The prefix pe- and the affix -an are used to form nouns
Pemerintahan means government
The root is perintah (noun) which means command (p dissolves into a m)
How about "They have doubts about this government"? or "They are doubtful of this government:?
I'm not sure why "dengan" needs to be in this sentence
I could be wrong. But i think ragu literally means "doubtful", so in this sentence it should be "doubtful with" aka "ragu dengan". You may drop "dengan" if the sentence is eg. he is doubtful -> dia ragu