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Lampiran 2 Uji Asumsi Klasik
a. Uji Normalitas
2 4
6 8
10 12
14 16
-8 -6
-4 -2
2 4
6 8
10 12
Series: Residuals Sample 1 96
Observations 96 Mean
-4.80e-15 Median
-0.312444 Maximum
11.86248 Minimum
-8.990824 Std. Dev.
3.882626 Skewness
0.503771 Kurtosis
3.490340 Jarque-Bera
5.022301 Probability
0.081175
-12 -8
-4 4
8 12
-12 -8
-4 4
8 12
16 Quantiles of RESID
Q u
a n
ti le
s o
f N
o rm
a l
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85
b. Uji Heteroskedastisitas
Heteroskedasticity Test: Glejser F-statistic
2.935765 Prob. F5,90 0.0168
ObsR-squared 13.46182 Prob. Chi-Square5
0.0194 Scaled explained SS
14.00310 Prob. Chi-Square5 0.0156
Test Equation: Dependent Variable: ARESID
Method: Least Squares Date: 082816 Time: 15:18
Sample: 1 96 Included observations: 96
Variable Coefficient
Std. Error t-Statistic
Prob. C
3.625728 1.861296
1.947958 0.0545
CSR -0.009782
0.022176 -0.441117
0.6602 CAR
-0.164582 0.096988
-1.696943 0.0932
NPL -0.085111
0.239380 -0.355549
0.7230 NIM
0.211489 0.110275
1.917837 0.0583
ROE 0.086085
0.045627 1.886709
0.0624 R-squared
0.140227 Mean dependent var 2.983799
Adjusted R-squared 0.092462 S.D. dependent var
2.465363 S.E. of regression
2.348623 Akaike info criterion 4.605997
Sum squared resid 496.4427 Schwarz criterion
4.766269 Log likelihood
-215.0878 Hannan-Quinn criter. 4.670781
F-statistic 2.935765 Durbin-Watson stat
1.533474 ProbF-statistic
0.016793
c. Uji Multikolonieritas
Variance Inflation Factors Date: 082816 Time: 15:18
Sample: 1 96 Included observations: 96
Coefficient Uncentered
Centered Variable
Variance VIF
VIF CSR
0.001419 16.52606
1.473998 CAR
0.027135 49.28606
1.378260 NPL
0.165304 3.119739
1.112241 NIM
0.035080 13.08133
1.881092 ROE
0.006006 8.071989
1.425013 C
9.993939 60.29422
NA
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86
d. Uji Autokorelasi
Dependent Variable: PER Method: Least Squares
Date: 081816 Time: 02:26 Sample: 1 96
Included observations: 96 Variable
Coefficient Std. Error
t-Statistic Prob.
CSR -0.015568
0.037664 -0.413339
0.6803 CAR
0.123818 0.164729
0.751649 0.4542
NPL -0.406171
0.406575 -0.999006
0.3205 NIM
0.598447 0.187296
3.195188 0.0019
ROE 0.246534
0.077496 3.181253
0.0020 C
3.728023 3.161319
1.179262 0.2414
R-squared 0.381276 Mean dependent var
12.30969 Adjusted R-squared
0.346902 S.D. dependent var 4.936022
S.E. of regression 3.989019 Akaike info criterion
5.665429 Sum squared resid
1432.105 Schwarz criterion 5.825701
Log likelihood -265.9406 Hannan-Quinn criter.
5.730214 F-statistic
11.09213 Durbin-Watson stat 1.421651
ProbF-statistic 0.000000
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87
Lampiran 3 Metode Regresi Linear Berganda Data Panel
a. Metode Common Effect Model
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