Uji Breush-Godfrey
bgtest(regm3)
## 
##  Breusch-Godfrey test for serial correlation of order up to 1
## 
## data:  regm3
## LM test = 0.80317, df = 1, p-value = 0.3701
##Hasil Regresi Linear Sederhana Model 3
summary(regm3)
## 
## Call:
## lm(formula = Y ~ X3, data = data)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -4.693 -3.315 -2.592  3.937  9.297 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)
## (Intercept)  27.1873    18.9650   1.434    0.195
## X3            1.1399     0.6369   1.790    0.117
## 
## Residual standard error: 5.611 on 7 degrees of freedom
## Multiple R-squared:  0.314,  Adjusted R-squared:  0.216 
## F-statistic: 3.204 on 1 and 7 DF,  p-value: 0.1166
library(lmtest)
library(car)
## Loading required package: carData
##Regresi Linear Berganda Model 4 (Y dengan X1, X2, X3)
regrlb=lm(Y~X1+X2+X3,data=data)

##Pendeteksi Multikolinearitas
vif(regrlb)
##       X1       X2       X3 
## 1.403219 3.093549 2.607991
##UJI ASUMSI: Normalitas
#Uji Shapiro wilk
shapiro.test(resid(regrlb))
## 
##  Shapiro-Wilk normality test
## 
## data:  resid(regrlb)
## W = 0.93208, p-value = 0.5014
##UJI ASUMSI: Non-heteroskedastisitas
#Uji Glejser
e=resid(regrlb) #mencari residual
e
##          1          2          3          4          5          6          7 
## -0.2980857 -0.2141744  0.4714083 -0.4745650 -0.9524106  0.4760829  0.9274363 
##          8          9 
##  0.7466056 -0.6822975
ae=abs(e) #absolute residual
ae
##         1         2         3         4         5         6         7         8 
## 0.2980857 0.2141744 0.4714083 0.4745650 0.9524106 0.4760829 0.9274363 0.7466056 
##         9 
## 0.6822975
regae=lm(ae1~X1+X2+X3,data=data)
summary(regae)
## 
## Call:
## lm(formula = ae1 ~ X1 + X2 + X3, data = data)
## 
## Residuals:
##        1        2        3        4        5        6        7        8 
##  0.21222  0.67315  0.58198  0.05159 -1.04846  0.69574 -0.39456 -1.26770 
##        9 
##  0.49604 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)
## (Intercept) -2.18081    4.52066  -0.482    0.650
## X1           0.02254    0.03403   0.662    0.537
## X2          -0.03484    0.52375  -0.067    0.950
## X3           0.07521    0.17257   0.436    0.681
## 
## Residual standard error: 0.9415 on 5 degrees of freedom
## Multiple R-squared:  0.2099, Adjusted R-squared:  -0.2641 
## F-statistic: 0.4428 on 3 and 5 DF,  p-value: 0.7328
#Uji Breush-Pagan
bptest(regrlb)
## 
##  studentized Breusch-Pagan test
## 
## data:  regrlb
## BP = 0.52402, df = 3, p-value = 0.9136
##UJI ASUMSI: Non-autokorelasi
#Uji Durbin Watson
dwtest(regrlb)
## 
##  Durbin-Watson test
## 
## data:  regrlb
## DW = 1.6446, p-value = 0.1165
## alternative hypothesis: true autocorrelation is greater than 0
#Uji Breush-Godfrey
bgtest(regrlb)
## 
##  Breusch-Godfrey test for serial correlation of order up to 1
## 
## data:  regrlb
## LM test = 0.51249, df = 1, p-value = 0.4741
##Hasil Regresi Linear Berganda Model 4
summary(regrlb)
## 
## Call:
## lm(formula = Y ~ X1 + X2 + X3, data = data)
## 
## Residuals:
##       1       2       3       4       5       6       7       8       9 
## -0.2981 -0.2142  0.4714 -0.4746 -0.9524  0.4761  0.9274  0.7466 -0.6823 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) 21.87353    4.07389   5.369  0.00302 ** 
## X1           0.41277    0.03067  13.460 4.05e-05 ***
## X2           2.20267    0.47199   4.667  0.00550 ** 
## X3          -0.07895    0.15551  -0.508  0.63330    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.8484 on 5 degrees of freedom
## Multiple R-squared:  0.9888, Adjusted R-squared:  0.9821 
## F-statistic: 147.1 on 3 and 5 DF,  p-value: 2.696e-05