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
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/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

b. Dependent Variable: return saham

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

a. Predictors: (Constant), ROE, EVA

b. Dependent Variable: return saham

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

a. Dependent Variable: return saham

Charts

GET
FILE='D:\folder teteh\skripsi\hasil penelitian\SPSS.sav'.
DATASET NAME DataSet2 WINDOW=FRONT.
DATASET ACTIVATE DataSet1.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/RESIDUALS NORM(ZRESID)

/SAVE RESID.

Regression

Notes

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

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
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/RESIDUALS NORM(ZRESID)
/SAVE RESID.

Resources Processor Time 00:00:01.498

Elapsed Time 00:00:01.216

Memory Required 1652 bytes

Additional Memory Required

304 bytes
for Residual Plots

Variables Created or Modified RES_1 Unstandardized Residual

[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

b. Dependent Variable: return saham

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

a. Predictors: (Constant), ROE, EVA

b. Dependent Variable: return saham

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

a. Dependent Variable: return saham

Charts

NPAR TESTS
/K-S(NORMAL)=RES_1

/MISSING ANALYSIS.
NPar Tests

Notes

Output Created 23-Aug-2014 21:34:15

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 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

Elapsed Time 00:00:00.015

Number of Cases Allowed 196608

a. Based on availability of workspace memory.

[DataSet1] D:\folder teteh\skripsi\hasil penelitian\SPSS.sav

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
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y

/METHOD=ENTER X1 X2.

Regression

Notes

Output Created 23-Aug-2014 21:58:15

Comments

Input Data D:\folder teteh\skripsi\hasil

penelitian\SPSS.sav

Active Dataset DataSet2

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 BCOV R
ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2.

Resources Processor Time 00:00:00.125

 Elapsed Time 00:00:00.063

Memory Required 1644 bytes

Additional Memory Required

0 bytes
for Residual Plots

[DataSet2]

Variables Entered/Removedb

Variables
Model Variables Entered Removed Method

1 ROE, EVAa . Enter

a. All requested variables entered.

b. Dependent Variable: return saham

Model Summary

Adjusted R Std. Error of the

Model R R Square Square Estimate

1 .624a .390 -.220 30.65240

a. Predictors: (Constant), ROE, EVA

ANOVAb

Model Sum of Squares df Mean Square F Sig.

1 Regression 1200.861 2 600.431 .639 .610a

Residual 1879.139 2 939.569

Total 3080.000 4

a. Predictors: (Constant), ROE, EVA

b. Dependent Variable: return saham

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

a. Dependent Variable: return saham

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

a. Dependent Variable: return saham

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

a. Dependent Variable: return saham

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2

/SCATTERPLOT=(*SDRESID ,*ZPRED).

Regression

Notes

Output Created 24-Aug-2014 14:37:32

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
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/SCATTERPLOT=(*SDRESID
,*ZPRED).

Resources Processor Time 00:00:01.061

Elapsed Time 00:00:01.170

Memory Required 1692 bytes

Additional Memory Required

232 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

b. Dependent Variable: return saham

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

a. Predictors: (Constant), ROE, EVA

b. Dependent Variable: return saham

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

Std. Predicted Value -.631 1.758 .000 1.000 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

a. Dependent Variable: return saham

Charts

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/SCATTERPLOT=(*SDRESID ,*ZPRED)

/RESIDUALS DURBIN.
Regression

Notes

Output Created 24-Aug-2014 14:44:56

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
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/SCATTERPLOT=(*SDRESID ,*ZPRED)
/RESIDUALS DURBIN.

Resources Processor Time 00:00:01.217

Elapsed Time 00:00:00.812

Memory Required 1692 bytes

Additional Memory Required

232 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 Durbin-Watson

1 .628a .394 -.212 31.31315 1.732

a. Predictors: (Constant), ROE, EVA

b. Dependent Variable: return saham

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

a. Predictors: (Constant), ROE, EVA

b. Dependent Variable: return saham

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

Std. Predicted Value -.631 1.758 .000 1.000 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

a. Dependent Variable: return saham

Charts
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/SCATTERPLOT=(*SDRESID ,*ZPRED)

/CASEWISE PLOT(ZRESID) ALL.

Regression

Notes

Output Created 24-Aug-2014 15:00:20

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
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/SCATTERPLOT=(*SDRESID ,*ZPRED)
/CASEWISE PLOT(ZRESID) ALL.

Resources Processor Time 00:00:01.904

Elapsed Time 00:00:00.889

Memory Required 1692 bytes

 Additional Memory Required
232 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

b. Dependent Variable: return saham

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

a. Predictors: (Constant), ROE, EVA

b. Dependent Variable: return saham

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

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

a. Dependent Variable: return saham

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -7.5649 35.0920 3.6980 17.85696 5

Std. Predicted Value -.631 1.758 .000 1.000 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

a. Dependent Variable: return saham

Charts
T-TEST GROUPS=X1(1 2)
/MISSING=ANALYSIS
/VARIABLES=Y

/CRITERIA=CI(.9500).

T-Test

Notes

Output Created 24-Aug-2014 16:19:46

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 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).

Resources Processor Time 00:00:00.016

Elapsed Time 00:00:00.015

[DataSet1] D:\folder teteh\skripsi\hasil penelitian\SPSS.sav

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
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/SCATTERPLOT=(*SDRESID ,*ZPRED)

/CASEWISE PLOT(ZRESID) ALL.

Regression

Notes
Output Created 24-Aug-2014 16:22:14

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
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2
/SCATTERPLOT=(*SDRESID ,*ZPRED)
/CASEWISE PLOT(ZRESID) ALL.

Resources Processor Time 00:00:00.858

Elapsed Time 00:00:00.810

Memory Required 1692 bytes

Additional Memory Required

232 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

b. Dependent Variable: return saham

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

a. Predictors: (Constant), ROE, EVA

b. Dependent Variable: return saham

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

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

a. Dependent Variable: return saham

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -7.5649 35.0920 3.6980 17.85696 5

Std. Predicted Value -.631 1.758 .000 1.000 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

a. Dependent Variable: return saham

Charts
DATASET NAME DataSet0 WINDOW=FRONT.