BAB 7METIL.DOC

8/19/2019 BAB 7METIL.DOC

1/27

Regression

[DataSet1] D:\KULIAH\METIL\CROSSEC1.xls

Variables Entered/Removed(b)

ModelVariablesEntered

VariablesRemoved Method

1 SAVING,SIZE,WEALTH,EARNSa!

"Enter

a All re#$ested variables entered"

b %e&endent Variable' IN()ME

Model Summary

Model R R S#$are Ad*$sted R

S#$areStd" Error o+ the

Estimate

1 "-a! "./ "0- "232.4

a 5redi6tors' (onstant!, SAVING, SIZE, WEALTH, EARNS

ANOVA(b)

ModelS$m o+

S#$ares d+ Mean S#$are 7 Si8"

1 Re8ression 41"04/ 2 3-3"242 -"04 "...a!

Resid$al 30"114 -3 /".

Total -34"2 --

a 5redi6tors' (onstant!, SAVING, SIZE, WEALTH, EARNSb %e&endent Variable' IN()ME

Coefficients(a)

Model

9nstandardi:ed(oe++i6ients

Standardi:ed(oe++i6ients

t Si8"

(ollinearit; Statisti6s

< Std" Error


2/27

WEALTH "144 "120 1"... ="/11

EARNS ="24/ =".3/ ="/11 1"...

(ovarian6es SAVING "..2 ="..1 "... ="..

SIZE ="..1 ". "... ="..1WEALTH "... "... "... ="..1

EARNS =".. ="..1 ="..1 "..3

a %e&endent Variable' IN()ME

Collinearity iagnostics(a)

Model %imension Ei8enval$e(ondition

Inde>

Varian6e 5ro&ortions

(onstant! SIZE EARNS WEALTH SAVING

1 1 4"304 1"... ".1 ".1 ".1 ". ".

"04/ ".4 ".1 ".1 ".. ".. "04

4 "34/ "34 ".1 ".4 ".. "20 "./

2 "1. 3"0/1 ".1 "11 "-. "31 "10

3 ".2 "//- "-0 "2 ".- ".. ".4


Regression





1 SAVING,

SIZE,WEALTH,EARNSa!

"Enter

a All re#$ested variables entered"b %e&endent Variable' IN()ME

Model Summary(b)



Estimate %$rbin=Watson

1 "-a! "./ "0- "232.4 "143


ANOVA(b)

ModelS$m o+


1 Re8ression 41"04/ 2 3-3"242 -"04 "...a!

Resid$al 30"114 -3 /".


3/27

Total -34"2 --


Coefficients(a)

Model



t Si8"


< Std" Error



1 1 4"304 1"... ".1 ".1 ".1 ". ".

"04/ ".4 ".1 ".1 ".. ".. "04

4 "34/ "34 ".1 ".4 ".. "20 "./

2 "1. 3"0/1 ".1 "11 "-. "31 "10

3 ".2 "//- "-0 "2 ".- ".. ".4a %e&endent Variable' IN()ME

Case!ise iagnostics(a)

(ase N$mber Std" Resid$al IN()ME5redi6ted

Val$e Resid$al

2 4". 1-"4/ 1.".40 -"4-0

23 4"01 2"4 12"033 -"3..33



4/27

Residuals Statistics(a)

Minim$m Ma>im$m Mean Std" %eviation N

5redi6ted Val$e 2"124 42".322 1."131 2"-.2- 1..

Resid$al =4"/4/. -"3..33 "..... "2.4-2 1..

Std" 5redi6ted Val$e =1"3 2"04 "... 1"... 1..

Std" Resid$al =1"3.1 4"01 "... "-. 1..


>Warning # 6427. Text: A>One or more cases in the file had invalid data.

>Warning # 6427. Text: B>One or more cases in the file had invalid data.

>Warning # 6427. Text: >One or more cases in the file had invalid data.

>Warning # 6427. Text: !>One or more cases in the file had invalid data.

>Warning # 6427. Text: ">One or more cases in the file had invalid data.


>Warning # 6427. Text: $>One or more cases in the file had invalid data.

>Warning # 6427. Text: %>One or more cases in the file had invalid data.

>Warning # 6427. Text: &>One or more cases in the file had invalid data.

>Warning # 6427. Text: '>One or more cases in the file had invalid data.

>Warning # 6427. Text: (>One or more cases in the file had invalid data.

C


5/27

>Warning # 6427. Text: )>One or more cases in the file had invalid data.

>Warning # 6427. Text: *>One or more cases in the file had invalid data.

>Warning # 6427. Text: +>One or more cases in the file had invalid data.

>Warning # 6427. Text: O>One or more cases in the file had invalid data.

>Warning # 6427. Text: ,>One or more cases in the file had invalid data.

>Warning # 6427. Text: -

>One or more cases in the file had invalid data.


>Warning # 6427. Text: />One or more cases in the file had invalid data.

>Warning # 6427. Text: T>One or more cases in the file had invalid data.

>Warning # 6427. Text: 0>One or more cases in the file had invalid data.


>Warning # 6427. Text: W>One or more cases in the file had invalid data.

C

>Warning # 6427. Text:

>One or more cases in the file had invalid data.


6/27


!ata ritten to the or5ing file.2 variales and 6 cases ritten.1ariale: A T89e: /tring ormat: A1ariale: B T89e: /tring ormat: A1ariale: T89e: /tring ormat: A1ariale: ! T89e: /tring ormat: A1ariale: " T89e: /tring ormat: A1ariale: T89e: /tring ormat: A

1ariale: $ T89e: /tring ormat: A1ariale: % T89e: /tring ormat: A1ariale: & T89e: /tring ormat: A1ariale: ' T89e: /tring ormat: A1ariale: ( T89e: /tring ormat: A1ariale: ) T89e: /tring ormat: A1ariale: * T89e: /tring ormat: A1ariale: + T89e: /tring ormat: A1ariale: O T89e: /tring ormat: A1ariale: , T89e: /tring ormat: A

1ariale: - T89e: /tring ormat: A1ariale: T89e: /tring ormat: A1ariale: / T89e: /tring ormat: A1ariale: T T89e: /tring ormat: A1ariale: 0 T89e: /tring ormat: A1ariale: 1 T89e: /tring ormat: A1ariale: W T89e: /tring ormat: A1ariale: T89e: /tring ormat: A1ariale: 3 T89e: /tring ormat: A

!ata ritten to the or5ing file.

2 variales and cases ritten.1ariale: OB/ T89e: +;mer ormat: .1ariale: */ T89e: +;mer ormat: .1ariale: $!, T89e: +;mer ormat: .41ariale: T89e: +;mer ormat: .21ariale: T89e: +;mer ormat: .21ariale: *O T89e: +;mer ormat: 1ariale: * T89e: +;mer ormat: 1ariale: )$!, T89e: +;mer ormat: .21ariale: )*/ T89e: +;mer ormat: .2

1ariale: "/


7/27

1ariale: "/


8/27



5redi6ted Val$e 4"-2.4 2"2-1 2"4/.. "404 33

Resid$al ="110.0 "1/0-4 "..... "./40. 33

Std" 5redi6ted Val$e =1"20- 1"02 "... 1"... 33

Std" Resid$al =1"0/ "3/ "... "-0 33

a %e&endent Variable' LMS(R

Regression

Regression

[DataSet3]




1 RES?,

LG%5R, R,R7a!

"Enter

a All re#$ested variables entered"b %e&endent Variable' 9nstandardi:ed Resid$al

Model Summary(b)




1 "...a! "... =". ".3343. 1"1.a 5redi6tors' (onstant!, RES?, LG%5R, R, R7b %e&endent Variable' 9nstandardi:ed Resid$al

ANOVA(b)

ModelS$m o+


1 Re8ression "... 2 "... "... 1"...a!

Resid$al "12- 2- "..4

Total "12- 34

a 5redi6tors' (onstant!, RES?, LG%5R, R, R7b %e&endent Variable' 9nstandardi:ed Resid$al

Coefficients(a)

Model



t Si8"< Std" Error


9/27

1 (onstant! =0"01E=.1 "14 "... 1"...

LG%5R "... ".4 "... "... 1"...

R "... ".. "... "... 1"...

R7 "... "..3 "... "... 1"...RES? "... "13 "... "... 1"...

a %e&endent Variable' 9nstandardi:ed Resid$al



5redi6ted Val$e "....... "....... "....... "........ 32

Resid$al ="12-423 "1400-3/0 "........ ".341.-3 32

Std" 5redi6ted Val$e "... "... "... "... 32

Std" Resid$al ="1 "2-3 "... "-/ 32

a %e&endent Variable' 9nstandardi:ed Resid$al

AC"

[DataSet3]

Model escri#tion

Model Name M)%?1

Series Name 1 9nstandardi:ed Resid$al

Trans+ormation None

Non=Seasonal %i++eren6in8.

Seasonal %i++eren6in8 .

Len8th o+ Seasonal 5eriodNo &eriodi6it;

Ma>im$m N$mber o+ La8s1/

5ro6ess Ass$med +or (al6$latin8 the StandardErrors o+ the A$to6orrelations

Inde&enden6e@hite noise!

%is&la; and 5lot All la8s

A&&l;in8 the model s&e6i+i6ations +rom M)%?1

Case $rocessing Summary

9nstandardi:ed

Resid$al

Series Len8th 33

N$mber o+ Missin8 Val$es 9ser=Missin8 .

S;stem=Missin81a!

N$mber o+ Valid Val$es 32


10/27

N$mber o+ (om&$table 7irst La8s34

a Some o+ the missin8 val$es are imbedded @ithin the series"

%nstandardi&ed Residual

Autocorrelations

Series' 9nstandardi:ed Resid$al

La8 A$to6orrelati

on Std" Errora!

=L*$n8 Statisti6

Val$e d+ Si8"b!

1 ".3 "14 ".40 1 "20 ".4/ "141 "111 "-2/

4 "10 "14. 1".03 4 "04

2 =".24 "1- 1"1/ 2 ".

3 =".14 "10 1"1-/ 3 "-23

/ ="3 "1/ 2"4- / "/2

0 ="11- "13 3"- 0 "/2

".3/ "14 3"3.4 "0.4

- ="/ "1 "-2 - "224

1. ="14 "11 11"3. 1. "44

11 ="122 "11- 1"013 11 "41

1 ".3 "11 1"-.- 1 "40/

14 ".3- "11/ 14"1// 14 "243

12 ".1/ "113 14"13 12 "31

13 "0 "112 10"10 13 "4.-

1/ "14/ "11 1"/2/ 1/ "0

a The $nderl;in8 &ro6ess ass$med is inde&enden6e @hite noise!"b imation"

1/1312141111.-,0/3241

."-."/."4.".=."4=."/=."-Lrnin6Limitrnin6Limiti6int

N$ar 'ests

[DataSet3]

Runs 'est

9nstandardi:edResid$al

Test Val$ea! ="..432

(ases Test Val$e 0

(ases BC Test Val$e 0

Total (ases 32

N$mber o+ R$ns 2

Z =1".--

As;m&" Si8" =tailed! "0

a Median


11/27

Regression





1 SAVING,SIZE,WEALTH,

EARNSa!

"Enter


Model Summary(b)




1 "-a! "./ "0- "232.4 "143


ANOVA(b)

ModelS$m o+


1 Re8ression 41"04/ 2 3-3"242 -"04 "...a!

Resid$al 30"114 -3 /".

Total -34"2 --


Coefficients(a)

Model



t Si8"


< Std" Error


12/27

1 (orrelations SAVING 1"... =".2- "144 ="24/

SIZE =".2- 1"... "120 =".3/

WEALTH "144 "120 1"... ="/11

EARNS ="24/ =".3/ ="/11 1"...(ovarian6es SAVING "..2 ="..1 "... ="..

SIZE ="..1 ". "... ="..1

WEALTH "... "... "... ="..1

EARNS =".. ="..1 ="..1 "..3


Collinearity iagnostics(a)

Model %imension Ei8enval$e(ondition

Inde>



1 1 4"304 1"... ".1 ".1 ".1 ". ".

"04/ ".4 ".1 ".1 ".. ".. "04

4 "34/ "34 ".1 ".4 ".. "20 "./

2 "1. 3"0/1 ".1 "11 "-. "31 "10

3 ".2 "//- "-0 "2 ".- ".. ".4




Val$e Resid$al

2 4". 1-"4/ 1.".40 -"4-0

23 4"01 2"4 12"033 -"3..33




5redi6ted Val$e 2"124 42".322 1."131 2"-.2- 1..

Std" 5redi6ted Val$e =1"3 2"04 "... 1"... 1..

Standard Error o+ 5redi6tedVal$e "/ 1"004 "2/ "3/ 1..

Ad*$sted 5redi6ted Val$e 2"1314 43".330 1."1322 2"-232 1..

Resid$al =4"/4/. -"3..33 "..... "2.4-2 1..

Std" Resid$al =1"3.1 4"01 "... "-. 1..

St$d" Resid$al =1"3 2"1.3 ="..1 1".11 1..

%eleted Resid$al =4"002- 1."/..1 ="..41 "3/-// 1..

St$d" %eleted Resid$al =1"344 2"3. ".1. 1".2/ 1..

Mahal" %istan6e "1 3."/4 4"-/. 0"22/ 1..

(ooDs %istan6e "... "21 ".13 ".2 1..

(entered Levera8e Val$e ".. "31 ".2. ".03 1..



13/27

Carts

41.=1=

3241.=1=

>Warning # 6@2>The arg;ment for the nat;ral log f;nction is less than or e;al to ero.>The res;lt has een set to the s8stemCmissing val;e.

>ommand line: ? ;rrent case: ;rrent s9litfile gro;9:


>ommand line: ? ;rrent case: 2 ;rrent s9litfile gro;9:


>ommand line: ? ;rrent case: = ;rrent s9litfile gro;9:



>Warning # 6@2>The arg;ment for the nat;ral log f;nction is less than or e;al to ero.

>The res;lt has een set to the s8stemCmissing val;e.




C




14/27




>ommand line: ? ;rrent case: ? ;rrent s9litfile gro;9:


>ommand line: ? ;rrent case: @ ;rrent s9litfile gro;9:

>Warning # ?2>The limit of *WA+/ arnings in this data 9ass has een 9rinted. ;rther>arnings have een s;99ressed.

Regression


Regression






"Enter

a All re#$ested variables entered"b %e&endent Variable' LN91

Model Summary(b)




1 "40a! "14 ".-2 "4/ 1"-23

a 5redi6tors' (onstant!, SAVING, SIZE, WEALTH, EARNSb %e&endent Variable' LN91


15/27

ANOVA(b)

Model

S$m o+

S#$ares d+ Mean S#$are 7 Si8"1 Re8ression /1"11- 2 13". 4".-1 "..a!

Resid$al 4."/.1 00 2"-24

Total 221"0. 1

a 5redi6tors' (onstant!, SAVING, SIZE, WEALTH, EARNSb %e&endent Variable' LN91

Coefficients(a)

Model



t Si8"< Std" Error


16/27

Standard Error o+ 5redi6tedVal$e "0 1"010 "24 "/4

Ad*$sted 5redi6ted Val$e ="1/13 ="-/33 =2"43-2 "-3-4.

Resid$al=1."2043 4"322 "..... "1/0/0 Std" Resid$al =2"/-. 1"3-2 "... "-03

St$d" Resid$al =2"042 1".1 "..3 1"..4

%eleted Resid$al =1."/31 2"324 "./- "4./..

St$d" %eleted Resid$al =3"3/ 1" ="..- 1"./2

Mahal" %istan6e " 20"4.2 4"-31 0"32

(ooDs %istan6e "... "11 ".12 ".42

(entered Levera8e Val$e "..4 "32 ".2- ".-4

a %e&endent Variable' LN91

Carts

1.=1==4=2

1.=1==4=2=3

Regression


Carts

Regression



Model

Variables

Entered

Variables

Removed Method


"Enter

a All re#$ested variables entered"b %e&endent Variable' A


17/27

ModelS$m o+


1 Re8ression "10 2 ".32 4"./0 ".1a!

Resid$al1"4/ 00 ".1Total 1"30- 1

a 5redi6tors' (onstant!, SAVING, SIZE, WEALTH, EARNSb %e&endent Variable' A


18/27

Resid$al ="1-1/1 "2.31 "..... "1-/

Std" Resid$al =1"221 4".01 "... "-03

St$d" Resid$al =1"21 4"111 "..2 1"..3

%eleted Resid$al =".34 "22.3 "..12 "141- St$d" %eleted Resid$al =1"2-4 4"4.3 ".14 1".41

Mahal" %istan6e " 20"4.2 4"-31 0"32

(ooDs %istan6e "... "20 ".12 ".32

(entered Levera8e Val$e "..4 "32 ".2- ".-4

a %e&endent Variable' A


19/27

Model



t Si8"< Std" Error


20/27


Model

Variables

Entered

Variables

Removed Method1 SAVING,

SIZE,WEALTH,EARNSa!

"Enter


Model Summary(b)




1 "-a! "./ "0- "232.4 "143


ANOVA(b)

ModelS$m o+


1 Re8ression 41"04/ 2 3-3"242 -"04 "...a!

Resid$al 30"114 -3 /".

Total -34"2 --


Coefficients(a)

Model



t Si8"< Std" Error


21/27

SIZE ="..1 ". "... ="..1

WEALTH "... "... "... ="..1

EARNS =".. ="..1 ="..1 "..3




Val$e Resid$al

2 4". 1-"4/ 1.".40 -"4-0

23 4"01 2"4 12"033 -"3..33




5redi6ted Val$e 2"124 42".322 1."131 2"-.2- 1..

Resid$al =4"/4/. -"3..33 "..... "2.4-2 1..

Std" 5redi6ted Val$e =1"3 2"04 "... 1"... 1..

Std" Resid$al =1"3.1 4"01 "... "-. 1..


Carts

241.=1=

3.131.3.

1"..",."/."2.".".

1"..",."/."2.".".

escri#tives


escri#tives


escri#tives


escri#tive Statistics

N SDe@ness F$rtosis

Statisti6 Statisti6 Std" Error Statisti6 Std" Error

9nstandardi:ed Resid$al 1.. 1"034 "21 4"-01 "20

Valid N list@ise! 1..

N$ar 'ests


22/27


OneSam#le *olmogorovSmirnov 'est

9nstandardi:ed

Resid$al

N 1..

Normal 5arametersa,b!Mean ".......

Std" %eviation "2.4-403-

Most E>treme %i++eren6es Absol$te "13.

5ositive "13.

Ne8ative ="1.

Folmo8orov=Smirnov Z 1"3.2

As;m&" Si8" =tailed! ".

a Test distrib$tion is Normal"b (al6$lated +rom data"

Regression

[DataSet3]




1 R7, R,LG%5Ra!

"Enter

a All re#$ested variables entered"b %e&endent Variable' LMS(R

Model Summary(b)




1 "-0/a! "-3 "-2- "./333 "-

a 5redi6tors' (onstant!, R7, R, LG%5Rb %e&endent Variable' LMS(R

ANOVA(b)

ModelS$m o+


1 Re8ression 2"420 4 1"22- 440"44 "...a!

Resid$al "1- 31 "..2

Total 2"3// 32

a 5redi6tors' (onstant!, R7, R, LG%5Rb %e&endent Variable' LMS(R


23/27

Coefficients(a)

Model



t Si8"< Std" Error


24/27

Total 2"3// 32

a 5redi6tors' (onstant!, R7, R, LG%5R, R7, R, LG%5Rb %e&endent Variable' LMS(R

Coefficients(a)

Model



t Si8"< Std" Error


25/27

ANOVA(b)

Model

S$m o+

S#$ares d+ Mean S#$are 7 Si8"1 Re8ression 2"40 2 1".-0 4.3"2/ "...a!

Resid$al "10- 3. "..2

Total 2"3// 32

a 5redi6tors' (onstant!, R7, R, %77?1, LG%5Rb %e&endent Variable' LMS(R

Coefficients(a)

Model

9nstandardi:ed(oe++i6ients Standardi:ed(oe++i6ients

t Si8"< Std" Error


26/27


Model

Variables

Entered

Variables

Removed Method1 R7, R,

LG%5Ra!"Enter

a All re#$ested variables entered"b %e&endent Variable' RES?1

Model Summary(b)

Model R R S#$are

Ad*$sted R

S#$are

Std" Error o+ the

Estimate1 ".31a! "..4 =".3/ "./23/41

a 5redi6tors' (onstant!, R7, R, LG%5Rb %e&endent Variable' RES?1

ANOVA(b)

ModelS$m o+


1 Re8ression "..1 4 "... ".22 "-a!

Resid$al "14 31 "..2

Total "14 32

a 5redi6tors' (onstant!, R7, R, LG%5Rb %e&endent Variable' RES?1

Coefficients(a)

Model



t Si8"< Std" Error


27/27

St$d" Resid$al =1"0/3 "/2. ="..1 1".. 33

%eleted Resid$al ="110434 "104021 ="...1324- "./03.2 33

St$d" %eleted Resid$al =1".2 "14 "..4 1"./ 33

Mahal" %istan6e "34 1."-0 "-23 "1/4 33

(ooDs %istan6e "... "121 ".1- ".0 33

(entered Levera8e Val$e ".1. "1-1 ".33 ".2. 33

a %e&endent Variable' RES?1

BAB 7METIL.DOC

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