/NOORIGIN

/DEPENDENT Y_ReturnSaham
/METHOD=ENTER X1_ArusKasOperasi X2_LabaAkuntansi X3_OpiniAudit.

Regression
a
Variables Entered/Removed
Variables Variables
Model Entered Removed Method
1 (X3)_Opini . Enter
Audit, (X1)
_Arus Kas
Operasi, (X2)
_Laba
b
Akuntansi

a. Dependent Variable: (Y)_Return Saham

b. All requested variables entered.

a
Coefficients
Collinearity Statistics
Model Tolerance VIF
1 (X1)_Arus Kas Operasi .965 1.037
(X2)_Laba Akuntansi .852 1.174
(X3)_Opini Audit .826 1.211
a. Dependent Variable: (Y)_Return Saham

a
Coefficient Correlations
(X3)_Opini (X1)_Arus Kas (X2)_Laba
Model Audit Operasi Akuntansi
1 Correlations (X3)_Opini Audit 1.000 -.188 .385
(X1)_Arus Kas Operasi -.188 1.000 -.070
(X2)_Laba Akuntansi .385 -.070 1.000
Covariances (X3)_Opini Audit .936 -.001 .002
(X1)_Arus Kas Operasi -.001 4.413E-5 -2.689E-6
(X2)_Laba Akuntansi .002 -2.689E-6 3.351E-5
a. Dependent Variable: (Y)_Return Saham

Page 5
 a
Collinearity Diagnostics
Variance Proportions
(X1)_Arus Kas (X2)_Laba
Model Dimension Eigenvalue Condition Index (Constant) Operasi Akuntansi
1 1 1.990 1.000 .01 .01 .00
2 1.003 1.408 .00 .10 .75
3 .985 1.421 .00 .86 .09
4 .023 9.386 .99 .03 .16

a
Collinearity Diagnostics
Variance ...
(X3)_Opini
Model Dimension Audit
1 1 .01
2 .00
3 .00
4 .99
a. Dependent Variable: (Y)_Return Saham

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y_ReturnSaham
/METHOD=ENTER X1_ArusKasOperasi X2_LabaAkuntansi X3_OpiniAudit
/SCATTERPLOT=(*SRESID ,*ZPRED).

Regression
a
Variables Entered/Removed
Variables Variables
Model Entered Removed Method
1 (X3)_Opini . Enter
Audit, (X1)
_Arus Kas
Operasi, (X2)
_Laba
b
Akuntansi

a. Dependent Variable: (Y)_Return Saham

b. All requested variables entered.

Page 6
 b
Model Summary
Adjusted R Std. Error of the
Model R R Square Square Estimate
1 .082 a .007 -.027 1.911312

a. Predictors: (Constant), (X3)_Opini Audit, (X1)_Arus Kas Operasi, (X2)_Laba Akuntansi

b. Dependent Variable: (Y)_Return Saham

a
ANOVA
Sum of
Model Squares df Mean Square F Sig.
1 Regression 2.153 3 .718 .196 .899 b
Residual 321.474 88 3.653
Total 323.627 91
a. Dependent Variable: (Y)_Return Saham
b. Predictors: (Constant), (X3)_Opini Audit, (X1)_Arus Kas Operasi, (X2)_Laba Akuntansi

a
Coefficients
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) -.154 .941 -.163 .871
(X1)_Arus Kas Operasi .000 .007 -.002 -.021 .983
(X2)_Laba Akuntansi .000 .006 -.003 -.029 .977
(X3)_Opini Audit .667 .967 .081 .689 .493
a. Dependent Variable: (Y)_Return Saham

Page 7
 a
Residuals Statistics
Minimum Maximum Mean Std. Deviation N
Predicted Value -.21337 .52057 .47581 .153801 92
Std. Predicted Value -4.481 .291 .000 1.000 92
Standard Error of Predicted .205 1.876 .282 .283 92
Value
Adjusted Predicted Value -.30061 3.24915 .50498 .331490 92
Residual -1.348690 12.287210 .000000 1.879543 92
Std. Residual -.706 6.429 .000 .983 92
Stud. Residual -.710 6.466 -.004 .991 92
Deleted Residual -3.213974 12.430851 -.029164 1.931974 92
Stud. Deleted Residual -.708 8.874 .031 1.205 92
Mahal. Distance .058 86.687 2.967 12.856 92
Cook's Distance .000 .610 .010 .065 92
Centered Leverage Value .001 .953 .033 .141 92
a. Dependent Variable: (Y)_Return Saham

Charts

Scatterplot
Dependent Variable: (Y)_Return Saham
8
Regression Studentized Residual

-2

-5 -4 -3 -2 -1 0 1

Regression Standardized Predicted Value

COMPUTE ABRESID=ABS(RES_1).
EXECUTE.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
Page 8
 /NOORIGIN
/DEPENDENT ABRESID
/METHOD=ENTER X1_ArusKasOperasi X2_LabaAkuntansi X3_OpiniAudit
/SCATTERPLOT=(*SRESID ,*ZPRED).

Regression
a
Variables Entered/Removed
Variables Variables
Model Entered Removed Method
1 (X3)_Opini . Enter
Audit, (X1)
_Arus Kas
Operasi, (X2)
_Laba
b
Akuntansi

a. Dependent Variable: ABRESID

b. All requested variables entered.

b
Model Summary
Adjusted R Std. Error of the
Model R R Square Square Estimate
1 .115 a .013 -.020 1.62926

a. Predictors: (Constant), (X3)_Opini Audit, (X1)_Arus Kas Operasi, (X2)_Laba Akuntansi

b. Dependent Variable: ABRESID

a
ANOVA
Sum of
Model Squares df Mean Square F Sig.
b
1 Regression 3.113 3 1.038 .391 .760
Residual 233.596 88 2.654
Total 236.708 91
a. Dependent Variable: ABRESID
b. Predictors: (Constant), (X3)_Opini Audit, (X1)_Arus Kas Operasi, (X2)_Laba Akuntansi

Page 9
 a
Coefficients
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) .248 .802 .309 .758
(X1)_Arus Kas Operasi -.001 .006 -.020 -.187 .852
(X2)_Laba Akuntansi -.001 .005 -.020 -.175 .861
(X3)_Opini Audit .758 .825 .107 .919 .361
a. Dependent Variable: ABRESID

a
Residuals Statistics
Minimum Maximum Mean Std. Deviation N
Predicted Value -.0535 1.0594 .9599 .18495 92
Std. Predicted Value -5.479 .538 .000 1.000 92
Standard Error of Predicted .175 1.599 .241 .241 92
Value
Adjusted Predicted Value -1.5247 2.4943 .9638 .34058 92
Residual -1.00512 11.28199 .00000 1.60218 92
Std. Residual -.617 6.925 .000 .983 92
Stud. Residual -.621 6.965 -.002 .991 92
Deleted Residual -2.05350 11.41388 -.00396 1.64351 92
Stud. Deleted Residual -.618 10.338 .044 1.301 92
Mahal. Distance .058 86.687 2.967 12.856 92
Cook's Distance .000 .343 .009 .044 92
Centered Leverage Value .001 .953 .033 .141 92
a. Dependent Variable: ABRESID

Charts

Page 10