LAMPIRAN
LAMPIRAN 1
DATA RETURN, ROA, DER, EPS, PER, PBV PERUSAHAAN SEKTOR
INDUSTRI BARANG KONSUMSI YANG TERDAFTAR DI BURSA EFEK
LAMPIRAN 2
HASIL PENGUJIAN MODEL DATA PANEL DENGAN COMMON
EFFECT MODEL (OLS)
Dependent Variable: RETURN? Method: Pooled Least Squares Date: 09/02/16 Time: 14:25 Sample: 2011 2015
Included observations: 5 Cross-sections included: 30
Total pool (balanced) observations: 150
Variable Coefficient Std. Error t-Statistic Prob.
C -0.175864 0.131862 -1.333700 0.1844 ROA? 0.003100 0.005160 0.600818 0.5489 DER? 0.007956 0.088796 0.089599 0.9287 EPS? -2.07E-06 8.17E-06 -0.253278 0.8004 PER? 0.011167 0.004722 2.364803 0.0194 PBV? 0.015132 0.024223 0.624716 0.5331
LAMPIRAN 3
HASIL PENGUJIAN MODEL DATA PANEL DENGAN FIXED
EFFECT MODEL (FEM)
Total pool (balanced) observations: 150
Variable Coefficient Std. Error t-Statistic Prob.
LAMPIRAN 4
HASIL PENGUJIAN MODEL DATA PANEL DENGAN RANDOM
EFFECT MODEL (REM)
Dependent Variable: RETURN?
Method: Pooled EGLS (Cross-section random effects) Date: 09/02/16 Time: 14:27
Sample: 2011 2015 Included observations: 5 Cross-sections included: 30
Total pool (balanced) observations: 150
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
Cross-section random 0.039428 0.0046 Idiosyncratic random 0.581010 0.9954
Weighted Statistics
R-squared 0.091377 Mean dependent var 0.152910 Adjusted R-squared 0.059828 S.D. dependent var 0.634898 S.E. of regression 0.615613 Sum squared resid 54.57306 F-statistic 2.896326 Durbin-Watson stat 1.777294 Prob(F-statistic) 0.015989
Unweighted Statistics
LAMPIRAN 5
HASIL UJI CHOW
Redundant Fixed Effects TestsPool: Untitled
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 1.634024 (29,115) 0.0358 Cross-section Chi-square 51.757246 29 0.0058
Cross-section fixed effects test equation: Dependent Variable: RETURN?
Method: Panel Least Squares Date: 09/02/16 Time: 14:27 Sample: 2011 2015
Included observations: 5 Cross-sections included: 30
Total pool (balanced) observations: 150
Variable Coefficient Std. Error t-Statistic Prob.
C -0.175864 0.131862 -1.333700 0.1844 ROA? 0.003100 0.005160 0.600818 0.5489 DER? 0.007956 0.088796 0.089599 0.9287 EPS? -2.07E-06 8.17E-06 -0.253278 0.8004 PER? 0.011167 0.004722 2.364803 0.0194 PBV? 0.015132 0.024223 0.624716 0.5331
LAMPIRAN 6
HASIL UJI HAUSMAN
Correlated Random Effects - Hausman TestPool: Untitled
Test cross-section random effects
Test Summary
Chi-Sq.
Statistic Chi-Sq. d.f. Prob.
Cross-section random 22.662997 5 0.0004
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
Cross-section random effects test equation: Dependent Variable: RETURN?
Total pool (balanced) observations: 150
Variable Coefficient Std. Error t-Statistic Prob.
LAMPIRAN 7
HASIL PENGUJIAN PEMILIHAN MODEL DATA PANEL
DENGAN FIXED EFFECT MODEL (FEM)
Dependent Variable: RETURN?
Total pool (balanced) observations: 150
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.
LAMPIRAN 8
ANALISIS DESKRIPTIF
RETURN ROA DER EPS PER PBV
Mean 0.154660 15.73970 0.819183 1674.955 21.78404 2.340584 Median 0.024522 13.78637 0.782189 110.1392 21.59011 1.510839 Maximum 5.200000 45.72007 2.258498 55587.52 58.58105 8.994068
Minimum -0.990042 -9.714339 -1.338314 -17350.39 -17.19549 -2.695203 Std. Dev. 0.635963 11.92168 0.584356 6773.597 14.34485 2.288365
Skewness 3.734806 0.611752 -0.223349 4.971970 -0.507545 0.941089 Kurtosis 28.68980 3.271348 4.229433 35.39909 3.846085 3.269771
Jarque-Bera 4473.505 9.816211 10.69404 7178.642 10.91417 22.59607 Probability 0.000000 0.007386 0.004762 0.000000 0.004266 0.000012
Sum 23.19900 2360.955 122.8774 251243.3 3267.606 351.0877 Sum Sq. Dev. 60.26283 21176.84 50.87938 6.84E+09 30660.44 780.2554
