Lampiran 4 Uji Asumsi Klasik
1. Uji Asumsi Klasik Regresi Linear Berganda Data Panel
a. Uji Normalitas
1 2
3 4
5 6
7 8
-2.0 -1.5
-1.0 -0.5
0.0 0.5
1.0 1.5
2.0
Series: Residuals Sample 1 56
Observations 56
Mean 1.19e-15
Median -0.059449
Maximum 2.004290
Minimum -1.771753
Std. Dev. 0.932641
Skewness 0.005574
Kurtosis 2.227300
Jarque-Bera 1.393442
Probability 0.498216
-3 -2
-1 1
2 3
-2 -1
1 2
3 Quantiles of RESID
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Universitas Sumatera Utara
b. Uji Heteroskedastisitas Pendekatan Glejser
Heteroskedasticity Test: Glejser F-statistic
2.421017 Prob. F2,53 0.0986
ObsR-squared 4.687835 Prob. Chi-Square2
0.0960 Scaled explained SS
3.847203 Prob. Chi-Square2 0.1461
Test Equation: Dependent Variable: ARESID
Method: Least Squares Date: 061516 Time: 16:06
Sample: 1 56 Included observations: 56
Variable Coefficient
Std. Error t-Statistic
Prob. C
2.441938 0.785954
3.106974 0.0030
LOGDPR -0.303641
0.185658 -1.635486
0.1079 LOGDER
-0.127215 0.093298
-1.363524 0.1785
R-squared 0.083711 Mean dependent var
0.764920 Adjusted R-squared
0.049134 S.D. dependent var 0.523525
S.E. of regression 0.510502 Akaike info criterion
1.545238 Sum squared resid
13.81245 Schwarz criterion 1.653739
Log likelihood -40.26667 Hannan-Quinn criter.
1.587304 F-statistic
2.421017 Durbin-Watson stat 1.649203
ProbF-statistic 0.098595
c. Uji Multikolonearitas
Variance Inflation Factors Date: 061516 Time: 16:08
Sample: 1 56 Included observations: 56
Coefficient Uncentered
Centered Variable
Variance VIF
VIF LOGDPR
0.119385 109.6043
1.004183 LOGDER
0.030149 31.57744
1.004183 C
2.139515 132.7355
NA
Universitas Sumatera Utara
d. Uji Autokorelasi
Dependent Variable: LOGHARGA_SAHAM Method: Least Squares
Date: 061516 Time: 16:05 Sample: 1 56
Included observations: 56 Variable
Coefficient Std. Error
t-Statistic Prob.
LOGDPR 1.611027
0.345521 4.662602
0.0000 LOGDER
-0.038578 0.173634
-0.222181 0.8250
C 3.068599
1.462708 2.097889
0.0407 R-squared
0.290933 Mean dependent var 9.081527
Adjusted R-squared 0.264176 S.D. dependent var
1.107569 S.E. of regression
0.950075 Akaike info criterion 2.787532
Sum squared resid 47.84009 Schwarz criterion
2.896033 Log likelihood
-75.05090 Hannan-Quinn criter. 2.829598
F-statistic 10.87304 Durbin-Watson stat
2.015195 ProbF-statistic
0.000110
2. Uji Asumsi Klasik Regresi Linear Sederhana Data Panel
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