Hasil Model Regresi

Dependent Variable: FRQI

Method: Least Squares
Date: 12/05/19 Time: 19:06
Sample: 1 309
Included observations: 309

Variable Coefficient Std. Error t-Statistic Prob.  

C 1.380487 0.184221 7.493648 0.0000

OWNCON -0.220584 0.099285 -2.221719 0.0270
SIZE 0.000348 0.006180 0.056258 0.9552
LEV -0.039789 0.012306 -3.233363 0.0014
ROA -0.063404 0.143932 -0.440513 0.6599

R-squared 0.056824    Mean dependent var 1.209614

Adjusted R-squared 0.044413    S.D. dependent var 0.317571
S.E. of regression 0.310439    Akaike info criterion 0.514391
Sum squared resid 29.29722    Schwarz criterion 0.574801
Log likelihood -74.47340    Hannan-Quinn criter. 0.538543
F-statistic 4.578768    Durbin-Watson stat 0.145562
Prob(F-statistic) 0.001325

Uji Normalitas
50
Series: Residuals
Sample 1 309
40 Observations 309

Mean 9.42e-17
30 Median -0.010844
Maximum 0.562195
Minimum -0.658202
Std. Dev. 0.308417
20
Skewness -0.128317
Kurtosis 2.474186
10
Jarque-Bera 4.407634
Probability 0.110381
0
-0.6 -0.4 -0.2 0.0 0.2 0.4 0.6
Uji Heteroskesdastisitas

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 0.990796    Prob. F(4,304) 0.4127

Obs*R-squared 3.976525    Prob. Chi-Square(4) 0.4092
Scaled explained SS 2.836981    Prob. Chi-Square(4) 0.5855

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/05/19 Time: 19:15
Sample: 1 309
Included observations: 309

Variable Coefficient Std. Error t-Statistic Prob.  

C 0.114797 0.068428 1.677623 0.0944

OWNCON -0.049749 0.036879 -1.348955 0.1784
SIZE 0.000327 0.002296 0.142563 0.8867
LEV 0.006476 0.004571 1.416831 0.1576
ROA 0.039481 0.053463 0.738475 0.4608

R-squared 0.012869    Mean dependent var 0.094813

Adjusted R-squared -0.000120    S.D. dependent var 0.115305
S.E. of regression 0.115312    Akaike info criterion -1.466304
Sum squared resid 4.042235    Schwarz criterion -1.405894
Log likelihood 231.5440    Hannan-Quinn criter. -1.442152
F-statistic 0.990796    Durbin-Watson stat 0.364854
Prob(F-statistic) 0.412748
Uji Autokorelasi

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 591.4733    Prob. F(4,300) 0.0000

Obs*R-squared 274.2274    Prob. Chi-Square(4) 0.0000

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/05/19 Time: 21:36
Sample: 1 309
Included observations: 309
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

C -0.173284 0.062566 -2.769646 0.0060

OWNCON 0.169230 0.033779 5.009946 0.0000
SIZE 0.001511 0.002095 0.720973 0.4715
LEV 0.023353 0.004185 5.580585 0.0000
ROA -0.016971 0.048756 -0.348076 0.7280
RESID(-1) 0.695126 0.052156 13.32774 0.0000
RESID(-2) 0.169340 0.062761 2.698171 0.0074
RESID(-3) 0.137445 0.062917 2.184536 0.0297
RESID(-4) -0.025657 0.052273 -0.490824 0.6239

R-squared 0.887467    Mean dependent var 9.42E-17

Adjusted R-squared 0.884466    S.D. dependent var 0.308417
S.E. of regression 0.104832    Akaike info criterion -1.644231
Sum squared resid 3.296894    Schwarz criterion -1.535493
Log likelihood 263.0337    Hannan-Quinn criter. -1.600757
F-statistic 295.7366    Durbin-Watson stat 1.574797
Prob(F-statistic) 0.000000

Tidak ada autokorelasi pada lag 4 (yang saya lingkari) .... autokorelasi hanya terjadi pada lag 1 dan 2 saja
jadi model bisa dipakai