load library sama dataset
bikin model
model <- lm(Consum2 ~ Prod + Ex + Import + HargaKopi + HargaTeh + HargaGula + GDPPerCapita)
summary(model)
##
## Call:
## lm(formula = Consum2 ~ Prod + Ex + Import + HargaKopi + HargaTeh +
## HargaGula + GDPPerCapita)
##
## Residuals:
## Min 1Q Median 3Q Max
## -13935 -8548 -1583 5462 18695
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 2.631e+04 6.276e+04 0.419 0.6839
## Prod 2.261e-01 9.615e-02 2.351 0.0405 *
## Ex -2.019e-01 1.104e-01 -1.829 0.0974 .
## Import -2.105e-01 2.570e-01 -0.819 0.4319
## HargaKopi 6.156e-03 3.358e-03 1.833 0.0967 .
## HargaTeh -1.415e-03 9.609e-04 -1.473 0.1716
## HargaGula 5.758e-03 4.614e-03 1.248 0.2405
## GDPPerCapita 2.441e-03 3.780e-03 0.646 0.5330
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 13840 on 10 degrees of freedom
## Multiple R-squared: 0.9719, Adjusted R-squared: 0.9522
## F-statistic: 49.33 on 7 and 10 DF, p-value: 5.855e-07
dwt(model)
## lag Autocorrelation D-W Statistic p-value
## 1 0.229831 1.499101 0.066
## Alternative hypothesis: rho != 0
all possible regression
ols_step_all_possible(model)
## Index N Predictors R-Square
## 7 1 1 GDPPerCapita 0.9493049
## 4 2 1 HargaKopi 0.9127416
## 6 3 1 HargaGula 0.9047109
## 5 4 1 HargaTeh 0.8550292
## 1 5 1 Prod 0.5623706
## 3 6 1 Import 0.2603201
## 2 7 1 Ex 0.2278031
## 13 8 2 Prod GDPPerCapita 0.9570369
## 28 9 2 HargaGula GDPPerCapita 0.9519047
## 18 10 2 Ex GDPPerCapita 0.9517324
## 25 11 2 HargaKopi GDPPerCapita 0.9501452
## 27 12 2 HargaTeh GDPPerCapita 0.9496469
## 22 13 2 Import GDPPerCapita 0.9493183
## 24 14 2 HargaKopi HargaGula 0.9422395
## 10 15 2 Prod HargaKopi 0.9387273
## 15 16 2 Ex HargaKopi 0.9224155
## 23 17 2 HargaKopi HargaTeh 0.9140801
## 19 18 2 Import HargaKopi 0.9132436
## 21 19 2 Import HargaGula 0.9103213
## 26 20 2 HargaTeh HargaGula 0.9098461
## 12 21 2 Prod HargaGula 0.9071761
## 17 22 2 Ex HargaGula 0.9051568
## 11 23 2 Prod HargaTeh 0.8716971
## 16 24 2 Ex HargaTeh 0.8590815
## 20 25 2 Import HargaTeh 0.8556759
## 8 26 2 Prod Ex 0.7084638
## 9 27 2 Prod Import 0.6707955
## 14 28 2 Ex Import 0.5377044
## 33 29 3 Prod Ex GDPPerCapita 0.9611449
## 40 30 3 Prod HargaKopi GDPPerCapita 0.9591329
## 37 31 3 Prod Import GDPPerCapita 0.9574448
## 43 32 3 Prod HargaGula GDPPerCapita 0.9573697
## 42 33 3 Prod HargaTeh GDPPerCapita 0.9570374
## 62 34 3 HargaKopi HargaGula GDPPerCapita 0.9531640
## 50 35 3 Ex HargaKopi GDPPerCapita 0.9530250
## 53 36 3 Ex HargaGula GDPPerCapita 0.9529484
## 47 37 3 Ex Import GDPPerCapita 0.9524645
## 59 38 3 Import HargaGula GDPPerCapita 0.9520296
## 63 39 3 HargaTeh HargaGula GDPPerCapita 0.9519321
## 52 40 3 Ex HargaTeh GDPPerCapita 0.9518934
## 61 41 3 HargaKopi HargaTeh GDPPerCapita 0.9501638
## 56 42 3 Import HargaKopi GDPPerCapita 0.9501570
## 58 43 3 Import HargaTeh GDPPerCapita 0.9496484
## 39 44 3 Prod HargaKopi HargaGula 0.9494876
## 30 45 3 Prod Ex HargaKopi 0.9484688
## 60 46 3 HargaKopi HargaTeh HargaGula 0.9470886
## 49 47 3 Ex HargaKopi HargaGula 0.9430144
## 55 48 3 Import HargaKopi HargaGula 0.9422570
## 38 49 3 Prod HargaKopi HargaTeh 0.9394589
## 34 50 3 Prod Import HargaKopi 0.9387576
## 32 51 3 Prod Ex HargaGula 0.9238717
## 44 52 3 Ex Import HargaKopi 0.9228308
## 48 53 3 Ex HargaKopi HargaTeh 0.9225651
## 54 54 3 Import HargaKopi HargaTeh 0.9145741
## 36 55 3 Prod Import HargaGula 0.9142795
## 57 56 3 Import HargaTeh HargaGula 0.9129450
## 41 57 3 Prod HargaTeh HargaGula 0.9123793
## 46 58 3 Ex Import HargaGula 0.9105057
## 51 59 3 Ex HargaTeh HargaGula 0.9099658
## 31 60 3 Prod Ex HargaTeh 0.8841207
## 35 61 3 Prod Import HargaTeh 0.8744811
## 45 62 3 Ex Import HargaTeh 0.8626238
## 29 63 3 Prod Ex Import 0.7167238
## 70 64 4 Prod Ex HargaKopi GDPPerCapita 0.9636310
## 73 65 4 Prod Ex HargaGula GDPPerCapita 0.9616979
## 67 66 4 Prod Ex Import GDPPerCapita 0.9615835
## 72 67 4 Prod Ex HargaTeh GDPPerCapita 0.9612104
## 81 68 4 Prod HargaKopi HargaTeh GDPPerCapita 0.9600779
## 82 69 4 Prod HargaKopi HargaGula GDPPerCapita 0.9595685
## 76 70 4 Prod Import HargaKopi GDPPerCapita 0.9592458
## 79 71 4 Prod Import HargaGula GDPPerCapita 0.9578428
## 69 72 4 Prod Ex HargaKopi HargaGula 0.9577517
## 78 73 4 Prod Import HargaTeh GDPPerCapita 0.9574532
## 83 74 4 Prod HargaTeh HargaGula GDPPerCapita 0.9574268
## 80 75 4 Prod HargaKopi HargaTeh HargaGula 0.9562470
## 98 76 4 HargaKopi HargaTeh HargaGula GDPPerCapita 0.9544859
## 92 77 4 Ex HargaKopi HargaGula GDPPerCapita 0.9544515
## 89 78 4 Ex Import HargaGula GDPPerCapita 0.9536455
## 86 79 4 Ex Import HargaKopi GDPPerCapita 0.9534299
## 96 80 4 Import HargaKopi HargaGula GDPPerCapita 0.9531743
## 91 81 4 Ex HargaKopi HargaTeh GDPPerCapita 0.9530851
## 93 82 4 Ex HargaTeh HargaGula GDPPerCapita 0.9529584
## 64 83 4 Prod Ex Import HargaKopi 0.9525919
## 88 84 4 Ex Import HargaTeh GDPPerCapita 0.9525182
## 97 85 4 Import HargaTeh HargaGula GDPPerCapita 0.9520929
## 68 86 4 Prod Ex HargaKopi HargaTeh 0.9508478
## 95 87 4 Import HargaKopi HargaTeh GDPPerCapita 0.9501758
## 75 88 4 Prod Import HargaKopi HargaGula 0.9496734
## 90 89 4 Ex HargaKopi HargaTeh HargaGula 0.9479524
## 94 90 4 Import HargaKopi HargaTeh HargaGula 0.9472097
## 85 91 4 Ex Import HargaKopi HargaGula 0.9432833
## 74 92 4 Prod Import HargaKopi HargaTeh 0.9395128
## 71 93 4 Prod Ex HargaTeh HargaGula 0.9253449
## 66 94 4 Prod Ex Import HargaGula 0.9239117
## 84 95 4 Ex Import HargaKopi HargaTeh 0.9229305
## 77 96 4 Prod Import HargaTeh HargaGula 0.9166332
## 87 97 4 Ex Import HargaTeh HargaGula 0.9131423
## 65 98 4 Prod Ex Import HargaTeh 0.8843258
## 105 99 5 Prod Ex HargaKopi HargaTeh HargaGula 0.9681491
## 106 100 5 Prod Ex HargaKopi HargaTeh GDPPerCapita 0.9657261
## 101 101 5 Prod Ex Import HargaKopi GDPPerCapita 0.9650890
## 107 102 5 Prod Ex HargaKopi HargaGula GDPPerCapita 0.9643420
## 108 103 5 Prod Ex HargaTeh HargaGula GDPPerCapita 0.9621087
## 104 104 5 Prod Ex Import HargaGula GDPPerCapita 0.9620969
## 113 105 5 Prod HargaKopi HargaTeh HargaGula GDPPerCapita 0.9620967
## 103 106 5 Prod Ex Import HargaTeh GDPPerCapita 0.9616150
## 100 107 5 Prod Ex Import HargaKopi HargaGula 0.9602633
## 110 108 5 Prod Import HargaKopi HargaTeh GDPPerCapita 0.9602404
## 111 109 5 Prod Import HargaKopi HargaGula GDPPerCapita 0.9597158
## 112 110 5 Prod Import HargaTeh HargaGula GDPPerCapita 0.9580107
## 109 111 5 Prod Import HargaKopi HargaTeh HargaGula 0.9567845
## 118 112 5 Ex HargaKopi HargaTeh HargaGula GDPPerCapita 0.9557636
## 99 113 5 Prod Ex Import HargaKopi HargaTeh 0.9554393
## 116 114 5 Ex Import HargaKopi HargaGula GDPPerCapita 0.9548046
## 119 115 5 Import HargaKopi HargaTeh HargaGula GDPPerCapita 0.9545367
## 117 116 5 Ex Import HargaTeh HargaGula GDPPerCapita 0.9537291
## 115 117 5 Ex Import HargaKopi HargaTeh GDPPerCapita 0.9535322
## 114 118 5 Ex Import HargaKopi HargaTeh HargaGula 0.9485606
## 102 119 5 Prod Ex Import HargaTeh HargaGula 0.9253456
## 120 120 6 Prod Ex Import HargaKopi HargaTeh HargaGula 0.9706833
## 124 121 6 Prod Ex HargaKopi HargaTeh HargaGula GDPPerCapita 0.9699688
## 121 122 6 Prod Ex Import HargaKopi HargaTeh GDPPerCapita 0.9674746
## 122 123 6 Prod Ex Import HargaKopi HargaGula GDPPerCapita 0.9657521
## 125 124 6 Prod Import HargaKopi HargaTeh HargaGula GDPPerCapita 0.9624467
## 123 125 6 Prod Ex Import HargaTeh HargaGula GDPPerCapita 0.9623995
## 126 126 6 Ex Import HargaKopi HargaTeh HargaGula GDPPerCapita 0.9562967
## 127 127 7 Prod Ex Import HargaKopi HargaTeh HargaGula GDPPerCapita 0.9718567
## Adj. R-Square Mallow's Cp
## 7 0.9461365 4.013165
## 4 0.9072880 17.004977
## 6 0.8987553 19.858489
## 5 0.8459686 37.511551
## 1 0.5350188 141.500124
## 3 0.2140901 248.825844
## 2 0.1795408 260.379900
## 13 0.9513085 3.265803
## 28 0.9454920 5.089395
## 18 0.9452968 5.150609
## 25 0.9434979 5.714577
## 27 0.9429331 5.891655
## 22 0.9425607 6.008411
## 24 0.9345382 8.523660
## 10 0.9305576 9.771657
## 15 0.9120709 15.567617
## 23 0.9026241 18.529375
## 19 0.9016761 18.826603
## 21 0.8983642 19.864961
## 26 0.8978256 20.033823
## 12 0.8947996 20.982538
## 17 0.8925110 21.700051
## 11 0.8545901 33.589058
## 16 0.8402923 38.071703
## 20 0.8364327 39.281786
## 8 0.6695923 91.589737
## 9 0.6269016 104.974161
## 14 0.4760650 152.264616
## 33 0.9528188 3.806154
## 40 0.9503756 4.521061
## 37 0.9483259 5.120862
## 43 0.9482346 5.147566
## 42 0.9478312 5.265619
## 62 0.9431278 6.641930
## 50 0.9429589 6.691350
## 53 0.9428659 6.718544
## 47 0.9422783 6.890492
## 59 0.9417503 7.045008
## 63 0.9416318 7.079663
## 52 0.9415849 7.093406
## 61 0.9394846 7.708002
## 56 0.9394763 7.710415
## 58 0.9388587 7.891130
## 39 0.9386635 7.948256
## 30 0.9374263 8.310277
## 60 0.9357505 8.800671
## 49 0.9308033 10.248321
## 55 0.9298834 10.517475
## 38 0.9264858 11.511680
## 34 0.9256342 11.760879
## 32 0.9075585 17.050201
## 44 0.9062946 17.420042
## 48 0.9059719 17.514464
## 54 0.8962685 20.353853
## 36 0.8959108 20.458540
## 57 0.8942904 20.932694
## 41 0.8936035 21.133700
## 46 0.8913283 21.799466
## 51 0.8906728 21.991291
## 31 0.8592895 31.174658
## 35 0.8475842 34.599835
## 45 0.8331860 38.813026
## 29 0.6560217 90.654770
## 70 0.9524406 4.922760
## 73 0.9499127 5.609635
## 67 0.9497631 5.650292
## 72 0.9492751 5.782863
## 81 0.9477941 6.185286
## 82 0.9471281 6.366268
## 76 0.9467061 6.480923
## 79 0.9448713 6.979470
## 69 0.9447523 7.011811
## 78 0.9443619 7.117892
## 83 0.9443273 7.127274
## 80 0.9427845 7.546494
## 98 0.9404816 8.172230
## 92 0.9404366 8.184447
## 89 0.9393826 8.470855
## 86 0.9391007 8.547458
## 96 0.9387664 8.638290
## 91 0.9386497 8.669993
## 93 0.9384841 8.714996
## 64 0.9380047 8.845240
## 88 0.9379084 8.871410
## 97 0.9373523 9.022520
## 68 0.9357241 9.464941
## 95 0.9348453 9.703715
## 75 0.9341883 9.882236
## 90 0.9319377 10.493760
## 94 0.9309665 10.757664
## 85 0.9258320 12.152788
## 74 0.9209013 13.492549
## 71 0.9023742 18.526713
## 66 0.9005000 19.035968
## 84 0.8992168 19.384624
## 77 0.8909818 21.622221
## 87 0.8864169 22.862588
## 65 0.8487338 33.101773
## 105 0.9548779 5.317391
## 106 0.9514454 6.178319
## 101 0.9505427 6.404718
## 107 0.9494845 6.670126
## 108 0.9463206 7.463696
## 104 0.9463039 7.467887
## 113 0.9463036 7.467947
## 103 0.9456212 7.639108
## 100 0.9437064 8.119391
## 110 0.9436739 8.127530
## 111 0.9429307 8.313927
## 112 0.9405151 8.919807
## 109 0.9387781 9.355483
## 118 0.9373317 9.718253
## 99 0.9368724 9.833459
## 116 0.9359732 10.058993
## 119 0.9355936 10.154194
## 117 0.9344495 10.441162
## 115 0.9341706 10.511122
## 114 0.9271275 12.277645
## 102 0.8942396 20.526478
## 120 0.9546924 6.416909
## 124 0.9535882 6.670793
## 121 0.9497335 7.557031
## 122 0.9470715 8.169086
## 125 0.9419631 9.343586
## 123 0.9418901 9.360363
## 126 0.9324585 11.528821
## 127 0.9521563 8.000000
plot(ols_step_all_possible(model))
best model
ols_step_best_subset(model)
## Best Subsets Regression
## -----------------------------------------------------------------------
## Model Index Predictors
## -----------------------------------------------------------------------
## 1 GDPPerCapita
## 2 Prod GDPPerCapita
## 3 Prod Ex GDPPerCapita
## 4 Prod Ex HargaKopi GDPPerCapita
## 5 Prod Ex HargaKopi HargaTeh HargaGula
## 6 Prod Ex Import HargaKopi HargaTeh HargaGula
## 7 Prod Ex Import HargaKopi HargaTeh HargaGula GDPPerCapita
## -----------------------------------------------------------------------
##
## Subsets Regression Summary
## -------------------------------------------------------------------------------------------------------------------------------------------------------
## Adj. Pred
## Model R-Square R-Square R-Square C(p) AIC SBIC SBC MSEP FPE HSP APC
## -------------------------------------------------------------------------------------------------------------------------------------------------------
## 1 0.9493 0.9461 0.9335 4.0132 400.3590 349.2743 403.0301 3883226404.9259 239508207.5407 14370492.4524 0.0634
## 2 0.9570 0.9513 0.9398 3.2658 399.3802 349.3089 402.9417 3526026486.0896 227335918.1821 13918525.6030 0.0601
## 3 0.9611 0.9528 0.9329 3.8062 399.5712 350.7350 404.0230 3434182099.6826 230774455.0069 14524266.3990 0.0611
## 4 0.9636 0.9524 0.9322 4.9228 400.3809 352.9193 405.7232 3482314398.9673 243198070.3732 15860743.7200 0.0643
## 5 0.9681 0.9549 0.9184 5.3174 399.9933 355.2998 406.2259 3326960158.0087 240766853.5401 16415921.8323 0.0637
## 6 0.9707 0.9547 0.9096 6.4169 400.5009 358.5507 407.6238 3368471200.7825 251829485.7044 18131722.9707 0.0666
## 7 0.9719 0.9522 0.881 8.0000 401.7657 362.2039 409.7790 3592952218.5575 276562769.4548 21274059.1888 0.0732
## -------------------------------------------------------------------------------------------------------------------------------------------------------
## AIC: Akaike Information Criteria
## SBIC: Sawa's Bayesian Information Criteria
## SBC: Schwarz Bayesian Criteria
## MSEP: Estimated error of prediction, assuming multivariate normality
## FPE: Final Prediction Error
## HSP: Hocking's Sp
## APC: Amemiya Prediction Criteria
plot(ols_step_best_subset(model))