Page 4 - EKONOMETRIKA. ASUMSI KLASIK

DAFTAR ISI

IDENTITAS MODUL .....................................................................................i

KATA PENGANTAR ......................................................................................ii

DAFTAR ISI .....................................................................................................iii

DAFTAR GAMBAR ........................................................................................v

PENDAHULUAN .............................................................................................vi

BAB 1 UJI NORMALITAS ............................................................................1

a. Pengertian Uji Normalitas ......................................................................1

b. Uji Normalitas Jarque Berra ...................................................................1

c. Latihan ....................................................................................................12

BAB 2 UJI MULTIKOLINEARITAS ...........................................................13

a. Pengertian Uji multikolinearitas ............................................................13

b. Konsekuensi Dari Multikolinearitas ......................................................13

c. Indikasi Dari Multikolinearitas ..............................................................15

d. Latihan ....................................................................................................20

BAB 3 HETEROSKEDASTISITAS ...............................................................23

a. Sifat Dan Konsekuensi Heteroskedastisitas ...........................................23

b. Penyebab Heteroskedastisitas ................................................................25

c. Cara Mendeteksi Heteroskedastisitas .....................................................26

d. Latihan ....................................................................................................31

BAB 4 AUTOKORELASI ...............................................................................34

a. Sifat Dan Konsekuensi Dari Autokorelasi .............................................34

b. Pengaruh Autokorelasi ...........................................................................36

iii