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EMT
0.000007
0.005564
0.003118
0.000141
0.000320
0.000342
0.000716
0.001118
0.000086
0.002022
0.000512
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0.000771
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0.008899
0.000942
0.000751
0.000124
0.000495
0.000008
0.013546
0.000804
0.000558
0.000018

DISACC
ABNCFO ABNDISEXP ABNPROD LNASSET
-0.13300 -1.02180
-0.01161 -0.95816 28.07562
0.21864 -0.48477
-0.00249
0.00198 27.93511
-0.05230 -0.23569
-0.01765
0.07875 28.38525
0.02792 -0.37065
-0.04165
0.05459 26.40378
-0.07348 -0.11450
0.20663 -0.08157 27.28099
0.17147 -0.54066
0.03766 -0.02232 30.94172
0.02765 -0.31054
-0.03119 -0.06523 26.30885
0.02569 -0.35784
-0.02001
0.11191 26.41108
0.25729 -0.94006
-0.14188
0.17841 26.29544
-0.03142 -0.42225
0.00626
0.01508 24.80087
-0.09957 -0.59831
0.07668 -0.47246 26.71187
-0.03880 -0.32477
-0.03500
0.08163 27.07606
0.02486 -0.26398
-0.01323
0.03481 28.59695
0.06059 -0.42081
-0.04541
0.01354 26.61000
-0.11467 -0.84459
-0.18725
0.83312 25.94601
0.35970 -0.46412
-0.01501
0.16929 26.75631
-0.14277 -0.60821
-0.00575
0.13332 26.48191
-0.17771 -0.79688
-0.01807
0.08200 25.65676
-0.67244 -11.07778
-0.73010 -9.65192 28.00966
-0.03360 -0.15405
0.25045
0.03144 27.33193
0.02501 -0.39187
0.05003 -0.03406 27.20288
0.12405 -0.15272
-0.02727
0.02534 26.65465
-0.03081 -0.53970
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0.10081 26.34796
0.61827 -0.22119
0.00831
0.16253 26.05288
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-0.13182 -0.55108
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0.03069
0.04287 26.94044
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0.04177 -0.54737 27.83699
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0.01127
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0.05697 -0.98764
0.10279 -0.02022 27.67459
-0.04634 -0.26631
0.48109
0.02083 29.05443
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-0.04307
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0.56753
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0.12087
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0.00217 -0.31523
-0.01829 -0.00934 29.46188
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0.42192 -0.90856
0.34020 -0.18555 26.17114
0.28201 -0.70383
-0.03403
0.09486 27.86654
0.06846 -0.52359
-0.01399
0.15255 29.15359
-0.38714 -0.05510
0.05523
0.17631 27.75146
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0.09684 27.54081
0.01147 -0.26711
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0.00553 -0.10724
0.01491 -0.00242 28.47438
0.00482 -0.27222
-0.00617 -0.04886 27.74511
-0.71268 -0.01706
0.39611
0.12869 27.89357
-0.10652 0.07757
0.02196 -1.87400 28.15590

47
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83
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85
86
87
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89
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91
92
93

0.000027
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27.98700
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0.000165
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0.87635
-0.34343
-0.34649

-0.52808
-0.24077
-0.55819
-0.59201
0.36385
0.51703
-0.29851
0.67786
-0.3131
-1.02347
-0.69284
0.61045
-0.5246
-0.14567
-0.02133
-0.33783
-0.12621
-0.2937
-0.30499
0.95724
0.03334
-0.39372
0.71104
0.58972
1.05036
0.18577
-0.18436
1.39541
0.21333
0.36976
0.46758
-1.13015
-0.27801
-0.16681
0.00015
-0.03407
0.45964
0.05558
0.3876
0.06328
0.3441
-0.30586
-0.0127
-0.34217
-0.14712
0.21438
0.9493

0.14492
0.35085
0.27537
0.23717
0.13996
0.16108
-0.12135
0.11897
0.21143
0.07593
0.46743
0.07414
-0.51271
0.25311
0.30488
-0.57396
0.31732
0.14486
0.23312
0.00391
0.11185
0.19685
0.19252
-0.34377
0.08964
0.12752
0.16846
0.1496
0.22862
0.23594
0.08205
0.27659
-0.06189
0.22004
0.1906
0.28077
0.11259
0.12334
-0.2621
0.15477
0.13622
0.18274
0.25364
0.14073
0.19946
0.15382
0.17278

0.00048
0.00008
0.00077
0.00072
0.00021
0.00009
0.01041
0.00034
0.00048
0.00081
0.00142
0.00343
0.00019
0.00045
0.00233
0.00932
0.0005
0.0054
0.00008
0.00146
0.00136
0.00419
0.00028
0.0004
0.00434
0.00165
0.00102
0.00132
0.0011
0.00613
0.00221
0.00202

0.13825
-0.31236
-0.03081
0.02765
0.08733
0.25729
0.24956
-0.10652
-0.18778
-0.00676
-0.14983
0.0504
-0.11634
-0.08664
0.0817
-0.11467
-0.34445
0.06246
-0.17771
0.05223
-0.01496
0.03341
-0.07158
0.05088
-0.08285
-0.11585
-0.1121
-0.01904
-0.04528
-0.17018
-0.02231
-0.03142

-0.05884
-0.06335
-0.5397
-0.31054
-0.05461
-0.94006
-0.00842
-0.05435
-0.05254
-0.75386
0.02091
-0.03294
-0.1062
-0.05391
-0.07572
-0.84459
-0.0202
-0.05148
-0.79688
-0.03625
-0.03816
-0.02469
-0.04061
-0.08644
-0.00666
-0.02644
0.01302
-0.05013
-0.02143
0.12343
-0.50634
-0.42225

-0.0535
0.19825
-0.0122
-0.03119
-0.01122
-0.14188
0.36243
-0.08425
-0.03503
-0.08271
0.00105
0.00315
-0.08987
-0.01252
-0.00153
-0.18725
-0.0212
0.01417
-0.01807
-0.02352
0.03919
0.03684
-0.01615
0.03733
0.1192
0.0055
0.1166
0.10314
0.12585
0.11293
0.12087
0.00626

-0.00321
-0.09404
0.10081
-0.06523
0.02973
0.17841
1.26003
0.17077
0.30444
-0.00614
0.19689
0.07478
0.43946
0.2112
0.08203
0.83312
0.3054
0.40931
0.082
0.15842
-0.57718
0.23004
0.13619
-0.61243
-0.68384
0.23753
0.04654
0.05004
0.0663
0.01487
0.065
0.01508

26.35605
26.35107
26.34796
26.30885
26.29729
26.29544
26.29365
26.26509
26.2141
26.18813
26.1766
26.11793
26.04157
26.009
25.97147
25.94601
25.75
25.71919
25.65676
25.40232
25.16372
25.1357
25.10728
25.05941
25.05082
24.98247
24.92571
24.91642
24.91639
24.8652
24.83062
24.80087

-0.25713
-0.33539
-0.20222
-0.21274
-0.30956
-0.33329
1.64265
-0.28469
-0.25867
-0.19533
-0.07766
0.30655
-0.31377
-0.26383
0.09607
1.43257
-0.25465
0.6831
-0.33501
-0.07058
-0.08952
0.45273
-0.29655
-0.27282
0.48104
-0.03384
-0.15553
-0.09737
-0.13965
0.82239
0.07388
0.03714

1.03947
-1.57017
0.06038
0.39895
0.74458
1.72888
1.68411
-0.37808
-0.84869
0.19967
-0.6289
0.5307
-0.43495
-0.26295
0.71197
-0.42528
-1.75602
0.60055
-0.79037
0.5413
0.15218
0.43231
-0.17573
0.53348
-0.241
-0.43211
-0.4104
0.12855
-0.02342
-0.74676
0.10961
0.05685

0.12566
0.11981
-0.49795
-0.20076
0.13115
-1.01717
0.19105
0.13149
0.13383
-0.77569
0.22909
0.15925
0.06424
0.13206
0.10377
-0.89335
0.17577
0.13521
-0.83148
0.15496
0.15248
0.16995
0.14931
0.08987
0.19333
0.16768
0.21886
0.13696
0.17418
0.36204
-0.45469
-0.34563

-0.41309
-0.64637
-0.69183
-0.39207
-0.41465
-0.70044
-0.57245
-0.62373
-0.48187
-0.63087
-0.23505
-0.41108
-0.65204
-0.32573
-0.61718
-0.41558
-0.38835
-0.53276
-0.16764
-0.30271
0.03084
-0.15194
-0.52406
-0.5199
-0.51379
-0.01991
-0.48197
0.0546
1.64312
-0.01394
-0.53608
-0.98764
0.14943
-0.28393
0.02194
-0.42824
0.02717
-0.07392
-0.36904
-0.29977
-0.26858
-0.00671
-0.49003
-0.13215
-0.42145
-0.15864
-0.39187

0.06743
0.27248
0.10839
0.26357
0.3612
0.30713
-1.12648
0.26988
0.1515
0.21748
-1.92467
0.19858
0.28179
0.12254
0.41119
0.28252
0.12092
0.26415
0.12012
0.20021
-0.86079
0.131
0.23733
0.2424
0.31208
-0.86254
0.19834
0.14633
0.11613
-0.93156
0.19691
1.17223
0.01606
0.11848
-0.73109
0.1464
0.1199
0.05479
0.15293
0.04491
0.0903
0.05934
0.19368
0.02548
0.31034
0.02381
0.14731

1.71679
1.53119
1.4807
1.47847
1.4726
1.45239
1.4037
1.37063
1.36783
1.31673
1.26938
1.25246
1.11322
1.10522
1.07594
1.05829
1.04818
1.01702
0.91989
0.9118
0.88784
0.88295
0.82179
0.81958
0.7837
0.76886
0.73812
0.72995
0.72995
0.66909
0.61591
0.59563
0.59402
0.57667
0.57625
0.55127
0.54928
0.54079
0.51624
0.50445
0.49521
0.49271
0.48356
0.47673
0.47647
0.47342
0.46466

-0.11948
0.00185
0.13863
-0.50064
-0.14432
-0.27782
-0.33668
-0.35384
-0.45811
-0.34084
-0.28545
0.05117
0.17881
-0.37354
-0.35164
-0.25118
0.31862
-0.40497
-0.53794
-0.41456
0.49226
-0.45733
0.07796
-0.27895
0.01383
-0.00837
1.08402
0.90065
-0.14886
1.29075
1.1157
-0.45112
-0.07911
0.42011
-0.27479
-0.39143
-0.53173
-0.51247
-0.53173
-0.49478
-0.00871
0.37059
-0.33179
-0.24287
-0.37902
-0.51096
-0.30598

-0.58443
0.08182
0.31512
0.35893
0.18151
0.14629
0.14258
0.01955
0.20652
0.11839
0.14332
-0.01673
0.05425
0.11897
0.31047
0.02567
0.18576
0.23893
0.19607
0.25473
0.16529
0.273
0.33666
0.1425
0.2477
0.08263
0.09841
0.11684
0.33555
0.10466
0.14881
0.34814
0.03748
-0.16794
0.33791
0.3568
0.17427
0.18516
0.09809
0.17765
-0.78474
0.13888
0.211
0.16929
0.24159
0.30755
0.23199

0.46071
0.44508
0.41773
0.41474
0.4009
0.39182
0.39144
0.38969
0.38481
0.36489
0.35647
0.35345
0.33518
0.32571
0.30788
0.30004
0.29547
0.2403
0.23176
0.21836
0.21464
0.20104
0.16499
0.15917
0.12314
0.10947
0.08047
0.07029
0.06957
0.02978
0.00603
-0.02476
-0.02947
-0.06237
-0.07929
-0.08743
-0.10652
-0.115
-0.11835
-0.1275
-0.13135
-0.13166
-0.14661
-0.15226
-0.16974
-0.1738
-0.18672

-0.47019
0.59321
-0.46769
-0.13479
-0.2326
-0.18768
-0.17365
-0.61802
-0.50123
-0.36577
-0.15478
-0.61934
-0.4213
-0.21418
-0.325
0.05117
-0.1541
-0.20132
-0.29078
-0.45699
-0.37589
-0.26066
-0.35692
-0.54567
-0.29249
-0.55794
-0.3688
-0.29058
-0.4258
-0.30989
-0.26634
-0.22439
-0.38786
-0.23241
-0.43743
-0.4939
-0.38073
-0.20298
-0.4215
-0.54122
-0.58619
-0.29875
-0.46178
-0.05222
-0.44037
-0.30388
-0.64378

0.2961
-0.07116
0.25137
0.20279
0.15461
0.14496
0.13069
0.39993
0.30146
0.19776
-0.73919
0.20098
0.05718
0.05496
-0.181
-0.49367
-0.01862
0.47288
0.02254
0.10945
0.36434
0.25728
0.05842
0.09515
-0.0488
0.05267
0.21116
0.31487
0.28336
0.10396
0.22338
0.23635
0.10075
0.10307
0.21506
0.30905
0.23023
0.21319
0.21433
0.31818
0.24394
0.24018
0.28905
0.3411
0.28153
0.15862
0.26727

-0.18834
-0.20578
-0.21205
-0.22037
-0.22073
-0.22636
-0.23234
-0.2353
-0.24669
-0.25025
-0.30703
-0.33124
-0.38243
-0.3913
-0.39343
-0.40903
-0.42058
-0.42485
-0.43181
-0.45326
-0.47264
-0.47613
-0.47796
-0.48777
-0.53622
-0.54018
-0.54665
-0.54988
-0.556
-0.5724
-0.57291
-0.57642
-0.60473
-0.60588
-0.60613
-0.61444
-0.62274
-0.624
-0.64154
-0.64158
-0.64927
-0.65475
-0.65502
-0.65503
-0.6561
-0.65688
-0.67304

-0.58521
0.64547
-0.38332
-0.47615
-0.37853
-1.01726
1.44807
-0.73554
-0.49492
-0.72801
-0.31854
-0.30828
-0.76301
-0.38488
-0.33116
-1.23905
-0.42731
-0.25441
-0.41201
-0.43866
-0.1321
-0.14358
-0.40263
-0.14119
0.25903
-0.29679
0.24632
0.18052
0.29154
0.22838
0.2672
-0.29308

0.07486
-0.03519
0.20088
-0.00029
0.11477
0.2949
1.60536
0.28565
0.4476
0.07131
0.31729
0.16935
0.61118
0.33463
0.17813
1.08813
0.44876
0.57465
0.17809
0.27068
-0.62055
0.35746
0.24375
-0.66326
-0.74978
0.36653
0.13513
0.13937
0.15907
0.09676
0.1575
0.09702

-0.68408
-0.68793
-0.69034
-0.72057
-0.7295
-0.73093
-0.73232
-0.7544
-0.79381
-0.81389
-0.8228
-0.86815
-0.92718
-0.95236
-0.98137
-1.00105
-1.15257
-1.17639
-1.22465
-1.42133
-1.60578
-1.62744
-1.64941
-1.68641
-1.69305
-1.74589
-1.78976
-1.79694
-1.79697
-1.83654
-1.86327
-1.88627

Coefficientsa
Standardize
d
Coefficients

Unstandardized
Coefficients
B

Model
1

(Constant)

Std. Error

Beta

.005

.004

DISACC

.000

.001

ABNCFO

-.001

.001

ABNDISEXP

.007

.002

.298

ABNPROD

.001

.001

LNASSET

.000

.000

Sig.

95.0% Confidence
Interval for B
Lower
Bound

1.338

.183

-.003

.007

.099

.921

-.003

-.101

-1.340

.182

-.003

3.950

.000

.004

.188

2.531

.012

.000

-.082

-1.096

.275

.000

One-Sample Kolmogorov-Smirnov Test


Unstandard
ized
Residual
N
Normal Parameters

173
a,,b

Most Extreme
Differences

Mean

.0000000

Std.
Deviation
Absolute

.00192612
.246

Positive

.246

Negative

-.172

Kolmogorov-Smirnov Z

3.241

Asymp. Sig. (2-tailed)

.000

Coefficientsa
Standardize
d
Coefficients

Unstandardized
Coefficients
B

Model
1

(Constant)

Std. Error

-15.894

3.942

DISACC

-1.111

1.462

ABNCFO

Beta

Sig.

95.0% Confidence
Interval for B
Lower
Bound

-4.032

.000

-23.677

-.060

-.760

.448

-3.997

-1.023

.742

-.108

-1.379

.170

-2.487

ABNDISEXP

2.818

1.844

.121

1.528

.128

-.823

ABNPROD

1.062

.514

.161

2.068

.040

.048

LNASSET

.059

.144

.032

.406

.685

-.226

95.0% Confidence
Interval for B
Upper
Bound

Collinearity Statistics
Tolerance

VIF

.013
.003

.932

1.073

.000

.927

1.079

.011

.920

1.087

.002

.950

1.052

.000

.937

1.068

95.0% Confidence
Interval for B
Upper
Bound

Collinearity Statistics
Tolerance

VIF

-8.111
1.775

.932

1.073

.441

.927

1.079

6.458

.920

1.087

2.077

.950

1.052

.343

.937

1.068

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

EMT
DISACC
0.001828 -0.041237
0.000341 -0.02802
0.066795
0.61827
0 -1.06769
0.005226 0.172671
9.191623 -1.714823
110.3988 12.33369

ABNCFO
ABNDISEXP ABNPROD
-0.155737
0.066212 -0.064994
-0.042375
0.00588 0.065465
0.25728
1.43537
1.26003
-11.07778
-0.7301 -9.65192
0.771086
0.204561 0.825374
-13.03732
2.598644 -8.082227
184.6834
15.1843
87.1758

Jarque-Bera
Probability

108830.8
0

906.4019
0

308813.4
0

Sum
Sum Sq. Dev.

0.402134
0.005982

-9.07206 -34.26223
6.529534 130.2116

Observations

220

220

1608.465
0

14.56661 -14.29877
9.164104 149.1921

220

220

output regresi
Dependent Variable: EMT
Method: Least Squares
Date: 11/26/11 Time: 10:47
Sample: 1 220
Included observations: 220
Variable

Coefficient Std. Error

t-Statistic

Prob.

C
ABNCFO
ABNDISEXP
ABNPROD
DISACC
LNASSET

0.010743
-0.00103
0.000825
0.001068
0.002543
-0.00033

0.007681 1.398602
0.00074 -1.396146
0.001989 0.415063
0.000676
1.57993
0.002299 1.105943
0.000281 -1.169953

0.1634
0.1641
0.6785
0.1156
0.27
0.2433

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.029356
0.006677
0.005209
0.005806
847.5006
1.294431
0.267409

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

0.001828
0.005226
-7.650006
-7.557452
-7.61263
2.128486

uji auto korelasi


Breusch-Godfrey Serial Correlation LM Test:
F-statistic

0.459961

Prob. F(2,212)

67346.17
0

0.6319

220

Obs*R-squared

0.950511

Prob. Chi-Square(2)

0.6217 bila nilai prob. > alpha 5- tidak a

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 11/26/11 Time: 10:50
Sample: 1 220
Included observations: 220
Presample missing value lagged residuals set to zero.
Variable

Coefficient Std. Error

t-Statistic

Prob.

C
ABNCFO
ABNDISEXP
ABNPROD
DISACC
LNASSET
RESID(-1)
RESID(-2)

0.000182
-1.03E-05
-7.50E-05
2.02E-05
-1.51E-05
-6.53E-06
-0.0656
-0.01154

0.007705
0.000746
0.001995
0.000678
0.002307
0.000282
0.068834
0.069434

0.023669
-0.013784
-0.037594
0.029824
-0.006565
-0.023153
-0.952994
-0.166242

0.9811
0.989
0.97
0.9762
0.9948
0.9816
0.3417
0.8681

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.004321
-0.02856
0.005222
0.005781
847.9769
0.131417
0.995898

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

-2.09E-18
0.005149
-7.636154
-7.512749
-7.58632
2.000724

ABNCFO
ABNCFO
ABNDISEXP
ABNPROD
DISACC
LNASSET

ABNDISEXP ABNPROD DISACC


1 0.284527 0.757458
0.179028
0.284527
1 0.182336
-0.35393
0.757458 0.182336
1
0.183021
0.179028 -0.35393 0.183021
1
-0.01691 -0.036162 -0.171014
0.031803

LNASSET
-0.016905
-0.036162
-0.171014
0.031803
1

Heteroskedasticity Test: White


F-statistic
Obs*R-squared
Scaled explained SS

0.137294
2.994321
158.4283

Prob. F(20,199)
Prob. Chi-Square(20)
Prob. Chi-Square(20)

1
1 besar dari alpha 5%- ada masal
0

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 11/26/11 Time: 11:03
Sample: 1 220
Included observations: 220
Variable

Coefficient Std. Error

t-Statistic

Prob.

C
ABNCFO
ABNCFO^2
ABNCFO*ABNDISEXP
ABNCFO*ABNPROD
ABNCFO*DISACC
ABNCFO*LNASSET
ABNDISEXP
ABNDISEXP^2
ABNDISEXP*ABNPROD
ABNDISEXP*DISACC
ABNDISEXP*LNASSET
ABNPROD
ABNPROD^2
ABNPROD*DISACC
ABNPROD*LNASSET
DISACC
DISACC^2
DISACC*LNASSET
LNASSET
LNASSET^2

0.001024
0.000852
1.55E-05
-0.00022
7.70E-06
7.99E-06
-2.99E-05
-0.00048
-3.29E-05
-0.00024
-0.00037
1.46E-05
0.001123
9.00E-07
0.000224
-3.84E-05
0.002076
-0.00024
-7.40E-05
-5.58E-05
7.16E-07

0.006362
0.002499
0.000204
0.000693
0.000213
0.000627
9.04E-05
0.002633
0.000376
0.000425
0.000631
9.62E-05
0.001728
4.18E-05
0.000445
6.30E-05
0.004052
0.00051
0.00015
0.000459
8.28E-06

0.160874
0.340878
0.076038
-0.318429
0.036206
0.012729
-0.330231
-0.183098
-0.087504
-0.56058
-0.586034
0.152093
0.649748
0.021517
0.503385
-0.609629
0.512325
-0.468649
-0.493609
-0.121598
0.086452

0.8724
0.7336
0.9395
0.7505
0.9712
0.9899
0.7416
0.8549
0.9304
0.5757
0.5585
0.8793
0.5166
0.9829
0.6153
0.5428
0.609
0.6398
0.6221
0.9033
0.9312

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.013611
-0.08552
0.000291
1.69E-05
1489.801
0.137294
0.999997

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

2.64E-05
0.00028
-13.35274
-13.0288
-13.22193
2.041254

160
140

Series: RESID
Sample 1 220
Observations 220

120
100
80

Mean
Median
Maximum
Minimum

-2.09e-18
-0.001254
0.064373
-0.004097

160

Series: RESID
Sample 1 220
Observations 220

140
120
100
80
60
40
20

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

-2.09e-18
-0.001254
0.064373
-0.004097
0.005149
9.286490
112.8361

Jarque-Bera
Probability

113748.5
0.000000

0
0.0000

0.0125

0.0250

0.0375

0.0500

0.0625

Heteroskedasticity Test: White


F-statistic
Obs*R-squared
Scaled explained SS

0.137294
2.994321
158.4283

Prob. F(20,199)
Prob. Chi-Square(20)
Prob. Chi-Square(20)

1
1
0

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 11/26/11 Time: 13:28
Sample: 1 220
Included observations: 220
Variable
C
ABNCFO
ABNCFO^2
ABNCFO*ABNDISEXP
ABNCFO*ABNPROD
ABNCFO*DISACC
ABNCFO*LNASSET
ABNDISEXP
ABNDISEXP^2
ABNDISEXP*ABNPROD
ABNDISEXP*DISACC
ABNDISEXP*LNASSET
ABNPROD
ABNPROD^2
ABNPROD*DISACC
ABNPROD*LNASSET
DISACC
DISACC^2
DISACC*LNASSET

Coefficient Std. Error


0.001024
0.000852
1.55E-05
-0.00022
7.70E-06
7.99E-06
-2.99E-05
-0.00048
-3.29E-05
-0.00024
-0.00037
1.46E-05
0.001123
9.00E-07
0.000224
-3.84E-05
0.002076
-0.00024
-7.40E-05

0.006362
0.002499
0.000204
0.000693
0.000213
0.000627
9.04E-05
0.002633
0.000376
0.000425
0.000631
9.62E-05
0.001728
4.18E-05
0.000445
6.30E-05
0.004052
0.00051
0.00015

t-Statistic
0.160874
0.340878
0.076038
-0.318429
0.036206
0.012729
-0.330231
-0.183098
-0.087504
-0.56058
-0.586034
0.152093
0.649748
0.021517
0.503385
-0.609629
0.512325
-0.468649
-0.493609

Prob.
0.8724
0.7336
0.9395
0.7505
0.9712
0.9899
0.7416
0.8549
0.9304
0.5757
0.5585
0.8793
0.5166
0.9829
0.6153
0.5428
0.609
0.6398
0.6221

LNASSET
LNASSET^2

-5.58E-05
7.16E-07

0.000459 -0.121598
8.28E-06 0.086452

0.9033
0.9312

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.013611
-0.08552
0.000291
1.69E-05
1489.801
0.137294
0.999997

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

2.64E-05
0.00028
-13.35274
-13.0288
-13.22193
2.041254

LNASSET
27.241
27.14937
31.74463
23.91321
1.293628
0.285774
4.075238
13.59237
0.001118
5993.019
366.4905
220

bila nilai prob. > alpha 5- tidak ada masalah autokorelasi

besar dari alpha 5%- ada masalah hetero

setelah di treatment
Dependent Variable: EMT
Method: Least Squares
Date: 11/26/11 Time: 11:06
Sample: 1 220
Included observations: 220
White Heteroskedasticity-Consistent Standard Errors & Covariance

9e-18
01254
64373
04097

Variable

Coefficient Std. Error

C
ABNCFO
ABNDISEXP
ABNPROD
DISACC
LNASSET

0.010743
-0.00103
0.000825
0.001068
0.002543
-0.00033

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.029356
0.006677
0.005209
0.005806
847.5006
1.294431
0.267409

0.00493
0.000378
0.001127
0.000378
0.001343
0.00017
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

9e-18
01254
64373
04097
05149
86490
2.8361

3748.5
00000

d Errors & Covariance

t-Statistic Prob.
2.179044
-2.73308
0.732039
2.826298
1.894182
-1.93264
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

0.0304
0.0068
0.4649
0.0052
0.0595
0.0546
0.001828
0.005226
-7.65001
-7.55745
-7.61263
2.128486

statistik deskriptif
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

EMT
DISACC
ABNCFO
0.001828 -0.04124 -0.15574
0.000341 -0.02802 -0.04238
0.066795 0.61827 0.25728
0 -1.06769 -11.0778
0.005226 0.172671 0.771086
9.191623 -1.71482 -13.0373
110.3988 12.33369 184.6834

ABNDISEXPABNPROD
0.066212 -0.06499
0.00588 0.065465
1.43537 1.26003
-0.7301 -9.65192
0.204561 0.825374
2.598644 -8.08223
15.1843 87.1758

LNASSET
27.241
27.14937
31.74463
23.91321
1.293628
0.285774
4.075238

Jarque-Bera
Probability

108830.8 906.4019 308813.4 1608.465 67346.17 13.59237


0
0
0
0
0 0.001118

Sum
Sum Sq. Dev.

0.402134 -9.07206 -34.2622 14.56661 -14.2988 5993.019


0.005982 6.529534 130.2116 9.164104 149.1921 366.4905

Observations

220

220

220

220

220

Output Awal
Dependent Variable: EMT
Method: Least Squares
Date: 11/26/11 Time: 14:58
Sample: 1 220
Included observations: 220
Variable

Coefficient Std. Error t-Statistic Prob.

C
ABNCFO
ABNDISEXP
ABNPROD
DISACC
LNASSET

0.010743
-0.00103
0.000825
0.001068
0.002543
-0.00033

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.029356
0.006677
0.005209
0.005806
847.5006
1.294431
0.267409

0.007681 1.398602
0.00074 -1.39615
0.001989 0.415063
0.000676 1.57993
0.002299 1.105943
0.000281 -1.16995
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

0.1634
0.1641
0.6785
0.1156
0.27
0.2433
0.001828
0.005226
-7.65001
-7.55745
-7.61263
2.128486

Estimation Equation:
=========================
EMT = C(1) + C(2)*ABNCFO + C(3)*ABNDISEXP + C(4)*ABNPROD + C(5)*DISACC + C(6)*LNASSET

220

Substituted Coefficients:
=========================
EMT = 0.0107426864398 - 0.00103334386861*ABNCFO + 0.000825353559571*ABNDISEXP + 0.00106802174716

160

Series: RESID
Sample 1 220
Observations 220

140
120
100
80
60

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

-2.09e-18
-0.001254
0.064373
-0.004097
0.005149
9.286490
112.8361

Jarque-Bera
Probability

113748.5
0.000000

40
20
0
0.0000

0.0125

0.0250

0.0375

0.0500

0.0625

uji multikolinearitas
ABNCFO
ABNCFO
ABNDISEXP
ABNPROD
DISACC
LNASSET

1
0.284527
0.757458
0.179028
-0.01691

ABNDISEXPABNPROD
0.284527 0.757458
1 0.182336
0.182336
1
-0.35393 0.183021
-0.03616 -0.17101

DISACC
LNASSET
0.179028 -0.01691
-0.35393 -0.03616
0.183021 -0.17101
1 0.031803
0.031803
1

output setelah treatment hetero


Dependent Variable: EMT
Method: Least Squares
Date: 11/26/11 Time: 15:40
Sample: 1 220
Included observations: 220
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
C
ABNCFO
ABNDISEXP
ABNPROD
DISACC

Coefficient Std. Error t-Statistic Prob.


0.010743
-0.00103
0.000825
0.001068
0.002543

0.00493
0.000378
0.001127
0.000378
0.001343

2.179044
-2.73308
0.732039
2.826298
1.894182

0.0304
0.0068
0.4649
0.0052
0.0595

LNASSET

-0.00033

0.00017

-1.93264

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.029356
0.006677
0.005209
0.005806
847.5006
1.294431
0.267409

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

0.0546
0.001828
0.005226
-7.65001
-7.55745
-7.61263
2.128486

XP + 0.00106802174716*ABNPROD + 0.0025430731474*DISACC - 0.000328772831312*LNASSET

: RESID
e 1 220
vations 220

n
um
um
ev.
ess
is

-2.09e-18
-0.001254
0.064373
-0.004097
0.005149
9.286490
112.8361

-Bera
bility

113748.5
0.000000