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SPSS

The document presents statistical tests for normality, multicollinearity, heteroskedasticity, autocorrelation, linearity, and regression analysis related to the return on assets (ROA). Key findings include a significant regression model with an R-squared value of 0.562 and significant predictors, particularly total asset turnover. The analysis also indicates no issues with multicollinearity and heteroskedasticity, while the autocorrelation test shows a significant result.

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Fikri Haryanto
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6 views3 pages

SPSS

The document presents statistical tests for normality, multicollinearity, heteroskedasticity, autocorrelation, linearity, and regression analysis related to the return on assets (ROA). Key findings include a significant regression model with an R-squared value of 0.562 and significant predictors, particularly total asset turnover. The analysis also indicates no issues with multicollinearity and heteroskedasticity, while the autocorrelation test shows a significant result.

Uploaded by

Fikri Haryanto
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

Uji Normalitas

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual

N 40
Mean 0E-7
Normal Parametersa,b
Std. Deviation 9.30303057
Absolute .198
Most Extreme Differences Positive .114
Negative -.198
Kolmogorov-Smirnov Z 1.253
Asymp. Sig. (2-tailed) .187

a. Test distribution is Normal.


b. Calculated from data.

Uji Multikolinearitas

Coefficientsa

Model Collinearity Statistics

Tolerance VIF

DAR .974 1.027


1
TATO .974 1.027

a. Dependent Variable: ROA

Uji Heteroskedastisitas

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.


Coefficients

B Std. Error Beta

(Constant) 4.788E-015 2.910 6.557 .000

1 DEBT TO ASSET RATIO .003 .001 .234 1.365 .172

TOTAL ASSET TURNOVER .004 .066 .227 1.326 .184

a. Dependent Variable: Abs_Res


Uji Autokorelasi

Runs Test

Unstandardized
Residual
a
Test Value .38370
Cases < Test Value 20
Cases >= Test Value 20
Total Cases 40
Number of Runs 14
Z -2.082
Asymp. Sig. (2-tailed) .037

a. Median

Uji Lineritas
Model Summaryb
Model R R Square Adjusted R Std. Error of Durbin-
Square the Estimate Watson
1 .750a .562 .538 9.55115 1.728
a. Predictors: (Constant), TOTAL ASSET TURNOVER, DEBT TO
ASSET RATIO
b. Dependent Variable: RETURN ON ASSET

Model Summaryb
Model R R Square Adjusted R Std. Error of Durbin-
Square the Estimate Watson
1 .884a .781 .763 6.84346 1.578
a. Predictors: (Constant), DFFIT, DEBT TO ASSET RATIO, TOTAL
ASSET TURNOVER
b. Dependent Variable: RETURN ON ASSET

Uji f

ANOVAa

Model Sum of Squares df Mean Square F Sig.

1 Regression 4332.064 2 2166.032 23.744 .000b


Residual 3375.309 37 91.225

Total 7707.373 39

a. Dependent Variable: RETURN ON ASSET


b. Predictors: (Constant), TOTAL ASSET TURNOVER, DEBT TO ASSET RATIO

UJI T

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.


Coefficients

B Std. Error Beta

(Constant) 2.231 2.910 .767 .448

1 DEBT TO ASSET RATIO .000 .001 .018 .165 .870

TOTAL ASSET TURNOVER .447 .066 .747 6.771 .000

a. Dependent Variable: RETURN ON ASSET

UJI REGRESI LINEAR BERGANDA

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.


Coefficients

B Std. Error Beta

(Constant) 2.231 2.910 .767 .448

1 DEBT TO ASSET RATIO .000 .001 .018 .165 .870

TOTAL ASSET TURNOVER .447 .066 .747 6.771 .000


a. Dependent Variable: RETURN ON ASSET

Koefisien Determinasi (R2)

Model Summaryb

Model R R Square Adjusted R Std. Error of the


Square Estimate
a
1 .750 .562 .538 9.55115

a. Predictors: (Constant), TOTAL ASSET TURNOVER, DEBT TO


ASSET RATIO
b. Dependent Variable: RETURN ON ASSET

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