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  • Uji SPSS

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    andreas wicaksono
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    1. The document appears to contain statistical analysis results from a study examining the relationship between several financial metrics (DPR, DER, PER) and earnings per share (EPS) for 63 observations. 2. Tests were conducted to examine the normality of residuals, absence of multicollinearity, homoscedasticity, autocorrelation, significance of regression coefficients, and coefficient of determination. 3. The results of the statistical tests show that the regression model adequately describes the relationship between the predictor variables and EPS.

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    UJI SPSS

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    1. The document appears to contain statistical analysis results from a study examining the relationship between several financial metrics (DPR, DER, PER) and earnings per share (EPS) for 63 observations. 2. Tests were conducted to examine the normality of residuals, absence of multicollinearity, homoscedasticity, autocorrelation, significance of regression coefficients, and coefficient of determination. 3. The results of the statistical tests show that the regression model adequately describes the relationship between the predictor variables and EPS.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    16 views5 pages

    Uji SPSS

    Uploaded by

    andreas wicaksono
    1. The document appears to contain statistical analysis results from a study examining the relationship between several financial metrics (DPR, DER, PER) and earnings per share (EPS) for 63 observations. 2. Tests were conducted to examine the normality of residuals, absence of multicollinearity, homoscedasticity, autocorrelation, significance of regression coefficients, and coefficient of determination. 3. The results of the statistical tests show that the regression model adequately describes the relationship between the predictor variables and EPS.

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    © All Rights Reserved
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    of 5

    HASIL ANALISIS STATISTIK DESKRIPTIF

    Descriptive Statistics

    N Minimum Maximum Mean Std. Deviation

    DPR 63 .12 3.72 .8870 1.03777


    DER 63 .20 .69 .2995 .06764
    PER 63 .39 1.80 .6892 .24475
    EPS 63 .00 1.71 .7351 .34646
    Valid N (listwise) 63

    UJI NORMALITAS
    One-Sample Kolmogorov-Smirnov Test

    Unstandardized
    Residual

    N 63
    Mean 0E-7
    Normal Parametersa,b
    Std. Deviation .27398375
    Absolute .112
    Most Extreme Differences Positive .112
    Negative -.062
    Kolmogorov-Smirnov Z .888
    Asymp. Sig. (2-tailed) .409

    a. Test distribution is Normal.


    b. Calculated from data.
    UJI MULTIKOLINEARITAS

    Coefficientsa

    Model Unstandardized Coefficients Standardized t Sig. Collinearity Statistics


    Coefficients

    B Std. Error Beta Tolerance VIF

    (Constant) 1.593 .228 6.973 .000

    DPR .033 .035 .099 .959 .341 .991 1.009


    1
    DER -.903 .555 -.176 -1.627 .109 .904 1.106

    PER -.895 .153 -.632 -5.862 .000 .912 1.097

    a. Dependent Variable: EPS

    UJI HETEROSKEDASTISITAS
    UJI AUTOKORELASI

    Model Summaryb

    Adjusted R Std. Error of the


    Model R R Square Square Estimate Durbin-Watson

    1 .607a .369 .337 .17236 1.704

    a. Predictors: (Constant), PER, DPR, DER

    b. Dependent Variable: EPS


    Uji Koefisien Regresi (Uji t)

    Coefficientsa

    Model Unstandardized Coefficients Standardized t Sig. Collinearity Statistics


    Coefficients

    B Std. Error Beta Tolerance VIF

    (Constant) 1.593 .228 6.973 .000

    DPR .033 .035 .099 .959 .341 .991 1.009


    1
    DER -.903 .555 -.176 -1.627 .109 .904 1.106

    PER -.895 .153 -.632 -5.862 .000 .912 1.097

    a. Dependent Variable: EPS

    Uji Koefisien Determinasi

    Model Summaryb

    Adjusted R Std. Error of the


    Model R R Square Square Estimate Durbin-Watson

    1 .607a .369 .337 .17236 1.704

    a. Predictors: (Constant), PER, DPR, DER

    b. Dependent Variable: EPS

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