3
Model Summary b Model R R Square Adjusted R Square Std. Error of the Estimate Durbin- Watson 1 .307 a .094 .069 1.94040 2.010 a. Predictors: (Constant), PM, CR, DER b. Dependent Variable: PL Coefficients a Model Unstandardized Coefficients Standardized Coefficients t Sig. Collinearity Statistics B Std. Error Beta Tolerance VIF 1 (Constant) 3.028 .729 4.155 .000 CR -.955 .313 -.285 -3.052 .003 .982 1.019 DER -.005 .057 -.008 -.086 .931 .973 1.027 PM .667 .433 .145 1.540 .127 .968 1.033 a. Dependent Variable: PL

Lampiran Jupe

Embed Size (px)

DESCRIPTION

Lampiran Jupe

Citation preview

Page 1: Lampiran Jupe

Model Summaryb

Model R R Square

Adjusted R

Square

Std. Error of the

Estimate Durbin-Watson

1 .307a .094 .069 1.94040 2.010

a. Predictors: (Constant), PM, CR, DER

b. Dependent Variable: PL

Coefficientsa

Model

Unstandardized Coefficients

Standardized

Coefficients

t Sig.

Collinearity Statistics

B Std. Error Beta Tolerance VIF

1 (Constant) 3.028 .729 4.155 .000

CR -.955 .313 -.285 -3.052 .003 .982 1.019

DER -.005 .057 -.008 -.086 .931 .973 1.027

PM .667 .433 .145 1.540 .127 .968 1.033

a. Dependent Variable: PL

Page 2: Lampiran Jupe
Page 3: Lampiran Jupe

One-Sample Kolmogorov-Smirnov Test

Unstandardized

Residual

N 110

Normal Parametersa Mean .0000000

Std. Deviation 1.91351354

Most Extreme Differences Absolute .220

Positive .220

Negative -.133

Kolmogorov-Smirnov Z 2.302

Asymp. Sig. (2-tailed) .000

a. Test distribution is Normal.