REGRESSION

/DESCRIPTIVES MEAN STDDEV CORR SIG N

/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER x1 x2 x3 x4 x5
/PARTIALPLOT ALL
/RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/CASEWISE PLOT(ZRESID) ALL.

Regression
[DataSet0]

Descriptive Statistics

Mean Std. Deviation N

SHM 2221,000000 841,5224299 10
ROA ,114100 ,0174512 10
DER ,666070 ,3745070 10
KUR 10935,80000 1879,476629 10
INF ,058590 ,0282752 10
DIV 247,622000 158,2204947 10

Correlations

SHM ROA DER KUR INF DIV

Pearson Correlation SHM 1,000 -,325 ,348 ,833 -,357 -,791
ROA -,325 1,000 -,660 -,534 ,198 ,641
DER ,348 -,660 1,000 ,354 -,244 -,416
KUR ,833 -,534 ,354 1,000 ,001 -,904
INF -,357 ,198 -,244 ,001 1,000 ,022
DIV -,791 ,641 -,416 -,904 ,022 1,000
Sig. (1-tailed) SHM . ,180 ,162 ,001 ,155 ,003
ROA ,180 . ,019 ,056 ,291 ,023
DER ,162 ,019 . ,158 ,248 ,116
KUR ,001 ,056 ,158 . ,499 ,000
INF ,155 ,291 ,248 ,499 . ,476
DIV ,003 ,023 ,116 ,000 ,476 .
N SHM 10 10 10 10 10 10
ROA 10 10 10 10 10 10
DER 10 10 10 10 10 10
KUR 10 10 10 10 10 10
INF 10 10 10 10 10 10
DIV 10 10 10 10 10 10

Page 1
 Variables Entered/Removed a

Variables Variables
Model Entered Removed Method
1 DIV, INF, . Enter
DER, ROA,
KUR b

a. Dependent Variable: SHM

b. All requested variables entered.

Model Summaryb

Adjusted R Std. Error of Durbin-

Model R R Square Square the Estimate Watson
1 ,963 a ,927 ,835 341,7389414 3,487

a. Predictors: (Constant), DIV, INF, DER, ROA, KUR

b. Dependent Variable: SHM

ANOVAa

Sum of
Model Squares df Mean Square F Sig.
1 Regression 5906297,984 5 1181259,597 10,115 ,022 b
Residual 467142,016 4 116785,504
Total 6373440,000 9

a. Dependent Variable: SHM

b. Predictors: (Constant), DIV, INF, DER, ROA, KUR

a
Coefficients

Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) -2262,080 2208,957 -1,024 ,364
ROA 24065,347 10452,295 ,499 2,302 ,083 ,390
DER 362,189 410,110 ,161 ,883 ,427 ,550
KUR ,262 ,143 ,586 1,831 ,141 ,179
INF -12093,942 4202,002 -,406 -2,878 ,045 ,919
DIV -2,686 1,877 -,505 -1,431 ,226 ,147

Coefficientsa

Collinearity Statistics
Model Tolerance VIF
1 (Constant)
ROA ,390 2,564
DER ,550 1,818
KUR ,179 5,589
INF ,919 1,088
DIV ,147 6,797
Page 2
 a. Dependent Variable: SHM

Collinearity Diagnostics a

Condition Variance Proportions

Model Dimension Eigenvalue Index (Constant) ROA DER KUR
1 1 5,339 1,000 ,00 ,00 ,00 ,00 ,00
2 ,380 3,746 ,00 ,00 ,13 ,00 ,00
3 ,194 5,250 ,00 ,00 ,12 ,00 ,47
4 ,079 8,196 ,00 ,01 ,35 ,01 ,52
5 ,006 30,255 ,02 ,89 ,30 ,19 ,00
6 ,002 56,870 ,98 ,09 ,09 ,80 ,00

Collinearity Diagnostics a

Variance Proportions
Model Dimension INF DIV
1 1 ,00 ,00
2 ,00 ,05
3 ,47 ,05
4 ,52 ,03
5 ,00 ,37
6 ,00 ,50

a. Dependent Variable: SHM

a
Casewise Diagnostics

Predicted
Case Number Std. Residual SHM Value Residual
1 ,634 3980,0000 3763,334922 216,6650781
2 -,533 3105,0000 3287,125139 -182,1251395
3 1,056 2865,0000 2504,007680 360,9923199
4 -1,342 2150,0000 2608,708790 -458,7087896
5 ,429 1810,0000 1663,477303 146,5226973
6 -,364 1410,0000 1534,355705 -124,3557049
7 ,216 1590,0000 1516,259810 73,7401901
8 -,122 1890,0000 1931,745879 -41,7458791
9 ,109 1380,0000 1342,741267 37,2587333
10 -,083 2030,0000 2058,243506 -28,2435055

a. Dependent Variable: SHM

Page 3
 Residuals Statistics a

Minimum Maximum Mean Std. Deviation N

Predicted Value 1342,741211 3763,334961 2221,000000 810,0958780 10
Residual -458,7088013 360,9923096 0E-7 227,8259609 10
Std. Predicted Value -1,084 1,904 ,000 1,000 10
Std. Residual -1,342 1,056 ,000 ,667 10

a. Dependent Variable: SHM

Charts

Histogram
Dependent Variable: SHM

Mean = 5,38E-16
3 Std. Dev. = 0,667
N = 10

2
Frequency

0
-1,5 -1,0 -0,5 0,0 0,5 1,0 1,5

Regression Standardized Residual

Page 4
 Normal P-P Plot of Regression Standardized Residual
Dependent Variable: SHM
1,0

0,8
Expected Cum Prob

0,6

0,4

0,2

0,0
0,0 0,2 0,4 0,6 0,8 1,0

Observed Cum Prob

Page 5
 Partial Regression Plot
Dependent Variable: SHM
600,0000

400,0000

200,0000
SHM

,0000

-200,0000

-400,0000

-,0200 -,0100 ,0000 ,0100 ,0200 ,0300

ROA

Page 6
 Partial Regression Plot
Dependent Variable: SHM
400,0000

200,0000
SHM

,0000

-200,0000

-400,0000

-,6000 -,4000 -,2000 ,0000 ,2000 ,4000

DER

Page 7
 Partial Regression Plot
Dependent Variable: SHM
400,0000

200,0000

,0000
SHM

-200,0000

-400,0000

-600,0000

-1500,0000 -1000,0000 -500,0000 ,0000 500,0000 1000,0000 1500,0000

KUR

Page 8
 Partial Regression Plot
Dependent Variable: SHM

500,0000

250,0000

,0000
SHM

-250,0000

-500,0000

-750,0000

-,0400 -,0200 ,0000 ,0200 ,0400 ,0600

INF

Page 9
 Partial Regression Plot
Dependent Variable: SHM
600,0000

400,0000

200,0000
SHM

,0000

-200,0000

-400,0000

-50,0000 ,0000 50,0000 100,0000

DIV

Page 10