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  • Olah Data

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    dewa juliana
    15 просмотров6 страниц
    This document contains the results of descriptive statistics, normality testing, multicollinearity testing, autocorrelation testing, heteroskedasticity testing, and multiple linear regression analysis of variables X1, X2, X3 predicting variable Y. It finds that the variables are normally distributed without multicollinearity or autocorrelation, but there may be heteroskedasticity. The multiple linear regression model is statistically significant with X1 and X3 predicting Y.

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    This document contains the results of descriptive statistics, normality testing, multicollinearity testing, autocorrelation testing, heteroskedasticity testing, and multiple linear regression analysis of variables X1, X2, X3 predicting variable Y. It finds that the variables are normally distributed without multicollinearity or autocorrelation, but there may be heteroskedasticity. The multiple linear regression model is statistically significant with X1 and X3 predicting Y.

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    © All Rights Reserved
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    Отметить как неприемлемый контент
    15 просмотров6 страниц

    Olah Data

    Загружено:

    dewa juliana
    This document contains the results of descriptive statistics, normality testing, multicollinearity testing, autocorrelation testing, heteroskedasticity testing, and multiple linear regression analysis of variables X1, X2, X3 predicting variable Y. It finds that the variables are normally distributed without multicollinearity or autocorrelation, but there may be heteroskedasticity. The multiple linear regression model is statistically significant with X1 and X3 predicting Y.

    Авторское право:

    © All Rights Reserved
    Скачайте в формате DOCX, PDF, TXT или читайте онлайн в Scribd
    Отметить как неприемлемый контент
    из 6

    Lampiran 2

    Statistik Deskriptif

    Descriptive Statistics
    N Minimum Maximum Mean Std. Deviation
    X1 20 993185 5578084 2342470.80 1309489.634
    X2 20 293 953 536.90 194.408
    X3 20 34.6 62.9 50.715 7.7139
    Y 20 41435 141975 85783.85 30474.629
    Valid N
    20
    (listwise)
    Lampiran 3

    Uji Normalitas

    One-Sample Kolmogorov-Smirnov Test


    Unstandardize
    d Residual
    N 20
    Mean .0000000
    Normal Parametersa,b 10320.786464
    Std. Deviation
    15
    Absolute .136
    Most Extreme
    Positive .136
    Differences
    Negative -.100
    Kolmogorov-Smirnov Z .609
    Asymp. Sig. (2-tailed) .853
    a. Test distribution is Normal.
    b. Calculated from data.
    Lampiran 4

    Uji Multikolinieritas

    Variables Entered/Removeda
    Model Variables Variables Method
    Entered Removed
    1 X3, X2, X1b . Enter
    a. Dependent Variable: Y
    b. All requested variables entered.

    Coefficientsa
    Model Unstandardized Standardized t Sig. Collinearity Statistics
    Coefficients Coefficients
    B Std. Error Beta Tolerance VIF
    (Constant) 69345.379 19244.938 3.603 .002
    X1 .021 .003 .910 6.487 .000 .365 2.743
    1
    X2 36.578 20.768 .233 1.761 .097 .408 2.448
    X3 -1040.839 452.330 -.263 -2.301 .035 .547 1.829
    a. Dependent Variable: Y

    Coefficient Correlationsa
    Model X3 X2 X1
    X3 1.000 -.211 -.383
    Correlations X2 -.211 1.000 -.602
    X1 -.383 -.602 1.000
    1
    X3 204602.550 -1979.891 -.566
    Covariances X2 -1979.891 431.291 -.041
    X1 -.566 -.041 1.065E-005
    a. Dependent Variable: Y
    Lampiran 5

    Uji Autokorelasi

    Variables Entered/Removeda
    Model Variables Variables Method
    Entered Removed
    1 X3, X2, X1b . Enter
    a. Dependent Variable: Y
    b. All requested variables entered.

    Model Summaryb
    Model R R Square Adjusted R Std. Error of Durbin-
    Square the Estimate Watson
    1 .941a .885 .864 11246.816 2.201
    a. Predictors: (Constant), X3, X2, X1
    b. Dependent Variable: Y
    Lampiran 6

    Uji Heteroskedastisitas

    Variables Entered/Removeda
    Model Variables Variables Method
    Entered Removed
    1 X3, X2, X1b . Enter
    a. Dependent Variable: RES3
    b. All requested variables entered.

    Model Summary
    Model R R Square Adjusted R Std. Error of
    Square the Estimate
    1 .259a .067 -.108 6790.45776
    a. Predictors: (Constant), X3, X2, X1

    ANOVAa
    Model Sum of df Mean Square F Sig.
    Squares
    Regression 53243010.327 3 17747670.109 .385 .765b
    737765066.23
    Residual 16 46110316.639
    1 1
    791008076.55
    Total 19
    8
    a. Dependent Variable: RES3
    b. Predictors: (Constant), X3, X2, X1

    Coefficientsa
    Model Unstandardized Coefficients Standardized t Sig.
    Coefficients
    B Std. Error Beta
    (Constant) -490.776 11619.460 -.042 .967
    X1 .001 .002 .161 .402 .693
    1
    X2 -3.240 12.539 -.098 -.258 .799
    X3 162.214 273.102 .194 .594 .561
    a. Dependent Variable: RES3
    Lampiran 7

    Uji Regresi Linear Berganda

    Variables Entered/Removeda
    Model Variables Variables Method
    Entered Removed
    1 X3, X2, X1b . Enter
    a. Dependent Variable: Y
    b. All requested variables entered.

    Model Summaryb
    Model R R Square Adjusted R Std. Error of Durbin-
    Square the Estimate Watson
    1 .941a .885 .864 11246.816 2.201
    a. Predictors: (Constant), X3, X2, X1
    b. Dependent Variable: Y

    ANOVAa
    Model Sum of Squares df Mean Square F Sig.
    Regression 15621503711.017 3 5207167903.672 41.166 .000b
    1 Residual 2023854031.533 16 126490876.971
    Total 17645357742.550 19
    a. Dependent Variable: Y
    b. Predictors: (Constant), X3, X2, X1

    Coefficientsa
    Model Unstandardized Coefficients Standardized t Sig.
    Coefficients
    B Std. Error Beta
    (Constant) 69345.379 19244.938 3.603 .002
    X1 .021 .003 .910 6.487 .000
    1
    X2 36.578 20.768 .233 1.761 .097
    X3 -1040.839 452.330 -.263 -2.301 .035
    a. Dependent Variable: Y

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