KLSE TAHUN 2002 KLSE TAHUN 2006 KLSE TAHUN 2010 KLSE TAHUN 2014

5. KLSE TAHUN 2002

Dependent Variable: RKLSE_2002 Method: Least Squares Date: 041716 Time: 17:32 Sample: 1 248 Included observations: 248 Variable Coefficient Std. Error t-Statistic Prob. C -9.74E-05 0.000542 -0.179758 0.8575 DUMMY -0.002017 0.001861 -1.083668 0.2796 R-squared 0.004751 Mean dependent var -0.000268 Adjusted R-squared 0.000705 S.D. dependent var 0.008163 S.E. of regression 0.008160 Akaike info criterion -6.771109 Sum squared resid 0.016380 Schwarz criterion -6.742775 Log likelihood 841.6175 Hannan-Quinn criter. -6.759703 F-statistic 1.174337 Durbin-Watson stat 1.785836 ProbF-statistic 0.279573

6. KLSE TAHUN 2006

Dependent Variable: RKLSE_2006 Method: Least Squares Date: 041716 Time: 17:35 Sample: 1 247 Included observations: 247 Variable Coefficient Std. Error t-Statistic Prob. C 0.000846 0.000350 2.417941 0.0163 DUMMY -0.000403 0.001200 -0.335974 0.7372 R-squared 0.000461 Mean dependent var 0.000812 Adjusted R-squared -0.003619 S.D. dependent var 0.005251 S.E. of regression 0.005260 Akaike info criterion -7.649297 Sum squared resid 0.006779 Schwarz criterion -7.620881 Log likelihood 946.6882 Hannan-Quinn criter. -7.637856 F-statistic 0.112878 Durbin-Watson stat 1.791613 ProbF-statistic 0.737178

7. KLSE TAHUN 2010

Dependent Variable: RKLSE_2010 Method: Least Squares Date: 041716 Time: 17:37 Sample: 1 248 Included observations: 248 Variable Coefficient Std. Error t-Statistic Prob. C 0.000788 0.001020 0.772764 0.4404 DUMMY 0.000482 0.003592 0.134161 0.8934 R-squared 0.000073 Mean dependent var 0.000827 Adjusted R-squared -0.003992 S.D. dependent var 0.015370 S.E. of regression 0.015400 Akaike info criterion -5.500807 Sum squared resid 0.058345 Schwarz criterion -5.472473 Log likelihood 684.1001 Hannan-Quinn criter. -5.489401 F-statistic 0.017999 Durbin-Watson stat 2.818474 ProbF-statistic 0.893385

8. KLSE TAHUN 2014

Dependent Variable: RKLSE_2014 Method: Least Squares Date: 041716 Time: 17:40 Sample: 1 245 Included observations: 245 Variable Coefficient Std. Error t-Statistic Prob. C -0.000257 0.000335 -0.767032 0.4438 DUMMY 0.000375 0.001118 0.335565 0.7375 R-squared 0.000463 Mean dependent var -0.000223 Adjusted R-squared -0.003650 S.D. dependent var 0.004993 S.E. of regression 0.005003 Akaike info criterion -7.749621 Sum squared resid 0.006081 Schwarz criterion -7.721039 Log likelihood 951.3286 Hannan-Quinn criter. -7.738111 F-statistic 0.112604 Durbin-Watson stat 1.724856 ProbF-statistic 0.737488

9. SSE TAHUN 2002