4. Hasil Output Regresi Untuk Persamaan Regresi pada Hipotesis 4 empat
Variables EnteredRemoved
b
TATO
a
. Enter
Model 1
Variables Entered
Variables Removed
Method All requested variables entered.
a. Dependent Variable: RETURN SAHAM
b.
Model Summary
b
.014
a
.000 -.002
.89770 .000
.100 1
494 .752
1.773 Model
1 R
R Square Adjusted
R Square Std. Error of
the Estimate R Square
Change F Change
df1 df2
Sig. F Change Change Statistics
Durbin- Watson
Predictors: Constant, TATO a.
Dependent Variable: RETURN SAHAM b.
ANOVA
b
.081 1
.081 .100
.752
a
398.099 494
.806 398.179
495 Regression
Residual Total
Model 1
Sum of Squares
df Mean Square
F Sig.
Predictors: Constant, TATO a.
Dependent Variable: RETURN SAHAM b.
Taufik Hidayat : Pengaruh Rasio Keuangan Terhadap Return Saham Pada Perusahaan Yang Terdaftar di Bursa Efek Indonesia, 2009
Coefficients
a
.327 .061
5.396 .000
.011 .035
.014 .316
.752 .014
.014 .014
1.000 1.000
Constant TATO
Model 1
B Std. Error
Unstandardized Coefficients
Beta Standardized
Coefficients t
Sig. Zero-order
Partial Part
Correlations Tolerance
VIF Collinearity Statistics
Dependent Variable: RETURN SAHAM a.
Coefficient Correlations
a
1.000 .001
TATO TATO
Correlations Covariances
Model 1
TATO
Dependent Variable: RETURN SAHAM a.
Collinearity Diagnostics
a
1.746 1.000
.13 .13
.254 2.621
.87 .87
Dimension 1
2 Model
1 Eigenvalue
Condition Index
Constant TATO
Variance Proportions
Dependent Variable: RETURN SAHAM a.
Taufik Hidayat : Pengaruh Rasio Keuangan Terhadap Return Saham Pada Perusahaan Yang Terdaftar di Bursa Efek Indonesia, 2009
Casewise Diagnostics
a
6.736 6.38
.3332 6.04678
4.401 4.29
.3394 3.95065
4.401 4.29
.3394 3.95065
6.736 6.38
.3332 6.04678
8.170 7.67
.3356 7.33437
5.943 5.67
.3353 5.33470
5.731 5.49
.3452 5.14484
5.943 5.67
.3353 5.33470
Case Number 284
325 362
365 378
431 436
479 Std. Residual
RETURN SAHAM
Predicted Value
Residual
Dependent Variable: RETURN SAHAM a.
Residuals Statistics
a
.3285 .5005
.3408 .01277
496 -.964
12.507 .000
1.000 496
.040 .506
.048 .031
496 .2848
.6920 .3408
.01850 496
-1.18891 7.33437
.00000 .89679
496 -1.324
8.170 .000
.999 496
-1.326 8.180
.000 1.001
496 -1.19137
7.35165 .00003
.89978 496
-1.327 8.788
.004 1.029
496 .000
156.434 .998
8.452 496
.000 .107
.002 .009
496 .000
.316 .002
.017 496
Predicted Value Std. Predicted Value
Standard Error of Predicted Value
Adjusted Predicted Value Residual
Std. Residual Stud. Residual
Deleted Residual Stud. Deleted Residual
Mahal. Distance Cooks Distance
Centered Leverage Value Minimum
Maximum Mean
Std. Deviation N
Dependent Variable: RETURN SAHAM a.
Taufik Hidayat : Pengaruh Rasio Keuangan Terhadap Return Saham Pada Perusahaan Yang Terdaftar di Bursa Efek Indonesia, 2009
Regression Standardized Residual
10 8
6 4
2 -2
Frequen cy
200
150
100
50
Histogram
Dependent Variable: RETURN SAHAM
Mean =1.91E-16 Std. Dev. =0.999
N =496
Taufik Hidayat : Pengaruh Rasio Keuangan Terhadap Return Saham Pada Perusahaan Yang Terdaftar di Bursa Efek Indonesia, 2009
Observed Cum Prob
1.0 0.8
0.6 0.4
0.2 0.0
Expect ed Cum Prob
1.0 0.8
0.6 0.4
0.2 0.0
Normal P-P Plot of Regression Standardized Residual
Dependent Variable: RETURN SAHAM
Taufik Hidayat : Pengaruh Rasio Keuangan Terhadap Return Saham Pada Perusahaan Yang Terdaftar di Bursa Efek Indonesia, 2009
5. Hasil Output Regresi Untuk Persamaan Regresi pada Hipotesis 5 lima