Data.docx

Your temporary usage period for IBM SPSS Statistics will expire in 6381 days. GET FILE='/Users/samuelpardomuan/Desktop/DAAATA copy.sav'. DATASET NAME DataSet1 WINDOW=FRONT. REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT VOL /METHOD=ENTER DYIELD DPAYOUT LDAR GRWTH /RESIDUALS DURBIN /SAVE RESID.

Regression

Notes Output Created Comments Input

12-JUL-2018 21:12:52 Data

Active Dataset Filter Weight Split File

/Users/samuelpardom uan/Desktop/DAAATA copy.sav DataSet1 <none> <none> <none>

Missing Value Handling

Syntax

Resources

Variables Created or Modified

N of Rows in Working 30 Data File Definition of Missing User-defined missing values are treated as missing. Cases Used Statistics are based on cases with no missing values for any variable used. REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT VOL /METHOD=ENTER DYIELD DPAYOUT LDAR GRWTH /RESIDUALS DURBIN /SAVE RESID. Processor Time 00:00:00.01 Elapsed Time 00:00:00.00 Memory Required 4112 bytes Additional Memory 0 bytes Required for Residual Plots RES_1 Unstandardized Residual

[DataSet1] /Users/samuelpardomuan/Desktop/DAAATA copy.sav

Variables Entered/Removeda Variables Variables Model Entered Removed Method 1 GRWTH, . Enter DYIELD, LDAR, DPAYOUTb a. Dependent Variable: VOL b. All requested variables entered.

Model Summaryb R Adjusted R Std. Error of DurbinModel R Square Square the Estimate Watson a 1 .262 .069 -.080 .1168229 1.713 a. Predictors: (Constant), GRWTH, DYIELD, LDAR, DPAYOUT b. Dependent Variable: VOL

ANOVAa Sum of Squares .025

Mean Square .006

Model df F 1 Regressio 4 .462 n Residual .341 25 .014 Total .366 29 a. Dependent Variable: VOL b. Predictors: (Constant), GRWTH, DYIELD, LDAR, DPAYOUT

Sig. .763b

Coefficientsa Unstandardized Coefficients Model 1 (Constant )

B .912

Std. Error .089

Standardize d Coefficients Beta

t 10.298

Sig. .000

Collinearity Statistics Toleranc e VIF

DYIELD .861 DPAYOU -.069 T LDAR .104 GRWTH .137 a. Dependent Variable: VOL

2.396 .090

.076 -.170

.359 -.760

.722 .454

.823 .745

1.215 1.342

.142 .110

.161 .260

.729 1.246

.473 .224

.763 .858

1.310 1.165

Collinearity Diagnosticsa Dimensio Eigenvalu Model n e 1 1 4.220 2 .303 3 .263 4 .176 5 .039 a. Dependent Variable: VOL

Condition (Constant Index ) 1.000 .00 3.729 .01 4.009 .01 4.902 .00 10.440 .97

Variance Proportions DPAYOU DYIELD T LDAR GRWTH .01 .01 .01 .01 .03 .75 .00 .09 .11 .09 .30 .09 .53 .02 .00 .49 .32 .13 .69 .33

Residuals Statisticsa Minimum Maximum .955966 1.084483 -.3679131 .2325940 -1.467 2.890

Mean .999247 .0000000 .000

Std. Deviation .0294941 .1084673 1.000

1.991

.000

.928

Predicted Value Residual Std. Predicted Value Std. Residual -3.149 a. Dependent Variable: VOL

N 30 30 30 30

COMPUTE absres=ABS(RES_1). EXECUTE. NPAR TESTS /K-S(NORMAL)=DYIELD DPAYOUT LDAR GRWTH VOL RES_1 /MISSING ANALYSIS.

NPar Tests

Notes Output Created Comments Input

Missing Value Handling

12-JUL-2018 21:13:49 Data

Active Dataset Filter Weight Split File N of Rows in Working Data File Definition of Missing

Cases Used

Syntax

Resources

Processor Time Elapsed Time

/Users/samuelpardom uan/Desktop/DAAATA copy.sav DataSet1 <none> <none> <none> 30 User-defined missing values are treated as missing. Statistics for each test are based on all cases with valid data for the variable(s) used in that test. NPAR TESTS /KS(NORMAL)=DYIELD DPAYOUT LDAR GRWTH VOL RES_1 /MISSING ANALYSIS. 00:00:00.01 00:00:00.00

Number of Cases Alloweda a. Based on availability of workspace memory.

349525

One-Sample Kolmogorov-Smirnov Test

N Normal Parametersa,b

Most Extreme Differences

Mean Std. Deviation Absolute Positive Negative

DPAYOU DYIELD T 30 30 .018613 .319533 .0099801 .2783816 .079 .079 -.072 .079 .200c,d

Test Statistic Asymp. Sig. (2-tailed) a. Test distribution is Normal. b. Calculated from data. c. Lilliefors Significance Correction. d. This is a lower bound of the true significance.

.136 .136 -.134 .136 .168c

LDAR 30 .371443 .1742639

GRWTH 30 .398933 .2126649

.108 .108 -.089 .108 .200c,d

.139 .139 -.108 .139 .141c

EXAMINE VARIABLES=DYIELD DPAYOUT LDAR GRWTH VOL absres /PLOT BOXPLOT STEMLEAF /COMPARE GROUPS /STATISTICS DESCRIPTIVES EXTREME /CINTERVAL 95 /MISSING LISTWISE /NOTOTAL.

Explore

Unstandardiz VOL ed Residual 30 30 .999247 .0000000 .1124058 .10846731 .122 .093 -.122 .122 .200c,d

.151 .124 -.151 .151 .078c

Notes Output Created Comments Input

Missing Value Handling

12-JUL-2018 21:14:22 Data

Active Dataset Filter Weight Split File N of Rows in Working Data File Definition of Missing

Cases Used

Syntax

Resources

Processor Time Elapsed Time

/Users/samuelpardomu an/Desktop/DAAATA copy.sav DataSet1 <none> <none> <none> 30 User-defined missing values for dependent variables are treated as missing. Statistics are based on cases with no missing values for any dependent variable or factor used. EXAMINE VARIABLES=DYIELD DPAYOUT LDAR GRWTH VOL absres /PLOT BOXPLOT STEMLEAF /COMPARE GROUPS /STATISTICS DESCRIPTIVES EXTREME /CINTERVAL 95 /MISSING LISTWISE /NOTOTAL. 00:00:03.96 00:00:04.00

Case Processing Summary

DYIELD DPAYOU T LDAR GRWTH VOL absres

Valid N Percent 30 100.0% 30 100.0% 30 30 30 30

100.0% 100.0% 100.0% 100.0%

Cases Missing N Percent 0 0.0% 0 0.0% 0 0 0 0

0.0% 0.0% 0.0% 0.0%

Total N Percent 30 100.0% 30 100.0% 30 30 30 30

100.0% 100.0% 100.0% 100.0%

Descriptives DYIELD

Mean 95% Confidence Interval for Mean

5% Trimmed Mean Median Variance Std. Deviation Minimum Maximum Range Interquartile Range Skewness Kurtosis DPAYOU Mean T 95% Confidence Interval for Mean

5% Trimmed Mean Median

Lower Bound Upper Bound

Lower Bound Upper Bound

Statistic Std. Error .018613 .0018221 .014886 .022339 .018299 .018300 .000 .0099801 .0026 .0406 .0380 .0155 .304 -.300 .319533 .215584 .423483 .298713 .284350

.427 .833 .0508253

LDAR

GRWTH

Variance Std. Deviation Minimum Maximum Range Interquartile Range Skewness Kurtosis Mean 95% Confidence Interval for Mean

5% Trimmed Mean Median Variance Std. Deviation Minimum Maximum Range Interquartile Range Skewness Kurtosis Mean 95% Confidence Interval for Mean

5% Trimmed Mean Median Variance Std. Deviation Minimum Maximum Range Interquartile Range Skewness Kurtosis

Lower Bound Upper Bound

Lower Bound Upper Bound

.077 .2783816 .0115 .9987 .9872 .4168 1.198 1.051 .371443 .306372

.427 .833 .0318161

.436515 .370215 .396500 .030 .1742639 .0400 .6940 .6540 .3240 .115 -.857 .398933 .319523

.427 .833 .0388271

.478344 .396352 .334000 .045 .2126649 .1000 .7450 .6450 .3965 .371 -1.307

.427 .833

VOL

absres

Mean 95% Confidence Interval for Mean

5% Trimmed Mean Median Variance Std. Deviation Minimum Maximum Range Interquartile Range Skewness Kurtosis Mean 95% Confidence Interval for Mean

Lower Bound Upper Bound

Lower Bound Upper Bound

.999247 .957274 1.041220 1.003417 .999000 .013 .1124058 .6100 1.2450 .6350 .1242 -.948 4.368 .0770 .0490

.0669 .0471 .006 .07503 .01 .37 .36 .06 2.478 7.305

Extreme Values

DYIELD

Highest 1 2

28 24

.427 .833 .01370

.1050

5% Trimmed Mean Median Variance Std. Deviation Minimum Maximum Range Interquartile Range Skewness Kurtosis

Case Number

.0205224

Value .0406 .0392

.427 .833

3 4 5 Lowest 1 2 3 4 5 DPAYOU Highest 1 T 2 3 4 5 Lowest 1 2 3 4 5 LDAR Highest 1 2 3 4 5 Lowest 1 2 3 4 5 GRWTH Highest 1 2 3 4 5 Lowest 1 2 3 4 5

18 9 7 15 5 3 2 13 10 20 30 7 24 15 3 28 13 23 20 26 30 22 2 1 23 8 18 7 29 13 1 4 27 2 24 22 19 21

.0313 .0286 .0285 .0026 .0030 .0044 .0052 .0066 .9987 .9969 .9330 .5202 .5151 .0115 .0242 .0412 .0412 .0531 .6940 .6750 .6450 .5990 .5400 .0400 .1520 .1595 .1640 .1800 .7450 .7230 .7200 .7200 .7110 .1000 .1200 .1300 .1700 .1830

VOL

Highest 1 7 1.2450 2 27 1.1803 3 6 1.1538 4 25 1.0965 5 2 1.0900a Lowest 1 11 .6100 2 23 .8800 3 22 .9000 4 19 .9090 5 21 .9200 absres Highest 1 11 .37 2 7 .23 3 6 .17 4 27 .15 5 23 .13 Lowest 1 26 .01 2 12 .02 3 8 .02 4 28 .02 5 10 .03 a. Only a partial list of cases with the value 1.0900 are shown in the table of upper extremes.

DYIELD

DYIELD Stem-and-Leaf Plot Frequency 3.00 3.00 5.00 7.00

Stem & 0 0 1 1

. . . .

Leaf 234 569 00144 5588889

3.00 6.00 1.00 1.00 1.00 Stem width: Each leaf:

2 2 3 3 4

. . . . .

044 566688 1 9 0

.0100 1 case(s)

DPAYOUT

DPAYOUT Stem-and-Leaf Plot Frequency 13.00 7.00 7.00 .00 3.00 Stem width: Each leaf:

Stem & 0 0 0 0 0

. . . . .

Leaf 0000000011111 2222333 4455555 999

1.0000 1 case(s)

LDAR

LDAR Stem-and-Leaf Plot Frequency 1.00 6.00 4.00

Stem & 0 . 1 . 2 .

Leaf 4 556889 0269

6.00 5.00 5.00 3.00 Stem width: Each leaf:

3 4 5 6

. . . .

017999 11259 22349 479

.1000 1 case(s)

GRWTH

GRWTH Stem-and-Leaf Plot Frequency 5.00 7.00 5.00 3.00 2.00 3.00 5.00 Stem width: Each leaf:

Stem & 1 2 3 4 5 6 7

. . . . . . .

Leaf 02378 0122568 01246 157 36 127 12224

.1000 1 case(s)

VOL

VOL Stem-and-Leaf Plot Frequency

Stem &

1.00 Extremes 1.00 8 . 6.00 9 .

Leaf (=<.61) 8 002234

7.00 9 7.00 10 5.00 10 .00 11 2.00 11 1.00 Extremes Stem width: Each leaf:

. . . . .

5777789 0122234 67999 58 (>=1.25)

.1000 1 case(s)

absres

absres Stem-and-Leaf Plot Frequency

Stem &

2.00 0 10.00 0 7.00 0 .00 0 4.00 0 2.00 1 1.00 1 1.00 1 1.00 1 2.00 Extremes Stem width: Each leaf:

. . . . . . . . .

Leaf 11 2223333333 4444455 8889 11 3 5 7 (>=.23)

.10 1 case(s)