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This document contains statistical analysis of residuals from a sample of 234 observations. It includes descriptive statistics of the residuals such as mean, median, maximum, minimum, standard deviation, skewness and kurtosis. It also contains tests for normality, multicollinearity, autocorrelation and heteroskedasticity. Further analysis includes descriptive statistics of the variables, fixed effects tests and a comparison of fixed and random effects models.

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Eviews Kenny

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Veyrazz
31 views3 pages
This document contains statistical analysis of residuals from a sample of 234 observations. It includes descriptive statistics of the residuals such as mean, median, maximum, minimum, standard deviation, skewness and kurtosis. It also contains tests for normality, multicollinearity, autocorrelation and heteroskedasticity. Further analysis includes descriptive statistics of the variables, fixed effects tests and a comparison of fixed and random effects models.

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EVIEWS KENNY

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This document contains statistical analysis of residuals from a sample of 234 observations. It includes descriptive statistics of the residuals such as mean, median, maximum, minimum, standard deviation, skewness and kurtosis. It also contains tests for normality, multicollinearity, autocorrelation and heteroskedasticity. Further analysis includes descriptive statistics of the variables, fixed effects tests and a comparison of fixed and random effects models.

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© All Rights Reserved
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31 views3 pages

Eviews Kenny

Uploaded by

Veyrazz
This document contains statistical analysis of residuals from a sample of 234 observations. It includes descriptive statistics of the residuals such as mean, median, maximum, minimum, standard deviation, skewness and kurtosis. It also contains tests for normality, multicollinearity, autocorrelation and heteroskedasticity. Further analysis includes descriptive statistics of the variables, fixed effects tests and a comparison of fixed and random effects models.

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50

Series: Residuals
Sample 1 234
40 Observations 234

Mean 2.60e-17
30 Median -0.000164
Maximum 0.671682
Minimum -0.276677
20
Std. Dev. 0.120770
Skewness 2.250266
10 Kurtosis 13.86588

Jarque-Bera 1348.640
0 Probability 0.000000
-0.250 -0.125 0.000 0.125 0.250 0.375 0.500 0.625

UJI NORMALITAS

Variance Inflation Factors


Date: 06/11/21 Time: 08:35
Sample: 1 234
Included observations: 234

Coefficient Uncentered Centered


Variable Variance VIF VIF

C  0.021929  347.2907  NA


ROA  0.008013  1.927171  1.028144
SIZE  2.76E-05  358.2196  1.056086
DER  0.000134  2.238630  1.045757

UJI MULTIKOL

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 13.25246    Prob. F(2,228) 0.0000


Obs*R-squared 24.36948    Prob. Chi-Square(2) 0.0000

UJI AUTOKOL

Heteroskedasticity Test: White

F-statistic 3.705557    Prob. F(9,224) 0.0002


Obs*R-squared 30.32408    Prob. Chi-Square(9) 0.0004
Scaled explained SS 188.4608    Prob. Chi-Square(9) 0.0000
UJI HETERO

ETR ROA SIZE DER


 Mean  0.264925  0.084168  28.61104  0.749666
 Median  0.252325  0.058365  28.47475  0.561195
 Maximum  0.959340  0.716020  33.49453  3.609270
 Minimum  0.003070  0.000450  25.21557 -2.214510
 Std. Dev.  0.124318  0.090202  1.559121  0.703422
 Skewness  2.536074  3.228325  0.647753  0.827592
 Kurtosis  14.71677  17.42275  3.311174  7.147887

 Jarque-Bera  1589.342  2434.614  17.30785  194.4599


 Probability  0.000000  0.000000  0.000174  0.000000

 Sum  61.99252  19.69532  6694.983  175.4218


 Sum Sq. Dev.  3.601035  1.895797  566.3898  115.2889

 Observations  234  234  234  234

Redundant Fixed Effects Tests


Equation: Untitled
Test cross-section fixed effects

Effects Test Statistic   d.f.  Prob. 

Cross-section F 3.611498 (77,153) 0.0000


Cross-section Chi-square 242.393140 77 0.0000

FE DITERIMA

Dependent Variable: ETR


Method: Panel Least Squares
Date: 06/11/21 Time: 08:42
Sample: 2017 2019
Periods included: 3
Cross-sections included: 78
Total panel (balanced) observations: 234

Variable Coefficient Std. Error t-Statistic Prob.  

C 1.713421 1.615155 1.060840 0.2904


ROA -0.369178 0.153326 -2.407804 0.0172
SIZE -0.049973 0.056699 -0.881373 0.3795
DER 0.016481 0.021808 0.755741 0.4510

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.665052    Mean dependent var 0.264925


Adjusted R-squared 0.489916    S.D. dependent var 0.124318
S.E. of regression 0.088788    Akaike info criterion -1.737695
Sum squared resid 1.206160    Schwarz criterion -0.541622
Log likelihood 284.3103    Hannan-Quinn criter. -1.255439
F-statistic 3.797342    Durbin-Watson stat 2.049773
Prob(F-statistic) 0.000000

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 1.422870 3 0.7002

Cross-section random effects test comparisons:

Variable Fixed   Random  Var(Diff.)  Prob. 

ROA -0.369178 -0.280838 0.012872 0.4362


SIZE -0.049973 -0.005949 0.003161 0.4336
DER 0.016481 0.018067 0.000299 0.9269

RANDOM EEFK DI TPLAK

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