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Output

This document contains the output of a regression analysis performed in IBM SPSS. The analysis had the following key details: - The regression was performed on dataset 'DataSet1' with 237 rows to predict the variable 'SP 500' using the predictor variable 'IHSG'. - The regression model was statistically significant (p < 0.001) and explained approximately 16% of the variance in 'SP 500' (R2 = 0.158). - The coefficient for 'IHSG' was statistically significant (p < 0.001) and negative (-0.131), indicating that higher values of 'IHSG' are associated with lower values of 'SP 500'.

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Ahmad Said
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23 views

Output

This document contains the output of a regression analysis performed in IBM SPSS. The analysis had the following key details: - The regression was performed on dataset 'DataSet1' with 237 rows to predict the variable 'SP 500' using the predictor variable 'IHSG'. - The regression model was statistically significant (p < 0.001) and explained approximately 16% of the variance in 'SP 500' (R2 = 0.158). - The coefficient for 'IHSG' was statistically significant (p < 0.001) and negative (-0.131), indicating that higher values of 'IHSG' are associated with lower values of 'SP 500'.

Uploaded by

Ahmad Said
Copyright
© © All Rights Reserved
Available Formats
Download as RTF, PDF, TXT or read online on Scribd
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GET DATA /TYPE=XLSX

/FILE='D:\07 Kampus\MM UMB\Investment\Investment.xlsx'


/SHEET=name 'table (2)'
/CELLRANGE=full
/READNAMES=on
/ASSUMEDSTRWIDTH=32767.
EXECUTE.
DATASET NAME DataSet1 WINDOW=FRONT.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT SP500
/METHOD=ENTER IHSG.

Regression

Notes
Output Created

03-Apr-2014 17:41:18

Comments
Input

Active Dataset

DataSet1

Filter

<none>

Weight

<none>

Split File

<none>

N of Rows in Working Data

237

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
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT SP500
/METHOD=ENTER IHSG.

Resources

Processor Time

00 00:00:00.031

Elapsed Time

00 00:00:00.026

Memory Required

1380 bytes

Additional Memory Required

0 bytes

for Residual Plots

[DataSet1]

Variables Entered/Removedb
Variables

Variables

Entered

Removed

Model
1

IHSG

Method
. Enter

a. All requested variables entered.


b. Dependent Variable: SP 500

Model Summary

Model

R
.398a

R Square

Adjusted R

Std. Error of the

Square

Estimate

.158

.155

86.43903

a. Predictors: (Constant), IHSG

ANOVAb
Model
1

Sum of Squares
Regression

df

Mean Square

330655.492

330655.492

Residual

1755850.688

235

7471.705

Total

2086506.180

236

Sig.

44.254

.000a

a. Predictors: (Constant), IHSG


b. Dependent Variable: SP 500

Coefficientsa
Standardized
Unstandardized Coefficients
Model

Std. Error

Coefficients
Beta

Sig.

(Constant)

2323.017

90.388

-.131

.020

IHSG
a. Dependent Variable: SP 500

-.398

25.700

.000

-6.652

.000

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