UJI HIPOTESIS

HIPOTESIS TANPA ARAH

H0 = Tidak ada pengaruh X1 terhadap Y
H1 = Ada pengaruh X1 terhadap Y
H0 = Tidak ada pengaruh X2 terhadap Y
H2 = Ada pengaruh X2 terhadap Y
H0 = Tidak ada pengaruh X3 terhadap Y
H3 = Ada pengaruh X3 terhadap Y

HIPOTESIS DENGAN ARAH

H0 = Tidak ada pengaruh X1 terhadap Y
H1 = Ada pengaruh positif X1 terhadap Y
H0 = Tidak ada pengaruh X2 terhadap Y
H2 = Ada pengaruh positif X2 terhadap Y
H0 = Tidak ada pengaruh X3 terhadap Y
H3 = Ada pengaruh positif X3 terhadap Y

ASUMSI KLASIK
1. NORMALITAS

One-Sample Kolmogorov-Smirnov Test

X1 X2 X3 Y

N 10 10 10 10
Mean 80.70 644.60 128.40 2696.00
Normal Parametersa,b
Std. Deviation 20.532 244.927 25.648 681.505
Absolute .163 .250 .263 .206
Most Extreme Differences Positive .163 .162 .263 .128
Negative -.137 -.250 -.241 -.206
Kolmogorov-Smirnov Z .515 .791 .833 .653
Asymp. Sig. (2-tailed) .953 .558 .491 .788

a. Test distribution is Normal.

b. Calculated from data.
 2. MULTIKOLINEARITAS

Coefficientsa

Model Unstandardized Coefficients Standardized Coefficients t Sig. Collinearity Statistics

B Std. Error Beta Tolerance VIF

(Constant) 2689.768 2129.297 1.263 .253

X1 -9.436 13.801 -.284 -.684 .520 .690 1.450

1
X2 1.624 1.357 .583 1.196 .277 .501 1.995

X3 -2.172 11.358 -.082 -.191 .855 .653 1.532

a. Dependent Variable: Y

3. AUTOKORELASI

Model Summaryb

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

Square Estimate

1 .533a .285 -.073 705.986 3.045

a. Predictors: (Constant), X3, X1, X2

b. Dependent Variable: Y

Nilai Durbin-Watson menunjukkan nilai 3,045

4. HETEROKEDASTISITAS

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig. Collinearity Statistics

Coefficients

B Std. Error Beta Tolerance VIF

(Constant) 3197.325 679.065 4.708 .003

X1 -2.640 4.401 -.148 -.600 .571 .690 1.450

1
X2 -1.298 .433 -.866 -2.998 .024 .501 1.995

X3 -13.444 3.622 -.939 -3.712 .010 .653 1.532

a. Dependent Variable: ABRES

ANALISIS REGRESI BERGANDA

Descriptive Statistics

Mean Std. Deviation N

Y 2696.00 681.505 10
X1 80.70 20.532 10
X2 644.60 244.927 10
X3 128.40 25.648 10

Model Summary R-Square

Model Summaryb

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

Square Estimate

1 .533a .285 -.073 705.986 3.045

a. Predictors: (Constant), X3, X1, X2

b. Dependent Variable: Y

Korelasi
Correlations

Y X1 X2 X3

Y 1.000 .067 .473 -.335

X1 .067 1.000 .557 -.319

Pearson Correlation
X2 .473 .557 1.000 -.589

X3 -.335 -.319 -.589 1.000

Y . .427 .084 .172
X1 .427 . .047 .184
Sig. (1-tailed)
X2 .084 .047 . .037
X3 .172 .184 .037 .
Y 10 10 10 10

X1 10 10 10 10
N
X2 10 10 10 10

X3 10 10 10 10
 Coefficientsa

Model Unstandardized Coefficients Standardized Coefficients t Sig. Collinearity Statistics

B Std. Error Beta Tolerance VIF

(Constant) 2689.768 2129.297 1.263 .253

X1 -9.436 13.801 -.284 -.684 .520 .690 1.450

1
X2 1.624 1.357 .583 1.196 .277 .501 1.995

X3 -2.172 11.358 -.082 -.191 .855 .653 1.532

a. Dependent Variable: Y

Rumus Regresi

Y= a+bx1 + cx2+e