Residual analysis. Testing for normality

Pengujian normalitas untuk residual dapat menggunakan perintah

OLS consume income price / RSTAT GF LM

output yang relevan adalah sbb:

DURBIN-WATSON = 2.0291 VON NEUMANN RATIO = 2.1560 RHO = -0.19231 RESIDUAL SUM = 0.66791E-12 RESIDUAL VARIANCE = 30.716 SUM OF ABSOLUTE ERRORS= 72.335 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.9516 RUNS TEST: 7 RUNS, 9 POSITIVE, 8 NEGATIVE, NORMAL STATISTIC = -1.2423 COEFFICIENT OF SKEWNESS = -0.0273 WITH STANDARD DEVIATION OF 0.5497 COEFFICIENT OF EXCESS KURTOSIS = -0.8459 WITH STANDARD DEVIATION OF 1.0632

GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS – 6 GROUPS OBSERVED 0.0 2.0 6.0 6.0 3.0 0.0 EXPECTED 0.4 2.3 5.8 5.8 2.3 0.4 CHI-SQUARE = 1.0363 WITH 1 DEGREES OF FREEDOM

JARQUE-BERA ASYMPTOTIC LM NORMALITY TEST CHI-SQUARE = 0.6412 WITH 2 DEGREES OF FREEDOM TYPE COMMAND

nilai CHI-SQUARE hitung = 0.6412
chi tabel (0,05;2) = 5.991

karena chi tabel > chi hitung maka resdiual dari model di atas adalah menyebar normal.

Tentang Rahmatullah Rizieq

Dosen Fakultas Pertanian Universitas Panca Bhakti Pontianak
Pos ini dipublikasikan di Uncategorized. Tandai permalink.

Tinggalkan Balasan

Isikan data di bawah atau klik salah satu ikon untuk log in:

Logo WordPress.com

You are commenting using your WordPress.com account. Logout / Ubah )

Gambar Twitter

You are commenting using your Twitter account. Logout / Ubah )

Foto Facebook

You are commenting using your Facebook account. Logout / Ubah )

Foto Google+

You are commenting using your Google+ account. Logout / Ubah )

Connecting to %s