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Quiz Statistik
Quiz Statistik
Quiz Statistik
Regression
Notes
Comments
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Missing Value Handling Definition of Missing User-defined missing values are treated as
missing.
Syntax REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R
ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4
/RESIDUALS DURBIN.
[DataSet1] G:\Jundy Statistik\PRAKTIK DATA KEUANGAN.sav
Variables Entered/Removedb
Variables
Model Variables Entered Removed Method
1 Return On Equity
(ROE), Quick
Ratio (QR), Dept
. Enter
To Equity Ratio
(DER), Return On
Investment (ROI)a
Model Summaryb
a. Predictors: (Constant), Return On Equity (ROE), Quick Ratio (QR), Dept To Equity Ratio (DER),
Return On Investment (ROI)
Nilai R = 0,425, maknanya korelasi antara korelasi antara X1, X2, X3 dan X4 dengan Y RENDAH.
Nilai DW (1,673) = tidak ,mendekati 2 maka, maka terjadi auto korelasi
Koefisien determinasi
Kemampuan variable bebas (X1-X4) terhadap Y sebesar 12,1% sedangkan sisanya sebesar 87,9% dipengaruhi oleh variable lain yang tidak diteliti.
ANOVAb
Total 2788804.583 59
a. Predictors: (Constant), Return On Equity (ROE), Quick Ratio (QR), Dept To Equity Ratio (DER), Return
On Investment (ROI)
UJI SIMULTAN
F hitung F table
3,037 < 3,65
Sig. taraf nyata
0,025 < 0,05
Maka, tidak ada pengaruh antara XI (Quick Ratio), X2 (Dept to Equity Ratio), X3 (Return on Investment), dan X4 (Return on Equity) terhadap Y (Harga Saham)
Coefficientsa
Standardized
Unstandardized Coefficients Coefficients Collinearity Statistics
Quick Ratio (QR) -1.331 .689 -.237 -1.932 .059 .991 1.009
Dept To Equity Ratio (DER) -.072 1.467 -.006 -.049 .961 .888 1.126
Return On Investment (ROI) 137.771 52.013 .492 2.649 .011 .432 2.317
Return On Equity (ROE) -12.174 4.918 -.477 -2.475 .016 .400 2.498
Interpretasi
X1 VIF (1,009) < 10 maka, tidak terjadi MULTIKOLINIERITAS
X2 VIF (1,126) < 10 maka, tidak terjadi MULTIKOLINIERITAS
X3 VIF (2,317) < 10 maka, tidak terjadi MULTIKOLINIERITAS
X4 VIF (2,498) < 10 maka, tidak terjadi MULTIKOLINIERITAS
Collinearity Diagnosticsa
Variance Proportions
Residuals Statisticsa
Residual -
6.3502057E2 .0000000 196.7669119 60
3.0997665E2
/SAVE RESID.
Regression
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Missing Value Handling Definition of Missing User-defined missing values are treated as
missing.
Syntax REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4
/SAVE RESID.
[DataSet1] G:\Jundy Statistik\PRAKTIK DATA KEUANGAN.sav
Variables Entered/Removedb
Variables
Model Variables Entered Removed Method
1 Return On Equity
(ROE), Quick
Ratio (QR), Dept
. Enter
To Equity Ratio
(DER), Return On
Investment (ROI)a
Model Summaryb
ANOVAb
Total 2788804.583 59
a. Predictors: (Constant), Return On Equity (ROE), Quick Ratio (QR), Dept To Equity Ratio (DER), Return
On Investment (ROI)
Standardized
Unstandardized Coefficients Coefficients
Residuals Statisticsa
Residual -
6.3502057E2 .0000000 196.7669119 60
3.0997665E2
COMPUTE abs=ABS(RES_1).
EXECUTE.
NONPAR CORR
/VARIABLES=X1 X2 X3 X4 abs
/PRINT=SPEARMAN TWOTAIL NOSIG
/MISSING=PAIRWISE.
Nonparametric Correlations
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Missing Value Handling Definition of Missing User-defined missing values are treated as
missing.
[DataSet1] G:\Jundy Statistik\PRAKTIK DATA KEUANGAN.sav
Correlations
Spearman's rho Quick Ratio (QR) Correlation Coefficient 1.000 .110 .091 .169 .029
N 60 60 60 60 60
Dept To Equity Ratio (DER) Correlation Coefficient .110 1.000 .329* .484** .094
N 60 60 60 60 60
Return On Investment (ROI) Correlation Coefficient .091 .329* 1.000 .945** .231
N 60 60 60 60 60
Return On Equity (ROE) Correlation Coefficient .169 .484** .945** 1.000 .219
N 60 60 60 60 60
Interpretasi
X1 abs (0,825) > 0,05 maka, homoskedastisitas.
X2 abs (0,473) > 0,05 maka, homoskedastisitas.
X3 abs (0,076) > 0,05 maka, homoskedastisitas.
X4 abs (0,093) > 0,05 maka, homoskedastisitas.
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
NPar Tests
Notes
Comments
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Missing Value Handling Definition of Missing User-defined missing values are treated as
missing.
Unstandardized
Residual
N 60
Positive .080
Negative -.058
Kolmogorov-Smirnov Z .620
Interpretasi
Nilai Sig. (0,836) > 0,5 maka, data berdistribusi NORMAL
Curve Fit
Notes
Comments
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Missing Value Handling Definition of Missing User-defined missing values are treated as
missing.
To Last observation
To Last observation
Treatment of User-Missing
MISSING = EXCLUDE
Values
Model Description
Equation 1 Linear
Constant Included
Total Cases 60
Excluded Casesa 0
Forecasted Cases 0
Variables
Dependent Independent
Number of Zeros 1 0
System-Missing 0 0
Model Summary and Parameter Estimates
Interpretasi
Sig 0,05
X1 0,054 > 0,05 maka, variable Quick Ratio (X1) memiliki hubungan linier dengan harga saham (Y)
* Curve Estimation.
TSET NEWVAR=NONE.
CURVEFIT
/VARIABLES=Y WITH X2
/CONSTANT
/MODEL=LINEAR
/PLOT FIT.
Curve Fit
Notes
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Missing Value Handling Definition of Missing User-defined missing values are treated as
missing.
Syntax CURVEFIT
/VARIABLES=Y WITH X2
/CONSTANT
/MODEL=LINEAR
/PLOT FIT.
To Last observation
To Last observation
[DataSet1] G:\Jundy Statistik\PRAKTIK DATA KEUANGAN.sav
Model Description
Equation 1 Linear
Constant Included
Total Cases 60
Excluded Casesa 0
Forecasted Cases 0
Variables
Dependent Independent
Dept To Equity
Harga Saham Ratio (DER)
Number of Zeros 1 0
System-Missing 0 0
Interpretasi
Sig 0,05
X2 0,455 > 0,05 maka, variable Dept to equity ratio (X2) memiliki hubungan linier dengan harga saham (Y)
* Curve Estimation.
TSET NEWVAR=NONE.
CURVEFIT
/VARIABLES=Y WITH X3
/CONSTANT
/MODEL=LINEAR
/PLOT FIT.
Curve Fit
Notes
Comments
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Missing Value Handling Definition of Missing User-defined missing values are treated as
missing.
Syntax CURVEFIT
/VARIABLES=Y WITH X3
/CONSTANT
/MODEL=LINEAR
/PLOT FIT.
To Last observation
To Last observation
Treatment of User-Missing
MISSING = EXCLUDE
Values
[DataSet1] G:\Jundy Statistik\PRAKTIK DATA KEUANGAN.sav
Model Description
Equation 1 Linear
Constant Included
Total Cases 60
Excluded Casesa 0
Forecasted Cases 0
Variables
Dependent Independent
Return On
Harga Saham Investment (ROI)
Number of Zeros 1 24
System-Missing 0 0
Interpretasi
Sig 0,05
X3 0,341 > 0,05 maka, variable Return on Investment (X3) memiliki hubungan linier dengan harga saham (Y)
* Curve Estimation.
TSET NEWVAR=NONE.
CURVEFIT
/VARIABLES=Y WITH X4
/CONSTANT
/MODEL=LINEAR
/PLOT FIT.
Curve Fit
Notes
Comments
Filter <none>
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Missing Value Handling Definition of Missing User-defined missing values are treated as
missing.
Syntax CURVEFIT
/VARIABLES=Y WITH X4
/CONSTANT
/MODEL=LINEAR
/PLOT FIT.
To Last observation
To Last observation
Treatment of User-Missing
MISSING = EXCLUDE
Values
[DataSet1] G:\Jundy Statistik\PRAKTIK DATA KEUANGAN.sav
Model Description
Equation 1 Linear
Constant Included
Total Cases 60
Excluded Casesa 0
Forecasted Cases 0
Variables
Dependent Independent
Return On Equity
Harga Saham (ROE)
Number of Zeros 1 24
System-Missing 0 0
Interpretasi
Sig 0,05
X4 0,342 > 0,05 maka, variable Return on equity (X4) memiliki hubungan linier dengan harga saham (Y)