Hasil Uji Autokorelasi Model Summary(b)
LAMPIRAN 3 Hasil Uji Autokorelasi Model Summary(b)
Std. Error of the Durbin- Variabel
Adjusted R
Estimate Watson ROA
R Square
1.8187 a. Predictors: (Constant), ROA_T0, ROE_T0, NOM_T0, ROD_T0, CIE_T0 b. Dependent Variable: ROA_T1, ROE_T1, NOM_T1, ROD_T1, CIE_T1
Regression (ROA_LN)
Descriptive Statistics
Mean
Std. Dev iat ion
LN_ROA_T1 -3.9014
LN_ROA_T0 -3.9686
Correlati ons
LN_ROA_T1 LN_ROA_T0
Pearson Correlation
LN_ROA_T1
LN_ROA_T0
Sig. (1-tailed)
LN_ROA_T1
LN_ROA_T0
LN_ROA_T1
LN_ROA_T0
Variabl es Entered/Removed b
Variables
Variables
Model Entered
Remov ed
Method
1 LN_ROA_ a T0
. Enter
a. All requested v ariables entered. b. Dependent Variable: LN_ROA_T1
Model Summary b
Durbin- Model
Adjusted
Std. Error of
R Square
R Square
the Est imat e
Wat son
1.779 a. Predictors: (Constant ), LN_ROA_T0
b. Dependent Variable: LN_ROA_T1
ANOVA b
Sum of
Model
F Sig. 1 Regression
Squares
df Mean Square
44.522 .000 a Residual
a. Predictors: (Constant), LN_ROA_T0 b. Dependent Variable: LN_ROA_T1
Coeffici ents a
Unstandardized
Standardized
Collinearity Statistics Model
Coef f icients
Coef f icients
Tolerance VIF 1 (Constant)
B Std. Error
1.000 1.000 a. Dependent Variable: LN_ROA_T1
LN_ROA_T0
Coeffi ci ent Correl ations a
Model
LN_ROA_T0
1 Correlations
LN_ROA_T0
Cov ariances LN_ROA_T0
a. Dependent Variable: LN_ROA_T1
Colli neari ty Diagnostics a
Condit ion
Variance Proportions
Model Dimension
Eigenv alue
Index
(Constant) LN_ROA_T0
a. Dependent Variable: LN_ROA_T1
Casewise Diagnosti cs a
Predicted
Case Number
St d. Residual LN_ROA_T1
a. Dependent Variable: LN_ROA_T1
Residuals Statisti cs a
Std. Dev iat ion N Predicted Value
.66582 43 Std. Predicted Value
1.000 43 Standard Error of Predicted Value
.043 43 Adjusted Predicted Value
.63894 43 Std. Residual
.988 43 Stud. Residual
1.013 43 Delet ed Residual
.67257 43 Stud. Deleted Residual
1.248 43 Mahal. Distance
1.447 43 Cook's Distance
.070 43 Centered Lev erage Value
.034 43 a. Dependent Variable: LN_ROA_T1
Charts
Histogram
Dependent Variable: LN_ROA_T1
5 Mean = 6.97E-16
0 Std. Dev. = 0.988 N = 43 -2
Regression Standardized Residual
Normal P-P Plot of Regression Standardized Residual
Dependent Variable: LN_ROA_T1
Observed Cum Prob
Scatterplot
Dependent Variable: LN_ROA_T1
sidua
tudentized Re
sion S
Regression Standardized Predicted Value
One-Sample Kolmogorov-Smirnov Test (ROA_LN)
Unstandardized Residual
N 43
.0000000 Normal Parameters(a,b)
Mean
.63894346 Most Extreme Differences
Std. Deviation
-.130 Kolmogorov-Smirnov Z
Negative
1.209 Asymp. Sig. (2-tailed)
.107 a Test distribution is Normal.
b Calculated from data.
Regression (ROE_LN)
Descriptive Stati stics
Mean
Std. Dev iat ion
LN_ROE_T1 -1.8947
LN_ROE_T0 -1.9791
Correlations
LN_ROE_T1
LN_ROE_T0
Pearson Correlation
LN_ROE_T1
LN_ROE_T0
Sig. (1-tailed)
LN_ROE_T1
LN_ROE_T0
LN_ROE_T1
LN_ROE_T0
Variabl es Entered/Removed b
Variables
Variables
Model Entered
Remov ed
Method
1 LN_ROE_ a T0
. Enter
a. All requested v ariables entered. b. Dependent Variable: LN_ROE_T1
Model Summary b
Durbin- Model
Adjusted
Std. Error of
R Square
R Square
the Est imat e
Wat son
1.563 a. Predictors: (Constant ), LN_ROE_T0
b. Dependent Variable: LN_ROE_T1
ANOVA b
Sum of
Model
F Sig. 1 Regression
Squares
df Mean Square
34.828 .000 a Residual
a. Predictors: (Constant), LN_ROE_T0 b. Dependent Variable: LN_ROE_T1
Coeffi ci ents a
Unstandardized
St andardized
Collinearity Statistics Model
Coef f icients
Coef f icients
Tolerance VI F 1 (Constant)
B St d. Error
1.000 1.000 a. Dependent Variable: LN_ROE_T1
LN_ROE_T0
Coeffici ent Correlati ons a
Model
LN_ROE_T0
1 Correlations
LN_ROE_T0
Cov ariances LN_ROE_T0
a. Dependent Variable: LN_ROE_T1
Colli neari ty Diagnostics a
Condit ion
Variance Proportions
Model Dimension
Eigenv alue
Index
(Constant) LN_ROE_T0
a. Dependent Variable: LN_ROE_T1
Casewise Diagnosti cs a
Predicted
Case Number
Std. Residual
LN_ROE_T1
a. Dependent Variable: LN_ROE_T1
Residuals Statisti cs a
Std. Dev iat ion N Predicted Value
.39560 43 Std. Predicted Value
1.000 43 Standard Error of Predicted Value
.031 43 Adjusted Predicted Value
.42922 43 Std. Residual
.988 43 Stud. Residual
1.057 43 Delet ed Residual
.49439 43 Stud. Deleted Residual
1.175 43 Mahal. Distance
1.812 43 Cook's Distance
.347 43 Centered Lev erage Value
.043 43 a. Dependent Variable: LN_ROE_T1
Charts
Histogram
Dependent Variable: LN_ROE_T1
Mean = -4.02E-16 0 Std. Dev. = 0.988 N = 43
Regression Standardized Residual
Normal P-P Plot of Regression Standardized Residual
Dependent Variable: LN_ROE_T1
Observed Cum Prob
Scatterplot
Dependent Variable: LN_ROE_T1
sidua
tudentized Re
sion S -2
es Regr
Regression Standardized Predicted Value
One-Sample Kolmogorov-Smirnov Test (ROE_LN)
Unstandardized Residual N
.0000000 Normal Parameters(a,b)
Mean
.42922332 Most Extreme Differences
Std. Deviation
-.152 Kolmogorov-Smirnov Z
Negative
.996 Asymp. Sig. (2-tailed)
.274 a Test distribution is Normal.
b Calculated from data.
Regression (NOM_LN)
Descriptive Statistics
Mean
Std. Dev iation
LN_NOM_T1 -.5877
LN_NOM_T0 -.6122
Correlations
LN_NOM_T1
LN_NOM_T0
Pearson Correlation
LN_NOM_T1
LN_NOM_T0
Sig. (1-tailed)
LN_NOM_T1
LN_NOM_T0
LN_NOM_T1
LN_NOM_T0
Variabl es Entered/Removed b
Variables
Variables
Model Entered
Remov ed
Method
1 LN_NOM_ a
. Enter
T0 a. All requested v ariables entered.
b. Dependent Variable: LN_NOM_T1
Model Summary b
Durbin- Model
Adjusted
Std. Error of
R Square
R Square
the Est imat e
Wat son
1.793 a. Predictors: (Constant ), LN_NOM_T0
b. Dependent Variable: LN_NOM_T1
ANOVA b
Sum of
Model
F Sig. 1 Regression
Squares
df Mean Square
157.539 .000 a Residual
a. Predictors: (Constant), LN_NOM_T0 b. Dependent Variable: LN_NOM_T1
Coeffici ents a
Unstandardized
Standardized
Collinearity Statistics Model
Coef f icients
Coef f icients
Tolerance VIF 1 (Constant)
B Std. Error
1.000 1.000 a. Dependent Variable: LN_NOM_T1
LN_NOM_T0
Coeffici ent Correlations a
Model
LN_NOM_T0
1 Correlations
LN_NOM_T0
Cov ariances LN_NOM_T0
a. Dependent Variable: LN_NOM_T1
Colli nearity Di agnostics a
Condition
Variance Proportions
Model Dimension
Eigenv alue
Index
(Constant) LN_NOM_T0
a. Dependent Variable: LN_NOM_T1
Residuals Statisti cs a
N Predicted Value
Std. Dev iat ion
43 Std. Predicted Value
43 Standard Error of Predicted Value
43 Adjusted Predicted Value
43 Std. Residual
43 Stud. Residual
43 Delet ed Residual
43 Stud. Deleted Residual
43 Mahal. Distance
43 Cook's Distance
43 Centered Lev erage Value
43 a. Dependent Variable: LN_NOM_T1
Charts
Histogram
Dependent Variable: LN_NOM_T1
Mean = -7.11E-17 0 Std. Dev. = 0.988 N = 43
-2 -1
Regression Standardized Residual
Normal P-P Plot of Regression Standardized Residual
Dependent Variable: LN_NOM_T1
Observed Cum Prob
Scatterplot
Dependent Variable: LN_NOM_T1
sidua 2
tudentized Re 0
sion S
Regression Standardized Predicted Value
One-Sample Kolmogorov-Smirnov Test (NOM_LN)
Unstandardized Residual N
.0000000 Normal Parameters(a,b)
Mean
.31918048 Most Extreme Differences
Std. Deviation
-.106 Kolmogorov-Smirnov Z
Negative
.697 Asymp. Sig. (2-tailed)
.716 a Test distribution is Normal.
b Calculated from data.
Regression (ROD_LN)
Descriptive Statistics
Mean
Std. Dev iation
LN_ROD_T1 -3.0867
LN_ROD_T0 -3.0786
Correlations
LN_ROD_T1
LN_ROD_T0
Pearson Correlation
LN_ROD_T1
LN_ROD_T0
Sig. (1-tailed)
LN_ROD_T1
LN_ROD_T0
LN_ROD_T1
LN_ROD_T0
Variabl es Entered/Removed b
Variables
Variables
Model Entered
Remov ed
Method
1 LN_ROD_ a
. Enter
T0 a. All requested v ariables entered.
b. Dependent Variable: LN_ROD_T1
Model Summary b
Durbin- Model
Adjusted
Std. Error of
R Square
R Square
the Est imat e
Wat son
1.786 a. Predictors: (Constant ), LN_ROD_T0
b. Dependent Variable: LN_ROD_T1
ANOVA b
Sum of
Model
F Sig. 1 Regression
Squares
df Mean Square
228.067 .000 a Residual
a. Predictors: (Constant), LN_ROD_T0 b. Dependent Variable: LN_ROD_T1
Coeffici ents a
Unstandardized
Standardized
Collinearity Statistics Model
Coef f icients
Coef f icients
Tolerance VIF 1 (Constant)
B Std. Error
1.000 1.000 a. Dependent Variable: LN_ROD_T1
LN_ROD_T0
Coeffici ent Correlations a
Model
LN_ROD_T0
1 Correlations
LN_ROD_T0
Cov ariances LN_ROD_T0
a. Dependent Variable: LN_ROD_T1
Colli nearity Di agnostics a
Condition
Variance Proportions
Model Dimension
Eigenv alue
Index
(Constant) LN_ROD_T0
a. Dependent Variable: LN_ROD_T1
Residuals Statisti cs a
N Predicted Value
Std. Dev iat ion
43 Std. Predicted Value
43 Standard Error of
Predicted Value
43 Adjusted Predicted Value
43 Std. Residual
43 Stud. Residual
43 Delet ed Residual
43 Stud. Deleted Residual
43 Mahal. Distance
43 Cook's Distance
43 Centered Lev erage Value
43 a. Dependent Variable: LN_ROD_T1
Charts
Histogram
Dependent Variable: LN_ROD_T1
Frequenc 3
1 Mean = -4.58E-16
0 Std. Dev. = 0.988 N = 43 -3
Regression Standardized Residual
Normal P-P Plot of Regression Standardized Residual
Dependent Variable: LN_ROD_T1
Observed Cum Prob
Scatterplot
Dependent Variable: LN_ROD_T1
sidua
tudentized Re
sion S -2
es Regr
Regression Standardized Predicted Value
One-Sample Kolmogorov-Smirnov Test (ROD_LN)
Unstandardized Residual
N 43
.0000000 Normal Parameters(a,b)
Mean
.50640737 Most Extreme Differences
Std. Deviation
-.057 Kolmogorov-Smirnov Z
Negative
.462 Asymp. Sig. (2-tailed)
.983 a Test distribution is Normal.
b Calculated from data.
Regression (CIE_LN)
Descriptive Statistics
Mean
St d. Dev iation
LN_CI E_T1 -3.2613
LN_CI E_T0 -3.2450
Correlati ons
LN_CI E_T1
LN_CI E_T0
Pearson Correlation
LN_CI E_T1
LN_CI E_T0
Sig. (1-tailed)
LN_CI E_T1
LN_CI E_T0
LN_CI E_T1
LN_CI E_T0
Variabl es Entered/Removed b
Variables
Variables
Model Entered
Remov ed
Method
1 LN_CI E_ a
. Enter
T0 a. All requested v ariables entered.
b. Dependent Variable: LN_CI E_T1
Model Summary b
Durbin- Model
Adjusted
Std. Error of
R Square
R Square
the Est imat e
Wat son
1.819 a. Predictors: (Constant ), LN_CIE_T0
b. Dependent Variable: LN_CIE_T1
ANOVA b
Sum of
Model
F Sig. 1 Regression
Squares
df Mean Square
7.688 .008 a Residual
a. Predictors: (Constant), LN_CIE_T0 b. Dependent Variable: LN_CIE_T1
Coeffici ents a
Unstandardized
Standardized
Collinearity Statistics Model
Coef f icients
Coef f icients
Tolerance VIF 1 (Constant)
B Std. Error
1.000 1.000 a. Dependent Variable: LN_CIE_T1
LN_CIE_T0
Coeffici ent Correlations a
Model
LN_CIE_T0
1 Correlations
LN_CIE_T0
Cov ariances LN_CIE_T0
a. Dependent Variable: LN_CIE_T1
Colli nearity Di agnostics a
Condition
Variance Proportions
Model Dimension
Eigenv alue
Index
(Constant)
LN_CIE_T0
a. Dependent Variable: LN_CIE_T1
Casewise Diagnostics a
Predicted
Case Number
Std. Residual
LN_CIE_T1
a. Dependent Variable: LN_CIE_T1
Residuals Statisti cs a
Std. Dev iat ion N Predicted Value
.24513 43 Std. Predicted Value
1.000 43 Standard Error of Predicted Value
.038 43 Adjusted Predicted Value
.56608 43 Std. Residual
.988 43 Stud. Residual
1.065 43 Delet ed Residual
.66401 43 Stud. Deleted Residual
1.204 43 Mahal. Distance
1.793 43 Cook's Distance
.535 43 Centered Lev erage Value
.043 43 a. Dependent Variable: LN_CIE_T1
Charts
Histogram
Dependent Variable: LN_CIE_T1
Mean = 2.15E-15 0 Std. Dev. = 0.988 N = 43
Regression Standardized Residual
Normal P-P Plot of Regression Standardized Residual
Dependent Variable: LN_CIE_T1
Observed Cum Prob
Scatterplot
Dependent Variable: LN_CIE_T1
sidua 0
tudentized Re -2
sion S es
Regression Standardized Predicted Value
One-Sample Kolmogorov-Smirnov Test (CIE_LN)
Unstandardized Residual N
43
.0000000 Normal Parameters(a,b)
Mean
.56608396 Most Extreme Differences
Std. Deviation
-.129 Kolmogorov-Smirnov Z
Negative
.843 Asymp. Sig. (2-tailed)
.476 a Test distribution is Normal.
b Calculated from data.