Population dan Sample THE DETERMINANTS OF CAPITAL BUFFERSâ COMERCIAL BANKS IN INDONESIA (STUDY ON 16 BIGGEST COMERCIAL BANKS PERIOD 2004-2010) - Diponegoro University | Institutional Repository (UNDIP-IR)
b Heteroscedasticity Test
This test aims to see the spread of data. This test can be done by looking at the chart plot between the predicted value of the variable independent ZPRED
with residualnya SRESID. If the graph is not a regular pattern teredapat then identified there is no heteroscedasticity.
c Multicollinearity Test
The purpose of multicollinearity test is to examine whether or not a regression model contains correlation between independent variables. if it
happened, the correlation problem will be recognized as multicollinearity problem. A good regression model should not contain any multicollinearity
problem Ghozali, 2009. Indocator of a regression model which are from multicollinearity are VIF variance inflation factor value less than 10, or
Tolerance value less than 1.
d Autocorrelation Test
This test was used to test the assumptions of classical regression relating in the presence of autocorrelation. This test uses the model Durbin - Watson DW
test. If the DW is located between the upper limit or upper bound du and 4 - du meaning it has met the assumptions of classical regression or mean there is
no autocorrelation.