GET DATA /TYPE=XLSX

/FILE='C:\Users\Dokter Lepi\Documents\skripsweet\Untitled2.xlsx'
/SHEET=name 'Sheet1'
/CELLRANGE=full
/READNAMES=on
/ASSUMEDSTRWIDTH=32767.
EXECUTE.
DATASET NAME DataSet1 WINDOW=FRONT.
COMPUTE SQRTDER=SQRT(DER).
EXECUTE.
COMPUTE SQRTINDEKS=SQRT(INDEKS).
EXECUTE.
DESCRIPTIVES VARIABLES=SQRTROE SQRTDER SQRTINDEKS SQRTTOBINSQ
/STATISTICS=MEAN STDDEV MIN MAX.

Descriptives

Notes

Output Created 19-JAN-2019 10:43:07

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
User defined missing values
Definition of Missing
are treated as missing.
Missing Value Handling
All non-missing data are
Cases Used
used.
DESCRIPTIVES
VARIABLES=SQRTROE
SQRTDER SQRTINDEKS
Syntax
SQRTTOBINSQ
/STATISTICS=MEAN
STDDEV MIN MAX.
Processor Time 00:00:00.02
Resources
Elapsed Time 00:00:00.02
[DataSet1]

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

SQRTROE 66 .1581 1.1653 .457353 .2220424

SQRTDER 66 .15 1.63 .7587 .34294
SQRTINDEKS 66 .37 .83 .5710 .08587
SQRTTOBINSQ 66 .5357 4.7818 1.646415 .9223719
Valid N (listwise) 66

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT SQRTTOBINSQ
/METHOD=ENTER SQRTROE SQRTDER SQRTINDEKS
/SAVE PRED RESID.

Regression

Notes

Output Created 19-JAN-2019 10:45:00

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
Missing Value Handling Definition of Missing User-defined missing values
are treated as missing.
 Statistics are based on cases
Cases Used with no missing values for
any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS
R ANOVA
/CRITERIA=PIN(.05)
POUT(.10)
Syntax /NOORIGIN
/DEPENDENT
SQRTTOBINSQ
/METHOD=ENTER
SQRTROE SQRTDER
SQRTINDEKS
/SAVE PRED RESID.
Processor Time 00:00:00.05
Elapsed Time 00:00:00.06
Resources Memory Required 2516 bytes
Additional Memory Required
0 bytes
for Residual Plots
Unstandardized Predicted
Variables Created or PRE_2
Value
Modified
RES_2 Unstandardized Residual

[DataSet1]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

SQRTINDEKS,
1 SQRTDER, . Enter
b
SQRTROE

a. Dependent Variable: SQRTTOBINSQ

b. All requested variables entered.
 Model Summaryb

Model R R Square Adjusted R Std. Error of the

Square Estimate
a
1 .913 .833 .825 .3863197

a. Predictors: (Constant), SQRTINDEKS, SQRTDER, SQRTROE

b. Dependent Variable: SQRTTOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 46.047 3 15.349 102.846 .000b

1 Residual 9.253 62 .149

Total 55.300 65

a. Dependent Variable: SQRTTOBINSQ

b. Predictors: (Constant), SQRTINDEKS, SQRTDER, SQRTROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

(Constant) -.470 .331 -1.419 .161

SQRTROE 3.854 .250 .928 15.445 .000

1
SQRTDER -.253 .158 -.094 -1.601 .114

SQRTINDEKS .955 .574 .089 1.665 .101

a. Dependent Variable: SQRTTOBINSQ

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value .422918 4.278089 1.646415 .8416740 66

Residual -1.0709823 1.1910193 0E-7 .3772993 66
Std. Predicted Value -1.454 3.127 .000 1.000 66
Std. Residual -2.772 3.083 .000 .977 66

a. Dependent Variable: SQRTTOBINSQ

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT SQRTTOBINSQ
/METHOD=ENTER SQRTROE SQRTDER SQRTINDEKS
/SAVE PRED RESID.

Regression

Notes

Output Created 19-JAN-2019 10:46:14

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
User-defined missing values
Definition of Missing
are treated as missing.
Missing Value Handling Statistics are based on cases
Cases Used with no missing values for
any variable used.
 REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS
BCOV R ANOVA COLLIN
TOL
/CRITERIA=PIN(.05)
POUT(.10)
Syntax
/NOORIGIN
/DEPENDENT
SQRTTOBINSQ
/METHOD=ENTER
SQRTROE SQRTDER
SQRTINDEKS
/SAVE PRED RESID.
Processor Time 00:00:00.06
Elapsed Time 00:00:00.19
Resources Memory Required 2556 bytes
Additional Memory Required
0 bytes
for Residual Plots
Unstandardized Predicted
Variables Created or PRE_3
Value
Modified
RES_3 Unstandardized Residual

[DataSet1]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

SQRTINDEKS,
1 SQRTDER, . Enter
b
SQRTROE

a. Dependent Variable: SQRTTOBINSQ

b. All requested variables entered.
 Model Summaryb

Model R R Square Adjusted R Std. Error of the

Square Estimate
a
1 .913 .833 .825 .3863197

a. Predictors: (Constant), SQRTINDEKS, SQRTDER, SQRTROE

b. Dependent Variable: SQRTTOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 46.047 3 15.349 102.846 .000b

1 Residual 9.253 62 .149

Total 55.300 65

a. Dependent Variable: SQRTTOBINSQ

b. Predictors: (Constant), SQRTINDEKS, SQRTDER, SQRTROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig. Collinearity

Coefficients Statistics

B Std. Error Beta Tolerance

(Constant) -.470 .331 -1.419 .161

SQRTROE 3.854 .250 .928 15.445 .000 .748

1
SQRTDER -.253 .158 -.094 -1.601 .114 .783

SQRTINDEKS .955 .574 .089 1.665 .101 .947

Coefficientsa

Model Collinearity Statistics

VIF

(Constant)

SQRTROE 1.337
1
SQRTDER 1.278

SQRTINDEKS 1.056

a. Dependent Variable: SQRTTOBINSQ

 Coefficient Correlationsa

Model SQRTINDEKS SQRTDER SQRTROE

SQRTINDEKS 1.000 .013 -.211

Correlations SQRTDER .013 1.000 -.458

SQRTROE -.211 -.458 1.000

1
SQRTINDEKS .329 .001 -.030

Covariances SQRTDER .001 .025 -.018

SQRTROE -.030 -.018 .062

a. Dependent Variable: SQRTTOBINSQ

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) SQRTROE SQRTDER

1 3.761 1.000 .00 .01 .01

2 .133 5.310 .04 .37 .17

1
3 .095 6.297 .00 .60 .81

4 .011 18.742 .96 .02 .02

Collinearity Diagnosticsa

Model Dimension Variance Proportions

SQRTINDEKS
1 .00

2 .04
1
3 .00

4 .96

a. Dependent Variable: SQRTTOBINSQ

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value .422918 4.278089 1.646415 .8416740 66

Residual -1.0709823 1.1910193 0E-7 .3772993 66
Std. Predicted Value -1.454 3.127 .000 1.000 66
Std. Residual -2.772 3.083 .000 .977 66

a. Dependent Variable: SQRTTOBINSQ

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT SQRTTOBINSQ
/METHOD=ENTER SQRTROE SQRTDER SQRTINDEKS
/RESIDUALS DURBIN
/SAVE PRED RESID.

Regression

Notes

Output Created 19-JAN-2019 10:52:38

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
User-defined missing values
Definition of Missing
are treated as missing.
Missing Value Handling Statistics are based on cases
Cases Used with no missing values for
any variable used.
 REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS
BCOV R ANOVA COLLIN
TOL
/CRITERIA=PIN(.05)
POUT(.10)
Syntax /NOORIGIN
/DEPENDENT
SQRTTOBINSQ
/METHOD=ENTER
SQRTROE SQRTDER
SQRTINDEKS
/RESIDUALS DURBIN
/SAVE PRED RESID.
Processor Time 00:00:00.09
Elapsed Time 00:00:00.08
Resources Memory Required 2596 bytes
Additional Memory Required
0 bytes
for Residual Plots
Unstandardized Predicted
Variables Created or PRE_4
Value
Modified
RES_4 Unstandardized Residual

[DataSet1]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

SQRTINDEKS,
1 SQRTDER, . Enter
b
SQRTROE

a. Dependent Variable: SQRTTOBINSQ

b. All requested variables entered.
 Model Summaryb

Model R R Square Adjusted R Std. Error of the Durbin-Watson

Square Estimate
a
1 .913 .833 .825 .3863197 1.025

a. Predictors: (Constant), SQRTINDEKS, SQRTDER, SQRTROE

b. Dependent Variable: SQRTTOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 46.047 3 15.349 102.846 .000b

1 Residual 9.253 62 .149

Total 55.300 65

a. Dependent Variable: SQRTTOBINSQ

b. Predictors: (Constant), SQRTINDEKS, SQRTDER, SQRTROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig. Collinearity

Coefficients Statistics

B Std. Error Beta Tolerance

(Constant) -.470 .331 -1.419 .161

SQRTROE 3.854 .250 .928 15.445 .000 .748

1
SQRTDER -.253 .158 -.094 -1.601 .114 .783

SQRTINDEKS .955 .574 .089 1.665 .101 .947

Coefficientsa

Model Collinearity Statistics

VIF

(Constant)

SQRTROE 1.337
1
SQRTDER 1.278

SQRTINDEKS 1.056
a. Dependent Variable: SQRTTOBINSQ

Coefficient Correlationsa

Model SQRTINDEKS SQRTDER SQRTROE

SQRTINDEKS 1.000 .013 -.211

Correlations SQRTDER .013 1.000 -.458

SQRTROE -.211 -.458 1.000

1
SQRTINDEKS .329 .001 -.030

Covariances SQRTDER .001 .025 -.018

SQRTROE -.030 -.018 .062

a. Dependent Variable: SQRTTOBINSQ

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) SQRTROE SQRTDER

1 3.761 1.000 .00 .01 .01

2 .133 5.310 .04 .37 .17

1
3 .095 6.297 .00 .60 .81

4 .011 18.742 .96 .02 .02

Collinearity Diagnosticsa

Model Dimension Variance Proportions

SQRTINDEKS

1 .00

2 .04
1
3 .00

4 .96

a. Dependent Variable: SQRTTOBINSQ

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value .422918 4.278089 1.646415 .8416740 66

Residual -1.0709823 1.1910193 0E-7 .3772993 66
Std. Predicted Value -1.454 3.127 .000 1.000 66
Std. Residual -2.772 3.083 .000 .977 66

a. Dependent Variable: SQRTTOBINSQ

COMPUTE LNSQRTINDEKS=LN(SQRTINDEKS).
EXECUTE.
COMPUTE LNSQRTROE=LN(SQRTROE).
EXECUTE.
COMPUTE LNSQRTDER=LN(SQRTDER).
EXECUTE.
COMPUTE LNSQRTTOBINSQ=LN(SQRTTOBINSQ).
EXECUTE.
COMPUTE LAGSQRTTOBINSQ=LNSQRTTOBINSQ - 0.4886 * LAG(LNSQRTTOBINSQ).
EXECUTE.
COMPUTE LAGSQRTROE=LNSQRTROE - 0.4886 * LAG(LNSQRTROE).
EXECUTE.
COMPUTE LAGSQRTDER=LNSQRTDER - 0.4886 * LAG(LNSQRTDER).
EXECUTE.
COMPUTE LAGSQRTINDEKS=LNSQRTINDEKS - 0.4886 * LAG(LNSQRTINDEKS).
EXECUTE.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT LAGSQRTTOBINSQ
/METHOD=ENTER LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/RESIDUALS DURBIN
/SAVE PRED RESID.

Regression

Notes

Output Created 19-JAN-2019 11:42:31

Comments
Input Active Dataset DataSet1
Filter <none>
Weight <none>
Split File <none>
 N of Rows in Working Data
66
File
User-defined missing values
Definition of Missing
are treated as missing.
Missing Value Handling Statistics are based on cases
Cases Used with no missing values for
any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS
R ANOVA
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
Syntax /DEPENDENT
LAGSQRTTOBINSQ
/METHOD=ENTER
LAGSQRTROE
LAGSQRTDER
LAGSQRTINDEKS
/RESIDUALS DURBIN
/SAVE PRED RESID.
Processor Time 00:00:00.03
Elapsed Time 00:00:00.03
Resources Memory Required 2796 bytes
Additional Memory Required
0 bytes
for Residual Plots
Unstandardized Predicted
Variables Created or PRE_5
Value
Modified
RES_5 Unstandardized Residual

[DataSet1]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed
 LAGSQRTINDE
KS,
1 . Enter
LAGSQRTDER,
LAGSQRTROEb

a. Dependent Variable: LAGSQRTTOBINSQ

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the Durbin-Watson

Square Estimate

1 .858a .736 .723 .19688 1.937

a. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE

b. Dependent Variable: LAGSQRTTOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 6.585 3 2.195 56.631 .000b

1 Residual 2.364 61 .039

Total 8.950 64

a. Dependent Variable: LAGSQRTTOBINSQ

b. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

(Constant) .707 .068 10.432 .000

LAGSQRTROE .961 .078 .835 12.355 .000

1
LAGSQRTDER -.066 .061 -.072 -1.085 .282

LAGSQRTINDEKS .337 .205 .110 1.644 .105

a. Dependent Variable: LAGSQRTTOBINSQ

 Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -.7918 1.0465 .2061 .32077 65

Residual -.70593 .48330 .00000 .19221 65
Std. Predicted Value -3.111 2.620 .000 1.000 65
Std. Residual -3.586 2.455 .000 .976 65

a. Dependent Variable: LAGSQRTTOBINSQ

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT LAGSQRTTOBINSQ
/METHOD=ENTER LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN
/SAVE PRED RESID.

Regression

Notes

Output Created 19-JAN-2019 12:07:18

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
Missing Value Handling Definition of Missing User-defined missing values
are treated as missing.
 Statistics are based on cases
Cases Used with no missing values for
any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS
R ANOVA
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT
Syntax LAGSQRTTOBINSQ
/METHOD=ENTER
LAGSQRTROE
LAGSQRTDER
LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS DURBIN
/SAVE PRED RESID.
Processor Time 00:00:01.12
Elapsed Time 00:00:01.76
Resources Memory Required 2836 bytes
Additional Memory Required
224 bytes
for Residual Plots
Unstandardized Predicted
Variables Created or PRE_6
Value
Modified
RES_6 Unstandardized Residual

[DataSet1]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed
 LAGSQRTINDE
KS,
1 . Enter
LAGSQRTDER,
LAGSQRTROEb

a. Dependent Variable: LAGSQRTTOBINSQ

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the Durbin-Watson

Square Estimate

1 .858a .736 .723 .19688 1.937

a. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE

b. Dependent Variable: LAGSQRTTOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 6.585 3 2.195 56.631 .000b

1 Residual 2.364 61 .039

Total 8.950 64

a. Dependent Variable: LAGSQRTTOBINSQ

b. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

(Constant) .707 .068 10.432 .000

LAGSQRTROE .961 .078 .835 12.355 .000

1
LAGSQRTDER -.066 .061 -.072 -1.085 .282

LAGSQRTINDEKS .337 .205 .110 1.644 .105

a. Dependent Variable: LAGSQRTTOBINSQ

 Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -.7918 1.0465 .2061 .32077 65

Std. Predicted Value -3.111 2.620 .000 1.000 65
Standard Error of Predicted
.025 .101 .046 .018 65
Value
Adjusted Predicted Value -.7718 .9971 .2061 .31935 65
Residual -.70593 .48330 .00000 .19221 65
Std. Residual -3.586 2.455 .000 .976 65
Stud. Residual -3.730 2.506 .000 1.013 65
Deleted Residual -.76390 .50356 .00001 .20726 65
Stud. Deleted Residual -4.210 2.624 -.005 1.057 65
Mahal. Distance .031 15.902 2.954 3.288 65
Cook's Distance .000 .286 .020 .046 65
Centered Leverage Value .000 .248 .046 .051 65

a. Dependent Variable: LAGSQRTTOBINSQ

Charts
COMPUTE ABSRESID=ABS(RES_6).
EXECUTE.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT ABSRESID
/METHOD=ENTER LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN
/SAVE PRED RESID.

Regression
 Notes

Output Created 19-JAN-2019 12:11:04

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
User-defined missing values
Definition of Missing
are treated as missing.
Missing Value Handling Statistics are based on cases
Cases Used with no missing values for
any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS
R ANOVA
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT ABSRESID
Syntax
/METHOD=ENTER
LAGSQRTROE
LAGSQRTDER
LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS DURBIN
/SAVE PRED RESID.
Processor Time 00:00:00.53
Elapsed Time 00:00:00.53
Resources Memory Required 2900 bytes
Additional Memory Required
224 bytes
for Residual Plots
Variables Created or PRE_7 Unstandardized Predicted
Modified Value
 RES_7 Unstandardized Residual

[DataSet1]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

LAGSQRTINDE
KS,
1 . Enter
LAGSQRTDER,
LAGSQRTROEb

a. Dependent Variable: ABSRESID

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the Durbin-Watson

Square Estimate

1 .239a .057 .011 .13390 2.372

a. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE

b. Dependent Variable: ABSRESID

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression .066 3 .022 1.230 .307b

1 Residual 1.094 61 .018

Total 1.160 64

a. Dependent Variable: ABSRESID

b. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE
 Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

(Constant) .180 .046 3.901 .000

LAGSQRTROE -.009 .053 -.021 -.164 .870

1
LAGSQRTDER -.052 .042 -.157 -1.253 .215

LAGSQRTINDEKS .199 .139 .181 1.428 .159

a. Dependent Variable: ABSRESID

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value .0346 .2023 .1361 .03215 65

Std. Predicted Value -3.159 2.058 .000 1.000 65
Standard Error of Predicted
.017 .069 .031 .012 65
Value
Adjusted Predicted Value .0095 .2264 .1346 .03494 65
Residual -.15975 .51600 .00000 .13073 65
Std. Residual -1.193 3.854 .000 .976 65
Stud. Residual -1.228 4.009 .005 1.010 65
Deleted Residual -.17666 .55837 .00151 .14014 65
Stud. Deleted Residual -1.233 4.632 .022 1.063 65
Mahal. Distance .031 15.902 2.954 3.288 65
Cook's Distance .000 .330 .018 .048 65
Centered Leverage Value .000 .248 .046 .051 65

a. Dependent Variable: ABSRESID

Charts
NPAR TESTS
/K-S(NORMAL)=LAGSQRTTOBINSQ LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/MISSING ANALYSIS.

NPar Tests

Notes

Output Created 19-JAN-2019 12:21:50

Comments
Input Active Dataset DataSet1
 Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
66
File
User-defined missing values
Definition of Missing
are treated as missing.
Statistics for each test are
Missing Value Handling
based on all cases with valid
Cases Used
data for the variable(s) used
in that test.
NPAR TESTS
/K-
S(NORMAL)=LAGSQRTTOBI
Syntax NSQ LAGSQRTROE
LAGSQRTDER
LAGSQRTINDEKS
/MISSING ANALYSIS.
Processor Time 00:00:00.02

Resources Elapsed Time 00:00:00.05

a
Number of Cases Allowed 112347

a. Based on availability of workspace memory.

[DataSet1]

One-Sample Kolmogorov-Smirnov Test

LAGSQRTTOBI LAGSQRTROE LAGSQRTDER

NSQ

N 65 65 65
Mean .2061 -.4332 -.2008
Normal Parametersa,b
Std. Deviation .37395 .32492 .40527
Absolute .085 .126 .089
Most Extreme Differences Positive .085 .126 .089
Negative -.072 -.111 -.076
Kolmogorov-Smirnov Z .682 1.019 .716
Asymp. Sig. (2-tailed) .740 .250 .685
 One-Sample Kolmogorov-Smirnov Test

LAGSQRTINDEKS

N 65
Mean -.2917
Normal Parametersa,b
Std. Deviation .12248
Absolute .154
Most Extreme Differences Positive .097
Negative -.154
Kolmogorov-Smirnov Z 1.245
Asymp. Sig. (2-tailed) .090

a. Test distribution is Normal.

b. Calculated from data.

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT LAGSQRTTOBINSQ
/METHOD=ENTER LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN
/SAVE PRED RESID.

Regression

Notes

Output Created 19-JAN-2019 12:26:16

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
 User-defined missing values
Definition of Missing
are treated as missing.
Missing Value Handling Statistics are based on cases
Cases Used with no missing values for
any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS
R ANOVA
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT
Syntax LAGSQRTTOBINSQ
/METHOD=ENTER
LAGSQRTROE
LAGSQRTDER
LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS DURBIN
/SAVE PRED RESID.
Processor Time 00:00:00.56
Elapsed Time 00:00:00.53
Resources Memory Required 2820 bytes
Additional Memory Required
224 bytes
for Residual Plots
Unstandardized Predicted
Variables Created or PRE_5
Value
Modified
RES_5 Unstandardized Residual

[DataSet1]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed
 LAGSQRTINDE
KS,
1 . Enter
LAGSQRTDER,
LAGSQRTROEb

a. Dependent Variable: LAGSQRTTOBINSQ

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the Durbin-Watson

Square Estimate

1 .858a .736 .723 .19688 1.937

a. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE

b. Dependent Variable: LAGSQRTTOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 6.585 3 2.195 56.631 .000b

1 Residual 2.364 61 .039

Total 8.950 64

a. Dependent Variable: LAGSQRTTOBINSQ

b. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

(Constant) .707 .068 10.432 .000

LAGSQRTROE .961 .078 .835 12.355 .000

1
LAGSQRTDER -.066 .061 -.072 -1.085 .282

LAGSQRTINDEKS .337 .205 .110 1.644 .105

a. Dependent Variable: LAGSQRTTOBINSQ

 Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -.7918 1.0465 .2061 .32077 65

Std. Predicted Value -3.111 2.620 .000 1.000 65
Standard Error of Predicted
.025 .101 .046 .018 65
Value
Adjusted Predicted Value -.7718 .9971 .2061 .31935 65
Residual -.70593 .48330 .00000 .19221 65
Std. Residual -3.586 2.455 .000 .976 65
Stud. Residual -3.730 2.506 .000 1.013 65
Deleted Residual -.76390 .50356 .00001 .20726 65
Stud. Deleted Residual -4.210 2.624 -.005 1.057 65
Mahal. Distance .031 15.902 2.954 3.288 65
Cook's Distance .000 .286 .020 .046 65
Centered Leverage Value .000 .248 .046 .051 65

a. Dependent Variable: LAGSQRTTOBINSQ

Charts
NPAR TESTS
/K-S(NORMAL)=RES_5
/MISSING ANALYSIS.

NPar Tests

Notes

Output Created 19-JAN-2019 12:27:06

Comments
Input Active Dataset DataSet1
 Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
66
File
User-defined missing values
Definition of Missing
are treated as missing.
Statistics for each test are
Missing Value Handling
based on all cases with valid
Cases Used
data for the variable(s) used
in that test.
NPAR TESTS
Syntax /K-S(NORMAL)=RES_5
/MISSING ANALYSIS.
Processor Time 00:00:00.02

Resources Elapsed Time 00:00:00.02

a
Number of Cases Allowed 196608

a. Based on availability of workspace memory.

[DataSet1]

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual

N 65
Mean 0E-7
Normal Parametersa,b
Std. Deviation .19220741
Absolute .087
Most Extreme Differences Positive .087
Negative -.077
Kolmogorov-Smirnov Z .701
Asymp. Sig. (2-tailed) .710

a. Test distribution is Normal.

b. Calculated from data.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT LAGSQRTTOBINSQ
/METHOD=ENTER LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN
/SAVE PRED RESID.

Regression

Notes

Output Created 19-JAN-2019 12:30:14

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
User-defined missing values
Definition of Missing
are treated as missing.
Missing Value Handling Statistics are based on cases
Cases Used with no missing values for
any variable used.
 REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS
BCOV R ANOVA COLLIN
TOL
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT
Syntax
LAGSQRTTOBINSQ
/METHOD=ENTER
LAGSQRTROE
LAGSQRTDER
LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS DURBIN
/SAVE PRED RESID.
Processor Time 00:00:00.58
Elapsed Time 00:00:00.50
Resources Memory Required 2860 bytes
Additional Memory Required
224 bytes
for Residual Plots
Variables Created or Unstandardized Predicted
PRE_6
Modified Value

Notes

Variables Created or
RES_6 Unstandardized Residual
Modified

[DataSet1]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed
 LAGSQRTINDE
KS,
1 . Enter
LAGSQRTDER,
LAGSQRTROEb

a. Dependent Variable: LAGSQRTTOBINSQ

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the Durbin-Watson

Square Estimate

1 .858a .736 .723 .19688 1.937

a. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE

b. Dependent Variable: LAGSQRTTOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 6.585 3 2.195 56.631 .000b

1 Residual 2.364 61 .039

Total 8.950 64

a. Dependent Variable: LAGSQRTTOBINSQ

b. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

(Constant) .707 .068 10.432 .000

LAGSQRTROE .961 .078 .835 12.355 .000

1
LAGSQRTDER -.066 .061 -.072 -1.085 .282

LAGSQRTINDEKS .337 .205 .110 1.644 .105

Coefficientsa
Model Collinearity Statistics

Tolerance VIF

(Constant)

LAGSQRTROE .947 1.056

1
LAGSQRTDER .984 1.016

LAGSQRTINDEKS .962 1.039

a. Dependent Variable: LAGSQRTTOBINSQ

Coefficient Correlationsa

Model LAGSQRTINDE LAGSQRTDER LAGSQRTROE

KS

LAGSQRTINDEKS 1.000 .022 -.194

Correlations LAGSQRTDER .022 1.000 -.126

LAGSQRTROE -.194 -.126 1.000

1
LAGSQRTINDEKS .042 .000 -.003

Covariances LAGSQRTDER .000 .004 -.001

LAGSQRTROE -.003 -.001 .006

a. Dependent Variable: LAGSQRTTOBINSQ

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) LAGSQRTROE LAGSQRTDER

1 2.956 1.000 .01 .03 .03

2 .720 2.027 .01 .01 .95

1
3 .248 3.451 .06 .95 .00

4 .076 6.250 .92 .01 .01

Collinearity Diagnosticsa

Model Dimension Variance Proportions

LAGSQRTINDEKS

1 1 .01

2 .01

3 .10
 4 .87

a. Dependent Variable: LAGSQRTTOBINSQ

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -.7918 1.0465 .2061 .32077 65

Std. Predicted Value -3.111 2.620 .000 1.000 65
Standard Error of Predicted
.025 .101 .046 .018 65
Value
Adjusted Predicted Value -.7718 .9971 .2061 .31935 65
Residual -.70593 .48330 .00000 .19221 65
Std. Residual -3.586 2.455 .000 .976 65
Stud. Residual -3.730 2.506 .000 1.013 65
Deleted Residual -.76390 .50356 .00001 .20726 65
Stud. Deleted Residual -4.210 2.624 -.005 1.057 65
Mahal. Distance .031 15.902 2.954 3.288 65
Cook's Distance .000 .286 .020 .046 65
Centered Leverage Value .000 .248 .046 .051 65

a. Dependent Variable: LAGSQRTTOBINSQ

Charts
COMPUTE ABSLAGSQRTRESID=ABS(RES_6).
EXECUTE.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT ABSLAGSQRTRESID
/METHOD=ENTER LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN
/SAVE PRED RESID.

Regression
 Notes

Output Created 19-JAN-2019 12:33:57

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
User-defined missing values
Definition of Missing
are treated as missing.
Missing Value Handling Statistics are based on cases
Cases Used with no missing values for
any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS
BCOV R ANOVA COLLIN
TOL
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT
Syntax
ABSLAGSQRTRESID
/METHOD=ENTER
LAGSQRTROE
LAGSQRTDER
LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS DURBIN
/SAVE PRED RESID.
Processor Time 00:00:00.50
Elapsed Time 00:00:00.47
Resources Memory Required 2916 bytes
Additional Memory Required
224 bytes
for Residual Plots
Variables Created or Unstandardized Predicted
PRE_7
Modified Value

Notes

Variables Created or
RES_7 Unstandardized Residual
Modified

[DataSet1]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

LAGSQRTINDE
KS,
1 . Enter
LAGSQRTDER,
LAGSQRTROEb

a. Dependent Variable: ABSLAGSQRTRESID

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the Durbin-Watson

Square Estimate

1 .239a .057 .011 .13390 2.372

a. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE

b. Dependent Variable: ABSLAGSQRTRESID

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression .066 3 .022 1.230 .307b

1 Residual 1.094 61 .018

Total 1.160 64
a. Dependent Variable: ABSLAGSQRTRESID
b. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

(Constant) .180 .046 3.901 .000

LAGSQRTROE -.009 .053 -.021 -.164 .870

1
LAGSQRTDER -.052 .042 -.157 -1.253 .215

LAGSQRTINDEKS .199 .139 .181 1.428 .159

Coefficientsa

Model Collinearity Statistics

Tolerance VIF

(Constant)

LAGSQRTROE .947 1.056

1
LAGSQRTDER .984 1.016

LAGSQRTINDEKS .962 1.039

a. Dependent Variable: ABSLAGSQRTRESID

Coefficient Correlationsa
Model LAGSQRTINDE LAGSQRTDER LAGSQRTROE
KS

LAGSQRTINDEKS 1.000 .022 -.194

Correlations LAGSQRTDER .022 1.000 -.126

LAGSQRTROE -.194 -.126 1.000

1
LAGSQRTINDEKS .019 .000 -.001

Covariances LAGSQRTDER .000 .002 .000

LAGSQRTROE -.001 .000 .003

a. Dependent Variable: ABSLAGSQRTRESID

 Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) LAGSQRTROE LAGSQRTDER

1 2.956 1.000 .01 .03 .03

2 .720 2.027 .01 .01 .95

1
3 .248 3.451 .06 .95 .00

4 .076 6.250 .92 .01 .01

Collinearity Diagnosticsa

Model Dimension Variance Proportions

LAGSQRTINDEKS

1 .01

2 .01
1
3 .10

4 .87

a. Dependent Variable: ABSLAGSQRTRESID

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value .0346 .2023 .1361 .03215 65

Std. Predicted Value -3.159 2.058 .000 1.000 65
Standard Error of Predicted
.017 .069 .031 .012 65
Value
Adjusted Predicted Value .0095 .2264 .1346 .03494 65
Residual -.15975 .51600 .00000 .13073 65
Std. Residual -1.193 3.854 .000 .976 65
Stud. Residual -1.228 4.009 .005 1.010 65
Deleted Residual -.17666 .55837 .00151 .14014 65
Stud. Deleted Residual -1.233 4.632 .022 1.063 65
Mahal. Distance .031 15.902 2.954 3.288 65
Cook's Distance .000 .330 .018 .048 65
Centered Leverage Value .000 .248 .046 .051 65

a. Dependent Variable: ABSLAGSQRTRESID

Charts

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT LAGSQRTTOBINSQ
/METHOD=ENTER LAGSQRTROE LAGSQRTDER LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/SAVE RESID.
Regression

Notes

Output Created 19-JAN-2019 12:37:34

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
User-defined missing values
Definition of Missing
are treated as missing.
Missing Value Handling Statistics are based on cases
Cases Used with no missing values for
any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS
BCOV R ANOVA COLLIN
TOL
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT
LAGSQRTTOBINSQ
Syntax
/METHOD=ENTER
LAGSQRTROE
LAGSQRTDER
LAGSQRTINDEKS
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS DURBIN
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE RESID.
Resources Processor Time 00:00:01.37
 Elapsed Time 00:00:01.31
Memory Required 2956 bytes
Additional Memory Required
896 bytes
for Residual Plots

Notes

Variables Created or
RES_8 Unstandardized Residual
Modified

[DataSet1]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

LAGSQRTINDE
KS,
1 . Enter
LAGSQRTDER,
LAGSQRTROEb

a. Dependent Variable: LAGSQRTTOBINSQ

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the Durbin-Watson

Square Estimate

1 .858a .736 .723 .19688 1.937

a. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE

b. Dependent Variable: LAGSQRTTOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

1 Regression 6.585 3 2.195 56.631 .000b

Residual 2.364 61 .039

 Total 8.950 64

a. Dependent Variable: LAGSQRTTOBINSQ

b. Predictors: (Constant), LAGSQRTINDEKS, LAGSQRTDER, LAGSQRTROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

(Constant) .707 .068 10.432 .000

LAGSQRTROE .961 .078 .835 12.355 .000

1
LAGSQRTDER -.066 .061 -.072 -1.085 .282

LAGSQRTINDEKS .337 .205 .110 1.644 .105

Coefficientsa

Model Collinearity Statistics

Tolerance VIF

(Constant)

LAGSQRTROE .947 1.056

1
LAGSQRTDER .984 1.016

LAGSQRTINDEKS .962 1.039

a. Dependent Variable: LAGSQRTTOBINSQ

Coefficient Correlationsa

Model LAGSQRTINDE LAGSQRTDER LAGSQRTROE

KS

LAGSQRTINDEKS 1.000 .022 -.194

Correlations LAGSQRTDER .022 1.000 -.126

LAGSQRTROE -.194 -.126 1.000

1
LAGSQRTINDEKS .042 .000 -.003

Covariances LAGSQRTDER .000 .004 -.001

LAGSQRTROE -.003 -.001 .006

a. Dependent Variable: LAGSQRTTOBINSQ

 Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) LAGSQRTROE LAGSQRTDER

1 2.956 1.000 .01 .03 .03

2 .720 2.027 .01 .01 .95

1
3 .248 3.451 .06 .95 .00

4 .076 6.250 .92 .01 .01

Collinearity Diagnosticsa

Model Dimension Variance Proportions

LAGSQRTINDEKS

1 .01

2 .01
1
3 .10

4 .87

a. Dependent Variable: LAGSQRTTOBINSQ

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -.7918 1.0465 .2061 .32077 65

Std. Predicted Value -3.111 2.620 .000 1.000 65
Standard Error of Predicted
.025 .101 .046 .018 65
Value
Adjusted Predicted Value -.7718 .9971 .2061 .31935 65
Residual -.70593 .48330 .00000 .19221 65
Std. Residual -3.586 2.455 .000 .976 65
Stud. Residual -3.730 2.506 .000 1.013 65
Deleted Residual -.76390 .50356 .00001 .20726 65
Stud. Deleted Residual -4.210 2.624 -.005 1.057 65
Mahal. Distance .031 15.902 2.954 3.288 65
Cook's Distance .000 .286 .020 .046 65
Centered Leverage Value .000 .248 .046 .051 65

a. Dependent Variable: LAGSQRTTOBINSQ

Charts