DATA SUKU BUNGA SBI, LAJU INFLASI, DAN PERTUMBUHAN PNB
DATA SUKU BUNGA SBI, LAJU INFLASI, DAN PERTUMBUHAN PNB
Tahun SBI SBI_EXP
FSBI
INF
INF_EXP
FINF
GNP GNP_EXP FPNB
0.0630 0.0880 -0.0250 30-Jun-96
0.0700 0.0755 -0.0055 30-Sep-96
0.0850 0.0925 -0.0075 30-Jun-97
0.0680 0.0900 -0.0220 30-Sep-97
0.0250 0.0765 -0.0515 31-Dec-97
0.0140 0.0465 -0.0325 31-Mar-98
-0.0400 0.0195 -0.0595 30-Jun-98
-0.1460 -0.0130 -0.1330 30-Sep-98
-0.1610 -0.0930 -0.0680 31-Dec-98
-0.1770 -0.1535 -0.0235 31-Mar-99
-0.0770 -0.1690 0.0920 30-Jun-99
0.0370 -0.1270 0.1640 30-Sep-99
0.0120 -0.0200 0.0320 31-Dec-99
0.0440 0.0470 -0.0030 31-Dec-00
0.0380 0.0500 -0.0120 30-Sep-01
0.0320 0.0430 -0.0110 31-Dec-01
0.0160 0.0350 -0.0190 31-Mar-02
0.0382 0.0406 -0.0024 31-Mar-03
0.0366 0.0432 -0.0065 30-Sep-03
0.0407 0.0424 -0.0017 31-Dec-03
0.0454 0.0510 -0.0056 30-Sep-04
L-1
BRPT TANGGAL Harga
ASGR
BNBR
Imbal hasil
Harga
Imbal hasil
Harga Imbal hasil
3,475 03-30-95
12-28-94
3,025 -0.13868 06-30-95
3,200 0.05624 09-29-95
1,675 -0.64734 12-28-95
1,675 0.00000 03-28-96
2,350 0.33860 06-28-96
1,525 -0.43242 09-30-96
1,425 -0.06782 12-27-96
1,450 0.01739 03-27-97
2,100 0.37037 06-30-97
2,075 -0.01198 09-30-97
2,100 0.01198 12-30-97
1,575 -0.28768 03-30-98
1,875 0.17435 06-30-98
250 -2.01490 09-30-98
200 -0.22314 12-30-98
350 0.55962 03-30-99
250 -0.33647 06-30-99
750 1.09861 09-30-99
575 -0.26570 12-30-99
625 0.08338 03-30-00
425 -0.38566 06-30-00
375 -0.12516 09-29-00
-0.85567 85 230 -0.48885 12-22-00
-0.34831 60 130 -0.57054 03-30-01
-0.53900 35 90 -0.36772 06-29-01
0.25131 45 80 -0.11778 09-28-01
0.36772 65 65 -0.20764 12-28-01
-0.26236 50 50 -0.26236 03-28-02
-1.20397 15 75 0.40547 06-28-02
0.28768 20 85 0.12516 09-30-02
285 -0.41130 10 -0.69315 50 -0.53063 12-27-02
15 0.40547 90 0.58779 03-31-03
270 -0.01835 10 -0.40547 100 0.10536 06-30-03
15 0.40547 235 0.85442 09-30-03
25 0.51083 285 0.19290 12-31-03
40 0.47000 270 -0.05407 03-31-04
55 0.31845 305 0.12189 06-30-04
230 -0.21441 35 -0.45199 170 -0.58451 09-30-04
35 0.00000 350 0.72213 12-31-04
DNKS TANGGAL Harga
BUMI
CTRA
Imbal hasil
Harga
Imbal hasil
Harga Imbal hasil
12-28-94
5,600 11,300 03-30-95
11,800 0.04330 06-30-95
7,100 -0.50800 09-29-95
6,600 -0.07303 12-28-95
4,850 -0.04535
5,300 -0.21936 03-28-96
5,000 -0.05827 06-28-96
5,350 0.06766 09-30-96
4,725 -0.04652
2,100 -0.93516 12-27-96
1,850 -0.12675 03-27-97
1,775 -0.04139 06-30-97
2,225 0.22596 09-30-97
1,525 -0.37776 12-30-97
1,250 -0.19885 03-30-98
825 -0.41552 06-30-98
350 -0.85745 09-30-98
150 -0.84730 12-30-98
250 0.51083 03-30-99
225 -0.10536 06-30-99
1,650 1.99243 09-30-99
575 -1.05416 12-30-99
1,300 0.81575 03-30-00
1,025 -0.23767 06-30-00
925 -0.10265 09-29-00
605 -0.42457 12-22-00
550 -0.09531 03-30-01
550 0.00000 06-29-01
90 -0.15415 525 -0.04652 09-28-01
-0.34484 85 95 0.05407 500 -0.04879 12-28-01
-0.53063 50 65 -0.37949 460 -0.08338 03-28-02
600 0.26570 06-28-02
575 -0.04256 09-30-02
25 -0.33647 70 -0.35667 350 -0.49644 12-27-02
20 -0.22314 80 0.13353 400 0.13353 03-31-03
20 0.00000 60 -0.28768 500 0.22314 06-30-03
1,000 0.69315 09-30-03
950 -0.05129 12-31-03
825 -0.14108 03-31-04
700 -0.16430 06-30-04
525 -0.28768 09-30-04
600 0.13353 12-31-04
INCO TANGGAL Harga
EPMT
GJTL
Imbal hasil
Harga
Imbal hasil
Harga Imbal hasil
12-28-94
3,125 03-30-95
3,325 0.06204 06-30-95
2,875 -0.14542 09-29-95
2,700 -0.06280 12-28-95
2,550 -0.05716 03-28-96
2,800 0.09353 06-28-96
2,875 0.02643 09-30-96
2,850 -0.00873 12-27-96
2,950 0.03449 03-27-97
3,175 0.07350 06-30-97
3,050 -0.04017 09-30-97
6,625 0.77571 12-30-97
6,800 0.02607 03-30-98
10,500 0.43445 06-30-98
7,800 -0.29725 09-30-98
2,700 -1.06087 12-30-98
2,800 0.03637 03-30-99
4,750 0.52853 06-30-99
6,450 0.30594 09-30-99
6,500 0.00772 12-30-99
6,300 -0.03125 03-30-00
7,250 0.14045 06-30-00
6,350 -0.13255 09-29-00
6,010 -0.05503 12-22-00
7,850 0.26709 03-30-01
7,300 -0.07264 06-29-01
6,350 -0.13942 09-28-01
5,000 -0.23902 12-28-01
5,000 0.00000 03-28-02
5,900 0.16551 06-28-02
5,700 -0.03449 09-30-02
4,500 -0.23639 12-27-02
3,675 -0.20252 03-31-03
6,250 0.53103 06-30-03
7,450 0.17563 09-30-03
7,950 0.06496 12-31-03
8,350 0.04909 03-31-04
9,150 0.09149 06-30-04
9,700 0.05837 09-30-04
10,150 0.04535 12-31-04
ISAT TANGGAL Harga
INDF
INTP
Imbal hasil
Harga
Imbal hasil
Harga Imbal hasil
12-28-94
7,875 03-30-95
8,200 0.04044 06-30-95
8,450 0.03003 09-29-95
7,900 -0.06730 12-28-95
8,300 0.04939 03-28-96
8,025 -0.03369 06-28-96
7,825 -0.02524 09-30-96
7,825 0.00000 12-27-96
6,500 -0.18552 03-27-97
6,400 -0.01550 06-30-97
7,275 0.12815 09-30-97
8,325 0.13482 12-30-97
10,200 0.20312 03-30-98
13,900 0.30950 06-30-98
17,200 0.21302 09-30-98
5,775 -1.09137 12-30-98
10,425 0.59067 03-30-99
11,525 0.10031 06-30-99
13,200 0.13570 09-30-99
11,200 -0.16430 12-30-99
15,600 0.33136 03-30-00
12,900 -0.19004 06-30-00
10,300 -0.22508 09-29-00
7,125 -0.36853 12-22-00
9,000 0.23361 03-30-01
8,000 -0.11778 06-29-01
10,150 0.23803 09-28-01
7,750 -0.26978 12-28-01
9,450 0.19832 03-28-02
10,150 0.07146 06-28-02
10,950 0.07587 09-30-02
8,900 -0.20729 12-27-02
9,250 0.03857 03-31-03
7,600 -0.19648 06-30-03
8,800 0.14660 09-30-03
4,450 -0.68185 12-31-03
4,200 -0.05782 03-31-04
3,850 -0.08701 06-30-04
4,025 0.04445 09-30-04
4,225 0.04849 12-31-04
SMCB TANGGAL Harga
KLBF
MLPL
Imbal hasil
Harga
Imbal hasil
Harga Imbal hasil
12-28-94
7,100 03-30-95
7,400 0.04139 06-30-95
7,700 0.03974 09-29-95
8,100 0.05064 12-28-95
7,900 -0.02500 03-28-96
7,400 -0.06538 06-28-96
7,500 0.01342 09-30-96
7,200 -0.04082 12-27-96
7,600 0.05407 03-27-97
7,300 -0.04027 06-30-97
6,000 -0.19611 09-30-97
1,400 -1.45529 12-30-97
300 -1.54045 03-30-98
500 0.51083 06-30-98
400 -0.22314 09-30-98
-0.28768 75 150 -0.98083 12-30-98
300 0.69315 03-30-99
-0.28768 75 150 -0.69315 06-30-99
950 1.84583 09-30-99
350 -0.99853 12-30-99
500 0.35667 03-30-00
500 0.00000 06-30-00
600 0.18232 09-29-00
380 -0.45676 12-22-00
435 0.13517 03-30-01
400 -0.08388 06-29-01
385 -0.03822 09-28-01
385 0.00000 12-28-01
385 0.00000 03-28-02
320 -0.18492 06-28-02
295 -0.08135 09-30-02
175 -0.52219 12-27-02
145 -0.18805 03-31-03
150 0.03390 06-30-03
260 0.55005 09-30-03
400 0.43078 12-31-03
405 0.01242 03-31-04
375 -0.07696 06-30-04
280 -0.29214 09-30-04
370 0.27871 12-31-04
TRST TANGGAL Harga
SMGR
SMRA
Imbal hasil
Harga
Imbal hasil
Harga Imbal hasil
12-28-94
3,500 03-30-95
3,275 -0.06645 06-30-95
4,750 0.37183 09-29-95
5,250 0.10008 12-28-95
5,100 -0.02899 03-28-96
4,975 -0.02482 06-28-96
4,550 -0.08930 09-30-96
3,400 -0.29135 12-27-96
1,200 -1.04145 03-27-97
1,150 -0.04256 06-30-97
1,225 0.06318 09-30-97
600 -0.71377 12-30-97
250 -0.87547 03-30-98
325 0.26236 06-30-98
125 -0.95551 09-30-98
100 -0.22314 12-30-98
150 0.40547 03-30-99
-0.69315 75 125 -0.18232 06-30-99
625 1.60944 09-30-99
550 -0.12783 12-30-99
850 0.43532 03-30-00
675 -0.23052 06-30-00
700 0.03637 09-29-00
500 -0.33647 12-22-00
-1.77196 85 03-30-01
-0.19416 70 06-29-01
0.00000 70 09-28-01
0.00000 70 12-28-01
0.06899 75 03-28-02
110 0.38299 06-28-02
170 0.43532 09-30-02
80 -2.13269 145 -0.15906 12-27-02
170 0.15906 03-31-03
90 -0.10536 165 -0.02985 06-30-03
7,450 -0.08980
245 0.39531 09-30-03
245 0.00000 12-31-03
280 0.13353 03-31-04
225 -0.21869 06-30-04
190 -0.16908 09-30-04
200 0.05129 12-31-04
UNVR TANGGAL Harga
TSPC
UNTR
Imbal hasil
Harga
Imbal hasil
Harga Imbal hasil
12-28-94
25,000 03-30-95
27,000 0.07696 06-30-95
23,000 -0.16034 09-29-95
33,000 0.36101 12-28-95
30,500 -0.07878 03-28-96
32,000 0.04801 06-28-96
26,000 -0.20764 09-30-96
34,000 0.26826 12-27-96
30,000 -0.12516 03-27-97
35,200 0.15985 06-30-97
35,200 0.00000 09-30-97
31,000 -0.12706 12-30-97
30,000 -0.03279 03-30-98
45,000 0.40547 06-30-98
28,000 -0.47446 09-30-98
18,100 -0.43629 12-30-98
30,000 0.50529 03-30-99
30,000 0.00000 06-30-99
40,000 0.28768 09-30-99
72,000 0.58779 12-30-99
115,000 0.46827 03-30-00
88,000 -0.26760 06-30-00
108,000 0.20479 09-29-00
137,000 0.23785 12-22-00
12,500 -2.39425 03-30-01
15,650 0.22474 06-29-01
17,600 0.11743 09-28-01
15,400 -0.13353 12-28-01
16,350 0.05986 03-28-02
20,500 0.22620 06-28-02
20,700 0.00971 09-30-02
18,850 -0.09362 12-27-02
18,200 -0.03509 03-31-03
18,000 -0.01105 06-30-03
26,700 0.39429 09-30-03
3,350 -2.07570 12-31-03
3,425 0.02214 03-31-04
3,550 0.03585 06-30-04
5,350 -0.09786
3,925 0.10042 09-30-04
1,125 -0.20067
3,250 -0.18871 12-31-04
6,900 -0.01439
A. Saham-saham Jakarta Islamic Index (JII)
Posisi 30 Desember 2004 No. Kode Nama Perusahaan
1 AALI PT Astra Agro Lestari Tbk
2 ANTM PT Aneka Tambang Tbk
3 ASGR PT Astra Graphia Tbk
4 BNBR PT Bakrie & Brothers Tbk
5 BRPT PT Barito Pacific Timber Tbk
6 BUMI PT Bumi Resources Tbk
7 CTRA PT Ciputra Development Tbk
8 DNKS PT Dankos Laboratories Tbk
9 EPMT PT Enseval Putra Megatrading Tbk
10 GJTL PT Gajah Tunggal Tbk
11 INCO PT International Nickel Indonesia Tbk
12 INDF PT Indofood Sukses Makmur Tbk
13 INTP PT Indocement Tunggal Prakarsa Tbk
14 ISAT PT Indosat Tbk
15 KIJA PT Kawasan Industri Jababeka Tbk
16 KLBF PT Kalbe Farma Tbk
17 LMAS PT Limas Stokhomindo Tbk
18 LSIP PT Perusahaan Perkebunan London Sumatera Indonesia Tbk
19 MLPL PT Multipolar Corporation Tbk
20 PGAS PT Perusahaan Gas Negara (Persero) Tbk
21 PTBA PT Tambang Batubara Bukit Asam Tbk
22 SMCB PT Semen Cibinong Tbk
23 SMGR PT Semen Gresik (Persero) Tbk
24 SMRA PT Summarecon Agung Tbk
25 TINS PT Timah Tbk
26 TLKM PT Telekomunikasi Indonesia Tbk
27 TRST PT Trias Sentosa Tbk
28 TSPC PT Tempo Scan Pacific Tbk
29 UNTR PT United Tractors Tbk
30 UNVR PT Unilever Indonesia Tbk S umber : Monthly Report BEJ
B. DESKRIPSI STATISTIK DATA
Skewness Kurtosis No. Variabel N Range
Minimum Maximum
Mean
SD
Variance Statistic Std. Error Statistic Std. Error
1 ASGR 40 2,42037 -1,32176
2 BNBR 40 2,63906 -1,20397
3 BRPT 40 3,11352 -2,01490
4 BUMI 40 2,97858 -1,39813
5 CTRA 40 3,03495 -1,16315
6 DNKS 40 3,04659 -1,05416
7 EPMT 40 3,31336 -1,03609
8 GJTL 40 3,07797 -1,38629
9 INCO 40 1,83658 -1,06087
10 INDF 40 2,65463 -1,72591
11 INTP 40 1,35224 -0,78471
12 ISAT 40 1,68204 -1,09137
13 KLBF 40 3,11863 -1,25276
14 MLPL 40 2,78491 -1,29098
15 SMCB 40 3,38627 -1,54045
16 SMGR 40 1,53378 -0,84841
17 SMRA 40 3,67313 -2,13269
18 TRST 40 3,38139 -1,77196
19 TSPC 40 3,52116 -1,86727
20 UNTR 40 3,95530 -1,94040
21 UNVR 40 2,98204 -2,39425
22 FSBI 40 0,59065 -0,24940
23 FINF 40 0,54785 -0,29210
L-10
LAMPIRAN 4
ADF Test – Critical Value Ordo 0 Imbal Hasil Saham ASGR
Null Hypothesis: ASGR has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(ASGR) Method: Least Squares Date: 06/13/05 Time: 18:33 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. ASGR(-1) -1.280699
Variable Coefficient
Std. Error t-Statistic
C -0.058256
0.074877
-0.778019
0.026804 Adjusted R-squared
0.660586 Mean dependent var
0.784875 S.E. of regression
0.651413 S.D. dependent var
1.349469 Sum squared resid
0.463400 Akaike info criterion
1.434780 Log likelihood
7.945369 Schwarz criterion
72.01147 Durbin-Watson stat
-24.31464 F-statistic
1.973782 Prob(F-statistic)
0.000000
LAMPIRAN 5
ADF Test – Critical Value Ordo 0 Imbal Hasil Saham BNBR
Null Hypothesis: BNBR has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-8.450698
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(BNBR) Method: Least Squares Date: 06/13/05 Time: 18:34 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. BNBR(-1) -1.318948
Variable Coefficient
Std. Error t-Statistic
C -0.176572
0.086187
-2.048715
0.001880 Adjusted R-squared
0.658717 Mean dependent var
0.881414 S.E. of regression
0.649493 S.D. dependent var
1.586969 Sum squared resid
0.521830 Akaike info criterion
1.672280 Log likelihood
10.07533 Schwarz criterion
71.41429 Durbin-Watson stat
-28.94590 F-statistic
1.862576 Prob(F-statistic)
0.000000
LAMPIRAN 6
ADF Test – Critical Value Ordo 0 Imbal Hasil Saham BRPT
Null Hypothesis: BRPT has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(BRPT) Method: Least Squares Date: 06/13/05 Time: 18:35 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. BRPT(-1) -1.096913
Variable Coefficient
Std. Error t-Statistic
C -0.054561
0.084347
-0.646865
0.010000 Adjusted R-squared
0.546346 Mean dependent var
0.766607 S.E. of regression
0.534085 S.D. dependent var
1.592482 Sum squared resid
0.523270 Akaike info criterion
1.677793 Log likelihood
10.13103 Schwarz criterion
44.55999 Durbin-Watson stat
-29.05341 F-statistic
1.969987 Prob(F-statistic)
0.000000
LAMPIRAN 7
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham BUMI
Null Hypothesis: BUMI has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-5.860396
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(BUMI) Method: Least Squares Date: 06/13/05 Time: 18:36 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. BUMI(-1) -0.955241
Variable Coefficient
Std. Error t-Statistic
C -0.009271
0.103854
-0.089268
0.014753 Adjusted R-squared
0.481388 Mean dependent var
0.887983 S.E. of regression
0.467371 S.D. dependent var
2.020261 Sum squared resid
0.648062 Akaike info criterion
2.105572 Log likelihood
15.53944 Schwarz criterion
34.34424 Durbin-Watson stat
-37.39509 F-statistic
2.032552 Prob(F-statistic)
0.000001
LAMPIRAN 8
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham CTRA
Null Hypothesis: CTRA has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-6.655744
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(CTRA) Method: Least Squares Date: 06/13/05 Time: 18:37 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. CTRA(-1) -1.088137
Variable Coefficient
Std. Error t-Statistic
C -0.060626
0.097842
-0.619628
0.011979 Adjusted R-squared
0.544889 Mean dependent var
0.888162 S.E. of regression
0.532589 S.D. dependent var
1.890048 Sum squared resid
0.607214 Akaike info criterion
1.975359 Log likelihood
13.64220 Schwarz criterion
44.29893 Durbin-Watson stat
-34.85593 F-statistic
1.965946 Prob(F-statistic)
0.000000
LAMPIRAN 9
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham DNKS
Null Hypothesis: DNKS has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-7.824017
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(DNKS) Method: Least Squares Date: 06/13/05 Time: 18:38 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. DNKS(-1) -1.251187
Variable Coefficient
Std. Error t-Statistic
C -0.088728
0.082486
-1.075673
0.005452 Adjusted R-squared
0.623276 Mean dependent var
0.819285 S.E. of regression
0.613095 S.D. dependent var
1.539576 Sum squared resid
0.509609 Akaike info criterion
1.624887 Log likelihood
9.608966 Schwarz criterion
61.21524 Durbin-Watson stat
-28.02173 F-statistic
1.836077 Prob(F-statistic)
0.000000
LAMPIRAN 10
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham EPMT
Null Hypothesis: EPMT has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-6.704736
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(EPMT) Method: Least Squares Date: 06/13/05 Time: 18:38 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. EPMT(-1) -1.097259
Variable Coefficient
Std. Error t-Statistic
C -0.062428
0.088143
-0.708260
0.018197 Adjusted R-squared
0.548524 Mean dependent var
0.800814 S.E. of regression
0.536322 S.D. dependent var
1.674979 Sum squared resid
0.545305 Akaike info criterion
1.760290 Log likelihood
11.00224 Schwarz criterion
44.95348 Durbin-Watson stat
-30.66209 F-statistic
1.979893 Prob(F-statistic)
0.000000
LAMPIRAN 11
ADF Test – Critical Value Ordo 0 Imbal Hasil Saham GJTL
Null Hypothesis: GJTL has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-6.625240
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(GJTL) Method: Least Squares Date: 06/13/05 Time: 18:41 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. GJTL(-1) -1.086971
Variable Coefficient
Std. Error t-Statistic
C -0.037380
0.077146
-0.484544
0.011198 Adjusted R-squared
0.542610 Mean dependent var
0.699745 S.E. of regression
0.530248 S.D. dependent var
1.418168 Sum squared resid
0.479594 Akaike info criterion
1.503479 Log likelihood
8.510395 Schwarz criterion
43.89380 Durbin-Watson stat
-25.65427 F-statistic
1.940186 Prob(F-statistic)
0.000000
LAMPIRAN 12
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham INCO
Null Hypothesis: INCO has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0001 Test critical values:
-5.402288
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(INCO) Method: Least Squares Date: 06/13/05 Time: 18:41 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. INCO(-1) -0.883203
Variable Coefficient
Std. Error t-Statistic
0.001611 Adjusted R-squared
0.440959 Mean dependent var
0.376616 S.E. of regression
0.425849 S.D. dependent var
0.379873 Sum squared resid
0.285372 Akaike info criterion
0.465184 Log likelihood
3.013173 Schwarz criterion
29.18472 Durbin-Watson stat
-5.407524 F-statistic
1.908901 Prob(F-statistic)
0.000004
LAMPIRAN 13
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham INDF
Null Hypothesis: INDF has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-6.340160
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(INDF) Method: Least Squares Date: 06/13/05 Time: 18:42 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. INDF(-1) -1.047354
Variable Coefficient
Std. Error t-Statistic
C -0.061251
0.074666
-0.820330
0.009313 Adjusted R-squared
0.520711 Mean dependent var
0.657186 S.E. of regression
0.507757 S.D. dependent var
1.339438 Sum squared resid
0.461082 Akaike info criterion
1.424748 Log likelihood
7.866066 Schwarz criterion
40.19763 Durbin-Watson stat
-24.11903 F-statistic
1.972608 Prob(F-statistic)
0.000000
LAMPIRAN 14
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham INTP
Null Hypothesis: INTP has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-5.692376
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(INTP) Method: Least Squares Date: 06/13/05 Time: 18:42 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Variable Coefficient
Prob. INTP(-1) -0.964870
Std. Error t-Statistic
C -0.020215
0.049733
-0.406475
0.008896 Adjusted R-squared
0.466883 Mean dependent var
0.417506 S.E. of regression
0.452474 S.D. dependent var
0.538537 Sum squared resid
0.308933 Akaike info criterion
0.623848 Log likelihood
3.531269 Schwarz criterion
32.40315 Durbin-Watson stat
-8.501467 F-statistic
1.924781 Prob(F-statistic)
0.000002
LAMPIRAN 15
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham ISAT
Null Hypothesis: ISAT has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-8.421510
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(ISAT) Method: Least Squares Date: 06/13/05 Time: 18:43 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Variable Coefficient
Prob. ISAT(-1) -1.330714
Std. Error t-Statistic
C -0.014381
0.043997
-0.326863
0.006865 Adjusted R-squared
0.657159 Mean dependent var
0.462280 S.E. of regression
0.647893 S.D. dependent var
0.300805 Sum squared resid
0.274310 Akaike info criterion
0.386116 Log likelihood
2.784104 Schwarz criterion
70.92183 Durbin-Watson stat
-3.865706 F-statistic
1.981614 Prob(F-statistic)
0.000000
LAMPIRAN 16
ADF Test – Critical Value Ordo 0 Imbal Hasil Saham KLBF
Null Hypothesis: KLBF has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-8.633398
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(KLBF) Method: Least Squares Date: 06/13/05 Time: 18:44 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. KLBF(-1) -1.342804
Variable Coefficient
Std. Error t-Statistic
C -0.097520
0.079896
-1.220583
0.008604 Adjusted R-squared
0.668267 Mean dependent var
0.844642 S.E. of regression
0.659302 S.D. dependent var
1.473356 Sum squared resid
0.493013 Akaike info criterion
1.558667 Log likelihood
8.993272 Schwarz criterion
74.53557 Durbin-Watson stat
-26.73045 F-statistic
1.856207 Prob(F-statistic)
0.000000
LAMPIRAN 17
ADF Test – Critical Value Ordo 0 Imbal Hasil Saham MLPL
Null Hypothesis: MLPL has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-6.722052
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(MLPL) Method: Least Squares Date: 06/13/05 Time: 18:44 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. MLPL(-1) -1.096729
Variable Coefficient
Std. Error t-Statistic
C -0.038444
0.088243
-0.435663
0.008601 Adjusted R-squared
0.549802 Mean dependent var
0.807886 S.E. of regression
0.537634 S.D. dependent var
1.689730 Sum squared resid
0.549342 Akaike info criterion
1.775041 Log likelihood
11.16575 Schwarz criterion
45.18598 Durbin-Watson stat
-30.94974 F-statistic
1.948468 Prob(F-statistic)
0.000000
LAMPIRAN 18
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham SMCB
Null Hypothesis: SMCB has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-7.490729
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(SMCB) Method: Least Squares Date: 06/13/05 Time: 18:45 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. SMCB(-1) -1.215240
Variable Coefficient
Std. Error t-Statistic
C -0.081814
0.092166
-0.887681
0.010243 Adjusted R-squared
0.602625 Mean dependent var
0.892932 S.E. of regression
0.591885 S.D. dependent var
1.765100 Sum squared resid
0.570439 Akaike info criterion
1.850411 Log likelihood
12.03984 Schwarz criterion
56.11102 Durbin-Watson stat
-32.41946 F-statistic
1.911099 Prob(F-statistic)
0.000000
LAMPIRAN 19
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham SMGR
Null Hypothesis: SMGR has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-6.588119
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(SMGR) Method: Least Squares Date: 06/13/05 Time: 18:45 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. SMGR(-1) -1.130776
Variable Coefficient
Std. Error t-Statistic
0.012831 Adjusted R-squared
0.539820 Mean dependent var
0.452031 S.E. of regression
0.527383 S.D. dependent var
0.550319 Sum squared resid
0.310759 Akaike info criterion
0.635630 Log likelihood
3.573122 Schwarz criterion
43.40332 Durbin-Watson stat
-8.731225 F-statistic
1.878978 Prob(F-statistic)
0.000000
LAMPIRAN 20
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham SMRA
Null Hypothesis: SMRA has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-7.444254
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(SMRA) Method: Least Squares Date: 06/13/05 Time: 18:46 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. SMRA(-1) -1.194572
Variable Coefficient
Std. Error t-Statistic
C -0.042899
0.100569
-0.426561
0.011983 Adjusted R-squared
0.599640 Mean dependent var
0.976806 S.E. of regression
0.588820 S.D. dependent var
1.952139 Sum squared resid
0.626360 Akaike info criterion
2.037450 Log likelihood
14.51611 Schwarz criterion
55.41692 Durbin-Watson stat
-36.06671 F-statistic
1.984393 Prob(F-statistic)
0.000000
LAMPIRAN 21
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham TRST
Null Hypothesis: TRST has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-5.697921
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(TRST) Method: Least Squares Date: 06/13/05 Time: 18:46 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. TRST(-1) -0.935184
Variable Coefficient
Std. Error t-Statistic
C -0.066296
0.085685
-0.773717
0.002337 Adjusted R-squared
0.467368 Mean dependent var
0.716307 S.E. of regression
0.452972 S.D. dependent var
1.617248 Sum squared resid
0.529790 Akaike info criterion
1.702559 Log likelihood
10.38507 Schwarz criterion
32.46631 Durbin-Watson stat
-29.53634 F-statistic
2.000615 Prob(F-statistic)
0.000002
LAMPIRAN 22
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham TSPC
Null Hypothesis: TSPC has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-5.472998
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(TSPC) Method: Least Squares Date: 06/13/05 Time: 18:47 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. TSPC(-1) -0.894839
Variable Coefficient
Std. Error t-Statistic
C -0.004577
0.084887
-0.053915
0.005166 Adjusted R-squared
0.447379 Mean dependent var
0.703514 S.E. of regression
0.432444 S.D. dependent var
1.618047 Sum squared resid
0.530002 Akaike info criterion
1.703358 Log likelihood
10.39336 Schwarz criterion
29.95371 Durbin-Watson stat
-29.55191 F-statistic
2.036564 Prob(F-statistic)
0.000003
LAMPIRAN 23
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham UNTR
Null Hypothesis: UNTR has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-6.091441
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(UNTR) Method: Least Squares Date: 06/13/05 Time: 18:47 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. UNTR(-1) -1.006600
Variable Coefficient
Std. Error t-Statistic
C -0.014346
0.116223
-0.123436
0.016007 Adjusted R-squared
0.500713 Mean dependent var
1.012651 S.E. of regression
0.487219 S.D. dependent var
2.245035 Sum squared resid
0.725147 Akaike info criterion
2.330346 Log likelihood
19.45600 Schwarz criterion
37.10565 Durbin-Watson stat
-41.77818 F-statistic
1.982115 Prob(F-statistic)
0.000000
LAMPIRAN 24
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham UNVR
Null Hypothesis: UNVR has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0000 Test critical values:
-7.297907
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(UNVR) Method: Least Squares Date: 06/13/05 Time: 18:48 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Prob. UNVR(-1) -1.179643
Variable Coefficient
Std. Error t-Statistic
C -0.063293
0.091100
-0.694765
-0.001582 Adjusted R-squared
0.590071 Mean dependent var
0.873022 S.E. of regression
0.578991 S.D. dependent var
1.751107 Sum squared resid
0.566462 Akaike info criterion
1.836418 Log likelihood
11.87253 Schwarz criterion
53.25944 Durbin-Watson stat
-32.14658 F-statistic
2.042856 Prob(F-statistic)
0.000000
LAMPIRAN 25
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham FSBI
Null Hypothesis: FSBI has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0067 Test critical values:
-3.762609
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(FSBI) Method: Least Squares Date: 06/13/05 Time: 18:49 Sample(adjusted): 1995:2 2004:4 Included observations: 39 after adjusting endpoints
Variable Coefficient
Prob. FSBI(-1) -0.552695
Std. Error t-Statistic
C -0.001550
0.013963
-0.110995
-0.000536 Adjusted R-squared
0.276740 Mean dependent var
0.101160 S.E. of regression
0.257192 S.D. dependent var
-1.991631 Sum squared resid
0.087186 Akaike info criterion
-1.906320 Log likelihood
0.281250 Schwarz criterion
14.15722 Durbin-Watson stat
40.83680 F-statistic
1.741148 Prob(F-statistic)
0.000583
LAMPIRAN 26
ADF Test – Critical Value Ordo 0
Imbal Hasil Saham FINF
Null Hypothesis: FINF has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0002 Test critical values:
-5.116871
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(FINF) Method: Least Squares Date: 06/13/05 Time: 18:51 Sample(adjusted): 1995:4 2004:4 Included observations: 39 after adjusting endpoints
Variable Coefficient
Prob. FINF(-1) -0.553805
Std. Error t-Statistic
C -0.000764
0.008724
-0.087582
7.43E-05 Adjusted R-squared
0.552756 Mean dependent var
0.075942 S.E. of regression
0.512098 S.D. dependent var
-2.933516 Sum squared resid
0.053046 Akaike info criterion
-2.759363 Log likelihood
0.092857 Schwarz criterion
13.59510 Durbin-Watson stat
58.27005 F-statistic
1.931685 Prob(F-statistic)
0.000006
LAMPIRAN 27
ADF Test – Critical Value Ordo 0 Imbal Hasil Saham FPNB
Null Hypothesis: FPNB has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic
0.0081 Test critical values:
-3.695854
1% level
-3.610453 5% level -2.938987 10% level -2.607932
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(FPNB) Method: Least Squares Date: 06/13/05 Time: 18:53 Sample(adjusted): 1995:3 2004:4 Included observations: 39 after adjusting endpoints
Prob. FPNB(-1) -0.516881
Variable Coefficient
Std. Error t-Statistic
C 2.28E-05
0.005445
0.004192
0.000175 Adjusted R-squared
0.285742 Mean dependent var
0.038617 S.E. of regression
0.244928 S.D. dependent var
-3.875511 Sum squared resid
0.033557 Akaike info criterion
-3.746228 Log likelihood
0.039412 Schwarz criterion
7.000961 Durbin-Watson stat
76.63471 F-statistic
2.061847 Prob(F-statistic)
0.002770
LAMPIRAN 28
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil ASGR
Dependent Variable: ASGR Method: Least Squares Date: 06/13/05 Time: 19:52 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.816949 0.4191 FSBI -0.906644
C -0.063468
-0.061861 Adjusted R-squared
0.030611 Mean dependent var
0.492518 S.E. of regression
0.005100 S.D. dependent var
1.465022 Sum squared resid
0.491260 Akaike info criterion
1.549466 Log likelihood
9.170799 Schwarz criterion
1.199930 Durbin-Watson stat
-27.30044 F-statistic
2.550590 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil ASGR
White Heteroskedasticity Test:
0.765127 Obs*R-squared
F-statistic 0.269660 Probability
0.574673 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 19:53 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.619700 0.0009 FSBI -0.384279
C 0.234426
-0.563631 0.5764 FSBI^2 -0.662471
0.229270 Adjusted R-squared
0.014367 Mean dependent var
0.370721 S.E. of regression
-0.038911 S.D. dependent var
0.963477 Sum squared resid
0.377865 Akaike info criterion
1.090143 Log likelihood
5.282923 Schwarz criterion
0.269660 Durbin-Watson stat
-16.26954 F-statistic
1.415123 Prob(F-statistic)
LAMPIRAN 29
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil ASGR
Dependent Variable: ASGR Method: Least Squares Date: 06/13/05 Time: 19:56 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.803726 0.4266 FINF -0.712719
C -0.062686
-0.061861 Adjusted R-squared
0.022756 Mean dependent var
0.492518 S.E. of regression
-0.002961 S.D. dependent var
1.473092 Sum squared resid
0.493247 Akaike info criterion
1.557536 Log likelihood
9.245109 Schwarz criterion
0.884847 Durbin-Watson stat
-27.46185 F-statistic
2.612681 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil ASGR
White Heteroskedasticity Test:
0.510985 Obs*R-squared
F-statistic 0.683748 Probability
1.425683 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 19:56 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.161958 0.0031 FINF -0.317846
0.231128 Adjusted R-squared
0.035642 Mean dependent var
0.371861 S.E. of regression
-0.016485 S.D. dependent var
0.947794 Sum squared resid
0.374913 Akaike info criterion
1.074460 Log likelihood
5.200716 Schwarz criterion
0.683748 Durbin-Watson stat
-15.95588 F-statistic
1.525300 Prob(F-statistic)
LAMPIRAN 30
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil ASGR
Dependent Variable: ASGR Method: Least Squares Date: 06/13/05 Time: 19:57 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.818754 0.4180 FPNB 2.526121
C -0.063007
-0.061861 Adjusted R-squared
0.048612 Mean dependent var
0.492518 S.E. of regression
0.023576 S.D. dependent var
1.446277 Sum squared resid
0.486678 Akaike info criterion
1.530721 Log likelihood
9.000496 Schwarz criterion
1.941649 Durbin-Watson stat
-26.92555 F-statistic
2.486915 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil ASGR
White Heteroskedasticity Test:
0.668378 Obs*R-squared
F-statistic 0.407321 Probability
0.861721 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 19:57 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.225012 Adjusted R-squared
0.021543 Mean dependent var
0.365557 S.E. of regression
-0.031347 S.D. dependent var
0.928117 Sum squared resid
0.371243 Akaike info criterion
1.054783 Log likelihood
5.099381 Schwarz criterion
0.407321 Durbin-Watson stat
-15.56233 F-statistic
1.314815 Prob(F-statistic)
LAMPIRAN 31
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil ASGR
Dependent Variable: ASGR Method: Least Squares Date: 06/13/05 Time: 19:58 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.803929 0.4267 FSBI -0.477927
C -0.063315
-0.061861 Adjusted R-squared
0.056242 Mean dependent var
0.492518 S.E. of regression
-0.022405 S.D. dependent var
1.538225 Sum squared resid
0.498005 Akaike info criterion
1.707113 Log likelihood
8.928315 Schwarz criterion
0.715124 Durbin-Watson stat
-26.76451 F-statistic
2.380204 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil ASGR
White Heteroskedasticity Test:
0.704727 Obs*R-squared
F-statistic 0.698830 Probability
6.932559 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 19:58 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
1.298478 0.2040 FSBI*FINF -48.05753
-1.378871 0.1781 FSBI*FPNB 44.51799
0.592791 0.5578 FINF -4.964272
0.251434 0.8032 FINF*FPNB -145.8417
-1.480451 0.1492 FPNB -0.383213
-0.073877 0.9416 FPNB^2 -142.1304
0.223208 Adjusted R-squared
0.173314 Mean dependent var
0.366237 S.E. of regression
-0.074692 S.D. dependent var
1.113277 Sum squared resid
0.379668 Akaike info criterion
1.535497 Log likelihood
4.324427 Schwarz criterion
0.698830 Durbin-Watson stat
-12.26554 F-statistic
1.373491 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil ASGR
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: ASGR
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: ASGR
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: ASGR
LAMPIRAN 32
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil BNBR
Dependent Variable: BNBR Method: Least Squares Date: 06/13/05 Time: 21:16 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-1.658292 0.1055 FSBI -2.113787
C -0.132325
-0.128578 Adjusted R-squared
0.139931 Mean dependent var
0.537064 S.E. of regression
0.117297 S.D. dependent var
1.518539 Sum squared resid
0.504583 Akaike info criterion
1.602983 Log likelihood
9.674965 Schwarz criterion
6.182481 Durbin-Watson stat
-28.37078 F-statistic
2.642830 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil BNBR
White Heteroskedasticity Test:
0.014725 Obs*R-squared
F-statistic 4.737872 Probability
4.155442 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 21:17 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.703207 0.0007 FSBI -1.790115
0.241874 Adjusted R-squared
0.103886 Mean dependent var
0.355636 S.E. of regression
0.060853 S.D. dependent var
0.666850 Sum squared resid
0.325780 Akaike info criterion
0.793516 Log likelihood
3.926910 Schwarz criterion
4.737872 Durbin-Watson stat
-10.33701 F-statistic
2.128653 Prob(F-statistic)
LAMPIRAN 33
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil BNBR
Dependent Variable: BNBR Method: Least Squares Date: 06/13/05 Time: 21:17 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-1.545598 0.1305 FINF -1.107984
C -0.129861
-0.128578 Adjusted R-squared
0.046250 Mean dependent var
0.537064 S.E. of regression
0.021151 S.D. dependent var
1.621928 Sum squared resid
0.531353 Akaike info criterion
1.706372 Log likelihood
10.72878 Schwarz criterion
1.842723 Durbin-Watson stat
-30.43856 F-statistic
2.515419 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil BNBR
White Heteroskedasticity Test:
0.001294 Obs*R-squared
F-statistic 8.002005 Probability
5.077581 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 21:18 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.802832 0.0005 FINF -1.294524
0.268220 Adjusted R-squared
0.125189 Mean dependent var
0.368234 S.E. of regression
0.074207 S.D. dependent var
0.605036 Sum squared resid
0.315865 Akaike info criterion
0.731702 Log likelihood
3.691520 Schwarz criterion
8.002005 Durbin-Watson stat
-9.100719 F-statistic
2.412030 Prob(F-statistic)
LAMPIRAN 34
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil BNBR
Dependent Variable: BNBR Method: Least Squares Date: 06/13/05 Time: 21:19 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-1.604211 0.1169 FPNB 4.084105
C -0.130431
-0.128578 Adjusted R-squared
0.106862 Mean dependent var
0.537064 S.E. of regression
0.083358 S.D. dependent var
1.556267 Sum squared resid
0.514192 Akaike info criterion
1.640711 Log likelihood
10.04696 Schwarz criterion
4.546615 Durbin-Watson stat
-29.12535 F-statistic
2.533618 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil BNBR
White Heteroskedasticity Test:
0.096267 Obs*R-squared
F-statistic 2.495141 Probability
4.753749 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 21:19 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.251174 Adjusted R-squared
0.118844 Mean dependent var
0.326785 S.E. of regression
0.071214 S.D. dependent var
0.599134 Sum squared resid
0.314935 Akaike info criterion
0.725800 Log likelihood
3.669799 Schwarz criterion
2.495141 Durbin-Watson stat
-8.982690 F-statistic
2.081798 Prob(F-statistic)
LAMPIRAN 35
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil BNBR
Dependent Variable: BNBR Method: Least Squares Date: 06/13/05 Time: 21:20 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-1.674010 0.1028 FSBI -2.566176
C -0.132550
-0.128578 Adjusted R-squared
0.197728 Mean dependent var
0.537064 S.E. of regression
0.130872 S.D. dependent var
1.548974 Sum squared resid
0.500688 Akaike info criterion
1.717862 Log likelihood
9.024799 Schwarz criterion
2.957521 Durbin-Watson stat
-26.97948 F-statistic
2.533881 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil BNBR
White Heteroskedasticity Test:
0.266833 Obs*R-squared
F-statistic 1.322739 Probability
11.36356 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 21:20 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.367322 0.0021 FSBI -5.286620
C 0.190372
-1.734585 0.0931 FSBI^2 -13.21477
-1.342374 0.1895 FSBI*FINF 22.86315
0.812759 0.4228 FSBI*FPNB -63.55560
1.728208 0.0942 FINF^2 -1.824621
-0.120685 0.9047 FINF*FPNB 82.15643
0.225620 Adjusted R-squared
0.284089 Mean dependent var
0.317643 S.E. of regression
0.069316 S.D. dependent var
0.684703 Sum squared resid
0.306436 Akaike info criterion
1.106923 Log likelihood
2.817092 Schwarz criterion
1.322739 Durbin-Watson stat
-3.694055 F-statistic
2.481118 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil BNBR
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: BNBR
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: BNBR
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: BNBR
LAMPIRAN 36
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil BRPT
Dependent Variable: BRPT Method: Least Squares Date: 06/13/05 Time: 21:50 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.815482 0.4199 FSBI -2.917461
C -0.056274
-0.051103 Adjusted R-squared
0.292998 Mean dependent var
0.512263 S.E. of regression
0.274393 S.D. dependent var
1.228004 Sum squared resid
0.436359 Akaike info criterion
1.312448 Log likelihood
7.235550 Schwarz criterion
15.74811 Durbin-Watson stat
-22.56008 F-statistic
2.617797 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil BRPT
White Heteroskedasticity Test:
0.001436 Obs*R-squared
F-statistic 7.853239 Probability
2.919963 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 21:51 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.180889 Adjusted R-squared
0.072999 Mean dependent var
0.226249 S.E. of regression
0.060053 S.D. dependent var
-0.363503 Sum squared resid
0.194619 Akaike info criterion
-0.236837 Log likelihood
1.401438 Schwarz criterion
7.853239 Durbin-Watson stat
10.27007 F-statistic
2.096509 Prob(F-statistic)
LAMPIRAN 37
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil BRPT
Dependent Variable: BRPT Method: Least Squares Date: 06/13/05 Time: 21:52 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.693676 0.4921 FINF -1.761281
C -0.053141
-0.051103 Adjusted R-squared
0.128460 Mean dependent var
0.512263 S.E. of regression
0.105524 S.D. dependent var
1.437233 Sum squared resid
0.484482 Akaike info criterion
1.521677 Log likelihood
8.919463 Schwarz criterion
5.600959 Durbin-Watson stat
-26.74467 F-statistic
2.643726 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil BRPT
White Heteroskedasticity Test:
0.000206 Obs*R-squared
F-statistic 8.770319 Probability
4.718548 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 21:52 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.222987 Adjusted R-squared
0.117963 Mean dependent var
0.391342 S.E. of regression
0.053798 S.D. dependent var
0.627407 Sum squared resid
0.319418 Akaike info criterion
0.754073 Log likelihood
3.775035 Schwarz criterion
8.770319 Durbin-Watson stat
-9.548148 F-statistic
2.963943 Prob(F-statistic)
LAMPIRAN 38
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil BRPT
Dependent Variable: BRPT Method: Least Squares Date: 06/13/05 Time: 21:54 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.735789 0.4664 FPNB 5.488553
C -0.053593
-0.051103 Adjusted R-squared
0.212134 Mean dependent var
0.512263 S.E. of regression
0.191400 S.D. dependent var
1.336299 Sum squared resid
0.460638 Akaike info criterion
1.420743 Log likelihood
8.063130 Schwarz criterion
10.23154 Durbin-Watson stat
-24.72599 F-statistic
2.377975 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil BRPT
White Heteroskedasticity Test:
0.000411 Obs*R-squared
F-statistic 9.696080 Probability
1.275522 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 21:54 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.637092 0.0008 FPNB -3.302562
0.201578 Adjusted R-squared
0.031888 Mean dependent var
0.298938 S.E. of regression
0.015088 S.D. dependent var
0.126112 Sum squared resid
0.248602 Akaike info criterion
0.252778 Log likelihood
2.286710 Schwarz criterion
9.696080 Durbin-Watson stat
0.477766 F-statistic
2.353617 Prob(F-statistic)
LAMPIRAN 39
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil BRPT
Dependent Variable: BRPT Method: Least Squares Date: 06/13/05 Time: 21:55 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.828936 0.4126 FSBI -3.199467
C -0.056427
-0.051103 Adjusted R-squared
0.348256 Mean dependent var
0.512263 S.E. of regression
0.293944 S.D. dependent var
1.246623 Sum squared resid
0.430440 Akaike info criterion
1.415511 Log likelihood
6.670037 Schwarz criterion
6.412136 Durbin-Watson stat
-20.93246 F-statistic
2.243290 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil BRPT
White Heteroskedasticity Test: F-statistic
0.415585 Obs*R-squared
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 21:55 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
4.214924 0.0002 FSBI -1.296873
C 0.158487
-0.639780 0.5272 FSBI^2 -3.646423
-0.556925 0.5817 FSBI*FINF -0.918502
-0.049093 0.9612 FSBI*FPNB -42.69997
0.031150 0.9754 FINF^2 -3.862694
-0.384138 0.7036 FINF*FPNB -9.324421
-0.176325 0.8612 FPNB -1.373273
-0.493180 0.6255 FPNB^2 -39.79103
0.166751 Adjusted R-squared
0.242119 Mean dependent var
0.205330 S.E. of regression
0.214756 S.D. dependent var
-0.130946 Sum squared resid
0.203809 Akaike info criterion
0.291274 Log likelihood
1.246147 Schwarz criterion
1.064900 Durbin-Watson stat
12.61891 F-statistic
2.342208 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal
Hasil BRPT
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: BRPT
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: BRPT
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: BRPT
LAMPIRAN 40
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil BUMI
Dependent Variable: BUMI Method: Least Squares Date: 06/13/05 Time: 22:16 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.276782 0.7834 FSBI -2.158256
C -0.026733
-0.022907 Adjusted R-squared
0.103761 Mean dependent var
0.636805 S.E. of regression
0.080176 S.D. dependent var
1.900426 Sum squared resid
0.610743 Akaike info criterion
1.984870 Log likelihood
14.17427 Schwarz criterion
4.399418 Durbin-Watson stat
-36.00851 F-statistic
2.094435 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil BUMI
White Heteroskedasticity Test:
0.522481 Obs*R-squared
F-statistic 0.660691 Probability
1.379263 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 22:16 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.512087 0.0012 FSBI -1.063333
0.354357 Adjusted R-squared
0.034482 Mean dependent var
0.537577 S.E. of regression
-0.017709 S.D. dependent var
1.686102 Sum squared resid
0.542316 Akaike info criterion
1.812768 Log likelihood
10.88194 Schwarz criterion
0.660691 Durbin-Watson stat
-30.72204 F-statistic
1.380984 Prob(F-statistic)
LAMPIRAN 41
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil BUMI
Dependent Variable: BUMI Method: Least Squares Date: 06/13/05 Time: 22:17 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.246669 0.8065 FINF -1.383638
C -0.024509
-0.022907 Adjusted R-squared
0.051301 Mean dependent var
0.636805 S.E. of regression
0.026336 S.D. dependent var
1.957310 Sum squared resid
0.628363 Akaike info criterion
2.041754 Log likelihood
15.00394 Schwarz criterion
2.054867 Durbin-Watson stat
-37.14620 F-statistic
2.108794 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil BUMI
White Heteroskedasticity Test:
0.114669 Obs*R-squared
F-statistic 2.297561 Probability
4.418905 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 22:17 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.183374 0.0029 FINF -1.048350
0.375098 Adjusted R-squared
0.110473 Mean dependent var
0.580740 S.E. of regression
0.062390 S.D. dependent var
1.758589 Sum squared resid
0.562332 Akaike info criterion
1.885255 Log likelihood
11.70003 Schwarz criterion
2.297561 Durbin-Watson stat
-32.17179 F-statistic
1.414235 Prob(F-statistic)
LAMPIRAN 42
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil BUMI
Dependent Variable: BUMI Method: Least Squares Date: 06/13/05 Time: 22:18 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.286355 0.7762 FPNB 6.772034
C -0.025980
-0.022907 Adjusted R-squared
0.208981 Mean dependent var
0.636805 S.E. of regression
0.188165 S.D. dependent var
1.775541 Sum squared resid
0.573773 Akaike info criterion
1.859985 Log likelihood
12.51019 Schwarz criterion
10.03930 Durbin-Watson stat
-33.51082 F-statistic
1.901086 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil BUMI
White Heteroskedasticity Test:
0.955347 Obs*R-squared
F-statistic 0.045737 Probability
0.098646 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 22:18 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.027701 0.9780 FPNB^2 -4.820496
0.312755 Adjusted R-squared
0.002466 Mean dependent var
0.487786 S.E. of regression
-0.051455 S.D. dependent var
1.524333 Sum squared resid
0.500178 Akaike info criterion
1.650999 Log likelihood
9.256589 Schwarz criterion
0.045737 Durbin-Watson stat
-27.48666 F-statistic
1.399019 Prob(F-statistic)
LAMPIRAN 43
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil BUMI
Dependent Variable: BUMI Method: Least Squares Date: 06/13/05 Time: 22:19 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.305986 0.7614 FSBI -1.435309
C -0.026527
-0.022907 Adjusted R-squared
0.315923 Mean dependent var
0.636805 S.E. of regression
0.258917 S.D. dependent var
1.730289 Sum squared resid
0.548201 Akaike info criterion
1.899177 Log likelihood
10.81886 Schwarz criterion
5.541894 Durbin-Watson stat
-30.60578 F-statistic
1.524260 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil BUMI
White Heteroskedasticity Test:
0.994619 Obs*R-squared
F-statistic 0.181346 Probability
2.063866 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 22:20 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.131041 0.8966 FSBI^2 -4.512378
-0.269562 0.7893 FSBI*FINF 13.01169
0.272019 0.7875 FSBI*FPNB 37.98770
0.368563 0.7150 FINF -1.597718
-0.389699 0.6995 FINF^2 -15.02464
-0.584419 0.5633 FINF*FPNB -52.43478
-0.387824 0.7009 FPNB -3.984972
-0.559754 0.5798 FPNB^2 -20.81919
0.270472 Adjusted R-squared
0.051597 Mean dependent var
0.469280 S.E. of regression
-0.232924 S.D. dependent var
1.746475 Sum squared resid
0.521076 Akaike info criterion
2.168694 Log likelihood
8.145592 Schwarz criterion
0.181346 Durbin-Watson stat
-24.92949 F-statistic
1.398505 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil BUMI
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: BUMI
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: BUMI
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: BUMI
LAMPIRAN 44
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil CTRA
Dependent Variable: CTRA Method: Least Squares Date: 06/13/05 Time: 22:44 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.773419 0.4441 FSBI -2.680305
C -0.066696
-0.061945 Adjusted R-squared
0.182998 Mean dependent var
0.595501 S.E. of regression
0.161497 S.D. dependent var
1.673741 Sum squared resid
0.545299 Akaike info criterion
1.758185 Log likelihood
11.29933 Schwarz criterion
8.511486 Durbin-Watson stat
-31.47483 F-statistic
2.469180 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil CTRA
White Heteroskedasticity Test:
0.240378 Obs*R-squared
F-statistic 1.481905 Probability
2.966494 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 22:45 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.231597 0.0026 FSBI -1.405870
0.282483 Adjusted R-squared
0.074162 Mean dependent var
0.464357 S.E. of regression
-0.024117 S.D. dependent var
1.351301 Sum squared resid
0.458724 Akaike info criterion
1.477967 Log likelihood
7.785812 Schwarz criterion
1.481905 Durbin-Watson stat
-24.02602 F-statistic
1.727199 Prob(F-statistic)
LAMPIRAN 45
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil CTRA
Dependent Variable: CTRA Method: Least Squares Date: 06/13/05 Time: 22:45 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.702574 0.4866 FINF -1.714977
C -0.063930
-0.061945 Adjusted R-squared
0.090125 Mean dependent var
0.595501 S.E. of regression
0.066181 S.D. dependent var
1.781406 Sum squared resid
0.575458 Akaike info criterion
1.865850 Log likelihood
12.58378 Schwarz criterion
3.763998 Durbin-Watson stat
-33.62812 F-statistic
2.555199 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil CTRA
White Heteroskedasticity Test:
0.008434 Obs*R-squared
F-statistic 5.448416 Probability
3.100253 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 22:45 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
2.843360 0.0072 FINF -0.657876
0.314594 Adjusted R-squared
0.077506 Mean dependent var
0.492517 S.E. of regression
-0.065750 S.D. dependent var
1.287974 Sum squared resid
0.444426 Akaike info criterion
1.414640 Log likelihood
7.308048 Schwarz criterion
5.448416 Durbin-Watson stat
-22.75948 F-statistic
1.812828 Prob(F-statistic)
LAMPIRAN 46
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil CTRA
Dependent Variable: CTRA Method: Least Squares Date: 06/13/05 Time: 22:47 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient
Std. Error
t-Statistic Prob.
-0.770251 0.4459 FPNB 6.497569
C -0.064893
-0.061945 Adjusted R-squared
0.219997 Mean dependent var
0.595501 S.E. of regression
0.199471 S.D. dependent var
1.627396 Sum squared resid
0.532808 Akaike info criterion
1.711840 Log likelihood
10.78762 Schwarz criterion
10.71779 Durbin-Watson stat
-30.54793 F-statistic
2.399922 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil CTRA
White Heteroskedasticity Test:
0.491160 Obs*R-squared
F-statistic 0.724825 Probability
1.508102 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 22:47 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.269690 Adjusted R-squared
0.037703 Mean dependent var
0.391026 S.E. of regression
-0.014314 S.D. dependent var
1.046164 Sum squared resid
0.393814 Akaike info criterion
1.172829 Log likelihood
5.738317 Schwarz criterion
0.724825 Durbin-Watson stat
-17.92327 F-statistic
1.645316 Prob(F-statistic)
LAMPIRAN 47
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil CTRA
Dependent Variable: CTRA Method: Least Squares Date: 06/13/05 Time: 22:47 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.815627 0.4201 FSBI -2.350379
C -0.066626
-0.061945 Adjusted R-squared
0.305510 Mean dependent var
0.595501 S.E. of regression
0.247636 S.D. dependent var
1.611277 Sum squared resid
0.516531 Akaike info criterion
1.780165 Log likelihood
9.604955 Schwarz criterion
5.278872 Durbin-Watson stat
-28.22553 F-statistic
2.072736 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil CTRA
White Heteroskedasticity Test:
0.879351 Obs*R-squared
F-statistic 0.475635 Probability
4.994896 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 22:48 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.027936 0.0050 FSBI -3.481868
C 0.228654
-0.855294 0.3992 FSBI^2 -15.45910
-1.175665 0.2490 FSBI*FINF 29.95263
0.797162 0.4316 FSBI*FPNB 7.162664
0.842026 0.4064 FINF^2 -7.040387
-0.348629 0.7298 FINF*FPNB 44.42082
0.418262 0.6787 FPNB -0.618633
0.240124 Adjusted R-squared
0.124872 Mean dependent var
0.383749 S.E. of regression
-0.137666 S.D. dependent var
1.263638 Sum squared resid
0.409312 Akaike info criterion
1.685858 Log likelihood
5.026080 Schwarz criterion
0.475635 Durbin-Watson stat
-15.27276 F-statistic
1.793098 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil CTRA
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: CTRA
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: CTRA
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: CTRA
LAMPIRAN 48
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil DNKS
Dependent Variable: DNKS Method: Least Squares Date: 06/13/05 Time: 23:05 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.991430 0.3277 FSBI -2.579990
C -0.071565
-0.066992 Adjusted R-squared
0.228509 Mean dependent var
0.512965 S.E. of regression
0.208206 S.D. dependent var
1.318034 Sum squared resid
0.456451 Akaike info criterion
1.402478 Log likelihood
7.917189 Schwarz criterion
11.25524 Durbin-Watson stat
-24.36068 F-statistic
2.044242 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil DNKS
White Heteroskedasticity Test:
0.002697 Obs*R-squared
F-statistic 6.970739 Probability
2.944705 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 23:08 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
1.559077 0.1275 FSBI -3.042906
0.197930 Adjusted R-squared
0.073617 Mean dependent var
0.535412 S.E. of regression
-0.064416 S.D. dependent var
1.393361 Sum squared resid
0.468473 Akaike info criterion
1.520027 Log likelihood
8.120273 Schwarz criterion
6.970739 Durbin-Watson stat
-24.86723 F-statistic
1.535141 Prob(F-statistic)
LAMPIRAN 49
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil DNKS
Dependent Variable: DNKS Method: Least Squares Date: 06/13/05 Time: 23:06 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.920748 0.3630 FINF -1.977574
C -0.069281
-0.066992 Adjusted R-squared
0.161505 Mean dependent var
0.512965 S.E. of regression
0.139439 S.D. dependent var
1.401317 Sum squared resid
0.475859 Akaike info criterion
1.485761 Log likelihood
8.604792 Schwarz criterion
7.319291 Durbin-Watson stat
-26.02634 F-statistic
2.111424 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil DNKS
White Heteroskedasticity Test:
0.005547 Obs*R-squared
F-statistic 7.675255 Probability
2.823062 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 23:09 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
1.600235 0.1181 FINF -2.892244
0.215120 Adjusted R-squared
0.070576 Mean dependent var
0.533909 S.E. of regression
0.035672 S.D. dependent var
0.431798 Sum squared resid
0.289657 Akaike info criterion
0.558464 Log likelihood
3.104337 Schwarz criterion
7.675255 Durbin-Watson stat
-5.635953 F-statistic
2.768033 Prob(F-statistic)
LAMPIRAN 50
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil DNKS
Dependent Variable: DNKS Method: Least Squares Date: 06/13/05 Time: 23:06 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-1.023886 0.3124 FPNB 6.620824
C -0.069997
-0.066992 Adjusted R-squared
0.307843 Mean dependent var
0.512965 S.E. of regression
0.289628 S.D. dependent var
1.209521 Sum squared resid
0.432345 Akaike info criterion
1.293965 Log likelihood
7.103043 Schwarz criterion
16.90084 Durbin-Watson stat
-22.19042 F-statistic
1.871251 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil DNKS
White Heteroskedasticity Test:
0.004852 Obs*R-squared
F-statistic 6.175129 Probability
2.011029 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 23:11 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.177576 Adjusted R-squared
0.050275 Mean dependent var
0.326408 S.E. of regression
0.020731 S.D. dependent var
0.435323 Sum squared resid
0.290168 Akaike info criterion
0.561989 Log likelihood
3.115300 Schwarz criterion
6.175129 Durbin-Watson stat
-5.706459 F-statistic
1.926797 Prob(F-statistic)
LAMPIRAN 51
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil DNKS
Dependent Variable: DNKS Method: Least Squares Date: 06/13/05 Time: 23:06 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-1.052097 0.2998 FSBI -1.611045
C -0.071221
-0.066992 Adjusted R-squared
0.357218 Mean dependent var
0.512965 S.E. of regression
0.303653 S.D. dependent var
1.235514 Sum squared resid
0.428056 Akaike info criterion
1.404402 Log likelihood
6.596350 Schwarz criterion
6.668846 Durbin-Watson stat
-20.71028 F-statistic
2.652909 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil DNKS
White Heteroskedasticity Test:
0.008543 Obs*R-squared
F-statistic 3.152773 Probability
9.443224 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 23:11 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.217434 0.8293 FSBI*FINF 3.141069
0.149206 0.8824 FSBI*FPNB 12.93600
0.285176 0.7775 FINF -0.688744
0.926534 0.3616 FINF*FPNB 54.76134
0.164909 Adjusted R-squared
0.236081 Mean dependent var
0.280568 S.E. of regression
0.201905 S.D. dependent var
0.104988 Sum squared resid
0.229328 Akaike info criterion
0.527208 Log likelihood
1.577735 Schwarz criterion
3.152773 Durbin-Watson stat
7.900240 F-statistic
2.311053 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil DNKS
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: DNKS
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: DNKS
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: DNKS
4 ,148
4,171
,00
,09
LAMPIRAN 52
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil EPMT
Dependent Variable: EPMT Method: Least Squares Date: 06/13/05 Time: 23:27 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.874419 0.3874 FSBI -2.337771
C -0.068442
-0.064298 Adjusted R-squared
0.171385 Mean dependent var
0.536706 S.E. of regression
0.149579 S.D. dependent var
1.479951 Sum squared resid
0.494941 Akaike info criterion
1.564395 Log likelihood
9.308735 Schwarz criterion
7.859648 Durbin-Watson stat
-27.59902 F-statistic
2.604094 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil EPMT
White Heteroskedasticity Test:
0.027944 Obs*R-squared
F-statistic 3.946879 Probability
4.033279 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 23:28 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
1.614709 0.1149 FSBI -2.733961
0.232718 Adjusted R-squared
0.075832 Mean dependent var
0.616286 S.E. of regression
0.071282 S.D. dependent var
1.801089 Sum squared resid
0.574409 Akaike info criterion
1.927755 Log likelihood
12.20800 Schwarz criterion
3.946879 Durbin-Watson stat
-33.02178 F-statistic
2.278800 Prob(F-statistic)
LAMPIRAN 53
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil EPMT
Dependent Variable: EPMT Method: Least Squares Date: 06/13/05 Time: 23:27 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.835805 0.4085 FINF -1.942750
C -0.066547
-0.064298 Adjusted R-squared
0.142382 Mean dependent var
0.536706 S.E. of regression
0.119814 S.D. dependent var
1.514353 Sum squared resid
0.503528 Akaike info criterion
1.598797 Log likelihood
9.634550 Schwarz criterion
6.308797 Durbin-Watson stat
-28.28706 F-statistic
2.611140 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil EPMT
White Heteroskedasticity Test:
0.000013 Obs*R-squared
F-statistic 5.475010 Probability
4.214613 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 23:29 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
1.625366 0.1126 FINF -2.098084
0.240864 Adjusted R-squared
0.105365 Mean dependent var
0.553291 S.E. of regression
0.055966 S.D. dependent var
1.171109 Sum squared resid
0.419202 Akaike info criterion
1.297775 Log likelihood
6.502007 Schwarz criterion
5.475010 Durbin-Watson stat
-20.42217 F-statistic
2.303848 Prob(F-statistic)
LAMPIRAN 54
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil EPMT
Dependent Variable: EPMT Method: Least Squares Date: 06/13/05 Time: 23:27 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.975600 0.3354 FPNB 7.381609
C -0.067647
-0.064298 Adjusted R-squared
0.349550 Mean dependent var
0.536706 S.E. of regression
0.332433 S.D. dependent var
1.237859 Sum squared resid
0.438515 Akaike info criterion
1.322303 Log likelihood
7.307210 Schwarz criterion
20.42111 Durbin-Watson stat
-22.75718 F-statistic
2.440953 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil EPMT
White Heteroskedasticity Test:
0.000005 Obs*R-squared
F-statistic 7.176755 Probability
9.258908 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 23:30 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.182680 Adjusted R-squared
0.106472 Mean dependent var
0.247815 S.E. of regression
0.093422 S.D. dependent var
-0.484308 Sum squared resid
0.183212 Akaike info criterion
-0.357642 Log likelihood
1.241965 Schwarz criterion
7.176755 Durbin-Watson stat
12.68616 F-statistic
1.941258 Prob(F-statistic)
LAMPIRAN 55
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil EPMT
Dependent Variable: EPMT Method: Least Squares Date: 06/13/05 Time: 23:28 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-1.000177 0.3239 FSBI -0.802409
C -0.067886
-0.064298 Adjusted R-squared
0.409709 Mean dependent var
0.536706 S.E. of regression
0.360518 S.D. dependent var
1.240811 Sum squared resid
0.429191 Akaike info criterion
1.409699 Log likelihood
6.631382 Schwarz criterion
8.328952 Durbin-Watson stat
-20.81622 F-statistic
2.059862 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil EPMT
White Heteroskedasticity Test:
0.003900 Obs*R-squared
F-statistic 3.591007 Probability
8.744240 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 23:31 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
4.557397 0.0001 FSBI -0.232404
C 0.146835
-0.133803 0.8945 FSBI^2 -6.489344
-1.156699 0.2565 FSBI*FINF 22.19492
1.384475 0.1764 FSBI*FPNB 55.00208
1.592263 0.1218 FINF -0.497523
-0.362083 0.7198 FINF^2 -12.33247
-1.431319 0.1627 FINF*FPNB -19.78290
-0.436588 0.6655 FPNB -2.684406
0.165785 Adjusted R-squared
0.218606 Mean dependent var
0.220756 S.E. of regression
0.174188 S.D. dependent var
-0.439906 Sum squared resid
0.174636 Akaike info criterion
-0.017687 Log likelihood
0.914933 Schwarz criterion
3.591007 Durbin-Watson stat
18.79813 F-statistic
1.878497 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil EPMT
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: EPMT
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: EPMT
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: EPMT
LAMPIRAN 56
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil GJTL
Dependent Variable: GJTL Method: Least Squares Date: 06/13/05 Time: 23:48 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.651770 0.5185 FSBI -2.454932
C -0.042586
-0.038235 Adjusted R-squared
0.246591 Mean dependent var
0.469864 S.E. of regression
0.226764 S.D. dependent var
1.118786 Sum squared resid
0.413169 Akaike info criterion
1.203230 Log likelihood
6.486925 Schwarz criterion
12.43741 Durbin-Watson stat
-20.37573 F-statistic
2.462277 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil GJTL
White Heteroskedasticity Test:
0.022222 Obs*R-squared
F-statistic 4.226597 Probability
2.439032 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 23:51 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
2.101434 0.0425 FSBI -0.936911
0.162173 Adjusted R-squared
0.060976 Mean dependent var
0.319955 S.E. of regression
0.041974 S.D. dependent var
0.477645 Sum squared resid
0.296373 Akaike info criterion
0.604311 Log likelihood
3.249974 Schwarz criterion
4.226597 Durbin-Watson stat
-6.552891 F-statistic
2.179891 Prob(F-statistic)
LAMPIRAN 57
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil GJTL
Dependent Variable: GJTL Method: Least Squares Date: 06/13/05 Time: 23:49 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.583911 0.5627 FINF -1.795323
C -0.040313
-0.038235 Adjusted R-squared
0.158649 Mean dependent var
0.469864 S.E. of regression
0.136508 S.D. dependent var
1.229187 Sum squared resid
0.436617 Akaike info criterion
1.313631 Log likelihood
7.244113 Schwarz criterion
7.165458 Durbin-Watson stat
-22.58374 F-statistic
2.510852 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil GJTL
White Heteroskedasticity Test:
0.000000 Obs*R-squared
F-statistic 8.803317 Probability
2.650722 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 23:51 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
2.474561 0.0180 FINF -0.649269
0.181103 Adjusted R-squared
0.066269 Mean dependent var
0.304038 S.E. of regression
0.039042 S.D. dependent var
-0.245739 Sum squared resid
0.206423 Akaike info criterion
-0.119073 Log likelihood
1.576588 Schwarz criterion
8.803317 Durbin-Watson stat
7.914783 F-statistic
2.722073 Prob(F-statistic)
LAMPIRAN 58
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil GJTL
Dependent Variable: GJTL Method: Least Squares Date: 06/13/05 Time: 23:49 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.663877 0.5108 FPNB 6.228701
C -0.041061
-0.038235 Adjusted R-squared
0.324737 Mean dependent var
0.469864 S.E. of regression
0.306967 S.D. dependent var
1.009280 Sum squared resid
0.391155 Akaike info criterion
1.093724 Log likelihood
5.814078 Schwarz criterion
18.27439 Durbin-Watson stat
-18.18560 F-statistic
2.504828 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil GJTL
White Heteroskedasticity Test:
0.013848 Obs*R-squared
F-statistic 4.815112 Probability
2.260929 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 23:59 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.145352 Adjusted R-squared
0.056523 Mean dependent var
0.188596 S.E. of regression
0.023633 S.D. dependent var
-0.605071 Sum squared resid
0.172477 Akaike info criterion
-0.478405 Log likelihood
1.100683 Schwarz criterion
4.815112 Durbin-Watson stat
15.10142 F-statistic
1.427422 Prob(F-statistic)
LAMPIRAN 59
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil GJTL
Dependent Variable: GJTL Method: Least Squares Date: 06/13/05 Time: 23:49 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.702815 0.4867 FSBI -1.697608
C -0.042330
-0.038235 Adjusted R-squared
0.393552 Mean dependent var
0.469864 S.E. of regression
0.343015 S.D. dependent var
1.001796 Sum squared resid
0.380846 Akaike info criterion
1.170684 Log likelihood
5.221572 Schwarz criterion
7.787367 Durbin-Watson stat
-16.03592 F-statistic
2.192895 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil GJTL
White Heteroskedasticity Test:
0.076946 Obs*R-squared
F-statistic 1.985871 Probability
14.93360 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/13/05 Time: 23:59 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.772773 0.4457 FSBI*FINF 11.20138
0.791111 0.4351 FSBI*FPNB 63.14530
2.069717 0.0472 FINF -1.416266
-1.167010 0.2524 FINF^2 -12.70186
-1.669122 0.1055 FINF*FPNB -75.67649
-1.890937 0.0683 FPNB -0.108296
-0.051391 0.9594 FPNB^2 -34.99747
0.130539 Adjusted R-squared
0.373340 Mean dependent var
0.170888 S.E. of regression
0.185342 S.D. dependent var
-0.688283 Sum squared resid
0.154241 Akaike info criterion
-0.266063 Log likelihood
0.713709 Schwarz criterion
1.985871 Durbin-Watson stat
23.76565 F-statistic
1.883033 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil GJTL
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: GJTL
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: GJTL
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: GJTL
4 ,148
4,171
,00
,09
LAMPIRAN 60
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil INCO
Dependent Variable: INCO Method: Least Squares Date: 06/14/05 Time: 00:16 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.741290 0.4631 FSBI -1.172461
0.032573 Adjusted R-squared
0.158490 Mean dependent var
0.279910 S.E. of regression
0.136345 S.D. dependent var
0.193425 Sum squared resid
0.260128 Akaike info criterion
0.277869 Log likelihood
2.571340 Schwarz criterion
7.156938 Durbin-Watson stat
-1.868493 F-statistic
1.866425 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil INCO
White Heteroskedasticity Test:
0.036160 Obs*R-squared
F-statistic 3.636315 Probability
4.570769 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 00:17 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.064283 Adjusted R-squared
0.114269 Mean dependent var
0.156963 S.E. of regression
0.091095 S.D. dependent var
-0.920375 Sum squared resid
0.147320 Akaike info criterion
-0.793709 Log likelihood
0.803023 Schwarz criterion
3.636315 Durbin-Watson stat
21.40750 F-statistic
2.445038 Prob(F-statistic)
LAMPIRAN 61
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil INCO
Dependent Variable: INCO Method: Least Squares Date: 06/14/05 Time: 00:16 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.752922 0.4561 FINF -0.978136
0.032573 Adjusted R-squared
0.132696 Mean dependent var
0.279910 S.E. of regression
0.109872 S.D. dependent var
0.223616 Sum squared resid
0.264085 Akaike info criterion
0.308060 Log likelihood
2.650157 Schwarz criterion
5.813945 Durbin-Watson stat
-2.472329 F-statistic
1.924352 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil INCO
White Heteroskedasticity Test:
0.001311 Obs*R-squared
F-statistic 7.983137 Probability
4.657691 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 00:17 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.066254 Adjusted R-squared
0.116442 Mean dependent var
0.160102 S.E. of regression
0.103682 S.D. dependent var
-1.060067 Sum squared resid
0.137382 Akaike info criterion
-0.933401 Log likelihood
0.698329 Schwarz criterion
7.983137 Durbin-Watson stat
24.20134 F-statistic
2.702094 Prob(F-statistic)
LAMPIRAN 62
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil INCO
Dependent Variable: INCO Method: Least Squares Date: 06/14/05 Time: 00:16 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.032573 Adjusted R-squared
0.100919 Mean dependent var
0.279910 S.E. of regression
0.077259 S.D. dependent var
0.259600 Sum squared resid
0.268879 Akaike info criterion
0.344044 Log likelihood
2.747255 Schwarz criterion
4.265400 Durbin-Watson stat
-3.191996 F-statistic
1.904275 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil INCO
White Heteroskedasticity Test:
0.053201 Obs*R-squared
F-statistic 3.179089 Probability
5.865725 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 00:18 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
1.961772 0.0573 FPNB -1.647557
0.068681 Adjusted R-squared
0.146643 Mean dependent var
0.183754 S.E. of regression
0.100516 S.D. dependent var
-0.584335 Sum squared resid
0.174274 Akaike info criterion
-0.457669 Log likelihood
1.123746 Schwarz criterion
3.179089 Durbin-Watson stat
14.68670 F-statistic
2.863593 Prob(F-statistic)
LAMPIRAN 63
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil INCO
Dependent Variable: INCO Method: Least Squares Date: 06/14/05 Time: 00:17 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.727899 0.4714 FSBI -0.876436
C 0.030620
-1.200426 0.2378 FINF -0.444037
-0.519796 0.6064 FPNB -0.252466
0.032573 Adjusted R-squared
0.166396 Mean dependent var
0.279910 S.E. of regression
0.096929 S.D. dependent var
0.283985 Sum squared resid
0.265998 Akaike info criterion
0.452873 Log likelihood
2.547182 Schwarz criterion
2.395329 Durbin-Watson stat
-1.679707 F-statistic
1.874054 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil INCO
White Heteroskedasticity Test:
0.000014 Obs*R-squared
F-statistic 7.361295 Probability
15.53268 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 00:19 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
5.467124 0.0000 FSBI*FINF -32.28746
-3.653286 0.0010 FSBI*FPNB 52.76691
2.770866 0.0095 FINF -3.755279
2.198236 0.0358 FINF*FPNB -64.35581
-2.576248 0.0152 FPNB -0.433897
-0.329870 0.7438 FPNB^2 -45.96411
0.063680 Adjusted R-squared
0.388317 Mean dependent var
0.151247 S.E. of regression
0.294812 S.D. dependent var
-1.630887 Sum squared resid
0.096276 Akaike info criterion
-1.208667 Log likelihood
0.278069 Schwarz criterion
7.361295 Durbin-Watson stat
42.61774 F-statistic
1.488093 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil INCO
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: INCO
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: INCO
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: INCO
LAMPIRAN 64
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil INDF
Dependent Variable: INDF Method: Least Squares Date: 06/14/05 Time: 00:37 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.966486 0.3399 FSBI -2.004855
C -0.063071
-0.059518 Adjusted R-squared
0.179543 Mean dependent var
0.449696 S.E. of regression
0.157952 S.D. dependent var
1.116300 Sum squared resid
0.412656 Akaike info criterion
1.200744 Log likelihood
6.470818 Schwarz criterion
8.315660 Durbin-Watson stat
-20.32600 F-statistic
2.133336 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil INDF
White Heteroskedasticity Test:
0.826741 Obs*R-squared
F-statistic 0.191246 Probability
0.409274 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 00:39 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.603139 0.5501 FSBI^2 -0.289727
0.161770 Adjusted R-squared
0.010232 Mean dependent var
0.436661 S.E. of regression
-0.043269 S.D. dependent var
1.295077 Sum squared resid
0.446008 Akaike info criterion
1.421743 Log likelihood
7.360140 Schwarz criterion
0.191246 Durbin-Watson stat
-22.90153 F-statistic
2.148982 Prob(F-statistic)
LAMPIRAN 65
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil INDF
Dependent Variable: INDF Method: Least Squares Date: 06/14/05 Time: 00:38 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.852360 0.3994 FINF -0.771834
C -0.060411
-0.059518 Adjusted R-squared
0.032011 Mean dependent var
0.449696 S.E. of regression
0.006538 S.D. dependent var
1.281659 Sum squared resid
0.448224 Akaike info criterion
1.366103 Log likelihood
7.634379 Schwarz criterion
1.256659 Durbin-Watson stat
-23.63318 F-statistic
2.210518 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil INDF
White Heteroskedasticity Test:
0.114727 Obs*R-squared
F-statistic 2.296994 Probability
4.417935 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 00:40 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.190859 Adjusted R-squared
0.110448 Mean dependent var
0.463227 S.E. of regression
0.062364 S.D. dependent var
1.306444 Sum squared resid
0.448550 Akaike info criterion
1.433110 Log likelihood
7.444283 Schwarz criterion
2.296994 Durbin-Watson stat
-23.12888 F-statistic
2.274392 Prob(F-statistic)
LAMPIRAN 66
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil INDF
Dependent Variable: INDF Method: Least Squares Date: 06/14/05 Time: 00:38 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.877483 0.3857 FPNB 2.854310
C -0.060813
-0.059518 Adjusted R-squared
0.074446 Mean dependent var
0.449696 S.E. of regression
0.050090 S.D. dependent var
1.236831 Sum squared resid
0.438289 Akaike info criterion
1.321275 Log likelihood
7.299699 Schwarz criterion
3.056513 Durbin-Watson stat
-22.73662 F-statistic
2.115765 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil INDF
White Heteroskedasticity Test:
0.612105 Obs*R-squared
F-statistic 0.497422 Probability
1.047346 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 00:40 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
2.190252 0.0349 FPNB -1.856715
0.182492 Adjusted R-squared
0.026184 Mean dependent var
0.481652 S.E. of regression
-0.026455 S.D. dependent var
1.474959 Sum squared resid
0.487981 Akaike info criterion
1.601625 Log likelihood
8.810650 Schwarz criterion
0.497422 Durbin-Watson stat
-26.49918 F-statistic
2.138638 Prob(F-statistic)
LAMPIRAN 67
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil INDF
Dependent Variable: INDF Method: Least Squares Date: 06/14/05 Time: 00:38 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.995909 0.3259 FSBI -3.197861
C -0.063589
-0.059518 Adjusted R-squared
0.255935 Mean dependent var
0.449696 S.E. of regression
0.193930 S.D. dependent var
1.118567 Sum squared resid
0.403744 Akaike info criterion
1.287455 Log likelihood
5.868326 Schwarz criterion
4.127625 Durbin-Watson stat
-18.37134 F-statistic
1.927052 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil INDF
White Heteroskedasticity Test:
0.908004 Obs*R-squared
F-statistic 0.430295 Probability
4.573194 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 00:41 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
1.266907 0.2149 FSBI -3.575782
C 0.119711
-0.701970 0.4881 FSBI^2 -9.919815
-0.602903 0.5511 FSBI*FINF 19.91041
0.423483 0.6750 FSBI*FPNB -39.15045
0.501018 0.6200 FINF*FPNB 137.2186
0.146708 Adjusted R-squared
0.114330 Mean dependent var
0.477312 S.E. of regression
-0.151371 S.D. dependent var
1.711977 Sum squared resid
0.512165 Akaike info criterion
2.134197 Log likelihood
7.869382 Schwarz criterion
0.430295 Durbin-Watson stat
-24.23954 F-statistic
2.381922 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil INDF
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: INDF
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: INDF
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: INDF
4 ,148
4,171
,00
,09
LAMPIRAN 68
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil INTP
Dependent Variable: INTP Method: Least Squares Date: 06/14/05 Time: 18:47 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.377221 0.7081 FSBI -0.110958
C -0.018227
-0.018030 Adjusted R-squared
0.001221 Mean dependent var
0.301781 S.E. of regression
-0.025062 S.D. dependent var
0.515228 Sum squared resid
0.305539 Akaike info criterion
0.599672 Log likelihood
3.547456 Schwarz criterion
0.046461 Durbin-Watson stat
-8.304566 F-statistic
1.853316 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil INTP
White Heteroskedasticity Test:
0.316431 Obs*R-squared
F-statistic 1.187186 Probability
2.412099 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 18:49 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
1.369840 0.1790 FSBI^2 -1.126887
0.088686 Adjusted R-squared
0.060302 Mean dependent var
0.133679 S.E. of regression
0.009508 S.D. dependent var
-1.124260 Sum squared resid
0.133042 Akaike info criterion
-0.997594 Log likelihood
0.654910 Schwarz criterion
1.187186 Durbin-Watson stat
25.48520 F-statistic
2.337920 Prob(F-statistic)
LAMPIRAN 69
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil INTP
Dependent Variable: INTP Method: Least Squares Date: 06/14/05 Time: 18:47 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.369741 0.7136 FINF 0.157615
C -0.017848
-0.018030 Adjusted R-squared
0.002964 Mean dependent var
0.301781 S.E. of regression
-0.023274 S.D. dependent var
0.513482 Sum squared resid
0.305272 Akaike info criterion
0.597926 Log likelihood
3.541265 Schwarz criterion
0.112975 Durbin-Watson stat
-8.269632 F-statistic
1.862277 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil INTP
White Heteroskedasticity Test:
0.431912 Obs*R-squared
F-statistic 0.858873 Probability
1.774634 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 18:49 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
1.285265 0.2067 FINF^2 -0.063952
0.088532 Adjusted R-squared
0.044366 Mean dependent var
0.133005 S.E. of regression
-0.007290 S.D. dependent var
-1.117552 Sum squared resid
0.133489 Akaike info criterion
-0.990887 Log likelihood
0.659317 Schwarz criterion
0.858873 Durbin-Watson stat
25.35105 F-statistic
2.329786 Prob(F-statistic)
LAMPIRAN 70
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil INTP
Dependent Variable: INTP Method: Least Squares Date: 06/14/05 Time: 18:48 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.374441 0.7102 FPNB 0.148044
C -0.018097
-0.018030 Adjusted R-squared
0.000445 Mean dependent var
0.301781 S.E. of regression
-0.025859 S.D. dependent var
0.516005 Sum squared resid
0.305658 Akaike info criterion
0.600449 Log likelihood
3.550214 Schwarz criterion
0.016907 Durbin-Watson stat
-8.320108 F-statistic
1.863683 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil INTP
White Heteroskedasticity Test:
0.806519 Obs*R-squared
F-statistic 0.216283 Probability
0.462235 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 18:50 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.909418 0.0004 FPNB -0.295308
C 0.090457
-0.558166 0.5801 FPNB^2 -0.870196
0.088755 Adjusted R-squared
0.011556 Mean dependent var
0.134661 S.E. of regression
-0.041874 S.D. dependent var
-1.059058 Sum squared resid
0.137451 Akaike info criterion
-0.932392 Log likelihood
0.699034 Schwarz criterion
0.216283 Durbin-Watson stat
24.18117 F-statistic
2.282382 Prob(F-statistic)
LAMPIRAN 71
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil INTP
Dependent Variable: INTP Method: Least Squares Date: 06/14/05 Time: 18:48 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.375923 0.7092 FSBI -0.513169
C -0.018405
-0.018030 Adjusted R-squared
0.028589 Mean dependent var
0.301781 S.E. of regression
-0.052362 S.D. dependent var
0.587444 Sum squared resid
0.309581 Akaike info criterion
0.756332 Log likelihood
3.450250 Schwarz criterion
0.353167 Durbin-Watson stat
-7.748889 F-statistic
1.808452 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil INTP
White Heteroskedasticity Test:
0.791757 Obs*R-squared
F-statistic 0.593762 Probability
6.047847 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 18:51 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.012901 0.0052 FSBI -0.815870
C 0.079877
-0.570847 0.5724 FSBI^2 -1.382953
-0.299573 0.7666 FSBI*FINF -5.902702
-0.447464 0.6578 FSBI*FPNB -35.83868
1.365151 0.1824 FINF*FPNB 54.72041
0.086256 Adjusted R-squared
0.151196 Mean dependent var
0.136799 S.E. of regression
-0.103445 S.D. dependent var
-0.829852 Sum squared resid
0.143701 Akaike info criterion
-0.407633 Log likelihood
0.619495 Schwarz criterion
0.593762 Durbin-Watson stat
26.59705 F-statistic
2.520453 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil INTP
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: INTP
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: INTP
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: INTP
LAMPIRAN 72
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil ISAT
Dependent Variable: ISAT Method: Least Squares Date: 06/14/05 Time: 19:00 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.220387 0.8267 FSBI -0.919252
C -0.009492
-0.007862 Adjusted R-squared
0.095535 Mean dependent var
0.282666 S.E. of regression
0.071734 S.D. dependent var
0.285170 Sum squared resid
0.272339 Akaike info criterion
0.369613 Log likelihood
2.818407 Schwarz criterion
4.013799 Durbin-Watson stat
-3.703390 F-statistic
2.492455 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil ISAT
White Heteroskedasticity Test:
0.000062 Obs*R-squared
F-statistic 8.673374 Probability
4.302767 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:02 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.070460 Adjusted R-squared
0.107569 Mean dependent var
0.136739 S.E. of regression
0.005675 S.D. dependent var
-1.540526 Sum squared resid
0.108044 Akaike info criterion
-1.413860 Log likelihood
0.431916 Schwarz criterion
8.673374 Durbin-Watson stat
33.81051 F-statistic
2.383226 Prob(F-statistic)
LAMPIRAN 73
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil ISAT
Dependent Variable: ISAT Method: Least Squares Date: 06/14/05 Time: 19:01 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.182720 0.8560 FINF -0.308846
C -0.008220
-0.007862 Adjusted R-squared
0.012973 Mean dependent var
0.282666 S.E. of regression
-0.013002 S.D. dependent var
0.372524 Sum squared resid
0.284498 Akaike info criterion
0.456968 Log likelihood
3.075681 Schwarz criterion
0.499443 Durbin-Watson stat
-5.450477 F-statistic
2.629863 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil ISAT
White Heteroskedasticity Test:
0.003206 Obs*R-squared
F-statistic 6.733988 Probability
4.674247 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:04 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.076892 Adjusted R-squared
0.116856 Mean dependent var
0.179549 S.E. of regression
0.107233 S.D. dependent var
-0.782472 Sum squared resid
0.157837 Akaike info criterion
-0.655806 Log likelihood
0.921760 Schwarz criterion
6.733988 Durbin-Watson stat
18.64945 F-statistic
1.832680 Prob(F-statistic)
LAMPIRAN 74
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil ISAT
Dependent Variable: ISAT Method: Least Squares Date: 06/14/05 Time: 19:01 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.177976 0.8597 FPNB 0.400108
C -0.008044
-0.007862 Adjusted R-squared
0.003702 Mean dependent var
0.282666 S.E. of regression
-0.022516 S.D. dependent var
0.381872 Sum squared resid
0.285831 Akaike info criterion
0.466316 Log likelihood
3.104568 Schwarz criterion
0.141216 Durbin-Watson stat
-5.637443 F-statistic
2.624362 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil ISAT
White Heteroskedasticity Test:
0.099587 Obs*R-squared
F-statistic 2.456704 Probability
4.689105 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:05 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
2.213204 0.0331 FPNB -1.555991
0.077614 Adjusted R-squared
0.116856 Mean dependent var
0.191413 S.E. of regression
0.069510 S.D. dependent var
-0.468778 Sum squared resid
0.184640 Akaike info criterion
-0.342112 Log likelihood
1.261403 Schwarz criterion
2.456704 Durbin-Watson stat
12.37555 F-statistic
1.936382 Prob(F-statistic)
LAMPIRAN 75
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil ISAT
Dependent Variable: ISAT Method: Least Squares Date: 06/14/05 Time: 19:01 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.230511 0.8190 FSBI -1.808367
C -0.009849
0.401914 0.6901 FPNB -1.795828
-0.007862 Adjusted R-squared
0.156672 Mean dependent var
0.282666 S.E. of regression
0.086395 S.D. dependent var
0.315182 Sum squared resid
0.270180 Akaike info criterion
0.484070 Log likelihood
2.627898 Schwarz criterion
2.229345 Durbin-Watson stat
-2.303635 F-statistic
2.442289 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil ISAT
White Heteroskedasticity Test:
0.000914 Obs*R-squared
F-statistic 4.447788 Probability
14.86452 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:05 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.839587 0.4078 FSBI*FINF 16.37094
1.822043 0.0784 FSBI*FPNB 53.03626
2.739441 0.0103 FINF -0.426008
-0.553180 0.5842 FINF^2 -8.286789
-1.716035 0.0965 FINF*FPNB -31.79107
-1.251816 0.2203 FPNB -0.085355
-0.063830 0.9495 FPNB^2 -1.915360
0.065697 Adjusted R-squared
0.371613 Mean dependent var
0.131157 S.E. of regression
0.343097 S.D. dependent var
-1.597892 Sum squared resid
0.097877 Akaike info criterion
-1.175672 Log likelihood
0.287397 Schwarz criterion
4.447788 Durbin-Watson stat
41.95784 F-statistic
2.071016 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil ISAT
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: ISAT
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: ISAT
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: ISAT
LAMPIRAN 76
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil KLBF
Dependent Variable: KLBF Method: Least Squares Date: 06/14/05 Time: 19:17 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.985667 0.3305 FSBI -2.161268
C -0.073846
-0.070015 Adjusted R-squared
0.161741 Mean dependent var
0.510762 S.E. of regression
0.139682 S.D. dependent var
1.392429 Sum squared resid
0.473749 Akaike info criterion
1.476873 Log likelihood
8.528655 Schwarz criterion
7.332072 Durbin-Watson stat
-25.84859 F-statistic
2.054285 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil KLBF
White Heteroskedasticity Test:
0.002635 Obs*R-squared
F-statistic 7.002896 Probability
2.983682 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:19 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
1.713533 0.0950 FSBI -3.089798
0.213216 Adjusted R-squared
0.074592 Mean dependent var
0.542720 S.E. of regression
-0.135381 S.D. dependent var
1.419215 Sum squared resid
0.474568 Akaike info criterion
1.545881 Log likelihood
8.332950 Schwarz criterion
7.002896 Durbin-Watson stat
-25.38430 F-statistic
1.440175 Prob(F-statistic)
LAMPIRAN 77
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil KLBF
Dependent Variable: KLBF Method: Least Squares Date: 06/14/05 Time: 19:17 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.912962 0.3670 FINF -1.390921
C -0.071625
-0.070015 Adjusted R-squared
0.080587 Mean dependent var
0.510762 S.E. of regression
0.056391 S.D. dependent var
1.484839 Sum squared resid
0.496152 Akaike info criterion
1.569282 Log likelihood
9.354345 Schwarz criterion
3.330700 Durbin-Watson stat
-27.69677 F-statistic
2.070931 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil KLBF
White Heteroskedasticity Test:
0.000000 Obs*R-squared
F-statistic 11.23889 Probability
2.621276 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:19 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
1.671755 0.1030 FINF -2.693817
0.233859 Adjusted R-squared
0.065532 Mean dependent var
0.545969 S.E. of regression
0.033579 S.D. dependent var
0.579961 Sum squared resid
0.311930 Akaike info criterion
0.706627 Log likelihood
3.600106 Schwarz criterion
11.23889 Durbin-Watson stat
-8.599220 F-statistic
2.806494 Prob(F-statistic)
LAMPIRAN 78
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil KLBF
Dependent Variable: KLBF Method: Least Squares Date: 06/14/05 Time: 19:17 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-1.033816 0.3078 FPNB 6.058368
C -0.072764
-0.070015 Adjusted R-squared
0.259988 Mean dependent var
0.510762 S.E. of regression
0.240514 S.D. dependent var
1.267768 Sum squared resid
0.445122 Akaike info criterion
1.352212 Log likelihood
7.529065 Schwarz criterion
13.35055 Durbin-Watson stat
-23.35537 F-statistic
1.966605 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil KLBF
White Heteroskedasticity Test:
0.029333 Obs*R-squared
F-statistic 3.888098 Probability
2.946723 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:22 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.188227 Adjusted R-squared
0.073668 Mean dependent var
0.351274 S.E. of regression
0.059001 S.D. dependent var
0.679421 Sum squared resid
0.327834 Akaike info criterion
0.806087 Log likelihood
3.976585 Schwarz criterion
3.888098 Durbin-Watson stat
-10.58842 F-statistic
1.980918 Prob(F-statistic)
LAMPIRAN 79
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil KLBF
Dependent Variable: KLBF Method: Least Squares Date: 06/14/05 Time: 19:18 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-1.105409 0.2763 FSBI -1.641025
C -0.073705
-0.070015 Adjusted R-squared
0.371009 Mean dependent var
0.510762 S.E. of regression
0.318593 S.D. dependent var
1.205220 Sum squared resid
0.421621 Akaike info criterion
1.374108 Log likelihood
6.399515 Schwarz criterion
7.078172 Durbin-Watson stat
-20.10439 F-statistic
1.956541 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil KLBF
White Heteroskedasticity Test:
0.033158 Obs*R-squared
F-statistic 2.178731 Probability
15.81064 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:22 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.094048 0.0042 FSBI -1.584498
C 0.113434
-0.801699 0.4290 FSBI^2 -5.006374
-0.784223 0.4391 FSBI*FINF 13.07421
0.716710 0.4791 FSBI*FPNB 2.363627
0.477535 0.6364 FINF*FPNB 61.33412
1.189544 0.2436 FPNB -0.743760
0.159988 Adjusted R-squared
0.395266 Mean dependent var
0.224122 S.E. of regression
0.213846 S.D. dependent var
-0.181541 Sum squared resid
0.198718 Akaike info criterion
0.240679 Log likelihood
1.184667 Schwarz criterion
2.178731 Durbin-Watson stat
13.63082 F-statistic
2.395303 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil KLBF
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: KLBF
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: KLBF
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: KLBF
LAMPIRAN 80
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil MLPL
Dependent Variable: MLPL Method: Least Squares Date: 06/14/05 Time: 19:31 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.550103 0.5855 FSBI -1.982803
C -0.044532
-0.041017 Adjusted R-squared
0.122113 Mean dependent var
0.539285 S.E. of regression
0.099011 S.D. dependent var
1.547300 Sum squared resid
0.511892 Akaike info criterion
1.631744 Log likelihood
9.957265 Schwarz criterion
5.285777 Durbin-Watson stat
-28.94600 F-statistic
2.516824 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil MLPL
White Heteroskedasticity Test:
0.420613 Obs*R-squared
F-statistic 0.886634 Probability
1.829372 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:33 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.009918 0.0047 FSBI -1.097335
0.248932 Adjusted R-squared
0.045734 Mean dependent var
0.463930 S.E. of regression
-0.005848 S.D. dependent var
1.379705 Sum squared resid
0.465285 Akaike info criterion
1.506371 Log likelihood
8.010131 Schwarz criterion
0.886634 Durbin-Watson stat
-24.59409 F-statistic
2.024165 Prob(F-statistic)
LAMPIRAN 81
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil MLPL
Dependent Variable: MLPL Method: Least Squares Date: 06/14/05 Time: 19:32 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.521076 0.6053 FINF -1.584577
C -0.042851
-0.041017 Adjusted R-squared
0.093818 Mean dependent var
0.539285 S.E. of regression
0.069971 S.D. dependent var
1.579023 Sum squared resid
0.520076 Akaike info criterion
1.663467 Log likelihood
10.27820 Schwarz criterion
3.934172 Durbin-Watson stat
-29.58046 F-statistic
2.607548 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil MLPL
White Heteroskedasticity Test:
0.077238 Obs*R-squared
F-statistic 2.746577 Probability
5.170861 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:34 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.200857 0.0028 FINF -1.270409
0.256955 Adjusted R-squared
0.129272 Mean dependent var
0.428922 S.E. of regression
0.082205 S.D. dependent var
1.131176 Sum squared resid
0.410915 Akaike info criterion
1.257842 Log likelihood
6.247482 Schwarz criterion
2.746577 Durbin-Watson stat
-19.62352 F-statistic
1.983232 Prob(F-statistic)
LAMPIRAN 82
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil MLPL
Dependent Variable: MLPL Method: Least Squares Date: 06/14/05 Time: 19:32 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.554809 0.5823 FPNB 5.308694
C -0.043426
-0.041017 Adjusted R-squared
0.179068 Mean dependent var
0.539285 S.E. of regression
0.157465 S.D. dependent var
1.480222 Sum squared resid
0.495008 Akaike info criterion
1.564666 Log likelihood
9.311264 Schwarz criterion
8.288875 Durbin-Watson stat
-27.60445 F-statistic
2.505086 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil MLPL
White Heteroskedasticity Test:
0.844014 Obs*R-squared
F-statistic 0.170366 Probability
0.364997 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:34 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.232782 Adjusted R-squared
0.009125 Mean dependent var
0.396354 S.E. of regression
-0.044436 S.D. dependent var
1.102500 Sum squared resid
0.405065 Akaike info criterion
1.229166 Log likelihood
6.070871 Schwarz criterion
0.170366 Durbin-Watson stat
-19.04999 F-statistic
1.939213 Prob(F-statistic)
LAMPIRAN 83
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil MLPL
Dependent Variable: MLPL Method: Least Squares Date: 06/14/05 Time: 19:32 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.557249 0.5808 FSBI -1.065624
C -0.044198
-0.041017 Adjusted R-squared
0.201625 Mean dependent var
0.539285 S.E. of regression
0.135094 S.D. dependent var
1.552361 Sum squared resid
0.501537 Akaike info criterion
1.721249 Log likelihood
9.055417 Schwarz criterion
3.030536 Durbin-Watson stat
-27.04721 F-statistic
2.377798 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil MLPL
White Heteroskedasticity Test:
0.257077 Obs*R-squared
F-statistic 1.343511 Probability
11.49076 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:35 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.867791 0.3924 FSBI^2 -3.335511
-0.257112 0.7988 FSBI*FINF 16.71593
0.450923 0.6553 FSBI*FPNB 135.0997
1.691339 0.1011 FINF -7.458368
-2.347360 0.0257 FINF^2 -40.89751
-2.052693 0.0489 FINF*FPNB -257.6247
-2.458723 0.0199 FPNB -15.83787
-2.870620 0.0074 FPNB^2 -154.2112
0.226385 Adjusted R-squared
0.287269 Mean dependent var
0.419526 S.E. of regression
0.073449 S.D. dependent var
1.236650 Sum squared resid
0.403825 Akaike info criterion
1.658870 Log likelihood
4.892249 Schwarz criterion
1.343511 Durbin-Watson stat
-14.73300 F-statistic
1.989276 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil MLPL
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: MLPL
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: MLPL
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: MLPL
LAMPIRAN 84
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil SMCB
Dependent Variable: SMCB Method: Least Squares Date: 06/14/05 Time: 19:46 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.779041 0.4408 FSBI -2.089727
C -0.066541
-0.062837 Adjusted R-squared
0.121870 Mean dependent var
0.568934 S.E. of regression
0.098761 S.D. dependent var
1.654618 Sum squared resid
0.540110 Akaike info criterion
1.739062 Log likelihood
11.08530 Schwarz criterion
5.273772 Durbin-Watson stat
-31.09236 F-statistic
2.488040 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil SMCB
White Heteroskedasticity Test:
0.071507 Obs*R-squared
F-statistic 2.835301 Probability
5.315699 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:48 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
2.153828 0.0378 FSBI -1.947679
0.277133 Adjusted R-squared
0.132892 Mean dependent var
0.576274 S.E. of regression
0.086022 S.D. dependent var
1.717624 Sum squared resid
0.550931 Akaike info criterion
1.844290 Log likelihood
11.23042 Schwarz criterion
2.835301 Durbin-Watson stat
-31.35248 F-statistic
1.091774 Prob(F-statistic)
LAMPIRAN 85
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil SMCB
Dependent Variable: SMCB Method: Least Squares Date: 06/14/05 Time: 19:47 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.706983 0.4839 FINF -0.791073
C -0.063753
-0.062837 Adjusted R-squared
0.021009 Mean dependent var
0.568934 S.E. of regression
-0.004754 S.D. dependent var
1.763346 Sum squared resid
0.570285 Akaike info criterion
1.847790 Log likelihood
12.35855 Schwarz criterion
0.815472 Durbin-Watson stat
-33.26691 F-statistic
2.545199 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil SMCB
White Heteroskedasticity Test:
0.000510 Obs*R-squared
F-statistic 9.369607 Probability
5.447761 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:49 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
1.870452 0.0693 FINF -1.700867
0.308964 Adjusted R-squared
0.136194 Mean dependent var
0.640852 S.E. of regression
0.070313 S.D. dependent var
1.662881 Sum squared resid
0.536056 Akaike info criterion
1.789547 Log likelihood
10.63216 Schwarz criterion
9.369607 Durbin-Watson stat
-30.25762 F-statistic
1.585841 Prob(F-statistic)
LAMPIRAN 86
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil SMCB
Dependent Variable: SMCB Method: Least Squares Date: 06/14/05 Time: 19:47 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.791413 0.4336 FPNB 5.591546
C -0.065374
-0.062837 Adjusted R-squared
0.178493 Mean dependent var
0.568934 S.E. of regression
0.156874 S.D. dependent var
1.587964 Sum squared resid
0.522406 Akaike info criterion
1.672408 Log likelihood
10.37051 Schwarz criterion
8.256433 Durbin-Watson stat
-29.75928 F-statistic
2.589132 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil SMCB
White Heteroskedasticity Test:
0.034747 Obs*R-squared
F-statistic 3.684073 Probability
5.042722 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:50 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
2.788105 0.0083 FPNB -0.083146
0.259263 Adjusted R-squared
0.126068 Mean dependent var
0.443980 S.E. of regression
0.100991 S.D. dependent var
1.157004 Sum squared resid
0.416256 Akaike info criterion
1.283670 Log likelihood
6.410943 Schwarz criterion
3.684073 Durbin-Watson stat
-20.14008 F-statistic
1.261179 Prob(F-statistic)
LAMPIRAN 87
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil SMCB
Dependent Variable: SMCB Method: Least Squares Date: 06/14/05 Time: 19:47 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.926564 0.3603 FSBI -2.586291
C -0.066840
-0.062837 Adjusted R-squared
0.406620 Mean dependent var
0.568934 S.E. of regression
0.357171 S.D. dependent var
1.362658 Sum squared resid
0.456152 Akaike info criterion
1.531546 Log likelihood
7.490689 Schwarz criterion
8.223123 Durbin-Watson stat
-23.25317 F-statistic
2.185111 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil SMCB
White Heteroskedasticity Test:
0.013098 Obs*R-squared
F-statistic 2.919978 Probability
16.27796 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 19:51 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.179841 0.8585 FSBI^2 -4.351649
-0.493166 0.6255 FSBI*FINF 16.36266
0.648941 0.5213 FSBI*FPNB 46.10950
0.848684 0.4028 FINF -2.653777
-1.227946 0.2290 FINF^2 -24.82922
-1.832185 0.0769 FINF*FPNB -125.4752
-1.760595 0.0885 FPNB -8.054643
-2.146369 0.0401 FPNB^2 -64.27130
0.187267 Adjusted R-squared
0.406949 Mean dependent var
0.329958 S.E. of regression
0.307034 S.D. dependent var
0.465840 Sum squared resid
0.274672 Akaike info criterion
0.888060 Log likelihood
2.263342 Schwarz criterion
2.919978 Durbin-Watson stat
0.683197 F-statistic
1.870886 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil SMCB
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: SMCB
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: SMCB
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: SMCB
LAMPIRAN 88
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil SMGR
Dependent Variable: SMGR Method: Least Squares Date: 06/14/05 Time: 19:59 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.457385 0.6500 FSBI -0.391579
0.022907 Adjusted R-squared
0.014849 Mean dependent var
0.305414 S.E. of regression
-0.011076 S.D. dependent var
0.525427 Sum squared resid
0.307101 Akaike info criterion
0.609871 Log likelihood
3.583822 Schwarz criterion
0.572771 Durbin-Watson stat
-8.508548 F-statistic
2.081794 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil SMGR
White Heteroskedasticity Test:
0.564907 Obs*R-squared
F-statistic 0.580001 Probability
1.215935 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 20:00 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
1.069866 0.2916 FSBI^2 -0.301024
0.089596 Adjusted R-squared
0.030398 Mean dependent var
0.151253 S.E. of regression
-0.022013 S.D. dependent var
-0.845908 Sum squared resid
0.152909 Akaike info criterion
-0.719242 Log likelihood
0.865104 Schwarz criterion
0.580001 Durbin-Watson stat
19.91817 F-statistic
1.772763 Prob(F-statistic)
LAMPIRAN 89
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil SMGR
Dependent Variable: SMGR Method: Least Squares Date: 06/14/05 Time: 19:59 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.022907 Adjusted R-squared
0.003711 Mean dependent var
0.305414 S.E. of regression
-0.022507 S.D. dependent var
0.536669 Sum squared resid
0.308832 Akaike info criterion
0.621113 Log likelihood
3.624339 Schwarz criterion
0.141562 Durbin-Watson stat
-8.733389 F-statistic
2.133858 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil SMGR
White Heteroskedasticity Test:
0.465990 Obs*R-squared
F-statistic 0.779569 Probability
1.617399 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 20:00 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.090608 Adjusted R-squared
0.040435 Mean dependent var
0.148006 S.E. of regression
-0.011433 S.D. dependent var
-0.899717 Sum squared resid
0.148850 Akaike info criterion
-0.773051 Log likelihood
0.819784 Schwarz criterion
0.779569 Durbin-Watson stat
20.99435 F-statistic
1.815580 Prob(F-statistic)
LAMPIRAN 90
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil SMGR
Dependent Variable: SMGR Method: Least Squares Date: 06/14/05 Time: 19:59 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.022907 Adjusted R-squared
0.010607 Mean dependent var
0.305414 S.E. of regression
-0.015430 S.D. dependent var
0.529724 Sum squared resid
0.307762 Akaike info criterion
0.614168 Log likelihood
3.599254 Schwarz criterion
0.407381 Durbin-Watson stat
-8.594487 F-statistic
2.126978 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil SMGR
White Heteroskedasticity Test:
0.577016 Obs*R-squared
F-statistic 0.558140 Probability
1.171447 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 20:01 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
3.298171 0.0022 FPNB -0.612069
0.089981 Adjusted R-squared
0.029286 Mean dependent var
0.152826 S.E. of regression
-0.023185 S.D. dependent var
-0.824077 Sum squared resid
0.154587 Akaike info criterion
-0.697411 Log likelihood
0.884198 Schwarz criterion
0.558140 Durbin-Watson stat
19.48153 F-statistic
1.831260 Prob(F-statistic)
LAMPIRAN 91
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil SMGR
Dependent Variable: SMGR Method: Least Squares Date: 06/14/05 Time: 20:00 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.467590 0.6429 FSBI -1.121078
0.022907 Adjusted R-squared
0.133204 Mean dependent var
0.305414 S.E. of regression
0.060971 S.D. dependent var
0.497436 Sum squared resid
0.295957 Akaike info criterion
0.666324 Log likelihood
3.153264 Schwarz criterion
1.844094 Durbin-Watson stat
-5.948715 F-statistic
2.104679 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil SMGR
White Heteroskedasticity Test:
0.904937 Obs*R-squared
F-statistic 0.435420 Probability
4.621368 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 20:01 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
2.488377 0.0186 FSBI -0.038578
0.210181 0.8349 FSBI*FINF -8.774837
-0.636620 0.5292 FSBI*FPNB -30.61857
0.994291 0.3280 FINF*FPNB 29.93437
0.078832 Adjusted R-squared
0.115534 Mean dependent var
0.140027 S.E. of regression
-0.149806 S.D. dependent var
-0.742049 Sum squared resid
0.150150 Akaike info criterion
-0.319829 Log likelihood
0.676349 Schwarz criterion
0.435420 Durbin-Watson stat
24.84098 F-statistic
1.760877 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil SMGR
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: SMGR
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: SMGR
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: SMGR
LAMPIRAN 92
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil SMRA
Dependent Variable: SMRA Method: Least Squares Date: 06/14/05 Time: 20:11 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.503739 0.6174 FSBI -2.172270
C -0.047624
-0.043773 Adjusted R-squared
0.109058 Mean dependent var
0.625180 S.E. of regression
0.085612 S.D. dependent var
1.857653 Sum squared resid
0.597820 Akaike info criterion
1.942097 Log likelihood
13.58077 Schwarz criterion
4.651501 Durbin-Watson stat
-35.15305 F-statistic
2.535206 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil SMRA
White Heteroskedasticity Test:
0.548799 Obs*R-squared
F-statistic 0.609859 Probability
1.276534 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 20:13 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
2.356063 0.0239 FSBI -1.580131
0.339519 Adjusted R-squared
0.031913 Mean dependent var
0.805569 S.E. of regression
-0.020416 S.D. dependent var
2.497712 Sum squared resid
0.813750 Akaike info criterion
2.624378 Log likelihood
24.50102 Schwarz criterion
0.609859 Durbin-Watson stat
-46.95425 F-statistic
2.050369 Prob(F-statistic)
LAMPIRAN 93
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil SMRA
Dependent Variable: SMRA Method: Least Squares Date: 06/14/05 Time: 20:11 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.464468 0.6450 FINF -1.345185
C -0.045330
-0.043773 Adjusted R-squared
0.050309 Mean dependent var
0.625180 S.E. of regression
0.025318 S.D. dependent var
1.921510 Sum squared resid
0.617216 Akaike info criterion
2.005954 Log likelihood
14.47629 Schwarz criterion
2.013030 Durbin-Watson stat
-36.43020 F-statistic
2.624702 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF– Imbal Hasil SMRA
White Heteroskedasticity Test:
0.401520 Obs*R-squared
F-statistic 0.935378 Probability
1.925103 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 20:13 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
2.252312 0.0303 FINF -1.058287
0.361907 Adjusted R-squared
0.048128 Mean dependent var
0.788756 S.E. of regression
-0.003325 S.D. dependent var
2.438640 Sum squared resid
0.790067 Akaike info criterion
2.565306 Log likelihood
23.09560 Schwarz criterion
0.935378 Durbin-Watson stat
-45.77279 F-statistic
2.033301 Prob(F-statistic)
LAMPIRAN 94
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil SMRA
Dependent Variable: SMRA Method: Least Squares Date: 06/14/05 Time: 20:12 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.479729 0.6342 FPNB 4.414792
C -0.045777
-0.043773 Adjusted R-squared
0.092149 Mean dependent var
0.625180 S.E. of regression
0.068258 S.D. dependent var
1.876454 Sum squared resid
0.603466 Akaike info criterion
1.960898 Log likelihood
13.83853 Schwarz criterion
3.857087 Durbin-Watson stat
-35.52908 F-statistic
2.485813 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil SMRA
White Heteroskedasticity Test: F-statistic
0.709478 Obs*R-squared
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 20:14 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.345963 Adjusted R-squared
0.018382 Mean dependent var
0.774745 S.E. of regression
-0.034679 S.D. dependent var
2.433565 Sum squared resid
0.788064 Akaike info criterion
2.560231 Log likelihood
22.97869 Schwarz criterion
0.346429 Durbin-Watson stat
-45.67129 F-statistic
2.035459 Prob(F-statistic)
LAMPIRAN 95
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil SMRA
Dependent Variable: SMRA Method: Least Squares Date: 06/14/05 Time: 20:12 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.499382 0.6205 FSBI -2.229568
C -0.047682
-0.043773 Adjusted R-squared
0.139096 Mean dependent var
0.625180 S.E. of regression
0.067354 S.D. dependent var
1.923357 Sum squared resid
0.603759 Akaike info criterion
2.092245 Log likelihood
13.12291 Schwarz criterion
1.938832 Durbin-Watson stat
-34.46714 F-statistic
2.324652 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil SMRA
White Heteroskedasticity Test:
0.970074 Obs*R-squared
F-statistic 0.296722 Probability
3.269612 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 20:14 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
2.279799 0.0299 FSBI -5.622072
C 0.361951
-0.656870 0.5163 FSBI^2 -23.29958
-0.842806 0.4060 FSBI*FINF 36.09995
0.456981 0.6510 FSBI*FPNB -20.83321
0.142604 0.8876 FINF^2 -32.89878
-0.774865 0.4445 FINF*FPNB -97.26887
-0.435628 0.6662 FPNB -5.426566
-0.461555 0.6477 FPNB^2 -98.60845
0.328073 Adjusted R-squared
0.081740 Mean dependent var
0.787626 S.E. of regression
-0.193738 S.D. dependent var
2.749820 Sum squared resid
0.860546 Akaike info criterion
3.172039 Log likelihood
22.21620 Schwarz criterion
0.296722 Durbin-Watson stat
-44.99639 F-statistic
2.081135 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil SMRA
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: SMRA
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: SMRA
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: SMRA
LAMPIRAN 96
A. Regresi Parsial Variabel FSBI Terhadap Imbal Hasil TRST
Dependent Variable: TRST Method: Least Squares Date: 06/14/05 Time: 20:22 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-1.015155 0.3165 FSBI -2.430321
C -0.075245
-0.070938 Adjusted R-squared
0.199525 Mean dependent var
0.517114 S.E. of regression
0.178460 S.D. dependent var
1.371025 Sum squared resid
0.468706 Akaike info criterion
1.455469 Log likelihood
8.348045 Schwarz criterion
9.471794 Durbin-Watson stat
-25.42050 F-statistic
2.162880 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FSBI – Imbal Hasil TRST
White Heteroskedasticity Test:
0.780031 Obs*R-squared
F-statistic 0.250098 Probability
0.533539 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 20:23 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
2.210660 0.0333 FSBI -0.662645
0.208701 Adjusted R-squared
0.013338 Mean dependent var
0.510639 S.E. of regression
-0.039995 S.D. dependent var
1.604948 Sum squared resid
0.520751 Akaike info criterion
1.731614 Log likelihood
10.03371 Schwarz criterion
0.250098 Durbin-Watson stat
-29.09895 F-statistic
2.153896 Prob(F-statistic)
LAMPIRAN 97
A. Regresi Parsial Variabel FINF Terhadap Imbal Hasil TRST
Dependent Variable: TRST Method: Least Squares Date: 06/14/05 Time: 20:22 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-0.949750 0.3482 FINF -1.839291
C -0.073067
-0.070938 Adjusted R-squared
0.137475 Mean dependent var
0.517114 S.E. of regression
0.114777 S.D. dependent var
1.445683 Sum squared resid
0.486533 Akaike info criterion
1.530127 Log likelihood
8.995151 Schwarz criterion
6.056702 Durbin-Watson stat
-26.91366 F-statistic
2.341440 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FINF – Imbal Hasil TRST
White Heteroskedasticity Test:
0.238459 Obs*R-squared
F-statistic 1.490565 Probability
2.982537 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 20:24 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
2.081832 0.0443 FINF -0.224134
0.224879 Adjusted R-squared
0.074563 Mean dependent var
0.476167 S.E. of regression
0.024540 S.D. dependent var
1.401096 Sum squared resid
0.470288 Akaike info criterion
1.527762 Log likelihood
8.183325 Schwarz criterion
1.490565 Durbin-Watson stat
-25.02192 F-statistic
2.217149 Prob(F-statistic)
LAMPIRAN 98
A. Regresi Parsial Variabel FPNB Terhadap Imbal Hasil TRST
Dependent Variable: TRST Method: Least Squares Date: 06/14/05 Time: 20:22 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-1.011392 0.3182 FPNB 5.760037
C -0.073551
-0.070938 Adjusted R-squared
0.229276 Mean dependent var
0.517114 S.E. of regression
0.208994 S.D. dependent var
1.333149 Sum squared resid
0.459913 Akaike info criterion
1.417593 Log likelihood
8.037771 Schwarz criterion
11.30430 Durbin-Watson stat
-24.66299 F-statistic
2.072670 Prob(F-statistic)
B. Uji White Regresi Parsial Variabel FPNB – Imbal Hasil TRST
White Heteroskedasticity Test:
0.732892 Obs*R-squared
F-statistic 0.313381 Probability
0.666295 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 20:24 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
0.200944 Adjusted R-squared
0.016657 Mean dependent var
0.495923 S.E. of regression
-0.036496 S.D. dependent var
1.543093 Sum squared resid
0.504892 Akaike info criterion
1.669759 Log likelihood
9.431883 Schwarz criterion
0.313381 Durbin-Watson stat
-27.86187 F-statistic
2.105696 Prob(F-statistic)
LAMPIRAN 99
A. Regresi Parsial Multi Variabel Terhadap Imbal Hasil TRST
Dependent Variable: TRST Method: Least Squares Date: 06/14/05 Time: 20:23 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
-1.031054 0.3094 FSBI -1.696945
C -0.074984
-0.070938 Adjusted R-squared
0.269979 Mean dependent var
0.517114 S.E. of regression
0.209144 S.D. dependent var
1.378893 Sum squared resid
0.459870 Akaike info criterion
1.547781 Log likelihood
7.613289 Schwarz criterion
4.437878 Durbin-Watson stat
-23.57786 F-statistic
1.880285 Prob(F-statistic)
B. Uji White Regresi Multi Variabel – Imbal Hasil TRST
White Heteroskedasticity Test:
0.746231 Obs*R-squared
F-statistic 0.649430 Probability
6.522404 Probability
Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/14/05 Time: 20:25 Sample: 1995:1 2004:4 Included observations: 40
Variable Coefficient Std. Error t-Statistic Prob.
1.378821 0.1781 FSBI -6.174083
C 0.137992
-1.144357 0.2615 FSBI^2 -13.48127
-0.773600 0.4452 FSBI*FINF 14.63236
0.293841 0.7709 FSBI*FPNB -111.6015
0.889302 0.3809 FINF*FPNB 231.8734
0.190332 Adjusted R-squared
0.163060 Mean dependent var
0.520055 S.E. of regression
-0.088022 S.D. dependent var
1.826915 Sum squared resid
0.542461 Akaike info criterion
2.249135 Log likelihood
8.827904 Schwarz criterion
0.649430 Durbin-Watson stat
-26.53830 F-statistic
2.276938 Prob(F-statistic)
C. Uji Multikolinearitas Regresi Multi Variabel – Imbal Hasil TRST
Regression
Variables Entered/Removed(b)
Variables
Variables
Model Entered
Removed
Method
1 FPNB, FSBI,
Enter
FINF(a) a All requested variables entered. b Dependent Variable: TRST
Coefficients(a)
Collinearity Statistics
Model Tolerance
a Dependent Variable: TRST
Collinearity Diagnostics(a)
Variance Proportions Dimensio
Condition
Model n
FINF FPNB
,93 ,68 a Dependent Variable: TRST