93
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Hasil Penelitian 2016 data diolah
1.5 Uji Heterokedastisitas dengan Uji Glejser
Heteroskedasticity Test: Glejser F-statistic
1.070506 Prob. F5,72 0.3839
ObsR-squared 5.397332 Prob. Chi-Square5
0.3693 Scaled explained SS
10.18487 Prob. Chi-Square5 0.0702
Test Equation: Dependent Variable: ARESID
Method: Least Squares Date: 011016 Time: 18:00
Sample: 1 78 Included observations: 78
Variable Coefficient Std. Error
t-Statistic Prob.
C 0.336527
0.221787 1.517346
0.1336 CAR
-0.000554 0.001204 -0.460645
0.6464 DPK
-0.008538 0.006040 -1.413657
0.1618 LDR
0.000936 0.001022
0.915732 0.3629
NPL -0.001037
0.010008 -0.103607 0.9178
SBI -0.013628
0.009619 -1.416756 0.1609
R-squared 0.069197 Mean dependent var
0.051934 Adjusted R-squared
0.004557 S.D. dependent var 0.088841
S.E. of regression 0.088638 Akaike info criterion -1.934705
Sum squared resid 0.565684 Schwarz criterion
-1.753419 Log likelihood
81.45348 Hannan-Quinn criter. -1.862133 F-statistic
1.070506 Durbin-Watson stat 1.747673
ProbF-statistic 0.383943
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2.1 CommonEffect Model CEM
Dependent Variable: Y? Method: Pooled Least Squares
Date: 011116 Time: 06:42
94
Sample: 2012 2014 Included observations: 3
Cross-sections included: 26 Total pool balanced observations: 78
Variable Coefficient Std. Error
t-Statistic Prob.
X1? 1.004598
0.007264 138.3048
0.0000 X2?
-0.002173 0.001448 -1.501233
0.1377 X3?
-0.005709 0.012036 -0.474325
0.6367 X4?
0.011742 0.001229
9.557108 0.0000
X5? 0.007437
0.011568 0.642943
0.5223 C
1.312438 0.266720
4.920651 0.0000
R-squared 0.996941 Mean dependent var
30.93179 Adjusted R-squared
0.996729 S.D. dependent var 1.863814
S.E. of regression 0.106596 Akaike info criterion -1.565733
Sum squared resid 0.818119 Schwarz criterion
-1.384448 Log likelihood
67.06360 Hannan-Quinn criter. -1.493162 F-statistic
4693.660 Durbin-Watson stat 0.820706
ProbF-statistic 0.000000
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2.2Fix Effect ModelFEM
Dependent Variable: Y? Method: Pooled Least Squares
Date: 011116 Time: 06:42
95
Sample: 2012 2014 Included observations: 3
Cross-sections included: 26 Total pool balanced observations: 78
Variable Coefficient Std. Error
t-Statistic Prob.
X1? 0.923591
0.036432 25.35086
0.0000 X2?
-0.001863 0.002459 -0.757520
0.4525 X3?
-0.002491 0.022379 -0.111294
0.9119 X4?
0.011681 0.002288
5.105233 0.0000
X5? 0.017471
0.010184 1.715535
0.0928 C
1.137752 1.137833
0.999929 0.3225
Fixed Effects Cross
_1—C -0.130753
_2—C -0.157128
_3—C 0.202738
_4—C 0.061201
_5—C -0.116765
_6—C 0.172381
_7—C -0.282266
_8—C 0.227342
_9—C -0.013022
_10--C -0.199624
_11--C 0.313353
_12--C -0.215358
_13--C 0.047701
_14--C 0.251135
_15--C 0.095939
_16--C 0.171765
_17--C 0.104406
_18--C -0.081539
_19--C 0.064007
_20--C -0.035361
_21--C -0.026188
_22--C -0.302625
_23--C -0.030083
_24--C 0.048559
_25--C -0.254705
_26--C 0.084892
Effects Specification Cross-section fixed dummy variables
R-squared 0.998977 Mean dependent var
30.93179
96
Adjusted R-squared 0.998324 S.D. dependent var
1.863814 S.E. of regression
0.076300 Akaike info criterion -2.019979 Sum squared resid
0.273619 Schwarz criterion -1.083339
Log likelihood 109.7792 Hannan-Quinn criter. -1.645025
F-statistic 1529.967 Durbin-Watson stat
2.174899 ProbF-statistic
0.000000
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Hasil Penelitian 2016 data diolah
2.3 Uji Chow
