d. Uji Autokorelasi
Dependent Variable: LOGHARGA_SAHAM Method: Least Squares
Date: 061516 Time: 16:05 Sample: 1 56
Included observations: 56 Variable
Coefficient Std. Error
t-Statistic Prob.
LOGDPR 1.611027
0.345521 4.662602
0.0000 LOGDER
-0.038578 0.173634
-0.222181 0.8250
C 3.068599
1.462708 2.097889
0.0407 R-squared
0.290933 Mean dependent var 9.081527
Adjusted R-squared 0.264176 S.D. dependent var
1.107569 S.E. of regression
0.950075 Akaike info criterion 2.787532
Sum squared resid 47.84009 Schwarz criterion
2.896033 Log likelihood
-75.05090 Hannan-Quinn criter. 2.829598
F-statistic 10.87304 Durbin-Watson stat
2.015195 ProbF-statistic
0.000110
2. Uji Asumsi Klasik Regresi Linear Sederhana Data Panel
a. Uji Normalitas
2 4
6 8
10
-1.0 -0.8
-0.6 -0.4
-0.2 0.0
0.2 0.4
0.6 0.8
Series: Residuals Sample 1 56
Observations 56
Mean -4.58e-17
Median 0.105128
Maximum 0.781982
Minimum -0.923835
Std. Dev. 0.464940
Skewness -0.533720
Kurtosis 2.393254
Jarque-Bera 3.517664
Probability 0.172246
Universitas Sumatera Utara
-1.2 -0.8
-0.4 0.0
0.4 0.8
1.2
-1.2 -0.8
-0.4 0.0
0.4 0.8
Quantiles of RESID Q
u a
n ti
le s
o f
N o
rm a
l
b. Uji Heteroskedastisitas Pendekatan Glejser
Heteroskedasticity Test: Glejser F-statistic
0.130560 Prob. F1,54 0.7193
ObsR-squared 0.135069 Prob. Chi-Square1
0.7132 Scaled explained SS
0.129111 Prob. Chi-Square1 0.7194
Test Equation: Dependent Variable: ARESID
Method: Least Squares Date: 063016 Time: 22:19
Sample: 1 56 Included observations: 56
Variable Coefficient
Std. Error t-Statistic
Prob. C
0.332223 0.107342
3.094986 0.0031
Y 0.000711
0.001966 0.361331
0.7193 R-squared
0.002412 Mean dependent var 0.368554
Adjusted R-squared -0.016062 S.D. dependent var
0.279048 S.E. of regression
0.281280 Akaike info criterion 0.336127
Sum squared resid 4.272390 Schwarz criterion
0.408461 Log likelihood
-7.411567 Hannan-Quinn criter. 0.364171
F-statistic 0.130560 Durbin-Watson stat
1.787868 ProbF-statistic
0.719262
Universitas Sumatera Utara
c. Uji Autokorelas
Dependent Variable: BETA Method: Least Squares
Date: 062416 Time: 15:40 Sample: 1 56
Included observations: 56 Variable
Coefficient Std. Error
t-Statistic Prob.
Y -0.003109
0.003280 -0.947874
0.3474 C
1.102058 0.179066
6.154462 0.0000
R-squared 0.016366 Mean dependent var
0.943071 Adjusted R-squared
-0.001850 S.D. dependent var 0.468792
S.E. of regression 0.469225 Akaike info criterion
1.359593 Sum squared resid
11.88931 Schwarz criterion 1.431927
Log likelihood -36.06861 Hannan-Quinn criter.
1.387637 F-statistic
0.898465 Durbin-Watson stat 1.545140
ProbF-statistic 0.347416
Universitas Sumatera Utara
Lampiran 5 Analisis Regresi Linear Berganda Data Panel
1. Metode Analisis Regresi Linear Berganda Data Panel a. Metode Common Effect Model CEM
