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Descriptive Statistics and Regression Analysis

The document provides descriptive statistics and regression analysis results for variables X1, X2, X3, and Y using 5 observations. It reports the mean, standard deviation, minimum, and maximum for each variable. The regression model was statistically insignificant with an F value of 3.454 and p-value of 0.372. The R-squared value was 0.912, indicating the model explained 91.2% of the variance in Y. Collinearity diagnostics showed high variance proportions and condition indices, indicating collinearity among the predictor variables.

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0% found this document useful (0 votes)
7 views8 pages

Descriptive Statistics and Regression Analysis

The document provides descriptive statistics and regression analysis results for variables X1, X2, X3, and Y using 5 observations. It reports the mean, standard deviation, minimum, and maximum for each variable. The regression model was statistically insignificant with an F value of 3.454 and p-value of 0.372. The R-squared value was 0.912, indicating the model explained 91.2% of the variance in Y. Collinearity diagnostics showed high variance proportions and condition indices, indicating collinearity among the predictor variables.

Uploaded by

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

DESCRIPTIVES VARIABLES=X1 X2 X3

/STATISTICS=MEAN STDDEV MIN MAX.

Descriptives

Notes

Output Created 25-APR-2019 01:28:34


Comments
Input Active Dataset DataSet0
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 All non-missing data are used.
Syntax DESCRIPTIVES VARIABLES=X1 X2
X3
/STATISTICS=MEAN STDDEV MIN
MAX.
Resources Processor Time 00:00:00,00

Elapsed Time 00:00:00,02

[DataSet0]

DESCRIPTIVES VARIABLES=X1 X2 X3 Y
/STATISTICS=MEAN STDDEV MIN MAX.

Descriptives
Notes

Output Created 25-APR-2019 01:31:10


Comments
Input Active Dataset DataSet0
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 All non-missing data are used.
Syntax DESCRIPTIVES VARIABLES=X1 X2
X3 Y
/STATISTICS=MEAN STDDEV MIN
MAX.
Resources Processor Time 00:00:00,00

Elapsed Time 00:00:00,01

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

CR 5 ,27 ,96 ,7540 ,27898


DER 5 -6,93 94,10 15,0500 44,21272
ROE 5 -,40 ,88 ,0440 ,51936
Harga Saham 5 55,00 218,50 104,7000 66,64303
Valid N (listwise) 5

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3
/SCATTERPLOT=(*ZRESID ,*ZPRED)
/RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/SAVE RESID.

Regression
Notes

Output Created 25-APR-2019 01:40:26


Comments
Input Active Dataset DataSet0
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
/STATISTICS COEFF OUTS R
ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3
/SCATTERPLOT=(*ZRESID ,*ZPRED)
/RESIDUALS DURBIN
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE RESID.
Resources Processor Time 00:00:03,22
Elapsed Time 00:00:59,21
Memory Required 1956 bytes
Additional Memory Required
896 bytes
for Residual Plots
Variables Created or RES_1
Unstandardized Residual
Modified

Variables Entered/Removeda

Variables Variables
Model Entered Removed Method
b
1 ROE, DER, CR . Enter
a. Dependent Variable: Harga Saham
b. All requested variables entered.

Model Summaryb

Adjusted R Std. Error of the


Model R R Square Square Estimate Durbin-Watson
a
1 ,955 ,912 ,648 39,54344 2,767

a. Predictors: (Constant), ROE, DER, CR


b. Dependent Variable: Harga Saham

ANOVAa

Model Sum of Squares df Mean Square F Sig.

1 Regression 16201,491 3 5400,497 3,454 ,372b

Residual 1563,684 1 1563,684

Total 17765,175 4

a. Dependent Variable: Harga Saham


b. Predictors: (Constant), ROE, DER, CR

Coefficientsa

Standardized
Unstandardized Coefficients Coefficients

Model B Std. Error Beta t Sig.

1 (Constant) 293,082 578,532 ,507 ,701

CR -288,319 793,920 -1,207 -,363 ,778

DER 2,333 2,543 1,548 ,918 ,527

ROE -138,825 394,312 -1,082 -,352 ,784

Coefficientsa

Collinearity Statistics

Model Tolerance VIF

1 (Constant)

CR ,008 125,491

DER ,031 32,326

ROE ,009 107,281


a. Dependent Variable: Harga Saham

Collinearity Diagnosticsa

Variance Proportions

Model Dimension Eigenvalue Condition Index (Constant) CR DER ROE

1 1 2,219 1,000 ,00 ,00 ,00 ,00

2 1,091 1,426 ,00 ,00 ,00 ,01

3 ,690 1,794 ,00 ,00 ,03 ,00

4 ,000 74,236 1,00 1,00 ,97 ,99

a. Dependent Variable: Harga Saham

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value 65,7793 217,8277 104,7000 63,64254 5


Residual -25,50436 29,69413 ,00000 19,77172 5
Std. Predicted Value -,612 1,778 ,000 1,000 5
Std. Residual -,645 ,751 ,000 ,500 5

a. Dependent Variable: Harga Saham

Charts

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