Nama : Fitria Rhamadani (14)

Regression

Notes

Output Created 25-Oct-2017 08:17:40

Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data File 175
Missing Value Handling Definition of Missing User-defined missing values are treated as
missing.
Cases Used Statistics are based on cases with no
missing values for any variable used.
Syntax REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Ret_Kras
/METHOD=ENTER Ret_IHSG.

Resources Processor Time 00 00:00:00.078

Elapsed Time 00 00:00:00.188

Memory Required 1356 bytes

Additional Memory Required for 0 bytes

Residual Plots

[DataSet0]

Variables Entered/Removedb

Variables
Model Variables Entered Removed Method

1 Ret_IHSGa . Enter

a. All requested variables entered.

b. Dependent Variable: Ret_Kras

Model Summary

Adjusted R Std. Error of the

Model R R Square Square Estimate

1 .122a .015 .009 .0277374

a. Predictors: (Constant), Ret_IHSG

 ANOVAb

Model Sum of Squares df Mean Square F Sig.

1 Regression .002 1 .002 2.615 .108a

Residual .133 173 .001

Total .135 174

a. Predictors: (Constant), Ret_IHSG

b. Dependent Variable: Ret_Kras

Coefficientsa

Standardized
Unstandardized Coefficients Coefficients

Model B Std. Error Beta t Sig.

1 (Constant) -.002 .002 -1.132 .259

Ret_IHSG .643 .398 .122 1.617 .108

a. Dependent Variable: Ret_Kras

Kesimpulan :

Beta dari data tersebut sebesar 0,643. Hal ini Menunjukkan bahwa saham dari perusahaan PT. Krakatau Steel Tbk adalah
saham Defensif. Hal ini berarti bahwa jika saham IHSG naik sebesar 1%, maka saham perusahaan PT. Krakatau Steel Tbk akan naik
sebesar 0,643 atau 64,3%, dan jika saham IHSG turun 1%, maka saham perusahaan PT Krakatau Steel Tbk akan turun sebesar 0,643
atau 64,3%.

Persamaan regresi-nya :

= -0,002 + 0,643b