UTS Statistik
UTS Statistik
UTS Statistik
Model Summaryb
Adjusted R Std. Error of the Change Statistics Durbin-Watson
Model R R Square Square Estimate R Square Change F Change df1 df2 Sig. F Change
a
1 ,924 ,853 ,840 2,51917 ,853 64,015 2 22 ,000 ,692
a. Predictors: (Constant), INVESTASI, KREDIT
b. Dependent Variable: INFLASI
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 812,511 2 406,255 64,015 ,000b
Residual 139,617 22 6,346
Total 952,128 24
a. Dependent Variable: INFLASI
b. Predictors: (Constant), INVESTASI, KREDIT
Coefficientsa
Standardized
Unstandardized Coefficients Coefficients Correlations Collinearity Statistics
Model B Std. Error Beta t Sig. Zero-order Partial Part Tolerance VIF
1 (Constant) 22,809 6,023 3,787 ,001
KREDIT 9,400E-5 ,000 ,918 11,203 ,000 ,922 ,922 ,915 ,993 1,007
INVESTASI 2,274E-5 ,000 ,055 ,666 ,512 ,130 ,141 ,054 ,993 1,007
a. Dependent Variable: INFLASI
Coefficient Correlationsa
Model INVESTASI KREDIT
1 Correlations INVESTASI 1,000 -,082
KREDIT -,082 1,000
Covariances INVESTASI 1,164E-9 -2,345E-11
KREDIT -2,345E-11 7,041E-11
a. Dependent Variable: INFLASI
Collinearity Diagnosticsa
Variance Proportions
Model Dimension Eigenvalue Condition Index (Constant) KREDIT INVESTASI
1 1 2,943 1,000 ,00 ,00 ,01
2 ,053 7,417 ,02 ,02 ,99
3 ,004 28,417 ,98 ,98 ,00
a. Dependent Variable: INFLASI
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value 79,1688 99,8133 89,9668 5,81847 25
Std. Predicted Value -1,856 1,692 ,000 1,000 25
Standard Error of Predicted ,523 1,501 ,843 ,229 25
Value
Adjusted Predicted Value 79,0470 100,1872 89,9812 5,87794 25
Residual -5,37776 3,55167 ,00000 2,41192 25
Std. Residual -2,135 1,410 ,000 ,957 25
Stud. Residual -2,190 1,441 -,003 1,006 25
Deleted Residual -5,66210 3,82757 -,01442 2,67009 25
Stud. Deleted Residual -2,420 1,480 -,014 1,044 25
Mahal. Distance ,076 7,561 1,920 1,661 25
Cook's Distance ,000 ,169 ,035 ,040 25
Centered Leverage Value ,003 ,315 ,080 ,069 25
a. Dependent Variable: INFLASI
One-Sample Kolmogorov-Smirnov Test
KREDIT INFLASI INVESTASI
N 25 25 25
a,b
Normal Parameters Mean 702196,7200 89,9668 50567,4000
Std. Deviation 61490,19753 6,29857 15120,12240
Most Extreme Differences Absolute ,123 ,194 ,102
Positive ,083 ,164 ,102
Negative -,123 -,194 -,094
Test Statistic ,123 ,194 ,102
Asymp. Sig. (2-tailed) ,200c,d ,016c ,200c,d
a. Test distribution is Normal.
b. Calculated from data.
c. Lilliefors Significance Correction.
d. This is a lower bound of the true significance.
Model Summaryb
Adjusted R Std. Error of the Change Statistics Durbin-Watson
Model R R Square Square Estimate R Square Change F Change df1 df2 Sig. F Change
a
1 ,924 ,854 ,841 ,13392 ,854 64,524 2 22 ,000 ,692
a. Predictors: (Constant), Sqrt_INVESTASI, Sqrt_KREDIT
b. Dependent Variable: Sqrt_INFLASI
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 2,314 2 1,157 64,524 ,000b
Residual ,395 22 ,018
Total 2,709 24
a. Dependent Variable: Sqrt_INFLASI
b. Predictors: (Constant), Sqrt_INVESTASI, Sqrt_KREDIT
Coefficientsa
Standardized
Unstandardized Coefficients Coefficients Correlations Collinearity Statistics
Model B Std. Error Beta t Sig. Zero-order Partial Part Tolerance VIF
1 (Constant) 2,375 ,632 3,758 ,001
Sqrt_KREDIT ,008 ,001 ,919 11,242 ,000 ,923 ,923 ,915 ,991 1,009
Sqrt_INVESTASI ,000 ,001 ,046 ,563 ,579 ,133 ,119 ,046 ,991 1,009
a. Dependent Variable: Sqrt_INFLASI
Coefficient Correlationsa
Model Sqrt_INVESTASI Sqrt_KREDIT
1 Correlations Sqrt_INVESTASI 1,000 -,095
Sqrt_KREDIT -,095 1,000
Covariances Sqrt_INVESTASI 6,425E-7 -5,643E-8
Sqrt_KREDIT -5,643E-8 5,538E-7
a. Dependent Variable: Sqrt_INFLASI
Collinearity Diagnosticsa
Variance Proportions
Model Dimension Eigenvalue Condition Index (Constant) Sqrt_KREDIT Sqrt_INVESTASI
1 1 2,984 1,000 ,00 ,00 ,00
2 ,015 14,186 ,02 ,02 ,99
3 ,001 56,682 ,98 ,98 ,00
a. Dependent Variable: Sqrt_INFLASI
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value 8,8768 9,9906 9,4794 ,31054 25
Std. Predicted Value -1,940 1,646 ,000 1,000 25
Standard Error of Predicted ,028 ,079 ,045 ,012 25
Value
Adjusted Predicted Value 8,8590 10,0086 9,4796 ,31430 25
Residual -,29344 ,18547 ,00000 ,12822 25
Std. Residual -2,191 1,385 ,000 ,957 25
Stud. Residual -2,245 1,415 -,001 1,007 25
Deleted Residual -,30816 ,19993 -,00022 ,14200 25
Stud. Deleted Residual -2,499 1,450 -,014 1,048 25
Mahal. Distance ,059 7,407 1,920 1,656 25
Cook's Distance ,000 ,163 ,036 ,039 25
Centered Leverage Value ,002 ,309 ,080 ,069 25
a. Dependent Variable: Sqrt_INFLASI
One-Sample Kolmogorov-Smirnov Test
Sqrt_KREDIT Sqrt_INFLASI Sqrt_INVESTASI
N 25 25 25
a,b
Normal Parameters Mean 837,1915 9,4794 222,3528
Std. Deviation 36,90021 ,33597 34,25722
Most Extreme Differences Absolute ,130 ,201 ,111
Positive ,074 ,163 ,111
Negative -,130 -,201 -,105
Test Statistic ,130 ,201 ,111
Asymp. Sig. (2-tailed) ,200c,d ,011c ,200c,d
a. Test distribution is Normal.
b. Calculated from data.
c. Lilliefors Significance Correction.
d. This is a lower bound of the true significance.
Model Summaryb
Std. Error of the Change Statistics Durbin-Watson
Model R R Square Adjusted R Square Estimate R Square Change F Change df1 df2 Sig. F Change
a
1 ,925 ,855 ,842 ,02853 ,855 64,904 2 22 ,000 ,692
a. Predictors: (Constant), Ln_INVESTASI, Ln_KREDIT
b. Dependent Variable: Ln_INFLASI
ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression ,106 2 ,053 64,904 ,000b
Residual ,018 22 ,001
Total ,124 24
a. Dependent Variable: Ln_INFLASI
b. Predictors: (Constant), Ln_INVESTASI, Ln_KREDIT
Coefficientsa
Standardized
Unstandardized Coefficients Coefficients Correlations Collinearity Statistics
Model B Std. Error Beta t Sig. Zero-order Partial Part Tolerance VIF
1 (Constant) -5,601 ,889 -6,299 ,000
Ln_KREDIT ,744 ,066 ,920 11,274 ,000 ,924 ,923 ,915 ,989 1,011
Ln_INVESTASI ,008 ,019 ,037 ,453 ,655 ,134 ,096 ,037 ,989 1,011
a. Dependent Variable: Ln_INFLASI
Coefficient Correlationsa
Model Ln_INVESTASI Ln_KREDIT
1 Correlations Ln_INVESTASI 1,000 -,105
Ln_KREDIT -,105 1,000
Covariances Ln_INVESTASI ,000 ,000
Ln_KREDIT ,000 ,004
a. Dependent Variable: Ln_INFLASI
Collinearity Diagnosticsa
Variance Proportions
Model Dimension Eigenvalue Condition Index (Constant) Ln_KREDIT Ln_INVESTASI
1 1 2,999 1,000 ,00 ,00 ,00
2 ,001 74,222 ,01 ,01 1,00
3 2,088E-5 379,006 ,99 ,99 ,00
a. Dependent Variable: Ln_INFLASI
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value 4,3627 4,6031 4,4970 ,06634 25
Std. Predicted Value -2,024 1,599 ,000 1,000 25
Standard Error of Predicted ,006 ,017 ,010 ,003 25
Value
Adjusted Predicted Value 4,3566 4,6065 4,4970 ,06727 25
Residual -,06401 ,03879 ,00000 ,02731 25
Std. Residual -2,244 1,360 ,000 ,957 25
Stud. Residual -2,297 1,390 ,001 1,007 25
Deleted Residual -,06707 ,04155 ,00005 ,03029 25
Stud. Deleted Residual -2,574 1,422 -,015 1,051 25
Mahal. Distance ,054 7,287 1,920 1,668 25
Cook's Distance ,000 ,157 ,036 ,038 25
Centered Leverage Value ,002 ,304 ,080 ,070 25
a. Dependent Variable: Ln_INFLASI
Charts
One-Sample Kolmogorov-Smirnov Test
Ln_KREDIT Ln_INFLASI Ln_INVESTASI
N 25 25 25
a,b
Normal Parameters Mean 13,4582 4,4970 10,7849
Std. Deviation ,08877 ,07174 ,31642
Most Extreme Differences Absolute ,138 ,208 ,119
Positive ,066 ,162 ,119
Negative -,138 -,208 -,119
Test Statistic ,138 ,208 ,119
c,d c
Asymp. Sig. (2-tailed) ,200 ,007 ,200c,d
a. Test distribution is Normal.
b. Calculated from data.
c. Lilliefors Significance Correction.
d. This is a lower bound of the true significance.