UJI STATISTIK DESKRIPTIF

DESCRIPTIVES VARIABLES=X1 X2 X3 X4 Y
/STATISTICS=MEAN STDDEV MIN MAX.

Descriptives
Notes

Output Created 20-MAR-2021 13:40:58

Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
35
File
Missing Value Handling Definition of Missing User defined missing values are treated
as missing.
Cases Used All non-missing data are used.
Syntax DESCRIPTIVES VARIABLES=X1 X2
X3 X4 Y
/STATISTICS=MEAN STDDEV MIN
MAX.
Resources Processor Time 00:00:00,00

Elapsed Time 00:00:00,00

[DataSet0]

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

CR 35 11.00 264.00 110.0571 68.72920

ROE 35 .00 345.00 55.6571 92.71872
TOTAL ASET 1582608158.94 3090833935.04
35 245435.00 9955839476.00
29 415
DER 35 29.00 1469.00 235.6571 306.26305
RETURN SAHAM 35 -65.00 964.00 34.6571 171.66896
Valid N (listwise) 35
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4
/RESIDUALS HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/SAVE RESID.

Regression
Notes

Output Created 20-MAR-2021 13:44:36

Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
35
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
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4
/RESIDUALS HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE RESID.
Resources Processor Time 00:00:03,31
Elapsed Time 00:00:03,61
Memory Required 4272 bytes
Additional Memory Required
592 bytes
for Residual Plots
Variables Created or RES_1
Unstandardized Residual
Modified

Variables Entered/Removeda

Variables Variables
Model Entered Removed Method

1 DER, TOTAL
ASET, ROE, . Enter
CRb

a. Dependent Variable: RETURN SAHAM

b. All requested variables entered.

Model Summaryb

Adjusted R Std. Error of the

Model R R Square Square Estimate

1 .171a .029 -.100 180.05682

a. Predictors: (Constant), DER, TOTAL ASET, ROE, CR

b. Dependent Variable: RETURN SAHAM

UJI HIPOTESIS UJI F (SIMULTAN)

ANOVAa

Model Sum of Squares df Mean Square F Sig.

1 Regression 29374.159 4 7343.540 .227 .921b

Residual 972613.727 30 32420.458

Total 1001987.886 34

a. Dependent Variable: RETURN SAHAM

b. Predictors: (Constant), DER, TOTAL ASET, ROE, CR
REGRESI LINIER BERGANDA ( B)
UJI HIPOTESIS UJI t (PARSIAL)

Coefficientsa

Standardized
Unstandardized Coefficients Coefficients

Model B Std. Error Beta t Sig.

1 (Constant) 24.802 78.895 .314 .755

CR .165 .520 .066 .316 .754

ROE .040 .361 .022 .111 .912

TOTAL ASET -8.720E-9 .000 -.157 -.864 .394

DER .014 .119 .025 .117 .907

a. Dependent Variable: RETURN SAHAM

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -44.5739 68.1175 34.6571 29.39296 35

Residual -104.99869 916.60205 .00000 169.13393 35
Std. Predicted Value -2.696 1.138 .000 1.000 35
Std. Residual -.583 5.091 .000 .939 35

a. Dependent Variable: RETURN SAHAM

UJI ASUMSI KLASIK NORMALITAS
- HISTOGRAM
- NORMAL P-P PLOT

Charts
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
UJI ASUMSI KLASIK NORMALITAS
- ONE SAMPLE K-S

NPar Tests
Notes

Output Created 20-MAR-2021 13:45:37

Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
35
File
Missing Value Handling Definition of Missing User-defined missing values are
treated as missing.
Cases Used Statistics for each test are based on all
cases with valid data for the variable(s)
used in that test.
Syntax NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
Resources Processor Time 00:00:00,02

Elapsed Time 00:00:00,02

Number of Cases Alloweda 196608

a. Based on availability of workspace memory.

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual

N 35
Normal Parametersa,b Mean .0000000
Std. Deviation 169.13392942
Most Extreme Differences Absolute .294
Positive .294
Negative -.267
Test Statistic .294
Asymp. Sig. (2-tailed) .000c

a. Test distribution is Normal.

b. Calculated from data.
c. Lilliefors Significance Correction.

REGRESSION
/MISSING LISTWISE
/STATISTICS BCOV COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4.

Regression
Notes

Output Created 20-MAR-2021 13:47:31

Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
35
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 BCOV COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4.
Resources Processor Time 00:00:00,05

Elapsed Time 00:00:00,11

Memory Required 4272 bytes

Additional Memory Required

0 bytes
for Residual Plots
 Variables Entered/Removeda

Variables Variables
Model Entered Removed Method

1 DER, TOTAL
ASET, ROE, . Enter
CRb

a. Dependent Variable: RETURN SAHAM

b. All requested variables entered.

UJI ASUMSI KLASIK MULTIKOLINERITAS

Coefficientsa

Collinearity Statistics

Model Tolerance VIF

1 CR .746 1.341

ROE .851 1.174

TOTAL ASET .980 1.021

DER .714 1.401

a. Dependent Variable: RETURN SAHAM

Coefficient Correlationsa

Model DER TOTAL ASET ROE CR

1 Correlations DER 1.000 .133 -.349 .480

TOTAL ASET .133 1.000 -.066 .029

ROE -.349 -.066 1.000 -.309

CR .480 .029 -.309 1.000

Covariances DER .014 1.603E-10 -.015 .030

TOTAL ASET 1.603E-10 1.019E-16 -2.421E-10 1.506E-10

ROE -.015 -2.421E-10 .130 -.058

CR .030 1.506E-10 -.058 .271

a. Dependent Variable: RETURN SAHAM

 Collinearity Diagnosticsa

Variance Proportions

Model Dimension Eigenvalue Condition Index (Constant) CR ROE TOTAL ASET

1 1 2.932 1.000 .01 .02 .04 .03

2 .863 1.843 .00 .01 .07 .50

3 .585 2.238 .01 .11 .02 .36

4 .534 2.343 .04 .02 .80 .07

5 .086 5.852 .94 .85 .07 .04

Collinearity Diagnosticsa

Variance Proportions

Model Dimension DER

1 1 .02

2 .15

3 .28

4 .07

5 .48

a. Dependent Variable: RETURN SAHAM

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4
/SCATTERPLOT=(*SRESID ,*ZPRED).
Regression

Notes

Output Created 20-MAR-2021 14:11:12

Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
35
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
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT ABRESID
/METHOD=ENTER X1 X2 X3 X4
/SCATTERPLOT=(*SRESID
,*ZPRED).
Resources Processor Time 00:00:00,55
Elapsed Time 00:00:00,55

Memory Required 4352 bytes

Additional Memory Required

0 bytes
for Residual Plots

Variables Entered/Removeda

Variables Variables
Model Entered Removed Method

1 DER, TOTAL
ASET, ROE, . Enter
CRb
a. Dependent Variable: ABRESID
b. All requested variables entered.

Model Summaryb

Adjusted R Std. Error of the

Model R R Square Square Estimate

1 .215a .046 -.081 156.06473

a. Predictors: (Constant), DER, TOTAL ASET, ROE, CR

b. Dependent Variable: ABRESID

ANOVAa

Model Sum of Squares df Mean Square F Sig.

1 Regression 35340.639 4 8835.160 .363 .833b

Residual 730685.992 30 24356.200

Total 766026.631 34

a. Dependent Variable: ABRESID

b. Predictors: (Constant), DER, TOTAL ASET, ROE, CR

UJI ASUMSI KLASIK HETEROSKEDASITISITAS

- GLEJSER
Coefficientsa

Standardized
Unstandardized Coefficients Coefficients

Model B Std. Error Beta t Sig.

1 (Constant) 58.648 68.383 .858 .398

CR .221 .451 .101 .489 .628

ROE -.194 .313 -.120 -.621 .539

TOTAL ASET -7.101E-9 .000 -.146 -.812 .423

DER .068 .103 .138 .654 .518

a. Dependent Variable: ABRESID

 Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value 18.3673 156.0650 76.8277 32.24020 35

Std. Predicted Value -1.813 2.458 .000 1.000 35
Standard Error of Predicted
31.380 117.729 54.896 21.899 35
Value
Adjusted Predicted Value 3.0815 271.3118 80.3668 45.95252 35
Residual -94.92122 816.44586 .00000 146.59729 35
Std. Residual -.608 5.231 .000 .939 35
Stud. Residual -.852 5.353 -.009 .969 35
Deleted Residual -202.52078 854.88806 -3.53912 157.13686 35
Stud. Deleted Residual -.848 24.873 .551 4.240 35
Mahal. Distance .403 18.377 3.886 4.059 35
Cook's Distance .000 .270 .015 .055 35
Centered Leverage Value .012 .540 .114 .119 35

a. Dependent Variable: ABRESID

Charts

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN.
Regression

Notes

Output Created 20-MAR-2021 14:12:29

Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
35
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
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS DURBIN.
Resources Processor Time 00:00:00,53

Elapsed Time 00:00:00,56

Memory Required 4352 bytes

Additional Memory Required

0 bytes
for Residual Plots
 Variables Entered/Removeda

Variables Variables
Model Entered Removed Method

1 DER, TOTAL
ASET, ROE, . Enter
CRb

a. Dependent Variable: RETURN SAHAM

b. All requested variables entered.

UJI ASUMSI KLASIK AUTOKORELASI

KOEFISIEN DETERMINASI ATAU R2 (R SQUARE)

Model Summaryb

Adjusted R Std. Error of the

Model R R Square Square Estimate Durbin-Watson

1 .171a .029 -.100 180.05682 1.874

a. Predictors: (Constant), DER, TOTAL ASET, ROE, CR

b. Dependent Variable: RETURN SAHAM

ANOVAa

Model Sum of Squares df Mean Square F Sig.

1 Regression 29374.159 4 7343.540 .227 .921b

Residual 972613.727 30 32420.458

Total 1001987.886 34

a. Dependent Variable: RETURN SAHAM

b. Predictors: (Constant), DER, TOTAL ASET, ROE, CR

Coefficientsa
Standardized
Model Unstandardized Coefficients Coefficients t Sig.
 B Std. Error Beta

1 (Constant) 24.802 78.895 .314 .755

CR .165 .520 .066 .316 .754

ROE .040 .361 .022 .111 .912

TOTAL ASET -8.720E-9 .000 -.157 -.864 .394

DER .014 .119 .025 .117 .907

a. Dependent Variable: RETURN SAHAM

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -44.5739 68.1175 34.6571 29.39296 35

Std. Predicted Value -2.696 1.138 .000 1.000 35
Standard Error of Predicted
36.204 135.828 63.336 25.265 35
Value
Adjusted Predicted Value -50.8494 145.6306 37.2714 38.75266 35
Residual -104.99869 916.60205 .00000 169.13393 35
Std. Residual -.583 5.091 .000 .939 35
Stud. Residual -.631 5.209 -.006 .972 35
Deleted Residual -159.63063 959.76013 -2.61430 181.99482 35
Stud. Deleted Residual -.624 16.572 .321 2.849 35
Mahal. Distance .403 18.377 3.886 4.059 35
Cook's Distance .000 .256 .015 .045 35
Centered Leverage Value .012 .540 .114 .119 35

a. Dependent Variable: RETURN SAHAM

UJI ASUMSI KLASIK HETEROSKEDASTISITAS
- SCATTER PLOT

Charts

COMPUTE ABRESID=ABS(RES_1).
EXECUTE.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4
/SCATTERPLOT=(*SRESID ,*ZPRED).