Uji Normalitas

30
Series: Residuals
Sample 1 108
25
Observations 108

20 Mean 3.24e-15
Median 0.102634
15 Maximum 1.442025
Minimum -3.703675
Std. Dev. 0.721647
10
Skewness -1.965494
Kurtosis 9.685977
5
Jarque-Bera 270.6973
0 Probability 0.000000
-3 -2 -1 0 1

Berdasarkan nilai probabilitas Uji-JB < 0,05 (0,000 < 0,05), berarti JB hitung

dinyatakan signifikan dengan demikian dapat dikatakan model terkena masalah normalitas.

Uji Autokorelasi

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 0.788291    Prob. F(2,102) 0.4574

Obs*R-squared 1.643914    Prob. Chi-Square(2) 0.4396

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 09/27/20 Time: 18:45
Sample: 1 108
Included observations: 108
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

ID 0.001024 0.010087 0.101468 0.9194

LS 0.005816 0.127577 0.045592 0.9637
TPAK 0.001020 0.010440 0.097691 0.9224
C -0.062122 0.424052 -0.146496 0.8838
RESID(-1) 0.043293 0.098726 0.438512 0.6619
RESID(-2) -0.118514 0.099519 -1.190867 0.2365

R-squared 0.015221    Mean dependent var 3.24E-15

Adjusted R-squared -0.033052    S.D. dependent var 0.721647
S.E. of regression 0.733476    Akaike info criterion 2.271908
Sum squared resid 54.87464    Schwarz criterion 2.420916
Log likelihood -116.6831    Hannan-Quinn criter. 2.332325
F-statistic 0.315317    Durbin-Watson stat 2.032242
Prob(F-statistic) 0.902772

Hasil estimasi menunjukkan nilai probabilitas χ 2 >α (0,4396 > 0,05) dengan demikian, model

terbebas dari masalah autokorelasi.

Uji Multikolinearitas

ID LS TPAK
ID 1 -0.4526924360441983 0.3647862925273946
LS -0.4526924360441983 1 -0.3501770179821074
TPAK 0.3647862925273946 -0.3501770179821074 1

Hasil estimasi menunjukkan bahwa coefisien matrix antar variabel bebas kurang dari 0,8.

Sehingga dapat disimpulkan bahwa tidak terjadi masalah multikolinearitas antar variabel

yang diteliti

Uji Heteroskedastisitas

Heteroskedasticity Test: White

F-statistic 1.299117    Prob. F(9,98) 0.2472

Obs*R-squared 11.51170    Prob. Chi-Square(9) 0.2423
Scaled explained SS 46.36041    Prob. Chi-Square(9) 0.0000

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 09/27/20 Time: 18:48
Sample: 1 108
Included observations: 108

Variable Coefficient Std. Error t-Statistic Prob.  

C 5.941235 4.536124 1.309760 0.1933

ID^2 0.000601 0.001560 0.385502 0.7007
ID*LS -0.000633 0.047387 -0.013354 0.9894
ID*TPAK -0.002654 0.004052 -0.655161 0.5139
ID 0.030052 0.141477 0.212414 0.8322
LS^2 0.140592 0.228176 0.616154 0.5392
LS*TPAK 0.042659 0.061692 0.691480 0.4909
 LS -1.546299 2.019087 -0.765841 0.4456
TPAK^2 0.007823 0.002840 2.754914 0.0070
TPAK -0.394672 0.208821 -1.890002 0.0617

R-squared 0.106590    Mean dependent var 0.515952

Adjusted R-squared 0.024542    S.D. dependent var 1.527702
S.E. of regression 1.508839    Akaike info criterion 3.748580
Sum squared resid 223.1064    Schwarz criterion 3.996925
Log likelihood -192.4233    Hannan-Quinn criter. 3.849275
F-statistic 1.299117    Durbin-Watson stat 2.092224
Prob(F-statistic) 0.247208

Berdasarkan nilai probabilitas χ 2 >α (0,2432 > 0,05) dengan demikian, model terbebas dari

masalah Heteroskedastisitas