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