TES ASUMSI KLASIK Tes Normalitas

One-Sample Kolmogorov-Smirnov Test Residual N Normal Parameters(a,b) Most Extreme Differences Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a Test distribution is Normal. b Calculated from data. Mean Std. Deviation Absolute Positive Negative 93 .0000 .64503 .132 .132 -.118 1.272 .079

Tes Autokorelasi

Model Summary(b) Adjusted R Std. Error of R R Square Square the Estimate .777(a) .604 .586 .659531247 a Predictors: (Constant), KURS, ROE, FINLEV, BUNGA b Dependent Variable: RETURN Model 1

Durbin-Watson 1.879

Tes Multikolinearitas
Coefficients(a) Unstandardized Coefficients B 4.722 .297 .418 -60.515 .123 a Dependent Variable: RETURN (Constant) FINLEV ROE BUNGA KURS Model 1 Std. Error .838 .419 .372 10.985 .011 Standardized Coefficients Beta .048 .076 -.539 1.069

t Tolerance 5.632 .708 1.124 -5.509 10.919

Sig. VIF .000 .481 .264 .000 .000

Collinearity Statistics B .976 .980 .470 .470 Std. Error 1.024 1.021 2.128 2.128

Tes Heteroskedastisitas

Normal P-P Plot of Regression tandardized Residual

Dependent ariable: RETURN

1.0

Prob Expected

0.8

0.6

0.4

0.2

0.0 0.0 0.2 0.4 0.6 0.8 1.0

Observed

Prob

TES HIPOTESIS R - Test

Model Summary(b) Adjusted R Std. Error of R R Square Square the Estimate .777(a) .604 .586 .659531247 a Predictors: (Constant), KURS, ROE, FINLEV, BUNGA b Dependent Variable: RETURN Model 1

F Test
ANOVA(b) Sum of Squares df Mean Square Regression 58.348 4 14.587 Residual 38.278 88 .435 Total 96.626 92 a Predictors: (Constant), KURS, ROE, FINLEV, BUNGA b Dependent Variable: RETURN Model 1

F 33.535

Sig. .000(a)

F Hitung : 33,535 F table : 2,475 Sehingga F hitung > F table Ho Ditolak

T Test T Hitung :
Unstandardized Coefficients Model 1 B 4.722 .297 .418 -60.515 .123 Std. Error .838 .419 .372 10.985 .011 Standardized Coefficients Beta .048 .076 -.539 1.069 t Tolerance 5.632 .708 1.124 -5.509 10.919 Sig. VIF .000 .481 .264 .000 .000 Collinearity Statistics B .976 .980 .470 .470 Std. Error 1.024 1.021 2.128 2.128

(Constant) FINLEV ROE BUNGA KURS

T table : 1, 98