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Statistik Deskriptif Descriptive Statistics Earning CurrentRatio TotalAsset DebtRatio GPM Valid N (listwise) N Minimum Maximum Mean Std. Deviation 78 -.7053.95 -.3646.75893 78 -.8959.9557 -.04665.448870 78 -.9989 5.3488.70544 5.994335 78 -.8977.874.0566.56379 78-9.6749 4.367 -.60033 5.4540 78 Data Normal Regression Descriptive Statistics Earning CurrentRatio TotalAsset DebtRatio GPM Mean Std. Deviation N -.3646.75893 78 -.04665.448870 78.70544 5.994335 78.0566.56379 78 -.60033 5.4540 78 Model Summary b Model Change Statistics Adjusted Std. Error of R Square Durbin- R R Square R Square the Estimate Change F Change df df Sig. F Change Watson.497 a.47.06.676439.47 5.983 4 73.000.95 a. Predictors: (Constant), GPM, TotalAsset, CurrentRatio, DebtRatio b. Dependent Variable: Earning
Model Regression Residual Total ANOVA b Sum of Squares df Mean Square F Sig. 0.950 4.738 5.983.000 a 33.400 73.458 44.350 77 a. Predictors: (Constant), GPM, TotalAsset, CurrentRatio, DebtRatio b. Dependent Variable: Earning Model (Constant) CurrentRatio TotalAsset DebtRatio GPM a. Dependent Variable: Earning Unstandardized Coefficients Coefficients a Standardized Coefficients Collinearity Statistics B Std. Error Beta t Sig. Tolerance VIF -..079 -.406.64 -.083.05 -.048 -.403.688.7.385 -.034.04 -.66 -.5.04.96.080.697.366.3.90.06.699.43.09.005.379 3.65.000.958.044 Collinearity Diagnostics a Model Dimension 3 4 5 a. Dependent Variable: Earning Condition Variance Proportions Eigenvalue Index (Constant) CurrentRatio TotalAsset DebtRatio GPM.634.000.08.3.05.8.00.63.85.4.5.08.00.38.974.95.0.04.65.00..8.49.75.00.03.06.9.48.978.00.67.9.75.
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 Cook's Distance Centered Leverage Value a. Dependent Variable: Earning Residuals Statistics a Minimum Maximum Mean Std. Deviation N -.5078.487904 -.3646.377078 78-6.88.656.000.000 78.078.676.3. 78-6.66359 0.486399.3958.44750 78 -.00756.057609.0000000.658605 78 -.968 3.04.000.974 78-3.45 3.088 -.08.076 78 -.0958 3.97638 -.759439.6655430 78-3.747 3.89 -.033. 78.039 75.844 3.949.857 78.000.946.870 4.08 78.00.985.05.67 78 Tests of Normality Kolmogorov-Smirnov a Shapiro-Wilk Statistic df Sig. Statistic df Sig. Unstandardized Residual.088 78.00*.96 78.09 *. This is a lower bound of the true significance. a. Lilliefors Significance Correction
Normal Q-Q Plot of Unstandardized Residual 3 Expected Normal 0 - - -3-4 - 0 Observed Value 4 Coefficients a Model (Constant) CurrentRatio TotalAsset DebtRatio GPM a. Dependent Variable: AbsUt Unstandardized Coefficients Standardized Coefficients Collinearity Statistics B Std. Error Beta t Sig. Tolerance VIF.499.053 9.493.000.6.36.6.99.356.7.385 -.009.009 -.0 -.00.30.96.080 -.049.43 -.07 -.00.84.699.43.00.003.040.339.735.958.044
Data Awal Case Processing Summary Unstandardized Residual Cases Valid Missing Total N Percent N Percent N Percent 8 00.0% 0.0% 8 00.0% Descriptives Unstandardized Residual Mean 95% Confidence Interval for Mean Lower Bound Upper Bound Statistic Std. Error.0000000.807085 -.36639.36639 5% Trimmed Mean Median Variance Std. Deviation Minimum Maximum Range Interquartile Range Skewness Kurtosis -.090094 -.000060.78.6487-6.543 9.9967 6.53785.77878.508.66 0.55.56 Extreme Values Unstandardized Residual Highest Lowest 3 4 5 3 4 5 Case Number Value 9.9967 73 5.86830 6.955 3.53307 4.8876 3-6.543 80 -.78086 33 -.779 34 -.69085 65 -.6663
Tests of Normality Kolmogorov-Smirnov a Shapiro-Wilk Statistic df Sig. Statistic df Sig. Unstandardized Residual.69 8.000.6 8.000 a. Lilliefors Significance Correction