LAMPIRAN-LAMPIRAN Regression ESTIMASI CFO

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LAMPIRAN-LAMPIRAN Regression ESTIMASI CFO

Variables Entered/Removed^a Model Variables

Entered

Variables Removed

Method

1

Dsi_per_AT1_i, s1_per_AT1_i, Si_per_AT1_i^b

. Enter

a. Dependent Variable: CFOi_per_AT1_i b. All requested variables entered.

Model Summary^b

Model R R Square Adjusted R

Square

Std. Error of the Estimate

1 ,284^a ,080 ,059 ,13204

a. Predictors: (Constant), Dsi_per_AT1_i, s1_per_AT1_i, Si_per_AT1_i b. Dependent Variable: CFOi_per_AT1_i

ANOVA^a

Model Sum of Squares df Mean Square F Sig.

1

Regression ,195 3 ,065 3,732 ,013^b

Residual 2,232 128 ,017

Total 2,427 131

a. Dependent Variable: CFOi_per_AT1_i

b. Predictors: (Constant), Dsi_per_AT1_i, s1_per_AT1_i, Si_per_AT1_i

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Coefficients^a

Model Unstandardized

Coefficients

Standardized Coefficients

t Sig.

B Std. Error Beta

1

(Constant) ,095 ,026 3,635 ,000

s1_per_AT1_i -16515,973 5330,557 -,263 -3,098 ,002

Si_per_AT1_i ,024 ,020 ,152 1,245 ,215

Dsi_per_AT1_i -,020 ,060 -,041 -,333 ,739

Residuals Statistics^a

Minimum Maximum Mean Std. Deviation N

Predicted Value -,0543 ,1577 ,0974 ,03860 132

Residual -,33954 ,47161 ,00000 ,13052 132

Std. Predicted Value -3,932 1,561 ,000 1,000 132

Std. Residual -2,572 3,572 ,000 ,988 132

Regression ESTIMASI DISEXP

Entered

Variables Removed

Method

1 St1_i_per_At1_i,

s1_per_AT1_i^b . Enter

a. Dependent Variable: DISEXPi_per_At1_i b. All requested variables entered.

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Model Summary^b

Square

1 ,225^a ,051 ,036 ,20800

a. Predictors: (Constant), St1_i_per_At1_i, s1_per_AT1_i b. Dependent Variable: DISEXPi_per_At1_i

ANOVA^a

1

Regression ,299 2 ,149 3,451 ,035^b

Residual 5,581 129 ,043

Total 5,880 131

a. Dependent Variable: DISEXPi_per_At1_i

b. Predictors: (Constant), St1_i_per_At1_i, s1_per_AT1_i

Coefficients^a

Coefficients

t Sig.

B Std. Error Beta

1

(Constant) ,135 ,041 3,289 ,001

s1_per_AT1_i 18504,933 8396,763 ,190 2,204 ,029

St1_i_per_At1_i ,034 ,027 ,109 1,264 ,208

Predicted Value ,1484 ,4519 ,2120 ,04774 132

Residual -,33217 ,91758 ,00000 ,20641 132

Std. Residual -1,597 4,411 ,000 ,992 132

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Regression ESTIMASI PROD

Entered

Variables Removed

Method

1

DSt1_per_At1_i, s1_per_AT1_i, St1_i_per_At1_i, Dsi_per_AT1_i^b

. Enter

a. Dependent Variable: PRODi_per_At1_i b. All requested variables entered.

Model Summary^b

Square

1 ,916^a ,839 ,834 ,33682

a. Predictors: (Constant), DSt1_per_At1_i, s1_per_AT1_i, St1_i_per_At1_i, Dsi_per_AT1_i

b. Dependent Variable: PRODi_per_At1_i

ANOVA^a

1

Regression 75,020 4 18,755 165,314 ,000^b

Residual 14,408 127 ,113

Total 89,428 131

a. Dependent Variable: PRODi_per_At1_i

b. Predictors: (Constant), DSt1_per_At1_i, s1_per_AT1_i, St1_i_per_At1_i, Dsi_per_AT1_i

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Coefficients^a

Coefficients

t Sig.

B Std. Error Beta

1

(Constant) -,182 ,067 -2,712 ,008

s1_per_AT1_i 1635,759 13602,867 ,004 ,120 ,904

St1_i_per_At1_i ,857 ,050 ,704 17,000 ,000

Dsi_per_AT1_i 32,755 13,559 10,950 2,416 ,017

DSt1_per_At1_i -31,689 13,500 -10,632 -2,347 ,020 a. Dependent Variable: PRODi_per_At1_i

Predicted Value -,0389 6,5514 1,1440 ,75675 132

Residual -1,79612 ,77708 ,00000 ,33164 132

Std. Residual -5,333 2,307 ,000 ,985 132

a. Dependent Variable: PRODi_per_At1_i

Regression

Entered

Variables Removed

Method

1

MTB, LEV, ABN_DISEXP, SIZE,

ABN_CFO, ABN_PROD, ROA^b

. Enter

a. Dependent Variable: ERC b. All requested variables entered.

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Model Summary^b

Square

Durbin-Watson

1 ,544^a ,296 ,256 ,00181 2,158

a. Predictors: (Constant), MTB, LEV, ABN_DISEXP, SIZE, ABN_CFO, ABN_PROD, ROA b. Dependent Variable: ERC

ANOVA^a

1

Regression ,000 7 ,000 7,448 ,000^b

Residual ,000 124 ,000

Total ,001 131

a. Dependent Variable: ERC

b. Predictors: (Constant), MTB, LEV, ABN_DISEXP, SIZE, ABN_CFO, ABN_PROD, ROA

Coefficients^a

Coefficients

t Sig. Collinearity Statistics

B Std.

Error

Beta Tolerance VIF

1

(Constant) ,256 ,002 131,524 ,000

ABN_CFO ,002 ,002 ,115 ,963 ,338 ,395 2,535

ABN_DISEXP ,003 ,001 ,265 2,763 ,007 ,616 1,624

ABN_PROD ,002 ,001 ,337 2,750 ,007 ,378 2,642

SIZE ,000 ,000 -,305 -3,017 ,003 ,555 1,803

ROA ,016 ,003 ,859 4,637 ,000 ,165 6,046

LEV -,002 ,001 -,181 -2,024 ,045 ,710 1,409

MTB ,000 ,000 -,358 -2,409 ,017 ,257 3,892

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Collinearity Diagnostics^a

Model Dimen sion

Eigen value

Condition Index

Variance Proportions (Const

ant) ABN_

CFO

ABN_DI SEXP

ABN_

PROD

SIZE ROA LEV MTB

1

1 4,210 1,000 ,00 ,00 ,00 ,00 ,00 ,00 ,00 ,01

2 2,098 1,417 ,00 ,05 ,05 ,06 ,00 ,00 ,00 ,00

3 ,932 2,125 ,00 ,11 ,40 ,01 ,00 ,00 ,00 ,00

4 ,339 3,526 ,00 ,15 ,40 ,66 ,00 ,00 ,00 ,02

5 ,257 4,050 ,00 ,46 ,00 ,00 ,00 ,02 ,01 ,23

6 ,100 6,476 ,00 ,09 ,03 ,07 ,01 ,05 ,78 ,01

7 ,060 8,343 ,01 ,05 ,03 ,02 ,00 ,76 ,06 ,71

8 ,003 36,271 ,99 ,10 ,09 ,17 ,99 ,16 ,14 ,01

Predicted Value ,2483 ,2548 ,2508 ,00114 132

Standard Error of Predicted

Value ,000 ,001 ,000 ,000 132

Adjusted Predicted Value ,2481 ,2557 ,2509 ,00118 132

Residual -,00757 ,00550 ,00000 ,00176 132

Std. Residual -4,174 3,034 ,000 ,973 132

Stud. Residual -4,369 3,138 -,003 1,012 132

Deleted Residual -,00829 ,00588 -,00001 ,00191 132

Stud. Deleted Residual -4,731 3,258 -,004 1,036 132

Mahal. Distance 1,067 38,830 6,947 7,047 132

Cook's Distance ,000 ,228 ,011 ,031 132

Centered Leverage Value ,008 ,296 ,053 ,054 132

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Charts

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NPar Tests

One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual

N 132

Normal Parameters^a,b Mean 0E-7

Std. Deviation ,00176377

Most Extreme Differences

Absolute ,105

Positive ,103

Negative -,105

Kolmogorov-Smirnov Z 1,204

Asymp. Sig. (2-tailed) ,110

a. Test distribution is Normal.

b. Calculated from data.