TUGAS STATISTIK
MAGISTER AKUNTANSI
Disusun Oleh :Wiwik Anggraini NIM. 1410245143
FAKULTAS EKONOMI UNIVERSITAS RIAU
PEKANBARU
2014ANALYSIS JURNAL PATH
1. Faktor penyebab kebangkrutan di Perusahaan Property and Real Estate menggunakan data keuangan tahun 2012.
Adapun variabel dependen dan independennya :
X1 = working capital/total asset
X2 = retained earning/total asset
X3 = EBIT/total asset
X4 = market value equity/book value of total liabilities
X5 = sales/total asset
X6 = current ratio
X7 = quick ratio
X8 = return on asset
X9 = return on equity
X10 = zcore
Y = Berpotensi bangkrut/tidak
Gambar
X10X1X1+X10X2X2+X10X3X3+X10X4X4+X10X5X5+X10X6X6+X10X7X7+X10X8X8+X10X9X9+X10X10X10+X10y+X1X1+yX2X2+yX3X3+yX4X4+yX5X5+yX6X6+yX7X7+yX8X8+yX9X9+yX10X10+yy+Kemudian Data diinput ke excel :NoPerusahaanX1X2X3X4X5X6X7X8X9X10
1PT Adhi Karya (Persero) Tbk0.130.070.020.111.30.090.020.151.31.71
2PT Agung Podomoro Group,Tbk-0.33-3.27-0.19-0.920.14-3.75-0.1-0.930.16-6.01
3PT Bhuawanatala Indah Permai Tbk0.420.070.073.020.090.120.056.940.092.73
4PT Bakrieland Development Tbk. 0.380.090.070.540.980.120.260.820.692.12
5PT Ciputra Development Tbk. 0.270.10.120.591.710.160.090.491.382.94
6PT Ciputra Property Tbk0.21-0.05-0.05-3.70.020.090.084.860.03-2.19
7PT Ciputra Surya Tbk.-0.010.000.01-0.40.130.110.10.580.31-0.09
8PT Citraland, Tbk -0.12-0.060.01-0.080.780.000.080.060.710.52
9PT Duta Pertiwi Tbk. 0.240.080.040.221.420.120.080.521.342.08
10PT Gowa Makassar Tourism Development Tbk.0.280.040.040.31.140.10.080.30.961.86
11PT Indonesia Prima Property Tbk.0.10.140.070.41.150.120.050.470.971.82
12PT Intiland Development Tbk. 0.320.120.051.410.090.120.031.90.071.65
13PT Jababeka Tbk. 0.260.120.060.820.690.140.040.020.481.17
14PT Jakarta International Hotel & Development Tbk. 0.210.160.090.391.380.180.050.560.911.91
15PT Jakarta Setiabudi Internasional Tbk.0.170.090.081.470.030.120.035.670.037.37
16PT Jaya Konstruksi Manggala Pratama Tbk0.010.110.10.920.310.160.090.610.211.21
17PT Jaya Real Property Tbk. 0.010.030.080.190.710.160.141.60.552.5
18PT Lamicitra Nusantara Tbk. 0.290.130.080.880.970.130.092.260.662.82
19PT Lippo Cikarang Tbk. 0.240.10.080.930.960.090.051.10.581.59
20PT Lippo Karawaci Tbk. 1.97-0.4-0.920.14-3.75-0.1-0.930.160.056.94
21PT Mas Murni Indonesia Tbk. 0.14-0.083.020.090.120.056.940.090.260.82
22PT Metro Supermarket Realty Tbk. 4.960.220.540.980.120.260.820.690.090.49
23PT MNC Land Tbk1.850.30.591.710.160.090.491.380.084.86
24PT Modernland Realty Tbk. 3.01-0.05-3.70.020.090.084.860.030.10.58
25PT Nusa Konstruksi Enjiniring Tbk3.410-0.40.130.110.10.580.310.080.06
26PT Pakuwon Jati Tbk. 0.8-0.06-0.080.780.80.080.060.710.910.52
27PT Pembangunan Jaya Ancol Tbk.0.82-0.050.221.420.120.070.521.340.250.3
28PT Pudjiadi & Sons Tbk. 2.450.010.31.140.10.240.30.960.050.47
29PT Ristia Bintang Mahkotasejati Tbk.1.950.010.41.150.180.050.470.970.031.9
30PT Sentul City Tbk. -0.33-3.27-0.19-0.920.120.031.90.070.116.94
31PT Summarecon Agung Tbk. 0.420.070.073.020.140.040.020.480.260.82
32PT Suryainti Permata Tbk. 0.380.090.070.540.180.050.560.910.090.49
33PT Suryamas Dutamakmur Tbk.0.270.10.120.590.120.0311.670.030.084.86
34PT Surya Semesta Internusa Tbk0.21-0.12-0.08-3.70.260.820.690.080.520.58
35PT Total Bangun Persada Tbk-0.010.03-0.12-0.40.090.491.380.080.30.06
36PT Wijaya Karya (Persero) Tbk0.270.10.120.591.710.160.090.491.382.94
Data diatas diinput ke spss sehingga menghasilkan variabel view sebagai berikut :
2. UJI NORMALITASREGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT X10
/METHOD=ENTER X1 X2 X3 X4 X5 X6 X7 X8 X9
/RESIDUALS DURBIN.Correlations
[DataSet3] E:\PATH1.sav
Variables Entered/Removeda
ModelVariables EnteredVariables RemovedMethod
1ROE, EBIT/TA, CR, QR, ROA, WC/TA, S/TA, RE/TA, MVE/BVTDb.Enter
a. Dependent Variable: ZSCORE
b. All requested variables entered.
Model Summaryb
ModelRR SquareAdjusted R SquareStd. Error of the EstimateDurbin-Watson
1.767a.588.4451.523281.976
a. Predictors: (Constant), ROE, EBIT/TA, CR, QR, ROA, WC/TA, S/TA, RE/TA, MVE/BVTD
b. Dependent Variable: ZSCORE
ANOVAa
ModelSum of SquaresdfMean SquareFSig.
1Regression85.98299.5544.117.002b
Residual60.330262.320
Total146.31235
a. Dependent Variable: ZSCORE
b. Predictors: (Constant), ROE, EBIT/TA, CR, QR, ROA, WC/TA, S/TA, RE/TA, MVE/BVTD
Coefficientsa
ModelUnstandardized CoefficientsStandardized CoefficientstSig.Collinearity Statistics
BStd. ErrorBetaToleranceVIF
1(Constant)1.324.8941.480.151
WC/TA-.448.267-.255-1.678.105.6851.460
RE/TA1.288.433.4992.973.006.5631.777
EBIT/TA.021.325.009.065.949.8921.121
MVE/BVTD-.149.354-.071-.422.676.5621.780
S/TA1.626.440.6013.693.001.5991.670
CR.055.530.017.104.918.6201.612
QR.063.215.042.290.774.7461.341
ROA.522.211.4012.475.020.6031.658
ROE-1.610.878-.345-1.833.078.4472.236
a. Dependent Variable: ZSCORE
Collinearity Diagnosticsa
ModelDimensionEigenvalueCondition IndexVariance Proportions
(Constant)WC/TARE/TAEBIT/TAMVE/BVTDS/TACRQRROAROE
113.8371.000.01.01.01.00.01.01.01.01.01.01
21.4231.642.00.01.11.01.00.04.09.01.00.03
31.2201.773.00.01.01.00.06.03.00.07.13.01
41.1351.839.00.10.03.13.00.01.09.12.00.01
51.0171.942.00.00.00.59.00.01.01.12.00.01
6.5152.730.00.39.01.16.00.02.03.39.01.02
7.3303.410.00.07.60.01.04.03.52.00.13.01
8.2753.734.01.01.11.00.25.19.25.04.43.06
9.1914.482.01.09.00.08.35.62.00.04.17.30
10.0588.167.98.31.13.01.29.03.00.21.12.54
a. Dependent Variable: ZSCORE
Correlations
WC/TARE/TAEBIT/TAMVE/BVTDS/TACRQRROAROEZSCORE
WC/TAPearson Correlation1.104-.213-.120-.135-.041.226-.158-.396*-.196
Sig. (2-tailed).546.212.487.432.814.185.358.017.253
N36363636363636363636
RE/TAPearson Correlation.1041.007-.073-.166.591**.046-.131-.256.425**
Sig. (2-tailed).546.968.673.333.000.791.447.132.010
N36363636363636363636
EBIT/TAPearson Correlation-.213.0071.045.113.015.076.010-.014.143
Sig. (2-tailed).212.968.792.512.931.660.954.937.405
N36363636363636363636
MVE/BVTDPearson Correlation-.120-.073.0451-.379*.065-.229.554**-.327.023
Sig. (2-tailed).487.673.792.023.708.179.000.052.896
N36363636363636363636
S/TAPearson Correlation-.135-.166.113-.379*1-.120-.186-.255.556**.276
Sig. (2-tailed).432.333.512.023.487.277.133.000.103
N36363636363636363636
CRPearson Correlation-.041.591**.015.065-.1201-.079-.044-.092.256
Sig. (2-tailed).814.000.931.708.487.645.799.595.131
N36363636363636363636
QRPearson Correlation.226.046.076-.229-.186-.0791-.233-.252-.095
Sig. (2-tailed).185.791.660.179.277.645.172.138.581
N36363636363636363636
ROAPearson Correlation-.158-.131.010.554**-.255-.044-.2331-.291.274
Sig. (2-tailed).358.447.954.000.133.799.172.085.106
N36363636363636363636
ROEPearson Correlation-.396*-.256-.014-.327.556**-.092-.252-.2911-.144
Sig. (2-tailed).017.132.937.052.000.595.138.085.403
N36363636363636363636
ZSCOREPearson Correlation-.196.425**.143.023.276.256-.095.274-.1441
Sig. (2-tailed).253.010.405.896.103.131.581.106.403
N36363636363636363636
*. Correlation is significant at the 0.05 level (2-tailed).
**. Correlation is significant at the 0.01 level (2-tailed).
Residuals Statisticsa
MinimumMaximumMeanStd. DeviationN
Predicted Value-.27357.12012.16441.5673736
Residual-2.538903.48811.000001.3129036
Std. Predicted Value-1.5553.162.0001.00036
Std. Residual-1.6672.290.000.86236
a. Dependent Variable: ZSCORE
Dari hasil output SPSS diatas dapat disusun matriks korelasi antar variabel sebagai berikut :
WC/TARE/TAEBIT/TAMVE/BVTDS/TACRQRROAROEZSCORE
X11.104-.213-.120-.135-.041.226-.158-.396*-.196
X2.1041.007-.073-.166.591**.046-.131-.256.425**
X3-.213.0071.045.113.015.076.010-.014.143
X4-.120-.073.0451-.379*.065-.229.554**-.327.023
X5-.135-.166.113-.379*1-.120-.186-.255.556**.276
X6-.041.591**.015.065-.1201-.079-.044-.092.256
X7.226.046.076-.229-.186-.0791-.233-.252-.095
X8-.158-.131.010.554**-.255-.044-.2331-.291.274
X9-.396*-.256-.014-.327.556**-.092-.252-.2911-.144
X10-.196.425**.143.023.276.256-.095.274-.1441
3. UJI HIPOTESANYA REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT X10
/METHOD=ENTER X1 X2 X3 X4 X5 X6 X7 X8 X9
/RESIDUALS HISTOGRAM(ZRESID) NORMPROB(ZRESID).
[DataSet3] E:\PATH1.savVariables Entered/Removeda
ModelVariables EnteredVariables RemovedMethod
1ROE, EBIT/TA, CR, QR, ROA, WC/TA, S/TA, RE/TA, MVE/BVTDb.Enter
a. Dependent Variable: ZSCORE
b. All requested variables entered.
Model Summaryb
ModelRR SquareAdjusted R SquareStd. Error of the Estimate
1.767a.588.4451.52328
a. Predictors: (Constant), ROE, EBIT/TA, CR, QR, ROA, WC/TA, S/TA, RE/TA, MVE/BVTD
b. Dependent Variable: ZSCORE
Regression
ANOVAa
ModelSum of SquaresdfMean SquareFSig.
1Regression85.98299.5544.117.002b
Residual60.330262.320
Total146.31235
a. Dependent Variable: ZSCORE
b. Predictors: (Constant), ROE, EBIT/TA, CR, QR, ROA, WC/TA, S/TA, RE/TA, MVE/BVTD
Dari hasil spss table ANOVA diatas menunjukkan bahwa dari semua data yang ada membuktikan data tersebut normal atau bersignifikan karena < 0.05. Hipotesa :H0 diterima
H0 : Secara keseluruhan semua variabel secara simultan dan signifikan terhadap potensi kebangkrutan perusahaan artinya rasio tersebut berpengaruh terhadap prediksi potensi kebangkrutan perusahaan.Coefficientsa
ModelUnstandardized CoefficientsStandardized CoefficientstSig.
BStd. ErrorBeta
1(Constant)1.324.8941.480.151
WC/TA-.448.267-.255-1.678.105
RE/TA1.288.433.4992.973.006
EBIT/TA.021.325.009.065.949
MVE/BVTD-.149.354-.071-.422.676
S/TA1.626.440.6013.693.001
CR.055.530.017.104.918
QR.063.215.042.290.774
ROA.522.211.4012.475.020
ROE-1.610.878-.345-1.833.078
a. Dependent Variable: ZSCORE
Namun jika dilihat dari table Coefficients bahwa ada 5 variabel yang tidak berpengaruh terhadap X10 (variable dependen) karena > 0.05Ket :
Ho:
1. WC/TA : Ho ditolak (tidak mempengaruhi potensi kebangkrutan karena nilai sig 0.105)
2. RE/TA : Ho diterima (signifikan terhadap variable dependen)
3. EBIT/TA : Ho ditolak (tidak mempengaruhi potensi kebangkrutan karena nilai sig > 0.5 yakni 0.949)4. MVE/BVTD : Ho ditolak (tidak mempengaruhi potensi kebangkrutan karena nilai sig > 0.5yakni 0.676)5. S/TA : Ho diterima (signifikan dan mempengaruhi prediksi potensi kebangkrutan perusahaan)6. CR : Ho ditolak (tidak mempengaruhi variable dependen karena nilai sig 0.774)
7. ROA : Ho diterima (karena signifikan terhadap variable dependen yakni 0.20)
8. ROE : Ho ditolak (karena lebih besar dari alpha yaitu 0.078)Residuals Statisticsa
MinimumMaximumMeanStd. DeviationN
Predicted Value-.27357.12012.16441.5673736
Residual-2.538903.48811.000001.3129036
Std. Predicted Value-1.5553.162.0001.00036
Std. Residual-1.6672.290.000.86236
a. Dependent Variable: ZSCORE
Charts
Dari gambar grafik diatas menunjukkan bahwa data berdistribusi normal karena grafik batang mampu membagi dua atau grafik garis memotong ditengah grafik batang, yakni antara -2 sampai dengan 2.Charts
Dari grafik menggambarkan butir-butir yang mendekati garis normal, itu artinya rata-rata data yang ada berdistribusi normal dan dapat diuji.
Data yang signifikan yaitu X2. X5 dan X8, sedangkan yang tidak signifikan X1,X3,X4,X6,X7 dan X9 harus dikeluarkan TRIMMING JALUR PATH
Dihasilkan output SPSS :Regression
[DataSet3] E:\PATH1.sav
Variables Entered/Removeda
ModelVariables EnteredVariables RemovedMethod
1ROA, RE/TA, S/TAb.Enter
a. Dependent Variable: ZSCORE
b. All requested variables entered.
Model Summaryb
ModelRR SquareAdjusted R SquareStd. Error of the EstimateDurbin-Watson
1.712a.508.4611.500461.971
a. Predictors: (Constant), ROA, RE/TA, S/TA
b. Dependent Variable: ZSCORE
ANOVAa
ModelSum of SquaresdfMean SquareFSig.
1Regression74.268324.75610.996.000b
Residual72.044322.251
Total146.31235
a. Dependent Variable: ZSCORE
b. Predictors: (Constant), ROA, RE/TA, S/TA
Coefficientsa
ModelUnstandardized CoefficientsStandardized CoefficientstSig.Collinearity Statistics
BStd. ErrorBetaToleranceVIF
1(Constant).163.445.365.717
RE/TA1.469.330.5694.449.000.9401.064
S/TA1.331.355.4923.749.001.8941.118
ROA.616.170.4743.630.001.9041.106
a. Dependent Variable: ZSCORE
Correlations
RE/TAS/TAROAZSCORE
RE/TAPearson Correlation1-.166-.131.425
Sig. (2-tailed).333.447.010
N36363636
S/TAPearson Correlation-.1661-.255.276
Sig. (2-tailed).333.133.103
N36363636
ROAPearson Correlation-.131-.2551.274
Sig. (2-tailed).447.133.106
N36363636
Collinearity Diagnosticsa
ModelDimensionEigenvalueCondition IndexVariance Proportions
(Constant)RE/TAS/TAROA
112.1241.000.06.05.06.06
2.8811.553.00.72.05.08
3.8001.630.00.00.31.41
4.1963.296.94.23.58.46
a. Dependent Variable: ZSCORE
Residuals Statisticsa
MinimumMaximumMeanStd. DeviationN
Predicted Value.37445.83862.16441.4566936
Residual-3.378774.37224.000001.4347136
Std. Predicted Value-1.2292.522.0001.00036
Std. Residual-2.2522.914.000.95636
a. Dependent Variable: ZSCORE
Charts
Dari table diatas menunjukkan ketiga variable tersebut signifikan
(yx2 = 0.569(yx5 = 0.492(yx8 = 0.474Kemudian menghitung koefisien determinan : R2yx8x5x2 = (yx2 . ryx2 + (yx5 . ryx5 + (yx8 . ryx8
= 0.569 . 0.425 + 0.492 . 0.276 + 0.474 . 0.274
= 0.24 + 0.14 + 0.13
= 0.51
Jadi, = 7Jika digambarkan grafik panah dari persamaan diatas yakni :
1 = 0.469
ANALYSIS FAKTOR1. Dengan data yang sama didapat hasil uji analisis faktor (output SPSS) sebagai berikut :DATASET ACTIVATE DataSet3.
DATASET CLOSE DataSet0.Factor Analysis
KMO and Bartlett's Test
Kaiser-Meyer-Olkin Measure of Sampling Adequacy..486
Bartlett's Test of SphericityApprox. Chi-Square96.093
df45
Sig..000
Tabel KMO menunjukkan nilai 0.486 artinya dr dan signifikan 0.00 sehingga masih bisa dilakukan model trimming.Anti-image Matrices
WC/TARE/TAEBIT/TAMVE/BVTDS/TACRQRROAROEZSCORE
Anti-image CovarianceWC/TA.618-.070.178.077-.123.030-.036.024.252.158
RE/TA-.070.420-.002.050.134-.253.047.146.017-.210
EBIT/TA.178-.002.892-.055-.091-.005-.107.030.079-.008
MVE/BVTD.077.050-.055.558.074-.067.155-.186.098.040
S/TA-.123.134-.091.074.393.025.102.118-.192-.236
CR.030-.253-.005-.067.025.620.051.026-.035-.010
QR-.036.047-.107.155.102.051.743.124.108-.031
ROA.024.146.030-.186.118.026.124.488.038-.196
ROE.252.017.079.098-.192-.035.108.038.396.137
ZSCORE.158-.210-.008.040-.236-.010-.031-.196.137.412
Anti-image CorrelationWC/TA.410a-.138.240.131-.250.049-.053.044.510.313
RE/TA-.138.468a-.003.103.329-.496.084.322.042-.504
EBIT/TA.240-.003.412a-.078-.153-.006-.132.045.133-.013
MVE/BVTD.131.103-.078.674a.157-.114.241-.357.208.083
S/TA-.250.329-.153.157.435a.051.189.270-.487-.587
CR.049-.496-.006-.114.051.620a.074.047-.071-.020
QR-.053.084-.132.241.189.074.568a.207.199-.057
ROA.044.322.045-.357.270.047.207.533a.087-.437
ROE.510.042.133.208-.487-.071.199.087.529a.338
ZSCORE.313-.504-.013.083-.587-.020-.057-.437.338.325a
a. Measures of Sampling Adequacy(MSA)
jika dibuat persamaannya :
Kemudian diinput kedalam persamaan :
[DataSet3] E:\PATH1.savCommunalities
InitialExtraction
WC/TA1.000.554
RE/TA1.000.834
EBIT/TA1.000.720
MVE/BVTD1.000.730
S/TA1.000.691
CR1.000.675
QR1.000.706
ROA1.000.736
ROE1.000.797
ZSCORE1.000.662
Extraction Method: Principal Component Analysis.
Total Variance Explained
ComponentInitial EigenvaluesExtraction Sums of Squared Loadings
Total% of VarianceCumulative %Total% of VarianceCumulative %
12.28322.83422.8342.28322.83422.834
21.86218.61641.4501.86218.61641.450
31.83218.31659.7661.83218.31659.766
41.12911.29371.0581.12911.29371.058
5.9389.37680.434
6.6896.88887.322
7.4454.45191.773
8.3753.74995.522
9.2822.81998.341
10.1661.659100.000
Extraction Method: Principal Component Analysis.
Component Matrixa
Component
1234
WC/TA.196-.677.201-.130
RE/TA.434.158.778-.120
EBIT/TA-.022.290.048.796
MVE/BVTD.624.247-.527-.051
S/TA-.711.387.178.068
CR.376.299.606-.276
QR.056-.587.264.537
ROA.554.383-.529.045
ROE-.805.320-.040-.213
ZSCORE.249.633.394.213
Extraction Method: Principal Component Analysis.
a. 4 components extracted.
Component Score Coefficient Matrix
Component
1234
WC/TA.086-.364.110-.116
RE/TA.190.085.425-.106
EBIT/TA-.010.156.026.705
MVE/BVTD.273.132-.288-.045
S/TA-.311.208.097.061
CR.165.161.331-.245
QR.025-.315.144.475
ROA.243.206-.289.040
ROE-.352.172-.022-.189
ZSCORE.109.340.215.188
Extraction Method: Principal Component Analysis.
Component Scores.
Component Score Covariance Matrix
Component1234
11.000.000.000.000
2.0001.000.000.000
3.000.0001.000.000
4.000.000.0001.000
Extraction Method: Principal Component Analysis.
Component Scores.
Dari tabel output Anti-image Matrices diperoleh yang signifikan atau > 0.5 sebanyak 5 variabel yakni Variabel MVE/BVTD, CR, QR, ROA dan ROE, Namun dari kelima variable tersebut dipilih kembali variable-variabel mana yang paling dominan mampu mempengaruhi variable dependennya, menguji variable dominan dengan melakukan uji trimming.
TRIMMING ANALISIS FAKTOR1. Melakukan uji trimming dengan mengeluarkan variabel yang tidak signifikan yakni >0,5. Variabel yang dikeluarkan yakni X1, X2, X3, X5 dan X10. Kemudian akan muncul hasil output spss seperti dibawah ini : FACTOR
/VARIABLES X4 X6 X7 X8 X9
/MISSING LISTWISE
/ANALYSIS X4 X6 X7 X8 X9
/PRINT INITIAL KMO AIC EXTRACTION FSCORE
/CRITERIA MINEIGEN(1) ITERATE(25)
/EXTRACTION PC
/ROTATION NOROTATE
/SAVE REG(ALL)
/METHOD=CORRELATION.
Factor Analysis
[DataSet3] E:\PATH1.sav
KMO and Bartlett's Test
Kaiser-Meyer-Olkin Measure of Sampling Adequacy..533
Bartlett's Test of SphericityApprox. Chi-Square24.824
df10
Sig..006
Anti-image Matrices
MVE/BVTDCRQRROAROE
Anti-image CovarianceMVE/BVTD.631-.046.143-.286.176
CR-.046.964.108.103.110
QR.143.108.784.147.297
ROA-.286.103.147.642.147
ROE.176.110.297.147.737
Anti-image CorrelationMVE/BVTD.601a-.059.203-.449.258
CR-.059.283a.124.130.130
QR.203.124.412a.207.390
ROA-.449.130.207.593a.214
ROE.258.130.390.214.483a
a. Measures of Sampling Adequacy(MSA)
Dari table output spss anti image matrices diatas dapat kita lihat ada 2 variabel yang >0.5 sehingga diperolehlah 2 variabel yang dominan yakni variable MVE/BVTD dan ROA.Communalities
InitialExtraction
MVE/BVTD1.000.738
CR1.000.977
QR1.000.840
ROA1.000.749
ROE1.000.804
Extraction Method: Principal Component Analysis.
Total Variance Explained
ComponentInitial EigenvaluesExtraction Sums of Squared Loadings
Total% of VarianceCumulative %Total% of VarianceCumulative %
11.83936.77436.7741.83936.77436.774
21.24624.91261.6871.24624.91261.687
31.02420.48082.1671.02420.48082.167
4.4579.13991.305
5.4358.695100.000
Extraction Method: Principal Component Analysis.
Component Matrixa
Component
123
MVE/BVTD.858-.050-.017
CR.111-.011.982
QR-.314.857-.087
ROA.836-.084-.207
ROE-.542-.708-.095
Extraction Method: Principal Component Analysis.
a. 3 components extracted.
Component Score Coefficient Matrix
Component
123
MVE/BVTD.466-.040-.017
CR.061-.009.959
QR-.171.688-.085
ROA.455-.068-.202
ROE-.295-.569-.092
Extraction Method: Principal Component Analysis.
Component Scores.
Component Score Covariance Matrix
Component123
11.000.000.000
2.0001.000.000
3.000.0001.000
Extraction Method: Principal Component Analysis.
Component Scores.
2. Setelah diperoleh 2 variabel yang paling dominan, kemudian kita buat gambar grafik panah seperti dibawah ini : = 7
: Sehingga diperoleh persamaan
= 0.601X1 + 0.593X2 + 7X1
X2
X3
Y
X10
X4
X5
X6
X7
X9
X8
X2
Y
X5
X8
X4
Y
X8
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