Lampiran 3 Uji Asumsi Klasik
1. Uji Normalitas a. Pendekatan
Jarque-Bera
4 8
12 16
20 24
-1.4 -1.2
-1.0 -0.8
-0.6 -0.4
-0.2 0.0
0.2 0.4
0.6 0.8
1.0
Series: Residuals Sample 1 160
Observations 160
Mean 1.09e-15
Median 0.014306
Maximum 0.983138
Minimum -1.346752
Std. Dev. 0.454586
Skewness -0.230735
Kurtosis 2.822151
Jarque-Bera 1.630561
Probability 0.442515
b. Pendekatan QQ-Plot
-1.5 -1.0
-0.5 0.0
0.5 1.0
1.5
-1.5 -1.0
-0.5 0.0
0.5 1.0
1.5 Quantiles of RESID
Q u
a n
ti le
s o
f N
o rm
a l
Universitas Sumatera Utara
2. Uji Heteroskedastisitas
Heteroskedasticity Test: White F-statistic
1.937556 Prob. F5,154 0.0912
ObsR-squared 9.469521 Prob. Chi-Square5
0.0917 Scaled explained SS
7.992525 Prob. Chi-Square5 0.1566
Test Equation: Dependent Variable: RESID2
Method: Least Squares Date: 070316 Time: 15:56
Sample: 1 160 Included observations: 160
Variable Coefficient
Std. Error t-Statistic
Prob. C
0.893244 0.324960
2.748783 0.0067
LOGDAR2 -0.027670
0.013025 -2.124369
0.0352 LOGCR2
-0.008169 0.005527
-1.478021 0.1414
LOGROA2 -0.005704
0.007775 -0.733679
0.4643 LOGPER2
0.000649 0.006417
0.101155 0.9196
LOGTIE2 -0.004300
0.003226 -1.333187
0.1844 R-squared
0.059185 Mean dependent var 0.205357
Adjusted R-squared 0.028639 S.D. dependent var
0.278076 S.E. of regression
0.274065 Akaike info criterion 0.285877
Sum squared resid 11.56721 Schwarz criterion
0.401196 Log likelihood
-16.87018 Hannan-Quinn criter. 0.332704
F-statistic 1.937556 Durbin-Watson stat
1.710832 ProbF-statistic
0.091181
3. Uji Multikolonearitas
Variance Inflation Factors Date: 070316 Time: 15:57
Sample: 1 160 Included observations: 160
Coefficient Uncentered
Centered Variable
Variance VIF
VIF LOGDAR
0.024784 232.1734
4.853553 LOGCR
0.011674 262.0351
4.112588 LOGROA
0.004654 28.56789
2.002555 LOGPER
0.004295 26.76374
1.213064 LOGTIE
0.001657 16.30322
2.780045 C
1.247100 935.2169
NA
Universitas Sumatera Utara
4. Uji Autokorelasi
Dependent Variable: LOGDPR Method: Least Squares
Date: 070316 Time: 01:15 Sample: 1 160
Included observations: 160 Variable
Coefficient Std. Error
t-Statistic Prob.
LOGDAR 0.146570
0.157430 0.931014
0.3533 LOGCR
0.127161 0.108045
1.176921 0.2410
LOGROA 0.233049
0.068220 3.416120
0.0008 LOGPER
0.150772 0.065537
2.300553 0.0228
LOGTIE 0.103993
0.040706 2.554705
0.0116 C
1.212923 1.116736
1.086132 0.2791
R-squared 0.338572 Mean dependent var
3.826403 Adjusted R-squared
0.317097 S.D. dependent var 0.558953
S.E. of regression 0.461907 Akaike info criterion
1.329872 Sum squared resid
32.85714 Schwarz criterion 1.445191
Log likelihood -100.3898 Hannan-Quinn criter.
1.376699 F-statistic
15.76589 Durbin-Watson stat 1.662700
ProbF-statistic 0.000000
Universitas Sumatera Utara
Lampiran 4 Metode Analisis Data Panel
1. Analisis Regresi Linear Berganda Data Panel a. Metode
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