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    1.uji Deskriptif: Descriptive Statistics

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    1. The document reports the results of descriptive statistics, normality tests, multicollinearity tests, heteroskedasticity tests, and partial and simultaneous regression tests on six independent variables (SQRT_X1 to SQRT_X6) and one dependent variable (SQRT_Y). 2. The normality, multicollinearity, and heteroskedasticity tests did not detect any violations of the classical assumptions. 3. The partial regression analysis found SQRT_X3 to be statistically significant, while the simultaneous regression found SQRT_X3 and SQRT_X6 to be statistically significant.

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    1.uji Deskriptif: Descriptive Statistics

    Uploaded by

    srh
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    1. The document reports the results of descriptive statistics, normality tests, multicollinearity tests, heteroskedasticity tests, and partial and simultaneous regression tests on six independent variables (SQRT_X1 to SQRT_X6) and one dependent variable (SQRT_Y). 2. The normality, multicollinearity, and heteroskedasticity tests did not detect any violations of the classical assumptions. 3. The partial regression analysis found SQRT_X3 to be statistically significant, while the simultaneous regression found SQRT_X3 and SQRT_X6 to be statistically significant.

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    HASIL UJI

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    1. The document reports the results of descriptive statistics, normality tests, multicollinearity tests, heteroskedasticity tests, and partial and simultaneous regression tests on six independent variables (SQRT_X1 to SQRT_X6) and one dependent variable (SQRT_Y). 2. The normality, multicollinearity, and heteroskedasticity tests did not detect any violations of the classical assumptions. 3. The partial regression analysis found SQRT_X3 to be statistically significant, while the simultaneous regression found SQRT_X3 and SQRT_X6 to be statistically significant.

    Copyright:

    © All Rights Reserved
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    Download as docx, pdf, or txt
    7 views3 pages

    1.uji Deskriptif: Descriptive Statistics

    Uploaded by

    srh
    1. The document reports the results of descriptive statistics, normality tests, multicollinearity tests, heteroskedasticity tests, and partial and simultaneous regression tests on six independent variables (SQRT_X1 to SQRT_X6) and one dependent variable (SQRT_Y). 2. The normality, multicollinearity, and heteroskedasticity tests did not detect any violations of the classical assumptions. 3. The partial regression analysis found SQRT_X3 to be statistically significant, while the simultaneous regression found SQRT_X3 and SQRT_X6 to be statistically significant.

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    of 3

    1.

    uji deskriptif

    Descriptive Statistics

    N Minimum Maximum Mean Std. Deviation

    SQRT_X1 149 1.00 3.22 3.0742 .18185


    SQRT_X2 150 .73 7.26 3.1115 1.32539
    SQRT_X3 150 1.00 2492211.87 2032991.2014 357866.35719
    SQRT_X4 150 7.64 46.59 16.3718 6.49802
    SQRT_X5 150 1.00 20.34 6.6837 2.40231
    SQRT_X6 150 1.00 5298595.00 4971624.7878 720854.94141
    SQRT_Y 150 .19 .82 .4902 .14235
    Valid N (listwise) 149

    1. UJI NORMALITAS

    a) UJI NORMALITAS

    One-Sample Kolmogorov-Smirnov Test

    Unstandardized
    Residual

    N 149
    a,b
    Normal Parameters Mean .0000000
    Std. Deviation .13353693
    Most Extreme Differences Absolute .068
    Positive .062
    Negative -.068
    Test Statistic .068
    Asymp. Sig. (2-tailed) .091c

    a. Test distribution is Normal.


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

    b) UJI MULTIKOLINEARITAS

    Coefficientsa
    Collinearity Statistics

    Model Tolerance VIF

    1 SQRT_X1 .995 1.005

    SQRT_X2 .637 1.569

    SQRT_X3 .418 2.390

    SQRT_X4 .941 1.063

    SQRT_X5 .817 1.223

    SQRT_X6 .539 1.857

    a. Dependent Variable: SQRT_Y

    c) UJI HETEROSKEDASTISITAS

    Coefficientsa

    Standardized
    Unstandardized Coefficients Coefficients

    Model B Std. Error Beta t Sig.

    1 (Constant) .108 .129 .838 .404

    SQRT_X1 .004 .037 .009 .109 .913

    SQRT_X2 -.001 .006 -.014 -.140 .889

    SQRT_X3 3.095E-8 .000 .138 1.082 .281

    SQRT_X4 -.001 .001 -.121 -1.423 .157

    SQRT_X5 .003 .003 .083 .907 .366

    SQRT_X6 -1.367E-8 .000 -.123 -1.093 .276

    a. Dependent Variable: ABRESID

    d) UJI AUTOKORELASI

    2. UJI PARSIAL (T)

    ANOVAa

    Model Sum of Squares df Mean Square F Sig.

    1 Regression .347 6 .058 3.114 .007b

    Residual 2.639 142 .019

    Total 2.986 148


    a. Dependent Variable: SQRT_Y
    b. Predictors: (Constant), SQRT_X6, SQRT_X1, SQRT_X4, SQRT_X5, SQRT_X2, SQRT_X3

    3. UJI SIMULTAN (F)

    Coefficientsa

    Standardized
    Unstandardized Coefficients Coefficients

    Model B Std. Error Beta t Sig.

    1 (Constant) .584 .217 2.690 .008

    SQRT_X1 .018 .062 .023 .291 .772

    SQRT_X2 -.010 .011 -.097 -.977 .330

    SQRT_X3 1.183E-7 .000 .299 2.450 .016

    SQRT_X4 .001 .002 .031 .375 .708

    SQRT_X5 .004 .005 .067 .765 .445

    SQRT_X6 -7.919E-8 .000 -.403 -3.749 .000

    a. Dependent Variable: SQRT_Y

    4. uji r

    Model Summaryb

    Adjusted R Std. Error of the


    Model R R Square Square Estimate Durbin-Watson
    a
    1 .341 .116 .079 .13633 .476

    a. Predictors: (Constant), SQRT_X6, SQRT_X1, SQRT_X4, SQRT_X5, SQRT_X2,


    SQRT_X3
    b. Dependent Variable: SQRT_Y

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