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  • Uji SPSS Hanep

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    Kautsar Ageng
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    This document contains the results of several statistical tests performed on financial data from 15 companies. The tests include: normality tests, autocorrelation tests, multicollinearity tests, descriptive statistics, and multiple linear regression. The normality tests examine whether the data is normally distributed. The autocorrelation test checks for independence of observations. Multicollinearity tests assess independent variable correlation. Descriptive statistics summarize the data. Regression analyzes the relationship between return on equity (dependent variable) and debt to equity ratio, current ratio, and total assets (independent variables).

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    UJI SPSS HANEP

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    This document contains the results of several statistical tests performed on financial data from 15 companies. The tests include: normality tests, autocorrelation tests, multicollinearity tests, descriptive statistics, and multiple linear regression. The normality tests examine whether the data is normally distributed. The autocorrelation test checks for independence of observations. Multicollinearity tests assess independent variable correlation. Descriptive statistics summarize the data. Regression analyzes the relationship between return on equity (dependent variable) and debt to equity ratio, current ratio, and total assets (independent variables).

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    © All Rights Reserved
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    12 views5 pages

    Uji SPSS Hanep

    Uploaded by

    Kautsar Ageng
    This document contains the results of several statistical tests performed on financial data from 15 companies. The tests include: normality tests, autocorrelation tests, multicollinearity tests, descriptive statistics, and multiple linear regression. The normality tests examine whether the data is normally distributed. The autocorrelation test checks for independence of observations. Multicollinearity tests assess independent variable correlation. Descriptive statistics summarize the data. Regression analyzes the relationship between return on equity (dependent variable) and debt to equity ratio, current ratio, and total assets (independent variables).

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    of 5

    UJI NORMALITAS

     Uji normalitas

    One-Sample Kolmogorov-Smirnov Test


    DER CR LN_TotalAsset ROE
    N 15 15 15 15
    Normal Parametersa,b Mean .66753 2.77607 15.29160 .17220
    Std. Deviation .519791 1.706998 1.637667 .087103
    Most Extreme Differences Absolute .252 .237 .146 .188
    Positive .252 .237 .146 .188
    Negative -.182 -.131 -.126 -.154
    Test Statistic .252 .237 .146 .188
    Asymp. Sig. (2-tailed) .011 c
    .024 c
    .200 c,e
    .159c
    Monte Carlo Sig. (2-tailed) Sig. .251d .317d .860d .597d
    99% Confidence Interval Lower Bound .240 .305 .851 .584
    Upper Bound .263 .329 .869 .609
    a. Test distribution is Normal.
    b. Calculated from data.
    c. Lilliefors Significance Correction.
    d. Based on 10000 sampled tables with starting seed 2000000.
    e. This is a lower bound of the true significance.

    UJI ASUMSI KLASIK


     Uji autokorelasi

    Model Summaryb
    Adjusted R Std. Error of the
    Model R R Square Square Estimate Durbin-Watson
    1 .333 a
    .111 -.132 .092669 1.824
    a. Predictors: (Constant), LN_TotalAsset, CR, DER
    b. Dependent Variable: ROE
     Uji Multikolinearitas

    Coefficientsa
    Standardized
    Unstandardized Coefficients Coefficients Collinearity Statistics
    Model B Std. Error Beta t Sig. Tolerance VIF
    1 (Constant) .394 .255 1.544 .151
    DER -.039 .057 -.235 -.696 .501 .707 1.414
    CR -.009 .017 -.167 -.515 .616 .773 1.294
    LN_TotalAsset -.011 .016 -.211 -.684 .508 .847 1.181
    a. Dependent Variable: ROE

     Uji Heteroskedastisitas

    Coefficientsa
    Standardized
    Unstandardized Coefficients Coefficients
    Model B Std. Error Beta t Sig.
    1 (Constant) .228 .136 1.679 .121
    DER -.038 .030 -.378 -1.256 .235
    CR -.017 .009 -.559 -1.939 .079
    LN_TotalAsset -.006 .009 -.194 -.705 .495
    a. Dependent Variable: Abs_RES
    UJI DESKRIPTIF
     Uji Deskriptif statistic

    Descriptive Statistics
    N Minimum Maximum Sum Mean Std. Deviation
    DER 15 .195 2.269 10.013 .66753 .519791
    CR 15 .810 7.774 41.641 2.77607 1.706998
    LN_TotalAsset 15 13.416 18.646 229.374 15.29160 1.637667
    ROE 15 .064 .419 2.583 .17220 .087103
    Valid N (listwise) 15

     Regresi Linear Berganda


    1. Uji T Parsial

    Coefficientsa
    Standardized
    Unstandardized Coefficients Coefficients
    Model B Std. Error Beta t Sig.
    1 (Constant) .228 .136 1.679 .121
    DER -.038 .030 -.378 -1.256 .235
    CR -.017 .009 -.559 -1.939 .079
    LN_TotalAsset -.006 .009 -.194 -.705 .495
    a. Dependent Variable: Abs_RES
    2. Uji F Simultan

    ANOVAa
    Model Sum of Squares df Mean Square F Sig.
    1 Regression .011 3 .004 1.531 .261b
    Residual .027 11 .002
    Total .038 14
    a. Dependent Variable: Abs_RES
    b. Predictors: (Constant), LN_TotalAsset, CR, DER

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