Pengujian Hipotesis Pertama Analisis Pengaruh Intellectual Capital Terhadap Kinerja Perusahaan Pada Sektor Properti Di Bursa Efek Indonesia

One-Sample Kolmogorov-Smirnov Test 104 .0000000 .33528591 .124 .122 -.124 1.259 .084 N Mean Std. Deviation Normal Parameters a,b Absolute Positive Negative Most Extreme Differences Kolmogorov-Smirnov Z As ymp. Sig. 2-tailed Unstandardized Residual Test distribution is Normal. a. Calculated from data. b. Estimated Distribution Parameters .0000000 .33528591 Location Scale Normal Dis tribution Unstandardiz ed Res idual The cases are unweighted. Lampiran 13: Analisis Deskriptif Penelitian

1. Pengujian Hipotesis Pertama

A. Hasil Uji Normalitas NPar Tests Hipotesis Pertama Y

1 Descriptive Statistics 104 -.62 6.70 .6418 1.27769 104 6.22 824.16 56.1696 91.51758 104 -2.31 5.58 .9711 .72807 104 .00 3.73 .6937 .50933 104 -10.23 31.61 4.5380 5.98930 104 .01 1.15 .2445 .19582 104 VACA VAHU STVA MB ROA ATO Valid N listwise N Minimum Maximum Mean Std. Deviation Observed Cum Prob 1.0 0.8 0.6 0.4 0.2 0.0 E xpect ed C um P rob 1.0 0.8 0.6 0.4 0.2 0.0 Normal P-P Plot of Unstandardized Residual Collinearity Diagnostics a 2.409 1.000 .04 .05 .05 .05 .882 1.653 .00 .47 .36 .00 .540 2.112 .02 .38 .48 .21 .169 3.781 .94 .10 .11 .75 Di mension 1 2 3 4 Model 1 Eigenvalue Condition Index Constant VACA VAHU STVA Variance Proportions Dependent Vari able: MB a. Hasil Uji Autokorelasi b a 2.244 Model 1 Durbin- Watson Predictors: Constant, STVA, VAHU, VACA a. Dependent Vari able: MB b.

B. Unstandardized Residual

C. Hasil Uji Multikolinieritas Hipotesis Pertama

D. Hasil Uji Autokorelasi Hipotesis pertama

Coefficients a .972 1.029 .972 1.028 .999 1.001 VACA VAHU STVA Model 1 Tolerance VIF Collinearity Statistics Dependent Vari able: MB a. Coefficients a 1.376 .899 1.531 .000 1.241 .337 .350 3.682 .752 .004 .005 .072 .761 .449 .387 .655 .055 .592 .555 Constant VACA VAHU STVA Model 1 B Std. Error Unstandardized Coefficients Beta Standardized Coefficients t Sig. Dependent Vari able: abs _res 4 a. Variables EnteredRemoved b STVA, VAHU, VACA a . Enter Model 1 Variables Entered Variables Removed Method All requested variables entered. a. Dependent Variable: MB b. Model Summary b .673 a .454 .437 .34028 Model 1 R R Square Adjusted R Square Std. Error of the Estimate Predictors: Constant, STVA, VAHU, VACA a. Dependent Vari able: MB b. ANOV A b 9.609 3 3.203 27.661 .000 a 11.579 100 .116 21.187 103 Regres sion Residual Total Model 1 Sum of Squares df Mean S quare F Sig. Predic tors: Constant, STV A, V AHU, VA CA a. Dependent Variable: M B b. Coefficients a .160 .064 2.481 .015 .053 .024 -.165 2.205 .030 .000 .000 -.043 -.576 .566 .411 .047 .647 8.751 .000 Constant VACA VAHU SCVA Model 1 B Std. Error Unstandardized Coefficients Beta Standardized Coefficients t Sig. Dependent Vari able: MB a.

E. Hasil Uji Heterokedastisitas Hipotesis Pertama

F. Regression

Residuals Statistics a -.8024 2.4506 .5077 .30543 104 -1.20734 2.07942 .00000 .33529 104 -4.289 6.361 .000 1.000 104 -3.548 6.111 .000 .985 104 Predicted Value Residual Std. Predicted Value Std. Residual Minimum Maximum Mean Std. Deviati on N Dependent Vari able: MB a. Regression Standardized Predicted Value 8 6 4 2 -2 -4 R egressi on S tandardi zed R esi dual 7.5 5.0 2.5 0.0 -2.5 Scatterplot Dependent Variable: MB

G. Charts

Regression Standardized Residual 7.5 5.0 2.5 0.0 -2.5 Frequency 40 30 20 10 Histogram Dependent Variable: MB Mean =7.96E-16฀ Std. Dev. =0.985฀ N =104 One-Sample Kolmogorov-Smirnov Test 104 .0000000 2.03432614 .083 .083 -.068 .842 .478 N Mean Std. Deviation Normal Parameters a,b Absolute Positive Negative Most Extreme Differences Kolmogorov-Smirnov Z As ymp. Sig. 2-tailed Unstandardized Residual Test distribution is Normal. a. Calculated from data. b. Observed Cum Prob 1.0 0.8 0.6 0.4 0.2 0.0 E xpect ed C um P rob 1.0 0.8 0.6 0.4 0.2 0.0 Normal P-P Plot of Unstandardized Residual Model Summar y b 2.030 a Model 1 Durbin- Watson Predictors: Constant, STVA, VAHU, VACA a. Dependent Vari able: ROA b.

2. Pengujian Hipotesis Kedua