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/FILE='C:\Users\Dokter Lepi\Documents\skripsweet\Untitled2.xlsx'
/SHEET=name 'Sheet1'
/CELLRANGE=full
/READNAMES=on
/ASSUMEDSTRWIDTH=32767.
EXECUTE.
DATASET NAME DataSet1 WINDOW=FRONT.
COMPUTE SQRTDER=SQRT(DER).
EXECUTE.
COMPUTE SQRTINDEKS=SQRT(INDEKS).
EXECUTE.
DESCRIPTIVES VARIABLES=SQRTROE SQRTDER SQRTINDEKS SQRTTOBINSQ
/STATISTICS=MEAN STDDEV MIN MAX.
Descriptives
Notes
Descriptive Statistics
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT SQRTTOBINSQ
/METHOD=ENTER SQRTROE SQRTDER SQRTINDEKS
/SAVE PRED RESID.
Regression
Notes
[DataSet1]
Variables Entered/Removeda
SQRTINDEKS,
1 SQRTDER, . Enter
b
SQRTROE
ANOVAa
Total 55.300 65
Coefficientsa
Residuals Statisticsa
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT SQRTTOBINSQ
/METHOD=ENTER SQRTROE SQRTDER SQRTINDEKS
/SAVE PRED RESID.
Regression
Notes
[DataSet1]
Variables Entered/Removeda
SQRTINDEKS,
1 SQRTDER, . Enter
b
SQRTROE
ANOVAa
Total 55.300 65
Coefficientsa
Coefficientsa
VIF
(Constant)
SQRTROE 1.337
1
SQRTDER 1.278
SQRTINDEKS 1.056
Collinearity Diagnosticsa
Collinearity Diagnosticsa
SQRTINDEKS
1 .00
2 .04
1
3 .00
4 .96
Residuals Statisticsa
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT SQRTTOBINSQ
/METHOD=ENTER SQRTROE SQRTDER SQRTINDEKS
/RESIDUALS DURBIN
/SAVE PRED RESID.
Regression
Notes
[DataSet1]
Variables Entered/Removeda
SQRTINDEKS,
1 SQRTDER, . Enter
b
SQRTROE
ANOVAa
Total 55.300 65
Coefficientsa
Coefficientsa
VIF
(Constant)
SQRTROE 1.337
1
SQRTDER 1.278
SQRTINDEKS 1.056
a. Dependent Variable: SQRTTOBINSQ
Coefficient Correlationsa
Collinearity Diagnosticsa
Collinearity Diagnosticsa
1 .00
2 .04
1
3 .00
4 .96
Residuals Statisticsa
COMPUTE LNSQRTINDEKS=LN(SQRTINDEKS).
EXECUTE.
COMPUTE LNSQRTROE=LN(SQRTROE).
EXECUTE.
COMPUTE LNSQRTDER=LN(SQRTDER).
EXECUTE.
COMPUTE LNSQRTTOBINSQ=LN(SQRTTOBINSQ).
EXECUTE.
COMPUTE LAGSQRTTOBINSQ=LNSQRTTOBINSQ - 0.4886 * LAG(LNSQRTTOBINSQ).
EXECUTE.
COMPUTE LAGSQRTROE=LNSQRTROE - 0.4886 * LAG(LNSQRTROE).
EXECUTE.
COMPUTE LAGSQRTDER=LNSQRTDER - 0.4886 * LAG(LNSQRTDER).
EXECUTE.
COMPUTE LAGSQRTINDEKS=LNSQRTINDEKS - 0.4886 * LAG(LNSQRTINDEKS).
EXECUTE.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT LAGSQRTTOBINSQ
/METHOD=ENTER LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/RESIDUALS DURBIN
/SAVE PRED RESID.
Regression
Notes
[DataSet1]
Variables Entered/Removeda
Model Summaryb
ANOVAa
Total 8.950 64
Coefficientsa
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT LAGSQRTTOBINSQ
/METHOD=ENTER LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN
/SAVE PRED RESID.
Regression
Notes
[DataSet1]
Variables Entered/Removeda
Model Summaryb
ANOVAa
Total 8.950 64
Coefficientsa
Charts
COMPUTE ABSRESID=ABS(RES_6).
EXECUTE.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT ABSRESID
/METHOD=ENTER LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN
/SAVE PRED RESID.
Regression
Notes
[DataSet1]
Variables Entered/Removeda
LAGSQRTINDE
KS,
1 . Enter
LAGSQRTDER,
LAGSQRTROEb
Model Summaryb
ANOVAa
Total 1.160 64
Residuals Statisticsa
Charts
NPAR TESTS
/K-S(NORMAL)=LAGSQRTTOBINSQ LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/MISSING ANALYSIS.
NPar Tests
Notes
[DataSet1]
N 65 65 65
Mean .2061 -.4332 -.2008
Normal Parametersa,b
Std. Deviation .37395 .32492 .40527
Absolute .085 .126 .089
Most Extreme Differences Positive .085 .126 .089
Negative -.072 -.111 -.076
Kolmogorov-Smirnov Z .682 1.019 .716
Asymp. Sig. (2-tailed) .740 .250 .685
One-Sample Kolmogorov-Smirnov Test
LAGSQRTINDEKS
N 65
Mean -.2917
Normal Parametersa,b
Std. Deviation .12248
Absolute .154
Most Extreme Differences Positive .097
Negative -.154
Kolmogorov-Smirnov Z 1.245
Asymp. Sig. (2-tailed) .090
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT LAGSQRTTOBINSQ
/METHOD=ENTER LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN
/SAVE PRED RESID.
Regression
Notes
[DataSet1]
Variables Entered/Removeda
Model Summaryb
ANOVAa
Total 8.950 64
Coefficientsa
Charts
NPAR TESTS
/K-S(NORMAL)=RES_5
/MISSING ANALYSIS.
NPar Tests
Notes
[DataSet1]
Unstandardized
Residual
N 65
Mean 0E-7
Normal Parametersa,b
Std. Deviation .19220741
Absolute .087
Most Extreme Differences Positive .087
Negative -.077
Kolmogorov-Smirnov Z .701
Asymp. Sig. (2-tailed) .710
Regression
Notes
Notes
Variables Created or
RES_6 Unstandardized Residual
Modified
[DataSet1]
Variables Entered/Removeda
Model Summaryb
ANOVAa
Total 8.950 64
Coefficientsa
Coefficientsa
Model Collinearity Statistics
Tolerance VIF
(Constant)
Coefficient Correlationsa
Collinearity Diagnosticsa
Collinearity Diagnosticsa
LAGSQRTINDEKS
1 1 .01
2 .01
3 .10
4 .87
Residuals Statisticsa
Charts
COMPUTE ABSLAGSQRTRESID=ABS(RES_6).
EXECUTE.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT ABSLAGSQRTRESID
/METHOD=ENTER LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN
/SAVE PRED RESID.
Regression
Notes
Notes
Variables Created or
RES_7 Unstandardized Residual
Modified
[DataSet1]
Variables Entered/Removeda
LAGSQRTINDE
KS,
1 . Enter
LAGSQRTDER,
LAGSQRTROEb
Model Summaryb
ANOVAa
Total 1.160 64
a. Dependent Variable: ABSLAGSQRTRESID
b. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE
Coefficientsa
Coefficientsa
Tolerance VIF
(Constant)
Coefficient Correlationsa
Model LAGSQRTINDE LAGSQRTDER LAGSQRTROE
KS
Collinearity Diagnosticsa
LAGSQRTINDEKS
1 .01
2 .01
1
3 .10
4 .87
Residuals Statisticsa
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT LAGSQRTTOBINSQ
/METHOD=ENTER LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/SAVE RESID.
Regression
Notes
Notes
Variables Created or
RES_8 Unstandardized Residual
Modified
[DataSet1]
Variables Entered/Removeda
LAGSQRTINDE
KS,
1 . Enter
LAGSQRTDER,
LAGSQRTROEb
Model Summaryb
ANOVAa
Coefficientsa
Coefficientsa
Tolerance VIF
(Constant)
Coefficient Correlationsa
Collinearity Diagnosticsa
LAGSQRTINDEKS
1 .01
2 .01
1
3 .10
4 .87
Residuals Statisticsa