Nama: Yosi Ika Putri

NPM : 202110315017
Kelas : 4 UNG Akuntansi
Praktikum Statistika Bisnis 2

Praktikum Hari 2
 Regresi Linear

Variables Entered/Removeda
Variables Variables
Model Entered Removed Method
1 X5, X3, X2, X1, . Enter
X4b
a. Dependent Variable: Y
b. All requested variables entered.

Model Summaryb
Adjusted R Std. Error of the
Model R R Square Square Estimate
1 .422a .178 .115 .10744
a. Predictors: (Constant), X5, X3, X2, X1, X4
b. Dependent Variable: Y

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression .163 5 .033 2.817 .023b
Residual .750 65 .012
Total .913 70
a. Dependent Variable: Y
b. Predictors: (Constant), X5, X3, X2, X1, X4

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) .429 .105 4.103 .000
 X1 .044 .033 .181 1.329 .188
X2 .034 .099 .044 .339 .736
X3 8.675E-5 .002 .006 .052 .959
X4 .124 .061 .300 2.054 .044
X5 .187 .053 .502 3.553 .001
a. Dependent Variable: Y

Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value .4363 .6273 .5436 .04819 71
Residual -.26933 .17306 .00000 .10353 71
Std. Predicted Value -2.226 1.737 .000 1.000 71
Std. Residual -2.507 1.611 .000 .964 71
a. Dependent Variable: Y

 Uji Normalitas

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual
N 71
a,b
Normal Parameters Mean .0000000
Std. Deviation .10352973
Most Extreme Differences Absolute .085
Positive .051
Negative -.085
Test Statistic .085
Asymp. Sig. (2-tailed) .200c,d
a. Test distribution is Normal.
b. Calculated from data.
c. Lilliefors Significance Correction.
d. This is a lower bound of the true significance.

 Uji Multikolineritas

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients Collinearity Statistics
Model B Std. Error Beta t Sig. Tolerance VIF
1 (Constant) .429 .105 4.103 .000
 X1 .044 .033 .181 1.329 .188 .681 1.469
X2 .034 .099 .044 .339 .736 .761 1.315
X3 8.675E-5 .002 .006 .052 .959 .878 1.139
X4 .124 .061 .300 2.054 .044 .593 1.686
X5 .187 .053 .502 3.553 .001 .634 1.578
a. Dependent Variable: Y

Collinearity Diagnosticsa
Variance Proportions
Condition
Model Dimension Eigenvalue Index (Constant) X1 X2 X3 X4 X5
1 1 3.667 1.000 .00 .01 .02 .00 .01 .01

2 .957 1.958 .00 .25 .16 .00 .06 .01

3 .901 2.018 .00 .02 .11 .00 .25 .06

4 .344 3.264 .00 .43 .55 .00 .01 .19

5 .123 5.466 .02 .09 .08 .04 .62 .70

6 .009 20.679 .98 .20 .09 .95 .05 .02

a. Dependent Variable: Y

 Uji Autokorelasi dengan Metode Durbin Watson

Model Summaryb
Adjusted R Std. Error of the
Model R R Square Square Estimate Durbin-Watson
a
1 .422 .178 .115 .10744 1.087
a. Predictors: (Constant), X5, X3, X2, X1, X4
b. Dependent Variable: Y

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression .163 5 .033 2.817 .023b
Residual .750 65 .012
Total .913 70
a. Dependent Variable: Y
b. Predictors: (Constant), X5, X3, X2, X1, X4
  Uji Heteroskedastisitas

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients Collinearity Statistics
Model B Std. Error Beta t Sig. Tolerance VIF
1 (Constant) .078 .055 1.418 .161
X1 -.044 .017 -.332 -2.533 .014 .681 1.469
X2 .036 .052 .086 .692 .492 .761 1.315
X3 .000 .001 .055 .477 .635 .878 1.139
X4 -.069 .032 -.302 -2.149 .035 .593 1.686
X5 .012 .028 .059 .435 .665 .634 1.578
a. Dependent Variable: abresid

Collinearity Diagnosticsa
Condition Variance Proportions
Model Dimension Eigenvalue Index (Constant) X1 X2 X3 X4 X5
1 1 3.667 1.000 .00 .01 .02 .00 .01 .01
2 .957 1.958 .00 .25 .16 .00 .06 .01
3 .901 2.018 .00 .02 .11 .00 .25 .06
4 .344 3.264 .00 .43 .55 .00 .01 .19
5 .123 5.466 .02 .09 .08 .04 .62 .70
6 .009 20.679 .98 .20 .09 .95 .05 .02
a. Dependent Variable: abresid

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression .066 5 .013 4.094 .003b
Residual .209 65 .003
Total .275 70
a. Dependent Variable: abresid
b. Predictors: (Constant), X5, X3, X2, X1, X4

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients Collinearity Statistics
Model B Std. Error Beta t Sig. Tolerance VIF
1 (Constant) .078 .055 1.418 .161
X1 -.044 .017 -.332 -2.533 .014 .681 1.469
X2 .036 .052 .086 .692 .492 .761 1.315
 X3 .000 .001 .055 .477 .635 .878 1.139
X4 -.069 .032 -.302 -2.149 .035 .593 1.686
X5 .012 .028 .059 .435 .665 .634 1.578
a. Dependent Variable: abresid

 Regresi Linear Berganda

Variables Entered/Removeda
Variables Variables
Model Entered Removed Method
1 X5, X3, X2, X1, . Enter
b
X4
a. Dependent Variable: Y
b. All requested variables entered.

Model Summaryb
Adjusted R Std. Error of the
Model R R Square Square Estimate Durbin-Watson
a
1 .422 .178 .115 .10744 1.087
a. Predictors: (Constant), X5, X3, X2, X1, X4
b. Dependent Variable: Y

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression .163 5 .033 2.817 .023b
Residual .750 65 .012
Total .913 70
a. Dependent Variable: Y
b. Predictors: (Constant), X5, X3, X2, X1, X4

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients Collinearity Statistics

Model B Std. Error Beta t Sig. Tolerance VIF

1 (Constant) .429 .105 4.103 .000

X1 .044 .033 .181 1.329 .188 .681 1.469

X2 .034 .099 .044 .339 .736 .761 1.315

X3 8.675E-5 .002 .006 .052 .959 .878 1.139

X4 .124 .061 .300 2.054 .044 .593 1.686

 X5 .187 .053 .502 3.553 .001 .634 1.578

a. Dependent Variable: Y

Collinearity Diagnosticsa
Variance Proportions
Condition
Model Dimension Eigenvalue Index (Constant) X1 X2 X3 X4 X5
1 1 3.667 1.000 .00 .01 .02 .00 .01 .01

2 .957 1.958 .00 .25 .16 .00 .06 .01

3 .901 2.018 .00 .02 .11 .00 .25 .06

4 .344 3.264 .00 .43 .55 .00 .01 .19

5 .123 5.466 .02 .09 .08 .04 .62 .70

6 .009 20.679 .98 .20 .09 .95 .05 .02

a. Dependent Variable: Y

Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value .4363 .6273 .5436 .04819 71
Residual -.26933 .17306 .00000 .10353 71
Std. Predicted Value -2.226 1.737 .000 1.000 71
Std. Residual -2.507 1.611 .000 .964 71
a. Dependent Variable: Y