LAMPIRAN 4 UJI PENENTUAN MODEL REGRESI PANEL
Uji Chow
Redundant Fixed Effects Tests Pool: PERUSAHAAN
Test cross-section fixed effects Effects Test
Statistic d.f.
Prob. Cross-section F
2252.400765 18,1117
0.0000 Cross-section Chi-square
4125.546054 18
0.0000
LAMPIRAN 5 UJI ASUMSI KLASIK
A. Multikolinieritas
1. Variabel Dependen Suku Bunga BI Rate
Dependent Variable: I? Method: Pooled Least Squares
Date: 122216 Time: 23:37 Sample: 2011M01 2015M12
Included observations: 60 Cross-sections included: 19
Total pool balanced observations: 1140 Variable
Coefficient Std. Error
t-Statistic Prob.
C -0.220913
0.009377 -23.55925
0.0000 INFL?
0.122291 0.009656
12.66511 0.0000
LOGER? 0.029480
0.002195 13.42870
0.0000 LOGDJIA?
0.000825 0.002421
0.340755 0.7334
Fixed Effects Cross _ALKA--C
7.76E-17 _AMFG--C
7.76E-17 _DPNS--C
7.76E-17 _DVLA--C
7.76E-17 _EKAD--C
7.76E-17 _IGAR--C
7.76E-17 _INAF--C
7.76E-17 _INDF--C
7.76E-17 _INTP--C
7.76E-17 _JPRS--C
7.76E-17 _KAEF--C
7.76E-17 _KBLM--C
7.76E-17 _KDSI--C
7.76E-17 _MRAT--C
7.76E-17 _RICY--C
7.76E-17 _SMGR--C
7.76E-17 _SMSM--C
7.76E-17 _TCID--C
7.76E-17 _UNVR--C
7.76E-17 Effects Specification
Cross-section fixed dummy variables R-squared
0.652416 Mean dependent var 0.067800
Adjusted R-squared 0.645887 S.D. dependent var
0.007390
S.E. of regression 0.004397 Akaike info criterion
-7.996483 Sum squared resid
0.021619 Schwarz criterion -7.899244
Log likelihood 4579.996 Hannan-Quinn criter.
-7.959761 F-statistic
99.92782 Durbin-Watson stat 0.182603
ProbF-statistic 0.000000
2. Variabel Independen Inflasi
Dependent Variable: INFL? Method: Pooled Least Squares
Date: 122216 Time: 23:38 Sample: 2011M01 2015M12
Included observations: 60 Cross-sections included: 19
Total pool balanced observations: 1140 Variable
Coefficient Std. Error
t-Statistic Prob.
C -0.128501
0.033002 -3.893677
0.0001 I?
1.026014 0.081011
12.66511 0.0000
LOGER? -0.020227
0.006826 -2.963369
0.0031 LOGDJIA?
0.031829 0.006947
4.581564 0.0000
Fixed Effects Cross _ALKA--C
-2.30E-17 _AMFG--C
-2.30E-17 _DPNS--C
-2.30E-17 _DVLA--C
-2.30E-17 _EKAD--C
-2.30E-17 _IGAR--C
-2.30E-17 _INAF--C
-2.30E-17 _INDF--C
-2.30E-17 _INTP--C
-2.30E-17 _JPRS--C
-2.30E-17 _KAEF--C
-2.30E-17 _KBLM--C
-2.30E-17 _KDSI--C
-2.30E-17 _MRAT--C
-2.30E-17 _RICY--C
-2.30E-17 _SMGR--C
-2.30E-17 _SMSM--C
-2.30E-17 _TCID--C
-2.30E-17 _UNVR--C
-2.30E-17 Effects Specification
Cross-section fixed dummy variables R-squared
0.322569 Mean dependent var 0.058862
Adjusted R-squared 0.309844 S.D. dependent var
0.015332 S.E. of regression
0.012737 Akaike info criterion -5.869453
Sum squared resid 0.181383 Schwarz criterion
-5.772214 Log likelihood
3367.588 Hannan-Quinn criter. -5.832731
F-statistic 25.35009 Durbin-Watson stat
0.335640 ProbF-statistic
0.000000
