UJI NORMALITAS

Dependent Variable: PERTUMBUHAN_LABA

Method: Panel Least Squares
Date: 12/28/18 Time: 04:37
Sample: 2015 2017
Periods included: 3
Cross-sections included: 8
Total panel (balanced) observations: 24

Variable Coefficient Std. Error t-Statistic Prob.  

ROA 4.991237 7.014620 0.711548 0.4893

ROE -3.533848 4.169411 -0.847565 0.4120
NPM -10.86287 5.342780 -2.033188 0.0630
C -0.447627 0.664286 -0.673847 0.5122

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.749522    Mean dependent var -0.688995

Adjusted R-squared 0.556846    S.D. dependent var 4.248075
S.E. of regression 2.827935    Akaike info criterion 5.220533
Sum squared resid 103.9638    Schwarz criterion 5.760474
Log likelihood -51.64639    Hannan-Quinn criter. 5.363779
F-statistic 3.890072    Durbin-Watson stat 3.408804
Prob(F-statistic) 0.012410

7
Series: Standardized Residuals
6 Sample 2015 2017
Observations 24
5
Mean -7.40e-17
Median -0.189426
4
Maximum 4.991200
Minimum -5.833381
3
Std. Dev. 2.126068
Skewness -0.165633
2 Kurtosis 4.539966

1 Jarque-Bera 2.481232
Probability 0.289206
0
-6 -5 -4 -3 -2 -1 0 1 2 3 4 5

UJI Multikolonieritas

Dependent Variable: PERTUMBUHAN_LABA

Method: Panel Least Squares
Date: 12/28/18 Time: 04:39
Sample: 2015 2017
Periods included: 3
Cross-sections included: 8
Total panel (balanced) observations: 24

Variable Coefficient Std. Error t-Statistic Prob.  

ROA 12.30642 9.332211 1.318704 0.2022

ROE -6.213876 4.265886 -1.456644 0.1607
NPM -8.231008 6.252256 -1.316486 0.2029
C -0.155423 0.889167 -0.174797 0.8630

R-squared 0.228276    Mean dependent var -0.688995

Adjusted R-squared 0.112518    S.D. dependent var 4.248075
S.E. of regression 4.001953    Akaike info criterion 5.762454
Sum squared resid 320.3126    Schwarz criterion 5.958796
Log likelihood -65.14945    Hannan-Quinn criter. 5.814544
F-statistic 1.972004    Durbin-Watson stat 1.649288
Prob(F-statistic) 0.150667

ROA ROE NPM

ROA  1.000000  0.529761  0.832723
ROE  0.529761  1.000000  0.582600
NPM  0.832723  0.582600  1.000000

UJI HETEROSKEDASTISITAS

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 0.994805    Prob. F(3,20) 0.4155

Obs*R-squared 3.116283    Prob. Chi-Square(3) 0.3740
Scaled explained SS 6.835569    Prob. Chi-Square(3) 0.0773

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/28/18 Time: 04:46
Sample: 1 24
Included observations: 24

Variable Coefficient Std. Error t-Statistic Prob.  

C 14.21906 7.616019 1.866994 0.0766

ROA -65.78686 79.93359 -0.823019 0.4202
ROE -12.23201 36.53878 -0.334768 0.7413
NPM 83.27365 53.55272 1.554985 0.1356

R-squared 0.129845    Mean dependent var 13.34636

Adjusted R-squared -0.000678    S.D. dependent var 34.26649
S.E. of regression 34.27810    Akaike info criterion 10.05790
Sum squared resid 23499.77    Schwarz criterion 10.25424
Log likelihood -116.6948    Hannan-Quinn criter. 10.10999
F-statistic 0.994805    Durbin-Watson stat 1.997119
Prob(F-statistic) 0.415496

UJI AUTOKORELASI

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 1.918271    Prob. F(2,18) 0.1757

Obs*R-squared 4.216649    Prob. Chi-Square(2) 0.1214

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/28/18 Time: 04:48
Sample: 1 24
Included observations: 24
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

ROA -1.267296 9.154584 -0.138433 0.8914

ROE -2.256176 4.356360 -0.517904 0.6108
NPM 0.800085 6.003929 0.133260 0.8955
C 0.432165 0.916359 0.471610 0.6429
RESID(-1) 0.453152 0.245995 1.842117 0.0820
RESID(-2) -0.489971 0.373011 -1.313557 0.2055

R-squared 0.175694    Mean dependent var 6.48E-17

Adjusted R-squared -0.053280    S.D. dependent var 3.731841
S.E. of regression 3.829967    Akaike info criterion 5.735907
Sum squared resid 264.0357    Schwarz criterion 6.030421
Log likelihood -62.83089    Hannan-Quinn criter. 5.814042
F-statistic 0.767309    Durbin-Watson stat 2.013931
Prob(F-statistic) 0.585303

UJI REGRESI BERGANDA

Dependent Variable: PERTUMBUHAN_LABA

Method: Panel Least Squares
Date: 12/28/18 Time: 04:52
Sample: 2015 2016
Periods included: 2
Cross-sections included: 12
Total panel (balanced) observations: 24

Variable Coefficient Std. Error t-Statistic Prob.  

ROA 12.30642 9.332211 1.318704 0.2022

ROE -6.213876 4.265886 -1.456644 0.1607
NPM -8.231008 6.252256 -1.316486 0.2029
C -0.155423 0.889167 -0.174797 0.8630
R-squared 0.228276    Mean dependent var -0.688995
Adjusted R-squared 0.112518    S.D. dependent var 4.248075
S.E. of regression 4.001953    Akaike info criterion 5.762454
Sum squared resid 320.3126    Schwarz criterion 5.958796
Log likelihood -65.14945    Hannan-Quinn criter. 5.814544
F-statistic 1.972004    Durbin-Watson stat 1.261438
Prob(F-statistic) 0.150667