Data Output

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT X1
/METHOD=ENTER X2.
Regression
Notes
Output Created 29-Apr-2016 10:42:36
Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data File 22
Missing Value Handling Definition of Missing User-defined missing values are treated as
missing.
Cases Used Statistics are based on cases with no

missing values for any variable used.
Syntax REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT X1
/METHOD=ENTER X2.
Resources Processor Time 00:00:00.094
Elapsed Time 00:00:00.115
Memory Required 1388 bytes
Additional Memory Required for

0 bytes
Residual Plots
[DataSet0]
Variables Entered/Removedb
Variables
Model Variables Entered Removed Method
1 MTB3a . Enter
a. All requested variables entered.

Variables
1 MTB3a . Enter
b. Dependent Variable: SP500
Model Summary
Std. Error of the

Model R R Square Adjusted R Square Estimate
1 .577a .332 .299 344.21881
a. Predictors: (Constant), MTB3
ANOVAb
Model Sum of Squares df Mean Square F Sig.
1 Regression 1180382.063 1 1180382.063 9.962 .005a
Residual 2369731.754 20 118486.588
Total 3550113.817 21
a. Predictors: (Constant), MTB3
b. Dependent Variable: SP500
Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) 1067.059 192.149 5.553 .000
MTB3 -84.119 26.651 -.577 -3.156 .005
a. Dependent Variable: SP500

REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER X1 X2.
Regression
Notes
Comments
Filter <none>
Weight <none>
Split File <none>
missing.

Syntax REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER X1 X2.

0 bytes
Residual Plots
[DataSet0]
Variables
1 MTB3, SP500a . Enter

Variables
b. Dependent Variable: CP1
Model Summary
Std. Error of the

1 .960a .922 .914 8.3781
a. Predictors: (Constant), MTB3, SP500
ANOVAb
1 Regression 15762.562 2 7881.281 112.281 .000a
Residual 1333.656 19 70.192
Total 17096.218 21
Coefficientsa
Standardized
1 (Constant) 139.030 7.456 18.646 .000
SP500 .044 .005 .635 8.102 .000
MTB3 -4.469 .794 -.441 -5.628 .000
a. Dependent Variable: CP1

REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER X1 X2
/SAVE RESID.
Regression
Notes
Comments
Filter <none>
Weight <none>
Split File <none>
missing.

Syntax REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER X1 X2
/SAVE RESID.

0 bytes
Residual Plots
Variables Created or Modified RES_1 Unstandardized Residual
[DataSet0]
Variables
Model Summaryb
Std. Error of the

1 .960a .922 .914 8.3781
ANOVAb
1 Regression 15762.562 2 7881.281 112.281 .000a
Residual 1333.656 19 70.192
Total 17096.218 21
Coefficientsa
Standardized
1 (Constant) 139.030 7.456 18.646 .000
SP500 .044 .005 .635 8.102 .000
MTB3 -4.469 .794 -.441 -5.628 .000

Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value 81.982 176.732 131.591 27.3970 22
Residual -13.1291 14.1056 .0000 7.9692 22
Std. Predicted Value -1.811 1.648 .000 1.000 22
Std. Residual -1.567 1.684 .000 .951 22

COMPUTE ABS_RES=ABS(RES_1).
EXECUTE.
REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT ABS_RES
/METHOD=ENTER X1 X2
/SAVE RESID.
Regression
Notes
Comments
Filter <none>
Weight <none>
Split File <none>
missing.

Syntax REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT ABS_RES
/METHOD=ENTER X1 X2
/SAVE RESID.

0 bytes
Residual Plots
[DataSet0]
Variables
b. Dependent Variable: ABS_RES
Model Summaryb
Std. Error of the

1 .153a .023 -.080 4.60954
ANOVAb
1 Regression 9.625 2 4.813 .227 .799a
Residual 403.709 19 21.248
Total 413.334 21
Coefficientsa
Standardized
1 (Constant) 6.489 4.102 1.582 .130
SP500 -.001 .003 -.113 -.406 .689
MTB3 .089 .437 .057 .204 .840
a. Dependent Variable: ABS_RES
Predicted Value 5.2758 7.5858 6.4678 .67701 22
Residual -7.25809 7.78352 .00000 4.38455 22
Std. Residual -1.575 1.689 .000 .951 22
a. Dependent Variable: ABS_RES

REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER X1 X2
/SCATTERPLOT=(*SRESID ,*ZPRED)
/SAVE RESID.
Regression
Notes
Comments
Filter <none>
Weight <none>
Split File <none>
missing.

Syntax REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER X1 X2
/SAVE RESID.

232 bytes
Residual Plots
[DataSet0]
Variables
Model Summaryb
Std. Error of the

1 .960a .922 .914 8.3781
ANOVAb
1 Regression 15762.562 2 7881.281 112.281 .000a
Residual 1333.656 19 70.192
Total 17096.218 21
Coefficientsa
Standardized
1 (Constant) 139.030 7.456 18.646 .000
SP500 .044 .005 .635 8.102 .000
MTB3 -4.469 .794 -.441 -5.628 .000

Predicted Value 81.982 176.732 131.591 27.3970 22
Standard Error of Predicted

1.948 5.268 2.955 .939 22
Value
Adjusted Predicted Value 76.152 180.093 131.685 28.1029 22
Residual -13.1291 14.1056 .0000 7.9692 22
Std. Residual -1.567 1.684 .000 .951 22
Stud. Residual -1.646 1.732 -.006 1.021 22
Deleted Residual -14.4843 14.9272 -.0938 9.2567 22
Stud. Deleted Residual -1.730 1.837 -.006 1.048 22
Mahal. Distance .180 7.347 1.909 1.965 22
Cook's Distance .000 .408 .057 .095 22
Centered Leverage Value .009 .350 .091 .094 22
Charts
REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER X1 X2
/SAVE RESID.
Regression
Notes
Comments
Filter <none>
Weight <none>
Split File <none>
missing.

Syntax REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER X1 X2
/SAVE RESID.

232 bytes
Residual Plots
[DataSet0]
Variables
Model Summaryb
Std. Error of the

1 .960a .922 .914 8.3781
ANOVAb
1 Regression 15762.562 2 7881.281 112.281 .000a
Residual 1333.656 19 70.192
Total 17096.218 21
Coefficientsa
Standardized
1 (Constant) 139.030 7.456 18.646 .000
SP500 .044 .005 .635 8.102 .000
MTB3 -4.469 .794 -.441 -5.628 .000

Predicted Value 81.982 176.732 131.591 27.3970 22

1.948 5.268 2.955 .939 22
Value
Residual -13.1291 14.1056 .0000 7.9692 22
Std. Residual -1.567 1.684 .000 .951 22
Stud. Residual -1.646 1.732 -.006 1.021 22
Mahal. Distance .180 7.347 1.909 1.965 22
Cook's Distance .000 .408 .057 .095 22
Charts
NONPAR CORR
/VARIABLES=X1 X2 RES_1
/PRINT=SPEARMAN TWOTAIL NOSIG
/MISSING=PAIRWISE.
Nonparametric Correlations
Notes
Comments
Filter <none>
Weight <none>
Split File <none>
missing.
Cases Used Statistics for each pair of variables are

based on all the cases with valid data for
that pair.
Syntax NONPAR CORR

/VARIABLES=X1 X2 RES_1
/PRINT=SPEARMAN TWOTAIL NOSIG
/MISSING=PAIRWISE.
Number of Cases Allowed 142987 casesa
a. Based on availability of workspace memory
[DataSet0]
Correlations
Unstandardized
SP500 MTB3 Residual
Spearman's rho SP500 Correlation Coefficient 1.000 -.799** .220
Sig. (2-tailed) . .000 .326
N 22 22 22
MTB3 Correlation Coefficient -.799** 1.000 -.084
Sig. (2-tailed) .000 . .710
N 22 22 22
Unstandardized Residual Correlation Coefficient .220 -.084 1.000
Sig. (2-tailed) .326 .710 .
N 22 22 22
**. Correlation is significant at the 0.01 level (2-tailed).
REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER X1 X2
/RESIDUALS NORM(ZRESID)
/SAVE RESID.
Regression
Notes
Comments
Filter <none>
Weight <none>
Split File <none>
missing.

Syntax REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER X1 X2
/SAVE RESID.

560 bytes
Residual Plots
[DataSet0]
Variables

Model Summaryb
Std. Error of the

1 .960a .922 .914 8.3781
ANOVAb
1 Regression 15762.562 2 7881.281 112.281 .000a
Residual 1333.656 19 70.192
Total 17096.218 21
Coefficientsa
Standardized
1 (Constant) 139.030 7.456 18.646 .000
SP500 .044 .005 .635 8.102 .000
MTB3 -4.469 .794 -.441 -5.628 .000

Predicted Value 81.982 176.732 131.591 27.3970 22

1.948 5.268 2.955 .939 22
Value
Residual -13.1291 14.1056 .0000 7.9692 22
Std. Residual -1.567 1.684 .000 .951 22
Stud. Residual -1.646 1.732 -.006 1.021 22
Mahal. Distance .180 7.347 1.909 1.965 22
Cook's Distance .000 .408 .057 .095 22
Charts
REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER X1 X2
/SAVE RESID.
Regression
Notes
Comments
Filter <none>
Weight <none>
Split File <none>
missing.

Syntax REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER X1 X2
/SAVE RESID.

560 bytes
Residual Plots
[DataSet0]
Variables

Variables
Model Summaryb
Std. Error of the

1 .960a .922 .914 8.3781
ANOVAb
1 Regression 15762.562 2 7881.281 112.281 .000a
Residual 1333.656 19 70.192
Total 17096.218 21
Coefficientsa
Standardized
1 (Constant) 139.030 7.456 18.646 .000
SP500 .044 .005 .635 8.102 .000
MTB3 -4.469 .794 -.441 -5.628 .000

Predicted Value 81.982 176.732 131.591 27.3970 22

1.948 5.268 2.955 .939 22
Value
Residual -13.1291 14.1056 .0000 7.9692 22
Std. Residual -1.567 1.684 .000 .951 22
Stud. Residual -1.646 1.732 -.006 1.021 22
Mahal. Distance .180 7.347 1.909 1.965 22
Cook's Distance .000 .408 .057 .095 22
Charts
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
NPar Tests
Notes
Comments
Filter <none>
Weight <none>
Split File <none>
missing.
Cases Used Statistics for each test are based on all

cases with valid data for the variable(s)
used in that test.
Syntax NPAR TESTS

/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
Number of Cases Alloweda 196608
a. Based on availability of workspace memory.
[DataSet0]
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 22
Normal Parametersa Mean .0000000
Std. Deviation 7.96915565
Most Extreme Differences Absolute .095
Positive .095
Negative -.090
Kolmogorov-Smirnov Z .445
Asymp. Sig. (2-tailed) .989
a. Test distribution is Normal.

REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER X1 X2
/RESIDUALS DURBIN NORM(ZRESID)
/SAVE RESID.
Regression
Notes
Comments
Filter <none>
Weight <none>
Split File <none>
missing.

Syntax REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT y
/METHOD=ENTER X1 X2
/RESIDUALS DURBIN NORM(ZRESID)
/SAVE RESID.

560 bytes
Residual Plots
[DataSet0]
Variables

Variables
Model Summaryb
Std. Error of the

Model R R Square Adjusted R Square Estimate Durbin-Watson
1 .960a .922 .914 8.3781 .971
ANOVAb
1 Regression 15762.562 2 7881.281 112.281 .000a
Residual 1333.656 19 70.192
Total 17096.218 21
Coefficientsa
Standardized
1 (Constant) 139.030 7.456 18.646 .000
SP500 .044 .005 .635 8.102 .000
MTB3 -4.469 .794 -.441 -5.628 .000

Predicted Value 81.982 176.732 131.591 27.3970 22

1.948 5.268 2.955 .939 22
Value
Residual -13.1291 14.1056 .0000 7.9692 22
Std. Residual -1.567 1.684 .000 .951 22
Stud. Residual -1.646 1.732 -.006 1.021 22
Mahal. Distance .180 7.347 1.909 1.965 22
Cook's Distance .000 .408 .057 .095 22
Charts
SAVE OUTFILE='D:\tugas smtr 4\ekonometrika\KUIS\data spss.sav'
/COMPRESSED.

Data Output

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Data Output

Uploaded by

Copyright:

Available Formats

REGRESSION

Output Created 29-Apr-2016 10:42:36

Input Active Dataset DataSet0

Split File <none>

N of Rows in Working Data File 22

Cases Used Statistics are based on cases with no

Resources Processor Time 00:00:00.094

Elapsed Time 00:00:00.115

Memory Required 1388 bytes

Additional Memory Required for

a. All requested variables entered.

b. Dependent Variable: SP500

Std. Error of the

1 .577a .332 .299 344.21881

a. Predictors: (Constant), MTB3

Model Sum of Squares df Mean Square F Sig.

1 Regression 1180382.063 1 1180382.063 9.962 .005a

Residual 2369731.754 20 118486.588

a. Predictors: (Constant), MTB3

b. Dependent Variable: SP500

Model B Std. Error Beta t Sig.

1 (Constant) 1067.059 192.149 5.553 .000

MTB3 -84.119 26.651 -.577 -3.156 .005

a. Dependent Variable: SP500

Output Created 29-Apr-2016 10:43:22

Input Active Dataset DataSet0

Split File <none>

N of Rows in Working Data File 22

Cases Used Statistics are based on cases with no

Resources Processor Time 00:00:00.313

Elapsed Time 00:00:00.254

Memory Required 1644 bytes

Additional Memory Required for

1 MTB3, SP500a . Enter

a. All requested variables entered.

1 MTB3, SP500a . Enter

b. Dependent Variable: CP1

Std. Error of the

1 .960a .922 .914 8.3781

a. Predictors: (Constant), MTB3, SP500

Model Sum of Squares df Mean Square F Sig.

1 Regression 15762.562 2 7881.281 112.281 .000a

Residual 1333.656 19 70.192

a. Predictors: (Constant), MTB3, SP500

b. Dependent Variable: CP1

Model B Std. Error Beta t Sig.

1 (Constant) 139.030 7.456 18.646 .000

SP500 .044 .005 .635 8.102 .000

MTB3 -4.469 .794 -.441 -5.628 .000

a. Dependent Variable: CP1

Output Created 29-Apr-2016 10:44:32

Input Active Dataset DataSet0

Split File <none>

N of Rows in Working Data File 22

Cases Used Statistics are based on cases with no

Resources Processor Time 00:00:00.078

Elapsed Time 00:00:00.038

Memory Required 1652 bytes

Additional Memory Required for

Variables Created or Modified RES_1 Unstandardized Residual

1 MTB3, SP500a . Enter

a. All requested variables entered.

b. Dependent Variable: CP1

Std. Error of the