Diagnostic Residual

Asumsi yang harus dipenuhi pada pemodelan yang menggunakan estimasi parameter OLS  adalah  e ~ iidn  (Independent, Identical, normal distribution)

 Testing :

1.Identical   –> Uji Glejser, park test, plot of residual and fit

2.   Independent –>  Durbin watson test, plot of ACF

3.  Normal Distribution –>  Anderson Darling, Kolmogorov Smirnov, Jarque–Bera test, Skewnes-Kurtosis

Referensi silahkan download di : Tinjauan Pustaka Regresi

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