NPAR TESTS

/K-S(NORMAL)=ROE DER INDEKS TOBINSQ

/MISSING ANALYSIS.

NPar Tests

Notes

Output Created 18-JAN-2019 06:03:44

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.
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)=ROE DER
Syntax
INDEKS TOBINSQ
/MISSING ANALYSIS.
Processor Time 00:00:00.03

Resources Elapsed Time 00:00:00.03

a
Number of Cases Allowed 112347

a. Based on availability of workspace memory.

[DataSet1]
 One-Sample Kolmogorov-Smirnov Test

ROE DER INDEKS TOBIN'S Q

N 66 66 66 66
Mean .25773 .69145 .33335 3.54856
Normal Parametersa,b
Std. Deviation .308673 .594011 .099055 4.533927
Absolute .325 .161 .151 .296
Most Extreme Differences Positive .325 .161 .151 .296
Negative -.225 -.130 -.109 -.236
Kolmogorov-Smirnov Z 2.642 1.304 1.225 2.407
Asymp. Sig. (2-tailed) .000 .067 .100 .000

a. Test distribution is Normal.

b. Calculated from data.

GRAPH
/HISTOGRAM(NORMAL)=ROE.

Graph

Notes

Output Created 18-JAN-2019 06:04:33

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
GRAPH

Syntax
/HISTOGRAM(NORMAL)=R
OE.
Resources Processor Time 00:00:00.47
 Elapsed Time 00:00:00.48

[DataSet1]

GRAPH
/HISTOGRAM(NORMAL)=DER.

Graph
 Notes

Output Created 18-JAN-2019 06:04:49

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
GRAPH

Syntax
/HISTOGRAM(NORMAL)=DE
R.
Processor Time 00:00:00.52
Resources
Elapsed Time 00:00:00.53

[DataSet1]
GRAPH
/HISTOGRAM(NORMAL)=INDEKS.

Graph

Notes

Output Created 18-JAN-2019 06:05:03

Comments
Active Dataset DataSet1
Input
Filter <none>
 Weight <none>
Split File <none>
N of Rows in Working Data
66
File
GRAPH

Syntax
/HISTOGRAM(NORMAL)=IN
DEKS.
Processor Time 00:00:00.45
Resources
Elapsed Time 00:00:00.62

[DataSet1]
GRAPH
/HISTOGRAM(NORMAL)=TOBINSQ.

Graph

Notes

Output Created 18-JAN-2019 06:05:18

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
GRAPH

Syntax
/HISTOGRAM(NORMAL)=TO
BINSQ.
Processor Time 00:00:00.44
Resources
Elapsed Time 00:00:00.48

[DataSet1]
COMPUTE SQRTROE=SQRT(ROE).
EXECUTE.
COMPUTE SQRTTOBINSQ=SQRT(TOBINSQ).
EXECUTE.
COMPUTE INVERSE_INDEKS=1/INDEKS.
EXECUTE.
NPAR TESTS
/K-S(NORMAL)=DER SQRTROE SQRTTOBINSQ INVERSE_INDEKS
/MISSING ANALYSIS.

NPar Tests
 Notes

Output Created 18-JAN-2019 06:12:49

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.
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)=DER
Syntax SQRTROE SQRTTOBINSQ
INVERSE_INDEKS
/MISSING ANALYSIS.
Processor Time 00:00:00.02

Resources Elapsed Time 00:00:00.01

Number of Cases Alloweda 112347

a. Based on availability of workspace memory.

[DataSet1]

One-Sample Kolmogorov-Smirnov Test

DER SQRTROE SQRTTOBINSQ INVERSE_INDE

KS

N 66 66 66 66
Mean .69145 .4574 1.6464 3.3020
Normal Parametersa,b
Std. Deviation .594011 .22204 .92237 1.16306
Absolute .161 .233 .202 .192
Most Extreme Differences Positive .161 .233 .202 .192
Negative -.130 -.131 -.128 -.143
Kolmogorov-Smirnov Z 1.304 1.895 1.639 1.563
Asymp. Sig. (2-tailed) .067 .002 .009 .015

a. Test distribution is Normal.

b. Calculated from data.

COMPUTE E_ROE=SQRT(SQRTROE).
EXECUTE.
GRAPH
/HISTOGRAM(NORMAL)=SQRTROE.

Graph

Notes

Output Created 18-JAN-2019 06:14:19

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
GRAPH

Syntax
/HISTOGRAM(NORMAL)=SQ
RTROE.
Processor Time 00:00:00.52
Resources
Elapsed Time 00:00:00.50

[DataSet1]
COMPUTE L_ROE=1/SQRTROE.
EXECUTE.
NPAR TESTS
/K-S(NORMAL)=L_ROE
/MISSING ANALYSIS.

NPar Tests

Notes

Output Created 18-JAN-2019 06:16:21

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.
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)=L_ROE
/MISSING ANALYSIS.
Processor Time 00:00:00.03

Resources Elapsed Time 00:00:00.03

a
Number of Cases Allowed 196608

a. Based on availability of workspace memory.

[DataSet1]

One-Sample Kolmogorov-Smirnov Test

L_ROE

N 66
Mean 2.5767
Normal Parametersa,b
Std. Deviation 1.01674
Absolute .126
Most Extreme Differences Positive .126
Negative -.101
Kolmogorov-Smirnov Z 1.023
Asymp. Sig. (2-tailed) .246

a. Test distribution is Normal.

b. Calculated from data.
GRAPH
/HISTOGRAM(NORMAL)=L_ROE.

Graph

Notes
Output Created 18-JAN-2019 06:17:17
Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
GRAPH

Syntax
/HISTOGRAM(NORMAL)=L_
ROE.
Processor Time 00:00:00.53
Resources
Elapsed Time 00:00:00.53

[DataSet1]
COMPUTE L_TOBINSQ=1/SQRTTOBINSQ.
EXECUTE.
NPAR TESTS
/K-S(NORMAL)=L_TOBINSQ
/MISSING ANALYSIS.

NPar Tests

Notes

Output Created 18-JAN-2019 06:18:31

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.
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-
Syntax
S(NORMAL)=L_TOBINSQ
/MISSING ANALYSIS.
Processor Time 00:00:00.02

Resources Elapsed Time 00:00:00.04

a
Number of Cases Allowed 196608

a. Based on availability of workspace memory.

[DataSet1]

One-Sample Kolmogorov-Smirnov Test

L_TOBINSQ

N 66
Mean .7653
Normal Parametersa,b
Std. Deviation .34202
Absolute .130
Most Extreme Differences Positive .130
Negative -.052
Kolmogorov-Smirnov Z 1.057
Asymp. Sig. (2-tailed) .214

a. Test distribution is Normal.

b. Calculated from data.

COMPUTE L_INDEKS=SQRT(INVERSE_INDEKS).
EXECUTE.
NPAR TESTS
/K-S(NORMAL)=L_INDEKS
/MISSING ANALYSIS.

NPar Tests

Notes

Output Created 18-JAN-2019 06:19:35

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.
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)=L_INDEKS
/MISSING ANALYSIS.
Processor Time 00:00:00.03

Resources Elapsed Time 00:00:00.01

Number of Cases Alloweda 196608

a. Based on availability of workspace memory.

[DataSet1]
 One-Sample Kolmogorov-Smirnov Test

L_INDEKS

N 66
Mean 1.7935
Normal Parametersa,b
Std. Deviation .29438
Absolute .172
Most Extreme Differences Positive .172
Negative -.127
Kolmogorov-Smirnov Z 1.401
Asymp. Sig. (2-tailed) .040

a. Test distribution is Normal.

b. Calculated from data.

GRAPH
/HISTOGRAM(NORMAL)=L_INDEKS.

Graph

Notes

Output Created 18-JAN-2019 06:20:05

Comments
Active Dataset DataSet1
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
 GRAPH

Syntax
/HISTOGRAM(NORMAL)=L_I
NDEKS.
Processor Time 00:00:00.52
Resources
Elapsed Time 00:00:00.46

[DataSet1]

COMPUTE LG_INDEKS=LG10(INDEKS).
EXECUTE.
NPAR TESTS
/K-S(NORMAL)=LG_INDEKS
/MISSING ANALYSIS.
NPar Tests

Notes

Output Created 18-JAN-2019 06:22:00

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.
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-
Syntax
S(NORMAL)=LG_INDEKS
/MISSING ANALYSIS.
Processor Time 00:00:00.02

Resources Elapsed Time 00:00:00.01

Number of Cases Alloweda 196608

a. Based on availability of workspace memory.

[DataSet1]

One-Sample Kolmogorov-Smirnov Test

 LG_INDEKS

N 66
Mean -.4967
Normal Parametersa,b
Std. Deviation .13510
Absolute .147
Most Extreme Differences Positive .124
Negative -.147
Kolmogorov-Smirnov Z 1.197
Asymp. Sig. (2-tailed) .114

a. Test distribution is Normal.

b. Calculated from data.

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT L_TOBINSQ
/METHOD=ENTER L_ROE L_INDEKS LG_INDEKS DER
/RESIDUALS HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/SAVE PRED RESID.

Regression

Notes

Output Created 18-JAN-2019 06:25:11

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
Syntax
/DEPENDENT L_TOBINSQ
/METHOD=ENTER L_ROE
L_INDEKS LG_INDEKS DER
/RESIDUALS
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE PRED RESID.
Processor Time 00:00:00.84
Elapsed Time 00:00:00.89
Resources Memory Required 2604 bytes
Additional Memory Required
632 bytes
for Residual Plots
Unstandardized Predicted
Variables Created or PRE_1
Value
Modified
RES_1 Unstandardized Residual

[DataSet1]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

DER,
L_INDEKS,
1 . Enter
L_ROE,
LG_INDEKSb

a. Dependent Variable: L_TOBINSQ

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the

Square Estimate
a
1 .857 .735 .717 .18184

a. Predictors: (Constant), DER, L_INDEKS, L_ROE, LG_INDEKS

b. Dependent Variable: L_TOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 5.586 4 1.397 42.235 .000b

1 Residual 2.017 61 .033

Total 7.604 65

a. Dependent Variable: L_TOBINSQ

b. Predictors: (Constant), DER, L_INDEKS, L_ROE, LG_INDEKS

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

(Constant) -.863 .467 -1.848 .069

L_ROE .263 .024 .782 10.940 .000

1 L_INDEKS 1.007 .649 .867 1.553 .126

LG_INDEKS 1.745 1.406 .689 1.241 .219

DER .015 .040 .026 .371 .712

a. Dependent Variable: L_TOBINSQ

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value .2982 1.7741 .7653 .29316 66
Residual -.49792 .40452 .00000 .17616 66
Std. Predicted Value -1.594 3.441 .000 1.000 66
Std. Residual -2.738 2.225 .000 .969 66

a. Dependent Variable: L_TOBINSQ

Charts
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT L_TOBINSQ
/METHOD=ENTER L_ROE L_INDEKS LG_INDEKS DER
/RESIDUALS HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/SAVE RESID.

Regression
 Notes

Output Created 18-JAN-2019 06:27:59

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
Syntax
/DEPENDENT L_TOBINSQ
/METHOD=ENTER L_ROE
L_INDEKS LG_INDEKS DER
/RESIDUALS
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE RESID.
Processor Time 00:00:00.87
Elapsed Time 00:00:00.87
Resources Memory Required 2644 bytes
Additional Memory Required
632 bytes
for Residual Plots
Variables Created or
RES_2 Unstandardized Residual
Modified

[DataSet1]
 Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

DER,
L_INDEKS,
1 . Enter
L_ROE,
LG_INDEKSb

a. Dependent Variable: L_TOBINSQ

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the

Square Estimate
a
1 .857 .735 .717 .18184

a. Predictors: (Constant), DER, L_INDEKS, L_ROE, LG_INDEKS

b. Dependent Variable: L_TOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 5.586 4 1.397 42.235 .000b

1 Residual 2.017 61 .033

Total 7.604 65

a. Dependent Variable: L_TOBINSQ

b. Predictors: (Constant), DER, L_INDEKS, L_ROE, LG_INDEKS

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

1 (Constant) -.863 .467 -1.848 .069

 L_ROE .263 .024 .782 10.940 .000

L_INDEKS 1.007 .649 .867 1.553 .126

LG_INDEKS 1.745 1.406 .689 1.241 .219

DER .015 .040 .026 .371 .712

a. Dependent Variable: L_TOBINSQ

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value .2982 1.7741 .7653 .29316 66

Residual -.49792 .40452 .00000 .17616 66
Std. Predicted Value -1.594 3.441 .000 1.000 66
Std. Residual -2.738 2.225 .000 .969 66

a. Dependent Variable: L_TOBINSQ

Charts
NPAR TESTS
/K-S(NORMAL)=RES_2
/MISSING ANALYSIS.

NPar Tests

Notes

Output Created 18-JAN-2019 06:30:44

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_2
/MISSING ANALYSIS.
Processor Time 00:00:00.03

Resources Elapsed Time 00:00:00.03

a
Number of Cases Allowed 196608

a. Based on availability of workspace memory.

[DataSet1]

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual

N 66
Mean 0E-7
Normal Parametersa,b
Std. Deviation .17616076
Absolute .146
Most Extreme Differences Positive .146
Negative -.079
Kolmogorov-Smirnov Z 1.183
Asymp. Sig. (2-tailed) .122

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 L_TOBINSQ
/METHOD=ENTER L_ROE L_INDEKS LG_INDEKS DER
/RESIDUALS HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/SAVE RESID.

Regression

Notes

Output Created 18-JAN-2019 06:48:26

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 L_TOBINSQ
/METHOD=ENTER L_ROE
L_INDEKS LG_INDEKS DER
/RESIDUALS
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE RESID.
Processor Time 00:00:00.90
Elapsed Time 00:00:01.05
Resources Memory Required 2668 bytes
Additional Memory Required
632 bytes
for Residual Plots
Variables Created or
RES_3 Unstandardized Residual
Modified

[DataSet1]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

DER,
L_INDEKS,
1 . Enter
L_ROE,
LG_INDEKSb

a. Dependent Variable: L_TOBINSQ

b. All requested variables entered.
 Model Summaryb

Model R R Square Adjusted R Std. Error of the

Square Estimate
a
1 .857 .735 .717 .18184

a. Predictors: (Constant), DER, L_INDEKS, L_ROE, LG_INDEKS

b. Dependent Variable: L_TOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 5.586 4 1.397 42.235 .000b

1 Residual 2.017 61 .033

Total 7.604 65

a. Dependent Variable: L_TOBINSQ

b. Predictors: (Constant), DER, L_INDEKS, L_ROE, LG_INDEKS

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig. Collinearity

Coefficients Statistics

B Std. Error Beta Tolerance

(Constant) -.863 .467 -1.848 .069

L_ROE .263 .024 .782 10.940 .000 .851

1 L_INDEKS 1.007 .649 .867 1.553 .126 .014

LG_INDEKS 1.745 1.406 .689 1.241 .219 .014

DER .015 .040 .026 .371 .712 .910

Coefficientsa

Model Collinearity Statistics

VIF

1 (Constant)

L_ROE 1.175

L_INDEKS 71.657

LG_INDEKS 70.953
 DER 1.099

a. Dependent Variable: L_TOBINSQ

Coefficient Correlationsa

Model DER L_INDEKS L_ROE LG_INDEKS

DER 1.000 -.063 .245 -.078

L_INDEKS -.063 1.000 -.230 .992

Correlations
L_ROE .245 -.230 1.000 -.207

LG_INDEKS -.078 .992 -.207 1.000

1
DER .002 -.002 .000 -.004

L_INDEKS -.002 .421 -.004 .905

Covariances
L_ROE .000 -.004 .001 -.007

LG_INDEKS -.004 .905 -.007 1.978

a. Dependent Variable: L_TOBINSQ

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) L_ROE L_INDEKS LG_INDEKS

1 4.453 1.000 .00 .01 .00 .00

2 .426 3.234 .00 .03 .00 .00

1 3 .093 6.922 .00 .81 .00 .00

4 .029 12.492 .05 .11 .00 .01

5 .000 136.995 .95 .05 1.00 .99

Collinearity Diagnosticsa

Model Dimension Variance Proportions

DER

1 .01

2 .74

1 3 .07

4 .18

5 .00
a. Dependent Variable: L_TOBINSQ

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value .2982 1.7741 .7653 .29316 66

Residual -.49792 .40452 .00000 .17616 66
Std. Predicted Value -1.594 3.441 .000 1.000 66
Std. Residual -2.738 2.225 .000 .969 66

a. Dependent Variable: L_TOBINSQ

Charts
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT L_TOBINSQ
/METHOD=ENTER L_ROE LG_INDEKS DER
/RESIDUALS HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/SAVE RESID.

Regression
 Notes

Output Created 18-JAN-2019 06:50:56

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 L_TOBINSQ
/METHOD=ENTER L_ROE
LG_INDEKS DER
/RESIDUALS
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE RESID.
Processor Time 00:00:01.01
Elapsed Time 00:00:01.21
Resources Memory Required 2356 bytes
Additional Memory Required
640 bytes
for Residual Plots
Variables Created or
RES_4 Unstandardized Residual
Modified

[DataSet1]
 Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

DER,
1 LG_INDEKS, . Enter
b
L_ROE

a. Dependent Variable: L_TOBINSQ

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the

Square Estimate
a
1 .851 .724 .711 .18390

a. Predictors: (Constant), DER, LG_INDEKS, L_ROE

b. Dependent Variable: L_TOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 5.507 3 1.836 54.274 .000b

1 Residual 2.097 62 .034

Total 7.604 65

a. Dependent Variable: L_TOBINSQ

b. Predictors: (Constant), DER, LG_INDEKS, L_ROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig. Collinearity

Coefficients Statistics

B Std. Error Beta Tolerance

1 (Constant) -.158 .110 -1.438 .156

 L_ROE .272 .024 .808 11.478 .000 .898

LG_INDEKS -.423 .174 -.167 -2.424 .018 .937

DER .019 .040 .032 .465 .644 .913

Coefficientsa

Model Collinearity Statistics

VIF

(Constant)

L_ROE 1.113
1
LG_INDEKS 1.067

DER 1.095

a. Dependent Variable: L_TOBINSQ

Coefficient Correlationsa

Model DER LG_INDEKS L_ROE

DER 1.000 -.128 .238

Correlations LG_INDEKS -.128 1.000 .180

L_ROE .238 .180 1.000

1
DER .002 -.001 .000

Covariances LG_INDEKS -.001 .030 .001

L_ROE .000 .001 .001

a. Dependent Variable: L_TOBINSQ

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) L_ROE LG_INDEKS DER

1 3.478 1.000 .00 .01 .00 .02

2 .413 2.903 .00 .04 .01 .72

1
3 .081 6.562 .03 .84 .28 .08

4 .029 11.045 .96 .11 .71 .17

a. Dependent Variable: L_TOBINSQ

 Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value .2527 1.8262 .7653 .29106 66

Residual -.55001 .40276 .00000 .17961 66
Std. Predicted Value -1.761 3.645 .000 1.000 66
Std. Residual -2.991 2.190 .000 .977 66

a. Dependent Variable: L_TOBINSQ

Charts
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT L_TOBINSQ
/METHOD=ENTER L_ROE LG_INDEKS DER
/RESIDUALS HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/SAVE RESID.

Regression
 Notes

Output Created 18-JAN-2019 06:54:29

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 L_TOBINSQ
/METHOD=ENTER L_ROE
LG_INDEKS DER
/RESIDUALS
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE RESID.
Processor Time 00:00:00.99
Elapsed Time 00:00:01.14
Resources Memory Required 2276 bytes
Additional Memory Required
640 bytes
for Residual Plots
Variables Created or
RES_1 Unstandardized Residual
Modified

[DataSet1]
 Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

DER,
1 LG_INDEKS, . Enter
b
L_ROE

a. Dependent Variable: L_TOBINSQ

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the

Square Estimate

1 .851a .724 .711 .18390

a. Predictors: (Constant), DER, LG_INDEKS, L_ROE

b. Dependent Variable: L_TOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 5.507 3 1.836 54.274 .000b

1 Residual 2.097 62 .034

Total 7.604 65

a. Dependent Variable: L_TOBINSQ

b. Predictors: (Constant), DER, LG_INDEKS, L_ROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig. Collinearity

Coefficients Statistics

B Std. Error Beta Tolerance

 (Constant) -.158 .110 -1.438 .156

L_ROE .272 .024 .808 11.478 .000 .898

1
LG_INDEKS -.423 .174 -.167 -2.424 .018 .937

DER .019 .040 .032 .465 .644 .913

Coefficientsa

Model Collinearity Statistics

VIF

(Constant)

L_ROE 1.113
1
LG_INDEKS 1.067

DER 1.095

a. Dependent Variable: L_TOBINSQ

Coefficient Correlationsa

Model DER LG_INDEKS L_ROE

DER 1.000 -.128 .238

Correlations LG_INDEKS -.128 1.000 .180

L_ROE .238 .180 1.000

1
DER .002 -.001 .000

Covariances LG_INDEKS -.001 .030 .001

L_ROE .000 .001 .001

a. Dependent Variable: L_TOBINSQ

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) L_ROE LG_INDEKS DER

1 3.478 1.000 .00 .01 .00 .02

2 .413 2.903 .00 .04 .01 .72

1
3 .081 6.562 .03 .84 .28 .08

4 .029 11.045 .96 .11 .71 .17

a. Dependent Variable: L_TOBINSQ

 Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value .2527 1.8262 .7653 .29106 66

Residual -.55001 .40276 .00000 .17961 66
Std. Predicted Value -1.761 3.645 .000 1.000 66
Std. Residual -2.991 2.190 .000 .977 66

a. Dependent Variable: L_TOBINSQ

Charts
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.

NPar Tests

Notes

Output Created 18-JAN-2019 06:55:56

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.
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_1
/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 66
Mean 0E-7
Normal Parametersa,b
Std. Deviation .17960984
Absolute .086
Most Extreme Differences Positive .086
Negative -.077
Kolmogorov-Smirnov Z .700
Asymp. Sig. (2-tailed) .712

a. Test distribution is Normal.

b. Calculated from data.