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Interpertasi: Akbar 1. Statistik Deskriptif: Descriptive Statistics

1. The document presents descriptive statistics and assumption testing for two regression equations analyzing the relationship between several variables. 2. Normality, multicollinearity, autocorrelation, and heteroskedasticity assumptions were tested on the regression models. 3. The coefficient of determination (R2) and model fit were analyzed to evaluate how well the models describe the relationship between the variables.

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0% found this document useful (0 votes)
52 views7 pages

Interpertasi: Akbar 1. Statistik Deskriptif: Descriptive Statistics

1. The document presents descriptive statistics and assumption testing for two regression equations analyzing the relationship between several variables. 2. Normality, multicollinearity, autocorrelation, and heteroskedasticity assumptions were tested on the regression models. 3. The coefficient of determination (R2) and model fit were analyzed to evaluate how well the models describe the relationship between the variables.

Uploaded by

Dede Irawan
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We take content rights seriously. If you suspect this is your content, claim it here.
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INTERPERTASI : AKBAR

1. STATISTIK DESKRIPTIF

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

LEV 57 ,076 2,655 ,72328 ,617161


THI 57 ,000 ,692 ,12776 ,149671
TA 57 ,090 ,724 ,29538 ,127885
SIZE 57 ,138 ,567 ,32174 ,107956
Valid N (listwise) 57

2. ASUMSI KLASIK

A. UJI NORMALITAS KOLMOGOROV SMIRNOV

BEFORE TRANSFORM

PERSAMAAN 1 : X1 DAN X2 TERHADAP Y

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual

N 57
Mean ,0000000
Normal Parametersa,b
Std. Deviation ,12561355
Absolute ,201
Most Extreme Differences Positive ,201
Negative -,153
Kolmogorov-Smirnov Z 1,518
Asymp. Sig. (2-tailed) ,020

a. Test distribution is Normal.


b. Calculated from data.
PERSAMAAN 2 : X1, X2, DAN Y TERHADAP Z

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual

N 57
Mean ,0000000
Normal Parametersa,b
Std. Deviation ,09054846
Absolute ,083
Most Extreme Differences Positive ,083
Negative -,070
Kolmogorov-Smirnov Z ,629
Asymp. Sig. (2-tailed) ,823

a. Test distribution is Normal.


b. Calculated from data.

AFTER TRANSFORM : LOG1O

PERSAMAAN 1 : X1 DAN X2 TERHADAP Y

One-Sample Kolmogorov-Smirnov Test

Persamaan 1

N 57
Mean ,0000000
Normal Parametersa,b
Std. Deviation ,15890742
Absolute ,129
Most Extreme Differences Positive ,100
Negative -,129
Kolmogorov-Smirnov Z ,973
Asymp. Sig. (2-tailed) ,300

a. Test distribution is Normal.


b. Calculated from data.
PERSAMAAN 2 : X1, X2, DAN Y TERHADAP Z

One-Sample Kolmogorov-Smirnov Test

Persamaan 2

N 57
Mean ,0000000
Normal Parametersa,b
Std. Deviation ,13333844
Absolute ,088
Most Extreme Differences Positive ,088
Negative -,054
Kolmogorov-Smirnov Z ,662
Asymp. Sig. (2-tailed) ,774

a. Test distribution is Normal.


b. Calculated from data.

B. UJI MULTIKOLINEARITAS

PERSAMAAN 1 : X1 DAN X2 TERHADAP Y

Coefficientsa

Model Collinearity Statistics

Tolerance VIF

Log_X1 ,987 1,013


1
Log_X2 ,987 1,013

a. Dependent Variable: Log_Y

PERSAMAAN 2 : X1, X2, DAN Y TERHADAP Z

Coefficientsa

Model Collinearity Statistics

Tolerance VIF

Log_X1 ,987 1,013

1 Log_X2 ,906 1,103

Log_Y ,916 1,092

a. Dependent Variable: Log_Z


C. UJI AUTOKORELASI

PERSAMAAN 1 : X1 DAN X2 TERHADAP Y

Model Summaryb

Model R R Square Adjusted R Std. Error of the Durbin-Watson


Square Estimate

1 ,290a ,084 ,050 ,16182 2,265

a. Predictors: (Constant), Log_X2, Log_X1


b. Dependent Variable: Log_Y

PERSAMAAN 2 : X1, X2, DAN Y TERHADAP Z

Model Summaryb

Model R R Square Adjusted R Std. Error of the Durbin-Watson


Square Estimate

1 ,549a ,301 ,262 ,13706 1,959

a. Predictors: (Constant), Log_Y, Log_X1, Log_X2


b. Dependent Variable: Log_Z

D. UJI HETEROSKEDASTISITAS

PERSAMAAN 1 : X1 DAN X2 TERHADAP Y

Correlations

Log_X1 Log_X2 Persamaan 1

Correlation Coefficient 1,000 -,017 -,058


Log_X1 Sig. (2-tailed) . ,903 ,668

N 57 57 57

Correlation Coefficient -,017 1,000 ,143

Spearman's rho Log_X2 Sig. (2-tailed) ,903 . ,288

N 57 57 57

Correlation Coefficient -,058 ,143 1,000

Persamaan 1 Sig. (2-tailed) ,668 ,288 .

N 57 57 57
PERSAMAAN 2 : X1, X2, DAN Y TERHADAP Z

Correlations

Log_X1 Log_X2 Log_Y Persamaan 2

Correlation Coefficient 1,000 -,017 -,018 ,286*

Log_X1 Sig. (2-tailed) . ,903 ,896 ,031

N 57 57 57 57

Correlation Coefficient -,017 1,000 -,084 ,018

Log_X2 Sig. (2-tailed) ,903 . ,533 ,894

N 57 57 57 57
Spearman's rho
Correlation Coefficient -,018 -,084 1,000 -,062

Log_Y Sig. (2-tailed) ,896 ,533 . ,649

N 57 57 57 57

Correlation Coefficient ,286* ,018 -,062 1,000

Persamaan 2 Sig. (2-tailed) ,031 ,894 ,649 .

N 57 57 57 57

*. Correlation is significant at the 0.05 level (2-tailed).

3. UJI KESEUAIAN MODEL

A. KOEFISIEN DETERMINAN R2

PERSAMAAN 1 : X1 DAN X2 TERHADAP Y

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression ,129 2 ,065 2,471 ,094b


1 Residual 1,414 54 ,026

Total 1,543 56

a. Dependent Variable: Log_Y


b. Predictors: (Constant), Log_X2, Log_X1
PERSAMAAN 2 : X1, X2, DAN Y TERHADAP Z

Model Summaryb

Model R R Square Adjusted R Std. Error of the Durbin-Watson


Square Estimate

1 ,549a ,301 ,262 ,13706 1,959

a. Predictors: (Constant), Log_Y, Log_X1, Log_X2


b. Dependent Variable: Log_Z

B. UJI FIT MODEL

PERSAMAAN 1 : X1 DAN X2 TERHADAP Y

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression ,129 2 ,065 2,471 ,094b

1 Residual 1,414 54 ,026

Total 1,543 56

a. Dependent Variable: Log_Y


b. Predictors: (Constant), Log_X2, Log_X1

PERSAMAAN 2 : X1, X2, DAN Y TERHADAP Z

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression ,429 3 ,143 7,617 ,000b

1 Residual ,996 53 ,019


Total 1,425 56

a. Dependent Variable: Log_Z


b. Predictors: (Constant), Log_Y, Log_X1, Log_X2
4. UJI HIPOTESIS

A. UJI T

PERSAMAAN 1 : X1 DAN X2 TERHADAP Y

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.


Coefficients

B Std. Error Beta

(Constant) -,647 ,050 -12,998 ,000

1 Log_X1 ,007 ,059 ,016 ,119 ,906


Log_X2 -,070 ,032 -,287 -2,192 ,033

a. Dependent Variable: Log_Y

PERSAMAAN 2 : X1, X2, DAN Y TERHADAP Z

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.


Coefficients

B Std. Error Beta

(Constant) -,402 ,086 -4,692 ,000

Log_X1 ,239 ,050 ,549 4,753 ,000


1
Log_X2 ,017 ,028 ,071 ,592 ,557

Log_Y ,050 ,115 ,052 ,429 ,669

a. Dependent Variable: Log_Z

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