d. Heteroskedastisitas
Heteroskedasticity Test: White F-statistic
1.589087 Prob. F5,25 0.1996
ObsR-squared 7.476255 Prob. Chi-Square5
0.1876 Scaled explained SS
3.844112 Prob. Chi-Square5 0.5721
Test Equation: Dependent Variable: RESID2
Method: Least Squares Date: 041216 Time: 06:03
Sample: 2008Q1 2015Q3 Included observations: 31
Variable Coefficient
Std. Error t-Statistic
Prob. C
-25.92796 16.58093
-1.563722 0.1305
CAR2 0.030735
0.028785 1.067752
0.2958 NIM2
0.824873 0.322956
2.554136 0.0171
NPL2 -0.037195
0.247223 -0.150452
0.8816 ROA2
-0.321613 0.768817
-0.418321 0.6793
BOPO2 -0.000195
0.000819 -0.237641
0.8141 R-squared
0.241170 Mean dependent var 6.110622
Adjusted R-squared 0.089403 S.D. dependent var
7.810850 S.E. of regression
7.453518 Akaike info criterion 7.027235
Sum squared resid 1388.873 Schwarz criterion
7.304781 Log likelihood
-102.9221 Hannan-Quinn criter. 7.117708
F-statistic 1.589087 Durbin-Watson stat
2.596540 ProbF-statistic
0.199625
e. Normalitas
1 2
3 4
5 6
7 8
-6 -5
-4 -3
-2 -1
1 2
3 4
5 6
Series: Residuals Sample 2008Q1 2015Q3
Observations 31
Mean -1.29e-15
Median -0.066232
Maximum 5.759079
Minimum -5.423624
Std. Dev. 2.512829
Skewness 0.133620
Kurtosis 2.581195
Jarque-Bera 0.318803
Probability 0.852654
LAMPIRAN F.2 : BUSN DEVISA a.
Multikolinieritas
LDR CAR
NIM NPL
ROA BOPO
LDR 1,000000
-0,084956 -0,761574
-0,754628 -0,132770
-0,649063 CAR
-0,084956 1,000000
-0,228107 0,240175
-0,143228 0,369939
NIM -0,761574
-0,228107 1,000000
0,430843 0,237482
0,339667 NPL
-0,754628 0,240175
0,430843 1,000000
-0,258081 0,794822
ROA -0,132770
-0,143228 0,237482
-0,258081 1,000000
-0,260136 BOPO
-0,649063 0,369939
0,339667 0,794822
-0,260136 1,000000
b. Linieritas
Ramsey RESET Test Equation: DEVISA
Specification: LDR C CAR NIM NPL ROA BOPO Omitted Variables: Squares of fitted values
Value df
Probability t-statistic
0.342255 24
0.7351 F-statistic
0.117138 1, 24
0.7351 Likelihood ratio
0.150936 1
0.6976 F-test summary:
Sum of Sq. df
Mean Squares Test SSR
0.806263 1
0.806263 Restricted SSR
165.9982 25
6.639927 Unrestricted SSR
165.1919 24
6.882996 Unrestricted SSR
165.1919 24
6.882996 LR test summary:
Value df
Restricted LogL -69.99593
25 Unrestricted LogL
-69.92047 24
c. Autokorelasi
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