Regression: Notes

GET
FILE='D:\folder teteh\skripsi\hasil penelitian\SPSS.sav'.

DATASET NAME DataSet1 WINDOW=FRONT.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/RESIDUALS NORM(ZRESID).
Regression
Notes
Output Created 23-Aug-2014 21:17:40
Comments
Input Data D:\folder teteh\skripsi\hasil

penelitian\SPSS.sav
Active Dataset DataSet1
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data

5
File
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 Y
/METHOD=ENTER X1 X2
/RESIDUALS NORM(ZRESID).
Resources Processor Time 00:00:01.435
Elapsed Time 00:00:01.388
Memory Required 1652 bytes
Additional Memory Required

304 bytes
for Residual Plots
[DataSet1] D:\folder teteh\skripsi\hasil penelitian\SPSS.sav
Variables Entered/Removedb
Variables
Model Variables Entered Removed Method
1 ROE, EVAa . Enter
a. All requested variables entered.
b. Dependent Variable: return saham
Model Summaryb
Adjusted R Std. Error of the

Model R R Square Square Estimate
1 .628a .394 -.212 31.31315
a. Predictors: (Constant), ROE, EVA
ANOVAb
Model Sum of Squares df Mean Square F Sig.
1 Regression 1275.485 2 637.742 .650 .606a
Residual 1961.027 2 980.513
Total 3236.511 4
Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) -11.447 22.311 -.513 .659
EVA -7.982E-15 .000 -.060 -.107 .925
ROE .360 .317 .636 1.136 .374

a. Dependent Variable: return saham
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value -7.5649 35.0920 3.6980 17.85696 5
Residual -2.63451E1 35.17022 .00000 22.14174 5
Std. Predicted Value -.631 1.758 .000 1.000 5
Std. Residual -.841 1.123 .000 .707 5
Charts
GET
FILE='D:\folder teteh\skripsi\hasil penelitian\SPSS.sav'.
DATASET ACTIVATE DataSet1.
REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/RESIDUALS NORM(ZRESID)
/SAVE RESID.
Regression
Notes
Comments

penelitian\SPSS.sav
Filter <none>
Weight <none>
Split File <none>

5
File
as missing.

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

304 bytes
for Residual Plots
Variables Created or Modified RES_1 Unstandardized Residual

Variables
1 ROE, EVAa . Enter
Model Summaryb

1 .628a .394 -.212 31.31315
ANOVAb
1 Regression 1275.485 2 637.742 .650 .606a
Residual 1961.027 2 980.513
Total 3236.511 4
Coefficientsa
Standardized
1 (Constant) -11.447 22.311 -.513 .659
EVA -7.982E-15 .000 -.060 -.107 .925
ROE .360 .317 .636 1.136 .374

Predicted Value -7.5649 35.0920 3.6980 17.85696 5
Residual -2.63451E1 35.17022 .00000 22.14174 5
Std. Residual -.841 1.123 .000 .707 5
Charts
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
NPar Tests
Notes
Comments

penelitian\SPSS.sav
Filter <none>
Weight <none>
Split File <none>

5
File
as 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.
Resources Processor Timea 00:00:00.031
Number of Cases Allowed 196608
a. Based on availability of workspace memory.
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 5
Normal Parametersa Mean .0000000
Std. Deviation 22.14173979
Most Extreme Differences Absolute .331
Positive .331
Negative -.219
Kolmogorov-Smirnov Z .741
Asymp. Sig. (2-tailed) .643
a. Test distribution is Normal.
DATASET ACTIVATE DataSet2.

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2.
Regression
Notes
Comments

penelitian\SPSS.sav
Filter <none>
Weight <none>
Split File <none>

5
File
as missing.

Syntax REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R
ANOVA COLLIN TOL
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2.


0 bytes
for Residual Plots
[DataSet2]
Variables
1 ROE, EVAa . Enter
Model Summary

1 .624a .390 -.220 30.65240
ANOVAb
1 Regression 1200.861 2 600.431 .639 .610a
Residual 1879.139 2 939.569
Total 3080.000 4
Coefficientsa
Standardized
Unstandardized Coefficients Coefficients Collinearity Statistics
Model B Std. Error Beta t Sig. Tolerance VIF

1 (Constant) -10.847 21.840 -.497 .669
EVA -8.763E-15 .000 -.067 -.120 .916 .966 1.035
ROE .349 .310 .633 1.127 .377 .966 1.035
Coefficient Correlationsa
Model ROE EVA
1 Correlations ROE 1.000 -.183
EVA -.183 1.000
Covariances ROE .096 -4.167E-15
EVA -4.167E-15 5.369E-27
Collinearity Diagnosticsa
Variance Proportions
Dimensi
Model on Eigenvalue Condition Index (Constant) EVA ROE
1 1 2.018 1.000 .08 .08 .08
2 .736 1.656 .00 .50 .32
3 .246 2.861 .92 .41 .60
REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/SCATTERPLOT=(*SDRESID ,*ZPRED).
Regression
Notes
Comments
penelitian\SPSS.sav
Filter <none>
Weight <none>
Split File <none>

5
File
as missing.

Syntax REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/SCATTERPLOT=(*SDRESID
,*ZPRED).

232 bytes
for Residual Plots
Variables
1 ROE, EVAa . Enter

Model Summaryb

1 .628a .394 -.212 31.31315
ANOVAb
1 Regression 1275.485 2 637.742 .650 .606a
Residual 1961.027 2 980.513
Total 3236.511 4
Coefficientsa
Standardized
1 (Constant) -11.447 22.311 -.513 .659
EVA -7.982E-15 .000 -.060 -.107 .925
ROE .360 .317 .636 1.136 .374
Predicted Value -7.5649 35.0920 3.6980 17.85696 5
Standard Error of Predicted

16.037 31.278 23.367 7.270 5
Value
Adjusted Predicted Value -14.2060 763.3784 2.3465E2 348.36734 5
Residual -2.63451E1 35.17022 .00000 22.14174 5
Std. Residual -.841 1.123 .000 .707 5

Stud. Residual -1.341 1.308 -.473 1.105 5
Deleted Residual -7.65218E2 47.67599 -2.30949E2 344.88309 5
Stud. Deleted Residual -2.992 2.429 -.645 2.011 5
Mahal. Distance .249 3.191 1.600 1.447 5
Cook's Distance .002 198.615 50.081 85.943 5
Centered Leverage Value .062 .798 .400 .362 5
Charts
REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/SCATTERPLOT=(*SDRESID ,*ZPRED)
/RESIDUALS DURBIN.
Regression
Notes
Comments

penelitian\SPSS.sav
Filter <none>
Weight <none>
Split File <none>

5
File
as missing.

Syntax REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/RESIDUALS DURBIN.

232 bytes
for Residual Plots
Variables
1 ROE, EVAa . Enter
Model Summaryb

Model R R Square Square Estimate Durbin-Watson
1 .628a .394 -.212 31.31315 1.732
ANOVAb
1 Regression 1275.485 2 637.742 .650 .606a
Residual 1961.027 2 980.513
Total 3236.511 4
Coefficientsa
Standardized
1 (Constant) -11.447 22.311 -.513 .659
EVA -7.982E-15 .000 -.060 -.107 .925
ROE .360 .317 .636 1.136 .374
Predicted Value -7.5649 35.0920 3.6980 17.85696 5

16.037 31.278 23.367 7.270 5
Value
Residual -2.63451E1 35.17022 .00000 22.14174 5
Std. Residual -.841 1.123 .000 .707 5
Stud. Residual -1.341 1.308 -.473 1.105 5
Mahal. Distance .249 3.191 1.600 1.447 5
Cook's Distance .002 198.615 50.081 85.943 5
Charts
REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/CASEWISE PLOT(ZRESID) ALL.
Regression
Notes
Comments

penelitian\SPSS.sav
Filter <none>
Weight <none>
Split File <none>

5
File
as missing.

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

232 bytes
for Residual Plots
Variables
1 ROE, EVAa . Enter
Model Summaryb

1 .628a .394 -.212 31.31315
ANOVAb
1 Regression 1275.485 2 637.742 .650 .606a
Residual 1961.027 2 980.513
Total 3236.511 4
Coefficientsa
Standardized
1 (Constant) -11.447 22.311 -.513 .659

EVA -7.982E-15 .000 -.060 -.107 .925
ROE .360 .317 .636 1.136 .374
Casewise Diagnosticsa
Case
Number Std. Residual return saham Predicted Value Residual
1 -.841 -33.91 -7.5649 -2.63451E1
2 -.055 -1.84 -.1064 -1.73358
3 1.123 33.47 -1.7002 3.51702E1
4 -.082 -9.81 -7.2305 -2.57949
5 -.144 30.58 35.0920 -4.51203
Predicted Value -7.5649 35.0920 3.6980 17.85696 5

16.037 31.278 23.367 7.270 5
Value
Residual -2.63451E1 35.17022 .00000 22.14174 5
Std. Residual -.841 1.123 .000 .707 5
Stud. Residual -1.341 1.308 -.473 1.105 5
Mahal. Distance .249 3.191 1.600 1.447 5
Cook's Distance .002 198.615 50.081 85.943 5
Charts
T-TEST GROUPS=X1(1 2)
/MISSING=ANALYSIS
/VARIABLES=Y
/CRITERIA=CI(.9500).
T-Test
Notes
Comments

penelitian\SPSS.sav
Filter <none>
Weight <none>
Split File <none>

5
File
Missing Value Handling Definition of Missing User defined missing values are treated
as missing.
Cases Used Statistics for each analysis are based on

the cases with no missing or out-of-range
data for any variable in the analysis.
Syntax T-TEST GROUPS=X1(1 2)

/MISSING=ANALYSIS
/VARIABLES=Y
/CRITERIA=CI(.9500).
Warnings
The Independent Samples table is not produced.
Group Statistics
EVA N Mean Std. Deviation Std. Error Mean
return saham 1 0a . . .
2 0a . . .
a. t cannot be computed because at least one of the groups is empty.
REGRESSION
/MISSING LISTWISE
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
Regression
Notes
Comments

penelitian\SPSS.sav
Filter <none>
Weight <none>
Split File <none>

5
File
as missing.

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

232 bytes
for Residual Plots
Variables
1 ROE, EVAa . Enter

Model Summaryb

1 .628a .394 -.212 31.31315
ANOVAb
1 Regression 1275.485 2 637.742 .650 .606a
Residual 1961.027 2 980.513
Total 3236.511 4
Coefficientsa
Standardized
1 (Constant) -11.447 22.311 -.513 .659
EVA -7.982E-15 .000 -.060 -.107 .925
ROE .360 .317 .636 1.136 .374
Casewise Diagnosticsa
Case
Number Std. Residual return saham Predicted Value Residual
1 -.841 -33.91 -7.5649 -2.63451E1
2 -.055 -1.84 -.1064 -1.73358
3 1.123 33.47 -1.7002 3.51702E1
4 -.082 -9.81 -7.2305 -2.57949

5 -.144 30.58 35.0920 -4.51203
Predicted Value -7.5649 35.0920 3.6980 17.85696 5

16.037 31.278 23.367 7.270 5
Value
Residual -2.63451E1 35.17022 .00000 22.14174 5
Std. Residual -.841 1.123 .000 .707 5
Stud. Residual -1.341 1.308 -.473 1.105 5
Mahal. Distance .249 3.191 1.600 1.447 5
Cook's Distance .002 198.615 50.081 85.943 5
Charts

Regression: Notes

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Regression: Notes

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GET

FILE='D:\folder teteh\skripsi\hasil penelitian\SPSS.sav'.

Output Created 23-Aug-2014 21:17:40

Input Data D:\folder teteh\skripsi\hasil

Active Dataset DataSet1

Split File <none>

N of Rows in Working Data

Cases Used Statistics are based on cases with no

Resources Processor Time 00:00:01.435

Elapsed Time 00:00:01.388

Memory Required 1652 bytes

Additional Memory Required

1 ROE, EVAa . Enter

a. All requested variables entered.

b. Dependent Variable: return saham

Adjusted R Std. Error of the

1 .628a .394 -.212 31.31315

a. Predictors: (Constant), ROE, EVA

b. Dependent Variable: return saham

Model Sum of Squares df Mean Square F Sig.

1 Regression 1275.485 2 637.742 .650 .606a

Residual 1961.027 2 980.513

a. Predictors: (Constant), ROE, EVA

b. Dependent Variable: return saham

Model B Std. Error Beta t Sig.

1 (Constant) -11.447 22.311 -.513 .659

EVA -7.982E-15 .000 -.060 -.107 .925

ROE .360 .317 .636 1.136 .374

Minimum Maximum Mean Std. Deviation N

Predicted Value -7.5649 35.0920 3.6980 17.85696 5

Residual -2.63451E1 35.17022 .00000 22.14174 5

Std. Predicted Value -.631 1.758 .000 1.000 5

Std. Residual -.841 1.123 .000 .707 5

a. Dependent Variable: return saham

Output Created 23-Aug-2014 21:28:53

Input Data D:\folder teteh\skripsi\hasil

Active Dataset DataSet1

Split File <none>

N of Rows in Working Data

Cases Used Statistics are based on cases with no

Resources Processor Time 00:00:01.498

Elapsed Time 00:00:01.216

Memory Required 1652 bytes

Additional Memory Required

Variables Created or Modified RES_1 Unstandardized Residual

1 ROE, EVAa . Enter

a. All requested variables entered.

b. Dependent Variable: return saham

Adjusted R Std. Error of the

1 .628a .394 -.212 31.31315

a. Predictors: (Constant), ROE, EVA

b. Dependent Variable: return saham

Model Sum of Squares df Mean Square F Sig.

1 Regression 1275.485 2 637.742 .650 .606a

Residual 1961.027 2 980.513

a. Predictors: (Constant), ROE, EVA

b. Dependent Variable: return saham

Model B Std. Error Beta t Sig.

1 (Constant) -11.447 22.311 -.513 .659

EVA -7.982E-15 .000 -.060 -.107 .925

ROE .360 .317 .636 1.136 .374

Minimum Maximum Mean Std. Deviation N

Predicted Value -7.5649 35.0920 3.6980 17.85696 5