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))