Descriptives
Descriptive Statistics
241 -12.90 18.95 3.4941 5.96601 241 -33.59 41.55 7.2853 14.16071 241 -14.16 6.61 1.3918 2.26367 241 -.29221 .17757 .0055687 .05846892 241
ROA ROE NPM Return
Valid N (listwise)
N Minimum Maximum Mean Std. Deviation
PENGUJIAN ASUMSI KLASIK
1. UJI NORMALITAS
Awal
Explore
Case Processing Summary
500 100.0% 0 .0% 500 100.0%
Unstandardized Residual
N Percent N Percent N Percent
Valid Missing Total
Cases
Descriptives
.0000000 .04197255 -.0824647
-.707 .109 .392 .218 Mean
Lower Bound Upper Bound 95% Confidence
Interval for Mean
5% Trimmed Mean Median
Variance Std. Deviation Minimum Maximum Range
Interquartile Range Skewness
Kurtosis Unstandardized Residual
Statistic Std. Error
Tests of Normality
.107 500 .000 .934 500 .000
Unstandardized Residual
Statistic df Sig. Statistic df Sig. Kolmogorov-Smirnov a Shapiro-Wilk
Unstandardized Residual
Unstandardized Residual Stem-and-Leaf Plot
Frequency Stem & Leaf
5.00 -3 . 1 7.00 -2 . 5& 3.00 -2 . & 10.00 -1 . 67& 36.00 -1 . 00001234
98.00 -0 . 555666777777888899999999 79.00 -0 . 0001111122223334444 72.00 0 . 00111222333444444
166.00 0 . 555566677778889999999999999999999999999999 19.00 1 . 01224&
3.00 1 . & 2.00 2 . &
Stem width: 1.00000 Each leaf: 4 case(s)
& denotes fractional leaves.
Observed Value
0.2 0.1
0.0 -0.1
-0.2
Expected Normal
3
2
1
0
-1
-2
-3
Observed Value
2 0
-2 -4
De
v fr
om Nor
m
al
0.0
-0.5
-1.0
Detrended Normal Q-Q Plot of Unstandardized Residual
Unstandardized Residual 2.00000
0.00000
-2.00000
Uji Normalitas Akhir
Explore
Case Processing Summary
241 100.0% 0 .0% 241 100.0% Unstandardized Residual
N Percent N Percent N Percent
Valid Missing Total
Cases
Descriptives
.0000000 .00376516 -.0074170
.0074170
.0008265 -.0002068 .003 .05845105 -.29456 .17033 .46489 .04945
-.441 .157 2.850 .312 Mean
Lower Bound Upper Bound 95% Confidence
Interval for Mean
5% Trimmed Mean Median
Variance Std. Deviation Minimum Maximum Range
Interquartile Range Skewness
Kurtosis Unstandardized Residual
Statistic Std. Error
Tests of Normality
.107 241 .064 .953 241 .612 Unstandardized Residual
Statistic df Sig. Statistic df Sig. Kolmogorov-Smirnova Shapiro-Wilk
Unstandardized Residual
Unstandardized Residual Stem-and-Leaf Plot
Frequency Stem & Leaf
Observed Value
0.2
Observed Value
0.2 0.1
0.0 -0.1
-0.2 -0.3
D
ev fr
om
Norm
al
1
0
-1
-2
-3
Detrended Normal Q-Q Plot of Unstandardized Residual
Unstandardized Residual 2.00000
0.00000
-2.00000
2. Uji Multikolinearitas
Coefficientsa
.007 .005 1.286 .200
.036 .001 -.037 -1.340 .734 .361 2.771
.419 .000 .023 1.212 .833 .363 2.758
.029 .002 -.011 -1.170 .865 .991 1.009
(Constant)
B Std. Error
Unstandardized Coefficients
Beta Standardized
Coefficients
t Sig. Tolerance VIF
Collinearity Statistics
Dependent Variable: Return a.
3. Uji Heteroskedastisitas
Coefficientsa
.036 .004 9.887 .000
-2.0E-005 .001 -.003 -.027 .979 .001 .000 .168 1.583 .115 .001 .001 .047 .724 .470 (Constant)
B Std. Error Unstandardized
Dependent Variable: ABS_RES a.
4. Uji Autokorelasi
Model Summaryb
.025a .001 -.012 .05881983 1.969
Model 1
R R Square
Adjusted R Square
Std. Error of the Estimate
Durbin-Watson
Predictors: (Constant), NPM, ROE, ROA a.
PENGUJIAN HIPOTESIS
Regression
Variables Entered/Removedb
NPM, ROE,
ROAa . Enter
Removed Method
All requested variables entered. a.
Dependent Variable: Return b.
Model Summary
.025a .001 -.012 .05881983
Model 1
R R Square
Adjusted R Square
Std. Error of the Estimate
Predictors: (Constant), NPM, ROE, ROA a.
ANOVAb
.001 3 .000 .048 .986a
.820 237 .003 .820 240
Regression
Squares df Mean Square F Sig.
Predictors: (Constant), NPM, ROE, ROA a.
Dependent Variable: Return b.
Coefficientsa
.007 .005 1.286 .200
.036 .001 -.037 -1.340 .734 .419 .000 .023 1.212 .833 .029 .002 -.011 -1.170 .865 (Constant)
B Std. Error Unstandardized
Charts
Regression Standardized Residual
4 2
0 -2
-4 -6
F
req
uenc
y
60
50
40
30
20
10
0
Histogram
Dependent Variable: Return
Mean =1.96E-16 Std. Dev. =0.994
N =241
Observed Cum Prob
1.0 0.8
0.6 0.4
0.2 0.0
Expected Cum P
rob
1.0
0.8
0.6
0.4
0.2
0.0
Normal P-P Plot of Regression Standardized Residual
OUTLIER ROA – ROE
Explore
Case Processing Summary
262 100.0% 0 .0% 262 100.0% 262 100.0% 0 .0% 262 100.0% ROA
ROE
N Percent N Percent N Percent
Valid Missing Total
Cases
Descriptives
3.2919 .46649 2.3734
.147 .150
.814 .300
5.2909 1.34924 2.6341
-1.587 .150
5.985 .300
Mean
Lower Bound Upper Bound 95% Confidence
Interval for Mean
5% Trimmed Mean Median
Variance Std. Deviation Minimum Maximum Range
Interquartile Range Skewness Kurtosis Mean
Lower Bound Upper Bound 95% Confidence
Interval for Mean
5% Trimmed Mean Median
Variance Std. Deviation Minimum Maximum Range
Interquartile Range Skewness Kurtosis ROA
ROE
Statistic Std. Error
Tests of Normality
.073 262 .002 .983 262 .004 .153 262 .000 .885 262 .000 ROA
ROE
Statistic df Sig. Statistic df Sig. Kolmogorov-Smirnova Shapiro-Wilk
ROA
ROA Stem-and-Leaf Plot
Frequency Stem & Leaf
& denotes fractional leaves.
Observed Value
30
Observed Value
30 20
10 0
-10 -20
-30
Dev from Normal
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
Detrended Normal Q-Q Plot of ROA
30
20
10
0
-10
-20
-30
5 108
231
133 37
111 83
181 24 192
106
ROE
ROE Stem-and-Leaf Plot
Frequency Stem & Leaf
21.00 Extremes (=<-27) 4.00 -2 . 4& 4.00 -1 . 5& 10.00 -1 . 11123 12.00 -0 . 5689& 15.00 -0 . 0123344
51.00 0 . 0000001111122222333333444 31.00 0 . 5666778889999
41.00 1 . 00001111222233444444 19.00 1 . 55566788&
19.00 2 . 00223334& 20.00 2 . 556677889 4.00 3 . 00
2.00 3 . & 2.00 4 . & 7.00 Extremes (>=44)
Stem width: 10.00 Each leaf: 2 case(s)
& denotes fractional leaves.
100 50
0 -50
-100 -150
E
xpe
ct
ed
N
o
rmal
3
2
1
0
-1
-2
-3
Observed Value
100 50
0 -50
-100 -150
De
v from Norma
l
1
0
-1
-2
-3
ROE 100
50
0
-50
-100
-150
33 46 24
106 45
260 37
5
83 95 231
133
12
55 200
192 91 252
