Dependent Variable: TQ

Method: Panel Least Squares

Date: 04/02/18 Time: 09:24
Sample: 2011 2016
Periods included: 6
Cross-sections included: 15
Total panel (unbalanced) observations: 89

Variable Coefficient Std. Error t-Statistic Prob.

C 1.300857 0.073100 17.79547 0.0000

CSR 0.035858 0.050595 0.708729 0.4808
IC 0.004480 0.009516 0.470840 0.6392
KA -0.024903 0.013363 -1.863512 0.0666
KM -0.000716 0.000748 -0.957167 0.3418

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.570557 Mean dependent var 1.217149

Adjusted R-squared 0.460129 S.D. dependent var 0.098500
S.E. of regression 0.072374 Akaike info criterion -2.227122
Sum squared resid 0.366657 Schwarz criterion -1.695840
Log likelihood 118.1069 Hannan-Quinn criter. -2.012977
F-statistic 5.166772 Durbin-Watson stat 2.001774
Prob(F-statistic) 0.000000
Hasil UJI Chow

Redundant Fixed Effects Tests

Equation: Untitled
Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 5.050460 (14,70) 0.0000

Cross-section Chi-square 62.138061 14 0.0000

Cross-section fixed effects test equation:

Dependent Variable: TQ
Method: Panel Least Squares
Date: 04/02/18 Time: 09:25
Sample: 2011 2016
Periods included: 6
Cross-sections included: 15
Total panel (unbalanced) observations: 89

Variable Coefficient Std. Error t-Statistic Prob.

C 1.121560 0.056808 19.74287 0.0000

CSR -0.003671 0.043957 -0.083522 0.9336
IC 0.021340 0.010268 2.078311 0.0407
KA 0.008931 0.009790 0.912266 0.3642
KM -0.001419 0.000718 -1.975956 0.0514

R-squared 0.136780 Mean dependent var 1.217149

Adjusted R-squared 0.095675 S.D. dependent var 0.098500
S.E. of regression 0.093670 Akaike info criterion -1.843548
Sum squared resid 0.737014 Schwarz criterion -1.703737
Log likelihood 87.03788 Hannan-Quinn criter. -1.787194
F-statistic 3.327529 Durbin-Watson stat 1.453169
Prob(F-statistic) 0.013998
Uji hausman

Correlated Random Effects - Hausman Test

Equation: Untitled
Test cross-section random effects

Chi-Sq.
Test Summary Statistic Chi-Sq. d.f. Prob.

Cross-section random 15.699291 4 0.0035

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

CSR 0.035858 0.026089 0.000742 0.7199

IC 0.004480 0.011616 0.000012 0.0360
KA -0.024903 -0.005476 0.000077 0.0272
KM -0.000716 -0.001309 0.000000 0.0987

Cross-section random effects test equation:

Dependent Variable: TQ
Method: Panel Least Squares
Date: 04/02/18 Time: 09:37
Sample: 2011 2016
Periods included: 6
Cross-sections included: 15
Total panel (unbalanced) observations: 89

Variable Coefficient Std. Error t-Statistic Prob.

Fix effect 1

Dependent Variable: TQ
Method: Panel Least Squares
Date: 04/02/18 Time: 09:40
Sample: 2011 2016
Periods included: 6
Cross-sections included: 15
Total panel (unbalanced) observations: 89

Variable Coefficient Std. Error t-Statistic Prob.

C 1.300857 0.073100 17.79547 0.0000

CSR 0.035858 0.050595 0.708729 0.4808
IC 0.004480 0.009516 0.470840 0.6392
KA -0.024903 0.013363 -1.863512 0.0666
KM -0.000716 0.000748 -0.957167 0.3418

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.570557 Mean dependent var 1.217149

Adjusted R-squared 0.460129 S.D. dependent var 0.098500
S.E. of regression 0.072374 Akaike info criterion -2.227122
Sum squared resid 0.366657 Schwarz criterion -1.695840
Log likelihood 118.1069 Hannan-Quinn criter. -2.012977
F-statistic 5.166772 Durbin-Watson stat 2.001774
Prob(F-statistic) 0.000000

Fixed effect 2

Dependent Variable: TQ
Method: Panel Least Squares
Date: 04/02/18 Time: 09:44
Sample: 2011 2016
Periods included: 6
Cross-sections included: 15
Total panel (unbalanced) observations: 89
White cross-section standard errors & covariance (d.f. corrected)
WARNING: estimated coefficient covariance matrix is of reduced rank

Variable Coefficient Std. Error t-Statistic Prob.

C 1.307511 0.062915 20.78227 0.0000

CSR 0.014583 0.027532 0.529672 0.5981
IC 0.009749 0.007531 1.294532 0.2001
KA -0.027834 0.016247 -1.713203 0.0914
KM -0.000979 0.000505 -1.940104 0.0567

Effects Specification

Cross-section fixed (dummy variables)

Period fixed (dummy variables)

R-squared 0.652719 Mean dependent var 1.217149

Adjusted R-squared 0.529835 S.D. dependent var 0.098500
S.E. of regression 0.067540 Akaike info criterion -2.327117
Sum squared resid 0.296507 Schwarz criterion -1.656024
Log likelihood 127.5567 Hannan-Quinn criter. -2.056618
F-statistic 5.311668 Durbin-Watson stat 1.956892
Prob(F-statistic) 0.000000

Fix effect 3

Dependent Variable: TQ
Method: Panel Least Squares
Date: 04/02/18 Time: 09:48
Sample: 2011 2016
Periods included: 6
Cross-sections included: 15
Total panel (unbalanced) observations: 89
White period standard errors & covariance (d.f. corrected)
WARNING: estimated coefficient covariance matrix is of reduced rank

Variable Coefficient Std. Error t-Statistic Prob.

C 1.307511 0.078515 16.65292 0.0000

CSR 0.014583 0.069205 0.210719 0.8338
IC 0.009749 0.009922 0.982573 0.3295
KA -0.027834 0.012936 -2.151648 0.0351
KM -0.000979 0.000533 -1.838117 0.0706

Effects Specification

Cross-section fixed (dummy variables)

Period fixed (dummy variables)

R-squared 0.652719 Mean dependent var 1.217149

Adjusted R-squared 0.529835 S.D. dependent var 0.098500
S.E. of regression 0.067540 Akaike info criterion -2.327117
Sum squared resid 0.296507 Schwarz criterion -1.656024
Log likelihood 127.5567 Hannan-Quinn criter. -2.056618
F-statistic 5.311668 Durbin-Watson stat 1.956892
Prob(F-statistic) 0.000000

Hasil korelasi

CSR IC KA TQ KM
CSR 1.000000 -0.274139 0.303349 -0.057627 0.079260
IC -0.274139 1.000000 0.001886 0.279339 -0.243001
KA 0.303349 0.001886 1.000000 0.134885 -0.179471
TQ -0.057627 0.279339 0.134885 1.000000 -0.284092
KM 0.079260 -0.243001 -0.179471 -0.284092 1.000000