REGRESSION

/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT LAGLNTOBINSQ
/METHOD=ENTER LAGLNROE LAGLNDER LAGLNINDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID).

Regression

Notes

Output Created 19-JAN-2019 22:26:31

Comments
Active Dataset DataSet0
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
LAGLNTOBINSQ
/METHOD=ENTER
LAGLNROE LAGLNDER
LAGLNINDEKS
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS DURBIN
HISTOGRAM(ZRESID)
NORMPROB(ZRESID).
Processor Time 00:00:01.23

Elapsed Time 00:00:01.23

Resources Memory Required 2340 bytes

Additional Memory Required

896 bytes
for Residual Plots

[DataSet0]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

LAGLNINDEKS,
1 LAGLNDER, . Enter
b
LAGLNROE

a. Dependent Variable: LAGLNTOBINSQ

b. All requested variables entered.
 Model Summaryb

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

Square Estimate
a
1 .862 .743 .730 .39412 1.866

a. Predictors: (Constant), LAGLNINDEKS, LAGLNDER, LAGLNROE

b. Dependent Variable: LAGLNTOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 27.350 3 9.117 58.693 .000b

1 Residual 9.475 61 .155

Total 36.825 64

a. Dependent Variable: LAGLNTOBINSQ

b. Predictors: (Constant), LAGLNINDEKS, LAGLNDER, LAGLNROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

(Constant) 1.534 .143 10.696 .000

LAGLNROE .969 .077 .839 12.541 .000

1
LAGLNDER -.069 .061 -.075 -1.143 .257

LAGLNINDEKS .343 .203 .112 1.688 .097

Coefficientsa

Model Collinearity Statistics

Tolerance VIF

(Constant)

LAGLNROE .943 1.061

1
LAGLNDER .982 1.019

LAGLNINDEKS .960 1.042

a. Dependent Variable: LAGLNTOBINSQ

Coefficient Correlationsa

Model LAGLNINDEKS LAGLNDER LAGLNROE

LAGLNINDEKS 1.000 .025 -.201

Correlations LAGLNDER .025 1.000 -.135

LAGLNROE -.201 -.135 1.000

1
LAGLNINDEKS .041 .000 -.003

Covariances LAGLNDER .000 .004 -.001

LAGLNROE -.003 -.001 .006

a. Dependent Variable: LAGLNTOBINSQ

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) LAGLNROE LAGLNDER

1 3.013 1.000 .01 .03 .03

2 .694 2.083 .01 .01 .95

1
3 .224 3.664 .06 .95 .00

4 .068 6.678 .92 .01 .01

Collinearity Diagnosticsa

Model Dimension Variance Proportions

LAGLNINDEKS

1 .01

2 .01
1
3 .10

4 .87

a. Dependent Variable: LAGLNTOBINSQ

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -1.5643 2.1440 .4404 .65372 65

Std. Predicted Value -3.067 2.606 .000 1.000 65
Standard Error of Predicted
.050 .198 .091 .035 65
Value
Adjusted Predicted Value -1.5308 2.0533 .4401 .65155 65
Residual -1.40647 .96092 .00000 .38477 65
Std. Residual -3.569 2.438 .000 .976 65
Stud. Residual -3.705 2.487 .000 1.012 65
Deleted Residual -1.51605 1.00011 .00031 .41357 65
Stud. Deleted Residual -4.174 2.602 -.004 1.054 65
Mahal. Distance .043 15.165 2.954 3.158 65
Cook's Distance .000 .267 .019 .044 65
Centered Leverage Value .001 .237 .046 .049 65

a. Dependent Variable: LAGLNTOBINSQ

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

NPar Tests

Notes

Output Created 19-JAN-2019 22:30:05

Comments
Input Active Dataset DataSet0
 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-
Syntax
S(NORMAL)=RES_LAGLN
/MISSING ANALYSIS.
Processor Time 00:00:00.05

Resources Elapsed Time 00:00:00.11

a
Number of Cases Allowed 196608

a. Based on availability of workspace memory.

[DataSet0]

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual

N 65
Mean 0E-7
Normal Parametersa,b
Std. Deviation .38476826
Absolute .087
Most Extreme Differences Positive .087
Negative -.087
Kolmogorov-Smirnov Z .702
Asymp. Sig. (2-tailed) .708

a. Test distribution is Normal.

b. Calculated from data.
COMPUTE ABSLAGLN=ABS(RES_LAGLN).
EXECUTE.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT ABSLAGLN
/METHOD=ENTER LAGLNROE LAGLNDER LAGLNINDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED).

Regression

Notes

Output Created 19-JAN-2019 22:34:26

Comments
Active Dataset DataSet0
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)
Syntax /NOORIGIN
/DEPENDENT ABSLAGLN
/METHOD=ENTER
LAGLNROE LAGLNDER
LAGLNINDEKS
/SCATTERPLOT=(*SRESID
,*ZPRED).
Processor Time 00:00:00.42

Elapsed Time 00:00:00.44

Resources Memory Required 2380 bytes

Additional Memory Required

224 bytes
for Residual Plots

[DataSet0]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

LAGLNINDEKS,
1 LAGLNDER, . Enter
b
LAGLNROE

a. Dependent Variable: ABSLAGLN

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the

Square Estimate

1 .232a .054 .007 .26791

a. Predictors: (Constant), LAGLNINDEKS, LAGLNDER, LAGLNROE
b. Dependent Variable: ABSLAGLN

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression .250 3 .083 1.160 .332b

1 Residual 4.378 61 .072

Total 4.628 64

a. Dependent Variable: ABSLAGLN

b. Predictors: (Constant), LAGLNINDEKS, LAGLNDER, LAGLNROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

(Constant) .367 .097 3.763 .000

LAGLNROE -.012 .053 -.029 -.227 .821

1
LAGLNDER -.047 .041 -.144 -1.143 .258

LAGLNINDEKS .199 .138 .183 1.443 .154

a. Dependent Variable: ABSLAGLN

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value .0746 .4110 .2731 .06248 65

Std. Predicted Value -3.177 2.208 .000 1.000 65
Standard Error of Predicted
.034 .135 .062 .024 65
Value
Adjusted Predicted Value .0300 .4624 .2708 .06787 65
Residual -.31428 1.03533 .00000 .26155 65
Std. Residual -1.173 3.865 .000 .976 65
Stud. Residual -1.239 4.012 .004 1.009 65
Deleted Residual -.35856 1.11599 .00226 .27985 65
Stud. Deleted Residual -1.244 4.638 .020 1.062 65
Mahal. Distance .043 15.165 2.954 3.158 65
Cook's Distance .000 .314 .018 .046 65
Centered Leverage Value .001 .237 .046 .049 65

a. Dependent Variable: ABSLAGLN

Charts

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

Regression

Notes

Output Created 19-JAN-2019 23:38:21

Comments
Active Dataset DataSet0
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 LAGLNTOBINSQ
/METHOD=ENTER
LAGLNROE LAGLNDER
LAGLNINDEKS
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS DURBIN
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE RESID.
Processor Time 00:00:01.22
Elapsed Time 00:00:01.60
Resources Memory Required 2380 bytes
Additional Memory Required
896 bytes
for Residual Plots

Notes

Variables Created or
RES_1 Unstandardized Residual
Modified

[DataSet0]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

LAGLNINDEKS,
1 LAGLNDER, . Enter
b
LAGLNROE
a. Dependent Variable: LAGLNTOBINSQ
b. All requested variables entered.

Model Summaryb

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

Square Estimate

1 .862a .743 .730 .39412 1.866

a. Predictors: (Constant), LAGLNINDEKS, LAGLNDER, LAGLNROE

b. Dependent Variable: LAGLNTOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 27.350 3 9.117 58.693 .000b

1 Residual 9.475 61 .155

Total 36.825 64

a. Dependent Variable: LAGLNTOBINSQ

b. Predictors: (Constant), LAGLNINDEKS, LAGLNDER, LAGLNROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

(Constant) 1.534 .143 10.696 .000

LAGLNROE .969 .077 .839 12.541 .000

1
LAGLNDER -.069 .061 -.075 -1.143 .257

LAGLNINDEKS .343 .203 .112 1.688 .097

Coefficientsa

Model Collinearity Statistics

Tolerance VIF

1 (Constant)
 LAGLNROE .943 1.061

LAGLNDER .982 1.019

LAGLNINDEKS .960 1.042

a. Dependent Variable: LAGLNTOBINSQ

Collinearity Diagnosticsa

Model Dimension Eigenvalue Condition Index Variance Proportions

(Constant) LAGLNROE LAGLNDER

1 3.013 1.000 .01 .03 .03

2 .694 2.083 .01 .01 .95

1
3 .224 3.664 .06 .95 .00

4 .068 6.678 .92 .01 .01

Collinearity Diagnosticsa

Model Dimension Variance Proportions

LAGLNINDEKS

1 .01

2 .01
1
3 .10

4 .87

a. Dependent Variable: LAGLNTOBINSQ

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -1.5643 2.1440 .4404 .65372 65

Std. Predicted Value -3.067 2.606 .000 1.000 65
Standard Error of Predicted
.050 .198 .091 .035 65
Value
Adjusted Predicted Value -1.5308 2.0533 .4401 .65155 65
Residual -1.40647 .96092 .00000 .38477 65
Std. Residual -3.569 2.438 .000 .976 65
Stud. Residual -3.705 2.487 .000 1.012 65
Deleted Residual -1.51605 1.00011 .00031 .41357 65
Stud. Deleted Residual -4.174 2.602 -.004 1.054 65
Mahal. Distance .043 15.165 2.954 3.158 65
Cook's Distance .000 .267 .019 .044 65
Centered Leverage Value .001 .237 .046 .049 65

a. Dependent Variable: LAGLNTOBINSQ

Coefficient Correlationsa

Model LAGLNINDEKS LAGLNDER LAGLNROE

LAGLNINDEKS 1.000 .025 -.201

Correlations LAGLNDER .025 1.000 -.135

LAGLNROE -.201 -.135 1.000

1
LAGLNINDEKS .041 .000 -.003

Covariances LAGLNDER .000 .004 -.001

LAGLNROE -.003 -.001 .006

a. Dependent Variable: LAGLNTOBINSQ

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

NPar Tests

Notes

Output Created 19-JAN-2019 23:39:03

Comments
Input Active Dataset DataSet0
 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_1
/MISSING ANALYSIS.
Processor Time 00:00:00.02

Resources Elapsed Time 00:00:00.03

a
Number of Cases Allowed 196608

a. Based on availability of workspace memory.

[DataSet0]

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual

N 65
Mean 0E-7
Normal Parametersa,b
Std. Deviation .38476826
Absolute .087
Most Extreme Differences Positive .087
Negative -.087
Kolmogorov-Smirnov Z .702
Asymp. Sig. (2-tailed) .708

a. Test distribution is Normal.

b. Calculated from data.