LAMPIRAN DESKRIPTIF STATISTIK

Perpustakaan Unika

LAMPIRAN DESKRIPTIF STATISTIK

• SEBELUM NORMAL Descriptive Statistics N Arus kas pendanaan Arus kas investasi Arus kas operasi Laba akuntansi perusahaan Return Saham Valid N (listwise)

272 272 272

Minimum -1.1E+12 -8.2E+11 -7.2E+13

Maximum 1.6E+12 1.1E+12 1.8E+12

Mean 2.1E+10 1.3E+09 -2.3E+11

Std. Deviation 1.754E+11 1.057E+11 4.346E+12

272

-1.0E+13

3.1E+13

2.1E+11

2.641E+12

272 272

-.349

8.889

.26971

1.41744

• SESUDAH NORMAL Descriptive Statistics N Arus kas pendanaan Arus kas investasi Arus kas operasi Laba akuntansi perusahaan Return Saham Valid N (listwise)

251 251 251

Minimum -1.1E+12 -8.2E+11 -7.2E+13

Maximum 1.6E+12 4.0E+11 1.8E+12

Mean 2.0E+10 -3.7E+09 -2.5E+11

Std. Deviation 1.602E+11 8.209E+10 4.524E+12

251

-1.0E+13

3.1E+13

2.3E+11

2.749E+12

251 251

-.20500

.33300

1.63E-02

.1025768

Perpustakaan Unika

LAMPIRAN ASUMSI KLASIK • UJI AUTOKORELASI Model Summaryb

Model 1

Adjusted R Square .029

R R Square .211a .045

Durbin-W atson 1.860

a. Predictors: (Constant), Laba akuntansi perusahaan, Arus kas operasi, Arus kas investasi, Arus kas pendanaan b. Dependent Variable: Return Saham

• UJI MULTIKOLINEARITAS Coefficientsa

Model 1

(Constant) Arus kas pendanaan Arus kas investasi Arus kas operasi Laba akuntansi perusahaan

Unstandardized Coefficients B Std. Error 1.523E-02 .006 -3.38E-14 .000 -7.69E-14 .000 9.135E-16 .000 7.525E-15

.000

Standardi zed Coefficien ts Beta -.053 -.062 .040

t 2.360 -.786 -.924 .646

Sig. .019 .432 .356 .519

.202

3.207

.002

Collinearity Statistics Tolerance VIF .862 .876 1.000

1.161 1.142 1.000

.982

1.018

a. Dependent Variable: Return Saham

Coefficient Correlationsa

Model 1

Correlations

Covariances

Laba akuntansi perusahaan Arus kas operasi Arus kas investasi Arus kas pendanaan Laba akuntansi perusahaan Arus kas operasi Arus kas investasi Arus kas pendanaan

a. Dependent Variable: Return Saham

Laba akuntansi perusahaan

Arus kas operasi

1.000

-.003

-.007

-.127

-.003 -.007 -.127

1.000 -.020 -.013

-.020 1.000 .350

-.013 .350 1.000

5.505E-30

-1.07E-32

-1.43E-30

-1.279E-29

-1.075E-32 -1.430E-30 -1.279E-29

1.998E-30 -2.35E-30 -7.82E-31

-2.35E-30 6.926E-27 1.254E-27

-7.822E-31 1.254E-27 1.848E-27

Arus kas investasi

Arus kas pendanaan

Perpustakaan Unika

• UJI HETEROKESDASTISITAS Coefficientsa

Model 1

(Constant) Arus kas pendanaan Arus kas investasi Arus kas operasi Laba akuntansi perusahaan

Unstandardized Coefficients B Std. Error 8.123E-02 .004 -4.73E-14 .000 -2.35E-14 .000 1.117E-15 .000 -1.66E-15

Standardi zed Coefficien ts Beta

.000

-.115 -.029 .077

t 19.527 -1.701 -.437 1.222

Sig. .000 .090 .662 .223

-.069

-1.094

.275

a. Dependent Variable: ABSTRES3

HASIL UJI NORMALITAS • SEBELUM NORMAL Tests of Normality a

Unstandardized Residual

Kolmogorov-Smirnov Statistic df Sig. ,438 272 ,000

a. Lilliefors Significance Correction

• SESUDAH NORMAL Tests of Normality

Unstandardized Residual

Kolmogorov-Smirnov Statistic df ,045 251

*. This is a lower bound of the true significance. a. Lilliefors Significance Correction

a

Sig. ,200*

Perpustakaan Unika

HASIL PENGUJIAN REGRESI

• Regression Descriptive Statistics Return Saham Arus kas pendanaan Arus kas investasi Arus kas operasi Laba akuntansi perusahaan

Mean 1.63E-02 2.0E+10 -3.7E+09 -2.5E+11

Std. Deviation .1025768 1.602E+11 8.209E+10 4.524E+12

2.3E+11

2.749E+12

N 251 251 251 251 251

Correlations

Pearson Correlation

Sig. (1-tailed)

N

Return Saham Arus kas pendanaan Arus kas investasi Arus kas operasi Laba akuntansi perusahaan Return Saham Arus kas pendanaan Arus kas investasi Arus kas operasi Laba akuntansi perusahaan Return Saham Arus kas pendanaan Arus kas investasi Arus kas operasi Laba akuntansi perusahaan

Return Saham 1.000 -.004 -.050 .040

Arus kas pendanaan -.004 1.000 -.352 .007

Arus kas investasi -.050 -.352 1.000 .016

Arus kas operasi .040 .007 .016 1.000

Laba akuntansi perusahaan .197 .133 -.040 .004

.197

.133

-.040

.004

1.000

. .474 .214 .265

.474 . .000 .458

.214 .000 . .398

.265 .458 .398 .

.001 .018 .265 .473

.001

.018

.265

.473

.

251 251 251 251

251 251 251 251

251 251 251 251

251 251 251 251

251 251 251 251

251

251

251

251

251

Model Summaryb

Model 1

R R Square .211a .045

Adjusted R Square .029

Durbin-W atson 1.860

a. Predictors: (Constant), Laba akuntansi perusahaan, Arus kas operasi, Arus kas investasi, Arus kas pendanaan b. Dependent Variable: Return Saham

Perpustakaan Unika

ANOVAb

Model 1

Regression Residual Total

Sum of Squares .118 2.513 2.630

df 4 246 250

Mean Square 2.939E-02 1.022E-02

F 2.877

Sig. .023a

a. Predictors: (Constant), Laba akuntansi perusahaan, Arus kas operasi, Arus kas investasi, Arus kas pendanaan b. Dependent Variable: Return Saham Coefficientsa

Model 1

(Constant) Arus kas pendanaan Arus kas investasi Arus kas operasi Laba akuntansi perusahaan

Unstandardized Coefficients B Std. Error 1.523E-02 .006 -3.38E-14 .000 -7.69E-14 .000 9.135E-16 .000 7.525E-15

.000

Standardi zed Coefficien ts Beta -.053 -.062 .040

t 2.360 -.786 -.924 .646

Sig. .019 .432 .356 .519

.202

3.207

.002

Collinearity Statistics Tolerance VIF .862 .876 1.000

1.161 1.142 1.000

.982

1.018

a. Dependent Variable: Return Saham

Coefficient Correlationsa

Model 1

Correlations

Covariances

Laba akuntansi perusahaan Arus kas operasi Arus kas investasi Arus kas pendanaan Laba akuntansi perusahaan Arus kas operasi Arus kas investasi Arus kas pendanaan

a. Dependent Variable: Return Saham

Laba akuntansi perusahaan

Arus kas operasi

1.000

-.003

-.007

-.127

-.003 -.007 -.127

1.000 -.020 -.013

-.020 1.000 .350

-.013 .350 1.000

5.505E-30

-1.07E-32

-1.43E-30

-1.279E-29

-1.075E-32 -1.430E-30 -1.279E-29

1.998E-30 -2.35E-30 -7.82E-31

-2.35E-30 6.926E-27 1.254E-27

-7.822E-31 1.254E-27 1.848E-27

Arus kas investasi

Arus kas pendanaan

Perpustakaan Unika

Collinearity Diagnosticsa

Variance Proportions

Model 1

Dimension 1 2 3 4 5

Condition Index 1.000 1.181 1.209 1.268 1.522

Eigenvalue 1.447 1.038 .990 .900 .624

(Constant) .07 .31 .05 .54 .03

Arus kas pendanaan .26 .03 .00 .00 .71

Arus kas investasi .21 .09 .10 .00 .59

Arus kas operasi .00 .45 .38 .16 .00

Laba akuntansi perusahaan .07 .06 .44 .38 .04

a. Dependent Variable: Return Saham

Casewise Diagnosticsa

Case Number 216

Std. Residual 3.144

Return Saham .33300

a. Dependent Variable: Return Saham

Residuals Statisticsa

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

Minimum -4.9E-02 -3.026

Maximum .2463160 10.605

Mean 1.63E-02 .000

Std. Deviation 2.168527E-02 1.000

6.42E-03

.1009793

9.34E-03

1.080460E-02

251

-9.0E-02 -.2268384 -2.244 -2.254 -2.06471 -2.273 .011 .000 .000

2.0117073 .3177421 3.144 3.150 .3190444 3.209 248.554 83.314 .994

2.39E-02 -5.9E-18 .000 .000 -7.5E-03 .000 3.984 .335 .016

.1276371 .1002584 .992 .999 .1652576 1.004 21.965 5.259 .088

251 251 251 251 251 251 251 251 251

a. Dependent Variable: Return Saham

N 251 251