COMPUTE DummBA_ROA=DummBankA*ROA.

EXECUTE.
COMPUTE DummBA_ROE=DummBankA*ROE.
EXECUTE.
COMPUTE DummBB_ROA=DummBankA*ROA.
EXECUTE.
COMPUTE DummBB_ROA=DummBnajkB * ROA.
EXECUTE.
COMPUTE DummBB_ROE=DummBnajkB * ROE .
EXECUTE.
COMPUTE DummBC_ROA=DummBankC * ROA.
EXECUTE.
COMPUTE DummBC_ROE=DummBankC * ROE.
EXECUTE.

SAVE OUTFILE='C:\Users\fajar\Documents\Fiqror Rohman_PBS A\[Link]

[Link]'
/COMPRESSED.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT HargaSaham
/METHOD=ENTER ROA ROE
/RESIDUALS DURBIN.

Regression

Notes
Output Created 07-JUN-2024
10:16:02
Comments
Input Data C:\Users\fajar\
Documents\Fiqror
Rohman PBS-A.
Panel_Fiqror
[Link]
Active Dataset DataSet3
Filter <none>
Weight <none>
Split File <none>
 N of Rows in 20
Working Data File
Missing Value Definition of User-defined
Handling Missing missing values are
treated as
missing.
Cases Used Statistics are
based on cases
with no missing
values for any
variable used.
Syntax REGRESSION
/MISSING
LISTWISE
/STATISTICS
COEFF OUTS R
ANOVA COLLIN
TOL

/CRITERIA=PIN(.0
5) POUT(.10)
/NOORIGIN
/DEPENDENT
HargaSaham

/METHOD=ENTE
R ROA ROE
/RESIDUALS
DURBIN.
Resources Processor Time 00:00:00,00
Elapsed Time 00:00:00,03
Memory Required 3504 bytes
Additional 0 bytes
Memory Required
for Residual Plots

[DataSet3] C:\Users\fajar\Documents\Fiqror Rohman PBS-A. Panel_Fiqror

[Link]
 Variables Entered/Removeda
Variables Variables
Model Entered Removed Method
b
1 ROE, ROA . Enter

a. Dependent Variable: Harga Saham

b. All requested variables entered.

Model Summaryb
Adjusted R Std. Error of the
Model R R Square Square Estimate Durbin-Watson
a
1 ,827 ,684 ,647 1407,97426 1,816

a. Predictors: (Constant), ROE, ROA

b. Dependent Variable: Harga Saham

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 72924594,056 2 36462297,028 18,393 ,000b
Residual 33700655,571 17 1982391,504
Total 106625249,628 19

a. Dependent Variable: Harga Saham

b. Predictors: (Constant), ROE, ROA

Coefficientsa
Standardized Collinearity
Unstandardized Coefficients Coefficients Statistics
Model B Std. Error Beta t Sig. Tolerance
1 (Constant) -2351,814 1124,354 -2,092 ,052
ROA 1462,829 491,874 ,511 2,974 ,009 ,630
ROE 145,050 60,726 ,410 2,389 ,029 ,630
 Coefficientsa
Collinearity Statistics
Model VIF
1 (Constant)
ROA 1,586
ROE 1,586

a. Dependent Variable: Harga Saham

Collinearity Diagnosticsa
Variance Proportions
Model Dimension Eigenvalue Condition Index (Constant) ROA ROE
1 1 2,909 1,000 ,01 ,01 ,01
2 ,054 7,312 ,90 ,05 ,39
3 ,037 8,869 ,09 ,94 ,60

a. Dependent Variable: Harga Saham

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value 824,4790 8247,4316 4192,6490 1959,11626 20
Residual -2564,16016 2157,94458 ,00000 1331,81031 20
Std. Predicted Value -1,719 2,070 ,000 1,000 20
Std. Residual -1,821 1,533 ,000 ,946 20

a. Dependent Variable: Harga Saham

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT HargaSaham
/METHOD=ENTER ROA ROE DummBankA DummBnajkB DummBankC
/RESIDUALS DURBIN.
Regression

Notes
Output Created 07-JUN-2024 10:17:22
Comments
Input Data C:\Users\fajar\Documents\
Fiqror Rohman PBS-A.
Panel_Fiqror [Link]
Active Dataset DataSet3
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data 20
File
Missing Value Handling Definition of Missing User-defined missing values
are treated as missing.
Cases Used Statistics are based on cases
with no missing values for
any variable used.
Syntax REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF
OUTS R ANOVA COLLIN
TOL
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT HargaSaham
/METHOD=ENTER ROA
ROE DummBankA
DummBnajkB DummBankC
/RESIDUALS DURBIN.
Resources Processor Time 00:00:00,00
Elapsed Time 00:00:00,02
Memory Required 5280 bytes
Additional Memory Required 0 bytes
for Residual Plots
 Variables Entered/Removeda
Variables Variables
Model Entered Removed Method
1 DummBankC, . Enter
DummBnajkB,
DummBankA,
ROA, ROEb

a. Dependent Variable: Harga Saham

b. All requested variables entered.

Model Summaryb
Adjusted R Std. Error of the
Model R R Square Square Estimate Durbin-Watson
a
1 ,915 ,837 ,779 1114,42890 1,926

a. Predictors: (Constant), DummBankC, DummBnajkB, DummBankA, ROA, ROE

b. Dependent Variable: Harga Saham

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 89237924,849 5 17847584,970 14,371 ,000b
Residual 17387324,778 14 1241951,770
Total 106625249,628 19

a. Dependent Variable: Harga Saham

b. Predictors: (Constant), DummBankC, DummBnajkB, DummBankA, ROA, ROE

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) -1116,159 2204,976 -,506 ,621
 ROA 598,978 470,505 ,209 1,273 ,224
ROE 100,741 154,876 ,285 ,650 ,526
DummBankA 1612,538 816,286 ,302 1,975 ,068
DummBnajkB 3566,093 1559,014 ,669 2,287 ,038
DummBankC 2157,895 2620,822 ,405 ,823 ,424

Coefficientsa
Collinearity Statistics
Model Tolerance VIF
1 (Constant)
ROA ,432 2,317
ROE ,061 16,471
DummBankA ,497 2,012
DummBnajkB ,136 7,339
DummBankC ,048 20,740

a. Dependent Variable: Harga Saham

Collinearity Diagnosticsa
Variance Proportions
Model Dimension Eigenvalue Condition Index (Constant) ROA ROE DummBankA
1 1 3,794 1,000 ,00 ,00 ,00 ,01
2 1,033 1,916 ,00 ,00 ,00 ,19
3 1,001 1,947 ,00 ,00 ,00 ,08
4 ,138 5,240 ,03 ,00 ,00 ,49
5 ,029 11,415 ,04 ,98 ,02 ,19
6 ,004 31,388 ,92 ,02 ,97 ,05

Collinearity Diagnosticsa
Variance Proportions
Model Dimension DummBnajkB DummBankC
1 1 ,00 ,00
2 ,00 ,01
3 ,07 ,00
4 ,15 ,06
5 ,09 ,01
6 ,68 ,91
a. Dependent Variable: Harga Saham

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value 560,2807 6572,5972 4192,6490 2167,19470 20
Residual -2074,58984 2022,82422 ,00000 956,62028 20
Std. Predicted Value -1,676 1,098 ,000 1,000 20
Std. Residual -1,862 1,815 ,000 ,858 20

a. Dependent Variable: Harga Saham

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT HargaSaham
/METHOD=ENTER ROA ROE Dumm2010 Dumm2011 Dumm2012 Dumm2013
/RESIDUALS DURBIN.

Regression

Notes
Output Created 07-JUN-2024 10:18:26
Comments
Input Data C:\Users\fajar\Documents\
Fiqror Rohman PBS-A.
Panel_Fiqror [Link]
Active Dataset DataSet3
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data 20
File
Missing Value Handling Definition of Missing User-defined missing values
are treated as missing.
Cases Used Statistics are based on cases
with no missing values for
any variable used.
Syntax REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF
OUTS R ANOVA COLLIN
TOL
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT HargaSaham
/METHOD=ENTER ROA
ROE Dumm2010 Dumm2011
Dumm2012 Dumm2013
/RESIDUALS DURBIN.
Resources Processor Time 00:00:00,00
Elapsed Time 00:00:00,06
Memory Required 6000 bytes
Additional Memory Required 0 bytes
for Residual Plots

Variables Entered/Removeda
Variables Variables
Model Entered Removed Method
1 Dumm2013, . Enter
ROE,
Dumm2011,
Dumm2010,
Dumm2012,
ROAb

a. Dependent Variable: Harga Saham

b. All requested variables entered.
 Model Summaryb
Adjusted R Std. Error of the
Model R R Square Square Estimate Durbin-Watson
a
1 ,871 ,759 ,647 1406,88103 1,333

a. Predictors: (Constant), Dumm2013, ROE, Dumm2011, Dumm2010, Dumm2012, ROA

b. Dependent Variable: Harga Saham

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 80894164,509 6 13482360,752 6,812 ,002b
Residual 25731085,118 13 1979314,240
Total 106625249,628 19

a. Dependent Variable: Harga Saham

b. Predictors: (Constant), Dumm2013, ROE, Dumm2011, Dumm2010, Dumm2012, ROA

Coefficientsa
Standardized Collinearity
Unstandardized Coefficients Coefficients Statistics
Model B Std. Error Beta t Sig. Tolerance
1 (Constant) -1422,008 1305,640 -1,089 ,296
ROA 1501,618 525,187 ,524 2,859 ,013 ,552
ROE 134,160 62,839 ,379 2,135 ,052 ,588
Dumm2010 -1891,498 997,555 -,328 -1,896 ,080 ,622
Dumm2011 -493,981 1026,103 -,086 -,481 ,638 ,587
Dumm2012 -1056,668 999,356 -,183 -1,057 ,310 ,619
Dumm2013 -658,021 1001,471 -,114 -,657 ,523 ,617

Coefficientsa
Collinearity Statistics
Model VIF
1 (Constant)
ROA 1,811
ROE 1,701
Dumm2010 1,609
Dumm2011 1,702
 Dumm2012 1,615
Dumm2013 1,621

a. Dependent Variable: Harga Saham

Collinearity Diagnosticsa
Variance Proportions
Model Dimension Eigenvalue Condition Index (Constant) ROA ROE Dumm2010
1 1 3,735 1,000 ,00 ,00 ,00 ,01
2 1,005 1,928 ,00 ,00 ,00 ,00
3 1,002 1,931 ,00 ,00 ,00 ,37
4 1,000 1,932 ,00 ,00 ,00 ,01
5 ,181 4,540 ,00 ,04 ,05 ,43
6 ,046 8,983 ,76 ,00 ,47 ,16
7 ,032 10,873 ,24 ,96 ,48 ,02

Collinearity Diagnosticsa
Variance Proportions
Model Dimension Dumm2011 Dumm2012 Dumm2013
1 1 ,01 ,01 ,01
2 ,30 ,05 ,12
3 ,05 ,06 ,01
4 ,01 ,25 ,23
5 ,43 ,56 ,55
6 ,07 ,07 ,08
7 ,13 ,01 ,00

a. Dependent Variable: Harga Saham

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -186,9400 8375,8721 4192,6490 2063,39226 20
Residual -1929,46790 1928,18652 ,00000 1163,73005 20
Std. Predicted Value -2,123 2,027 ,000 1,000 20
Std. Residual -1,371 1,371 ,000 ,827 20
a. Dependent Variable: Harga Saham

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT HargaSaham
/METHOD=ENTER DummBankA DummBnajkB DummBankC Dumm2010 Dumm2011 Dumm2012
Dumm2013 ROA ROE
/RESIDUALS DURBIN.

Regression

Notes
Output Created 07-JUN-2024 10:20:39
Comments
Input Data C:\Users\fajar\Documents\
Fiqror Rohman PBS-A.
Panel_Fiqror [Link]
Active Dataset DataSet3
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data 20
File
Missing Value Handling Definition of Missing User-defined missing values
are treated as missing.
Cases Used Statistics are based on cases
with no missing values for
any variable used.
Syntax REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF
OUTS R ANOVA COLLIN
TOL
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT HargaSaham
/METHOD=ENTER
DummBankA DummBnajkB
DummBankC Dumm2010
Dumm2011 Dumm2012
Dumm2013 ROA ROE
/RESIDUALS DURBIN.
Resources Processor Time 00:00:00,02
Elapsed Time 00:00:00,02
Memory Required 8544 bytes
Additional Memory Required 0 bytes
for Residual Plots

Variables Entered/Removeda
Variables Variables
Model Entered Removed Method
1 ROE, . Enter
Dumm2013,
DummBnajkB,
Dumm2011,
Dumm2010,
DummBankA,
Dumm2012,
ROA,
DummBankCb

a. Dependent Variable: Harga Saham

b. All requested variables entered.
 Model Summaryb
Adjusted R Std. Error of the
Model R R Square Square Estimate Durbin-Watson
a
1 ,982 ,965 ,933 614,92763 1,522

a. Predictors: (Constant), ROE, Dumm2013, DummBnajkB, Dumm2011, Dumm2010,

DummBankA, Dumm2012, ROA, DummBankC
b. Dependent Variable: Harga Saham

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 102843889,693 9 11427098,855 30,220 ,000b
Residual 3781359,934 10 378135,993
Total 106625249,628 19

a. Dependent Variable: Harga Saham

b. Predictors: (Constant), ROE, Dumm2013, DummBnajkB, Dumm2011, Dumm2010, DummBankA,
Dumm2012, ROA, DummBankC

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) 4724,284 1653,680 2,857 ,017
DummBankA 2262,484 477,809 ,424 4,735 ,001
DummBnajkB 6912,504 1140,495 1,296 6,061 ,000
DummBankC 8272,938 1998,765 1,551 4,139 ,002
Dumm2010 -2628,240 468,310 -,455 -5,612 ,000
Dumm2011 -450,704 470,105 -,078 -,959 ,360
Dumm2012 -147,250 482,417 -,026 -,305 ,766
Dumm2013 133,034 464,621 ,023 ,286 ,780
ROA 210,033 292,741 ,073 ,717 ,490
ROE -250,409 118,031 -,708 -2,122 ,060

Coefficientsa
Collinearity Statistics
Model Tolerance VIF
1 (Constant)
DummBankA ,442 2,264
DummBnajkB ,078 12,899
DummBankC ,025 39,619
Dumm2010 ,539 1,856
Dumm2011 ,535 1,870
Dumm2012 ,508 1,969
Dumm2013 ,547 1,827
ROA ,339 2,946
ROE ,032 31,421

a. Dependent Variable: Harga Saham

Collinearity Diagnosticsa
Variance Proportions
Model Dimension Eigenvalue Condition Index (Constant) DummBankA DummBnajkB
1 1 4,587 1,000 ,00 ,00 ,00
2 1,045 2,095 ,00 ,16 ,00
3 1,007 2,134 ,00 ,01 ,01
4 1,000 2,142 ,00 ,00 ,00
5 1,000 2,142 ,00 ,05 ,02
6 1,000 2,142 ,00 ,00 ,01
7 ,242 4,357 ,00 ,21 ,03
8 ,093 7,005 ,03 ,25 ,06
9 ,023 14,015 ,03 ,19 ,06
10 ,002 47,932 ,94 ,12 ,81

Collinearity Diagnosticsa
Variance Proportions
Model Dimension DummBankC Dumm2010 Dumm2011 Dumm2012 Dumm2013
1 1 ,00 ,00 ,00 ,00 ,00
2 ,01 ,02 ,00 ,00 ,00
3 ,00 ,01 ,20 ,04 ,08
4 ,00 ,05 ,04 ,14 ,17
5 ,00 ,12 ,00 ,05 ,03
6 ,00 ,13 ,08 ,06 ,04
7 ,01 ,24 ,23 ,25 ,27
 8 ,03 ,25 ,25 ,29 ,32
9 ,01 ,02 ,13 ,00 ,00
10 ,95 ,16 ,06 ,16 ,09

Collinearity Diagnosticsa
Variance Proportions
Model Dimension ROA ROE
1 1 ,00 ,00
2 ,00 ,00
3 ,00 ,00
4 ,00 ,00
5 ,00 ,00
6 ,00 ,00
7 ,00 ,00
8 ,01 ,00
9 ,92 ,02
10 ,06 ,98

a. Dependent Variable: Harga Saham

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value 86,5647 7199,6494 4192,6490 2326,55030 20
Residual -773,98126 709,08527 ,00000 446,11539 20
Std. Predicted Value -1,765 1,292 ,000 1,000 20
Std. Residual -1,259 1,153 ,000 ,725 20

a. Dependent Variable: Harga Saham

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT HargaSaham
/METHOD=ENTER DummBankA DummBnajkB DummBankC ROA ROE DummBA_ROA DummBA_ROE
DummBB_ROA DummBB_ROE
DummBC_ROA DummBC_ROE
/RESIDUALS DURBIN.
Regression

Notes
Output Created 07-JUN-2024 10:21:59
Comments
Input Data Fiqror Rohman PBS-A.
Panel_Fiqror [Link]
Active Dataset DataSet3
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data 20
File
Missing Value Handling Definition of Missing User-defined missing values
are treated as missing.
Cases Used Statistics are based on cases
with no missing values for
any variable used.
Syntax REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF
OUTS R ANOVA COLLIN
TOL
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT HargaSaham
/METHOD=ENTER
DummBankA DummBnajkB
DummBankC ROA ROE
DummBA_ROA
DummBA_ROE
DummBB_ROA
DummBB_ROE
DummBC_ROA
DummBC_ROE
/RESIDUALS DURBIN.
Resources Processor Time 00:00:00,02
Elapsed Time 00:00:00,01
Memory Required 10560 bytes
Additional Memory Required 0 bytes
for Residual Plots

Variables Entered/Removeda
Variables Variables
Model Entered Removed Method
1 DummBC_ROE, . Enter
DummBA_ROA,
ROA,
DummBnajkB,
ROE,
DummBA_ROE,
DummBB_ROA,
DummBankA,
DummBankC,
DummBB_ROE,
DummBC_ROAb

a. Dependent Variable: Harga Saham

b. All requested variables entered.

Model Summaryb
Adjusted R Std. Error of the
Model R R Square Square Estimate Durbin-Watson
a
1 ,946 ,895 ,752 1180,49765 1,671

a. Predictors: (Constant), DummBC_ROE, DummBA_ROA, ROA, DummBnajkB, ROE,

DummBA_ROE, DummBB_ROA, DummBankA, DummBankC, DummBB_ROE,
DummBC_ROA
b. Dependent Variable: Harga Saham

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 95476651,933 11 8679695,630 6,228 ,008b
Residual 11148597,695 8 1393574,712
Total 106625249,628 19

a. Dependent Variable: Harga Saham

b. Predictors: (Constant), DummBC_ROE, DummBA_ROA, ROA, DummBnajkB, ROE,
DummBA_ROE, DummBB_ROA, DummBankA, DummBankC, DummBB_ROE, DummBC_ROA

Coefficientsa
 Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) -1429,884 5254,156 -,272 ,792
DummBankA 1589,206 9997,113 ,298 ,159 ,878
DummBnajkB -2123,133 16870,626 -,398 -,126 ,903
DummBankC 3492,903 10402,634 ,655 ,336 ,746
ROA 2814,087 7576,382 ,983 ,371 ,720
ROE -150,076 676,029 -,424 -,222 ,830
DummBA_ROA -2457,481 7839,717 -1,138 -,313 ,762
DummBA_ROE 317,226 774,823 ,840 ,409 ,693
DummBB_ROA 4212,609 8226,294 2,432 ,512 ,622
DummBB_ROE -402,999 1121,430 -1,588 -,359 ,729
DummBC_ROA -2373,844 7595,581 -1,483 -,313 ,763
DummBC_ROE 232,619 739,077 1,260 ,315 ,761

Coefficientsa
Collinearity Statistics
Model Tolerance VIF
1 (Constant)
DummBankA ,004 268,937
DummBnajkB ,001 765,885
DummBankC ,003 291,198
ROA ,002 535,422
ROE ,004 279,684
DummBA_ROA ,001 1008,726
DummBA_ROE ,003 321,962
DummBB_ROA ,001 1725,334
DummBB_ROE ,001 1494,555
DummBC_ROA ,001 1721,716
DummBC_ROE ,001 1226,905

a. Dependent Variable: Harga Saham

Collinearity Diagnosticsa
Variance Proportions
Model Dimension Eigenvalue Condition Index (Constant) DummBankA DummBnajkB
1 1 5,654 1,000 ,00 ,00 ,00
2 3,000 1,373 ,00 ,00 ,00
3 2,979 1,378 ,00 ,00 ,00
4 ,249 4,764 ,00 ,00 ,00
5 ,088 8,029 ,00 ,00 ,00
6 ,019 17,333 ,00 ,00 ,00
7 ,004 35,996 ,15 ,10 ,01
8 ,002 47,603 ,00 ,00 ,08
9 ,002 49,613 ,02 ,50 ,01
10 ,001 73,456 ,25 ,21 ,00
11 ,000 110,430 ,08 ,03 ,87
12 6,058E-5 305,516 ,51 ,15 ,03

Collinearity Diagnosticsa
Variance Proportions
Model Dimension DummBankC ROA ROE DummBA_ROA DummBA_ROE
1 1 ,00 ,00 ,00 ,00 ,00
2 ,00 ,00 ,00 ,00 ,00
3 ,00 ,00 ,00 ,00 ,00
4 ,00 ,00 ,00 ,00 ,00
5 ,00 ,00 ,00 ,00 ,00
6 ,00 ,00 ,00 ,02 ,05
7 ,05 ,00 ,02 ,01 ,01
8 ,10 ,00 ,01 ,01 ,01
9 ,18 ,00 ,01 ,02 ,14
10 ,52 ,00 ,05 ,01 ,09
11 ,03 ,01 ,00 ,01 ,00
12 ,11 ,98 ,91 ,93 ,69

Collinearity Diagnosticsa
Variance Proportions
Model Dimension DummBB_ROA DummBB_ROE DummBC_ROA DummBC_ROE
1 1 ,00 ,00 ,00 ,00
2 ,00 ,00 ,00 ,00
3 ,00 ,00 ,00 ,00
4 ,00 ,00 ,00 ,00
5 ,00 ,00 ,00 ,00
6 ,00 ,00 ,00 ,00
7 ,00 ,00 ,00 ,00
 8 ,08 ,01 ,00 ,00
9 ,01 ,00 ,00 ,03
10 ,02 ,01 ,00 ,18
11 ,00 ,56 ,01 ,00
12 ,89 ,41 ,98 ,78

a. Dependent Variable: Harga Saham

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value 779,8175 7763,8223 4192,6490 2241,67057 20
Residual -2112,71973 1881,93127 ,00000 766,00803 20
Std. Predicted Value -1,522 1,593 ,000 1,000 20
Std. Residual -1,790 1,594 ,000 ,649 20

a. Dependent Variable: Harga Saham

SAVE OUTFILE='C:\Users\fajar\Documents\Fiqror Rohman PBS-A. Panel_Fiqror

[Link]'
/COMPRESSED.
 SIMPULAN

Keterangan Asumsi-1 Asumsi-2 Asumsi-3 Asumasi-4 Asumsi-5

R Square 0,684 0,837 0,759 0,965 0,895
F Hitung 18,393 14,371 6,812 30,220 6,228
Sif. S 0,000 0,000 0,002 0,000 0,008
Durbin Watson 1,816 1,926 1,333 1,522 1,671
Sig.t X1 0,009 0,224 0,013 0,490 0,720
Sig.t X2 0,029 0,526 0,052 0,060 0,830

Ket : X1 : ROA
X2 : ROE