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No. Periode IDJ EIDO NTR SBI LQ45 IHSG 1 Jan, 2011 11,891.93 25.93 9034 0.54167 597.85 3409.17 2 Feb, 2011 12,226.34 27.47 8909 0.55917 614.02 3470.35 3 Mar, 2011 12,319.73 29.85 8758 0.56000 659.05 3678.67 4 Apr, 2011 12,810.54 30.85 8648 0.59833 680.63 3819.62 5 May, 2011 12,569.79 31.75 8562 0.61333 682.25 3836.97 6 Jun, 2011 12,414.34 32.01 8560 0.61333 690.65 3888.57 7 Jul, 2011 12,143.24 34.22 8526 0.60667 729.84 4130.8 8 Aug, 2011 11,613.53 32.86 8526 0.56500 676.26 3841.73 9 Sep, 2011 10,913.38 25.84 8731 0.52333 622.64 3549.03 10 Oct, 2011 11,955.01 29.83 8860 0.48083 675.57 3790.85 11 Nov, 2011 12,045.68 29.86 9003 0.43500 656.41 3715.08 12 Dec, 2011 12,217.56 29.31 9051 0.42000 673.51 3821.99 13 Jan, 2012 12,632.91 30.37 9049 0.40667 692.16 3941.69 14 Feb, 2012 12,952.07 29.87 9008 0.31833 692.77 3985.21 15 Mar, 2012 13,212.04 30.94 9140 0.31917 712.55 4121.55 16 Apr, 2012 13,213.63 30.93 9158 0.32750 711.38 4180.73 17 May, 2012 12,393.45 26.83 9268 0.35333 645.69 3832.82 18 Jun, 2012 12,880.09 28.64 9415 0.36000 674.79 3955.58 19 Jul, 2012 13,008.68 29.76 9433 0.37167 712.77 4142.34 20 Aug, 2012 13,090.84 28.35 9488 0.37833 695.53 4060.33 21 Sep, 2012 13,437.13 29.87 9548 0.38917 731.77 4262.56 Lampiran 1 Data Variabel Penelitian
22 Oct, 2012 13,096.46 30.48 9597 0.39583 751.12 4350.29 23 Nov, 2012 13,025.58 29.96 9617 0.39750 726.81 4276.14 24 Dec, 2012 13,104.14 30.26 9642 0.40000 735.04 4316.69 25 Jan, 2013 13,860.58 30.78 9656 0.40333 761.26 4453.7 26 Feb, 2013 14,054.49 34.11 9682 0.40500 824.74 4795.79 27 Mar, 2013 14,578.54 34.84 9706 0.40583 836.87 4940.99 28 Apr, 2013 14,839.80 35.57 9722 0.40750 857.12 5034.07 29 May, 2013 15,115.57 33.81 9752 0.41833 839.47 5068.63 30 Jun, 2013 14,909.60 31.17 9875 0.44000 804.00 4818.9 31 Jul, 2013 15,499.54 28.99 10087 0.46000 771.90 4610.38 32 Aug, 2013 14,810.31 23.02 10601 0.48833 701.07 4195.09 33 Sep, 2013 15,129.67 23.59 11309 0.58000 712.90 4316.18 34 Oct, 2013 15,545.75 25.68 11141 0.58083 754.81 4510.63 35 Nov, 2013 16,086.41 23.11 11473 0.60167 704.88 4256.44 36 Dec, 2013 16,576.66 22.84 12020 0.60167 711.13 4288.76
Descriptive Statistics
N Range Minimum Maximum Mean Std. Deviation Variance
Indeks Dow Jones 36 5747.61 7062.93 12810.54 10525.3953 1517.07152 2301506.002
Indeks EIDO 36 12.04 22.59 34.63 28.5653 3.11037 9.674
Nilai Tukar Rupiah 36 3494 8526 12020 9515.42 859.677 739044.650
Suku Bunga Indonesia 36 .29500 .31833 .61333 .4646292 .09679100 .009
Indeks LQ45 36 259.27 597.85 857.12 714.4781 62.01400 3845.737
IHSG 36 2845.32 1285.48 4130.80 2951.7561 810.33047 656635.467
Valid N (listwise) 36
Lampiran 2 Deskripsi Variabel Penelitian
Means
Indeks LQ45 * Indeks Dow Jones
NOVA Table
Sum of Squares df Mean Square F Sig.
Indeks LQ45 * Indeks EIDO Between Groups (Combined) 6272262.604 34 184478.312 8,125 ,325
Linearity 124763,214 1 32346,645 52,112 ,082
Deviation from Linearity 1625425,091 33 4564,734 3,987 ,363
Within Groups 825,524 1 1275,255
Total 134600,780 35
Lampiran 3 Uji Asumsi Korelasi Kanonikal
Indeks LQ45 * Indeks EIDO
NOVA Table
Sum of Squares df Mean Square F Sig.
Indeks LQ45 * Indeks EIDO Between Groups (Combined) 133840,280 34 3936,479 5,176 ,337
Linearity 36361,212 1 36361,212 47,812 ,091
Deviation from Linearity 97479,068 33 2953,911 3,884 ,385
Within Groups 760,500 1 760,500
Total 134600,780 35
Indeks LQ45 * Suku Bunga SBI
ANOVA Table
Sum of Squares df Mean Square F Sig.
Indeks LQ45 * Suku Bunga SBI
Between Groups (Combined) 133165,372 34 3916,629 2,729 ,451
Linearity 16661,593 1 16661,593 11,608 ,182
Deviation from Linearity 116503,779 33 3530,418 2,460 ,472
Within Groups 1435,408 1 1435,408
Total 134600,780 35
Indeks LQ45 * Nilai Tukar Rupiah
ANOVA Table
Sum of Squares df Mean Square F Sig.
Indeks LQ45 * Nilai Tukar Rupiah
Between Groups (Combined) 134545,969 33 4077,151 148,771 ,007
Linearity 10470,745 1 10470,745 382,066 ,003
Deviation from Linearity 124075,224 32 3877,351 141,480 ,007
Within Groups 54,811 2 27,406
Total 134600,780 35
Means
Indeks IHSG * Indeks Dow Jones
ANOVA Table
Sum of Squares df Mean Square F Sig.
Indeks IHSG * Indeks EIDO Between Groups (Combined) 6275581,825 34 184575,936 8,125 ,441
Linearity 135625,314 1 32346,645 52,112 ,087
Deviation from Linearity 145245,311 33 4564,734 3,987 ,349
Within Groups 645,535 2
Total 6314043,336 35
Indeks IHSG * Indeks EIDO
ANOVA Table
Sum of Squares df Mean Square F Sig.
Indeks IHSG * Indeks EIDO Between Groups (Combined) 6275581,825 34 184575,936 4,799 ,349
Linearity 828176,058 1 828176,058 21,533 ,135
Deviation from Linearity 5447405,767 33 165072,902 4,292 ,368
Within Groups 38461,511 1 38461,511
Total 6314043,336 35
Indeks IHSG * Suku Bunga SBI
ANOVA Table
Sum of Squares df Mean Square F Sig.
Indeks IHSG * Suku Bunga SBI
Between Groups (Combined) 6272262,604 34 184478,312 4,415 ,363
Linearity 1581473,050 1 1581473,050 37,852 ,103
Deviation from Linearity 4690789,553 33 142145,138 3,402 ,409
Within Groups 41780,732 1 41780,732
Total 6314043,336 35
Indeks IHSG * Nilai Tukar Rupiah
ANOVA Table
Sum of Squares df Mean Square F Sig.
Indeks IHSG * Nilai Tukar Rupiah
Between Groups (Combined) 6312189,765 33 191278,478 206,389 ,005
Linearity 497657,331 1 497657,331 536,971 ,002
Deviation from Linearity 5814532,434 32 181704,139 196,058 ,005
Within Groups 1853,571 2 926,786
Total 6314043,336 35
Pengujian Normalitas
Normal Parametersa,b Mean 10525.3953 28.5653 9515.42
Std.
Deviation
1517.07152 3.11037 859.677
Most Extreme Differences Absolute .094 .145 .197
Positive .076 .081 .197
Negative -.094 -.145 -.125
Kolmogorov-Smirnov Z .564 .871 1.183
Asymp. Sig. (2-tailed) .909 .434 .122
Normal Parametersa,b Mean .4646292 714.4781 2951.7561
Std. Deviation .09679100 62.01400 810.33047
Most Extreme Differences Absolute .178 .149 .158
Positive .178 .149 .096
Negative -.141 -.088 -.158
Kolmogorov-Smirnov Z 1.066 .894 .949
Asymp. Sig. (2-tailed) .206 .401 .328
a. Test distribution is Normal.
b. Calculated from data.
Pengujian Multikolineritas
Coefficientsa Model
Unstandardized Coefficients
Standardized Coefficients
t Sig.
B Std. Error Beta
1 (Constant) -157.178 142.390 -1.104 .278
Indeks Dow Jones -.010 .005 -.245 -2.205 .035
Indeks EIDO 19.586 1.065 .982 18.398 .000
Nilai Tukar Rupiah .045 .009 .625 5.190 .000
Suku Bunga Indonesia -25.486 29.000 -.040 -.879 .386
a. Dependent Variable: Indeks LQ45
Coefficientsa
Model Collinearity Statistics
Tolerance VIF 1 (Constant)
Indeks Dow Jones .143 7.003
Indeks EIDO .617 1.621
Nilai Tukar Rupiah .121 8.259
Suku Bunga Indonesia .858 1.165 a. Dependent Variable: Indeks LQ45
Coefficient Correlationsa
Model Suku Bunga
Indonesia
Indeks Dow Jones
1 Correlations Suku Bunga Indonesia 1.000 -.198
Indeks Dow Jones -.198 1.000
Indeks EIDO .222 .307
Nilai Tukar Rupiah -.165 .916
Covariances Suku Bunga Indonesia 841.000 -.026
Indeks Dow Jones -.026 2.058E-5
Indeks EIDO 6.854 .001
Nilai Tukar Rupiah -.042 3.610E-5
a. Dependent Variable: Indeks LQ45
1 Correlations Suku Bunga Indonesia .222 -.165
Indeks Dow Jones .307 .916
Indeks EIDO 1.000 .468
Nilai Tukar Rupiah .468 1.000
Covariances Suku Bunga Indonesia 6.854 -.042
Indeks Dow Jones .001 3.610E-5
Indeks EIDO 1.133 .004
Nilai Tukar Rupiah .004 7.557E-5
a. Dependent Variable: Indeks LQ45
Collinearity Diagnosticsa
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N Predicted Value 578.8328 852.1734 714.4781 60.30017 36
Residual -26.09499 43.80723 .00000 14.47846 36
Std. Predicted Value -2.250 2.283 .000 1.000 36
Std. Residual -1.696 2.848 .000 .941 36
a. Dependent Variable: Indeks LQ45
Model Summaryb
Model R R Square Adjusted R Square Std. Error of the Estimate
1 .979a .958 .952 177.45754
a. Predictors: (Constant), Suku Bunga Indonesia, Indeks Dow Jones, Indeks EIDO, Nilai Tukar Rupiah
b. Dependent Variable: IHSG
ANOVAb
Model Sum of Squares df Mean Square F Sig.
1 Regression 2.201E7 4 5501503.705 174.700 .000a
Residual 976226.515 31 31491.178
Total 2.298E7 35
a. Predictors: (Constant), Suku Bunga Indonesia, Indeks Dow Jones, Indeks EIDO, Nilai Tukar Rupiah
b. Dependent Variable: IHSG
The default error term in MANOVA has been changed from WITHIN CELLS to WITHIN+RESIDUAL. Note that these are the same for all full factorial designs.
A n a l y s i s o f V a r i a n c e
36 cases accepted.
0 cases rejected because of out-of-range factor values.
0 cases rejected because of missing data.
1 non-empty cell.
1 design will be processed.
Adjusted WITHIN CELLS Correlations with Std. Devs. on Diagonal lq ihsg
lq 15.32939
ihsg -.42312 175.99448
Statistics for ADJUSTED WITHIN CELLS correlations Log(Determinant) = -.19727
Bartlett test of sphericity = 6.01659 with 1 D. F.
Significance = .014
F(max) criterion = 131.80993 with (2,32) D. F.
Lampiran 4 Pengujian Kanonikal
Adjusted WITHIN CELLS Variances and Covariances
lq ihsg
lq 234.99032
ihsg -1141.52002 30974.05718
Adjusted WITHIN CELLS Sum-of-Squares and Cross-Products
lq ihsg
lq 7519.69010
ihsg -36528.64052 991169.82982 A n a l y s i s o f V a r i a n c e -- Design 1
EFFECT .. WITHIN CELLS Regression
Adjusted Hypothesis Sum-of-Squares and Cross-Products
lq ihsg
lq 127081.08986
ihsg -931252.28825 21991071.50584
Multivariate Tests of Significance (S = 2, M = 0, N = 14 1/2)
Test Name Value Approx. F Hypoth. DF Error DF Sig. of F
Pillais 1.89080 184.69142 6.00 64.00 .000 Hotellings 36.49160 182.45801 6.00 60.00 .000
Wilks .00284 183.67026 6.00 62.00 .000
Roys .95741
Note.. F statistic for WILKS' Lambda is exact.
Eigenvalues and Canonical Correlations
Root No. Eigenvalue Pct. Cum. Pct. Canon Cor. Sq. Cor
1 22.47870 61.59966 61.59966 .97847 .95741 2 14.01290 38.40034 100.00000 .96612 .93339
Dimension Reduction Analysis
Roots Wilks L F Hypoth. DF Error DF Sig. of F
1 TO 2 .00284 183.67026 6.00 62.00 .000 2 TO 2 .06661 224.20639 2.00 32.00 .000
EFFECT .. WITHIN CELLS Regression (Cont.) Univariate F-tests with (3,32) D. F.
Variable Sq. Mul. R Adj. R-sq. Hypoth. MS Error MS F Sig. of F
Lq .94413 .93890 42360.36329 234.99032 180.26429 .000
Ihsg 95687 .95283 7330357.16862 30974.05718 236.66119 .000
Raw canonical coefficients for DEPENDENT variables Function No.
Variable 1 2
lq -.00288 .01910 ihsg .00110 .00099
Standardized canonical coefficients for DEPENDENT variables Function No.
Variable 1 2 lq -.17888 1.18417 ihsg .89035 .80095
Correlations between DEPENDENT and canonical variables Function No.
Variable 1 2
lq -.66880 .74345
ihsg .98878 .14937
Variance in dependent variables explained by canonical variables CAN. VAR. Pct Var DEP Cum Pct DEP Pct Var COV Cum Pct COV 1 71.24884 71.24884 68.21423 68.21423 2 28.75116 100.00000 26.83606 95.05029 Raw canonical coefficients for COVARIATES Function No. COVARIATE 1 2
idj .00026 .00000
eido -.10658 .34728
ntr -.00084 .00022
sbi .00000 .00000
Standardized canonical coefficients for COVARIATES CAN. VAR.
COVARIATE 1 2
idj .40103 -.00219
eido -.33151 1.08018 ntr -.72540 .18555
sbi .00000 .00000
Correlations between COVARIATES and canonical variables CAN. VAR. Covariate 1 2
idj .95405 .17796
eido .16076 .98669
ntr -.92459 -.35254
sbi -.92459 -.35254
Variance in covariates explained by canonical variables
CAN. VAR. Pct Var DEP Cum Pct DEP Pct Var COV Cum Pct COV
1 63.32769 63.32769 66.14492 66.14492
Dependent variable .. lq LQ45
COVARIATE B Beta Std. Err. t-Value Sig. of t Lower -95% CL- Upper
Idj -.0107918233 -.2640043711 .00443 -2.43582 .021 -.01982 -.00177 Eido 19.7940850841 .9927908113 1.03431 19.13746 .000 17.68726 21.90091 Ntr .0438570789 .6079743745 .00854 5.13324 .000 .02645 .06126
Sbi .0000000000 .0000000000 .00000 . . . .
Dependent variable .. ihsg IHSG
COVARIATE B Beta Std. Err. t-Value Sig. of t Lower -95% CL- Upper Idj .2070731514 .3876748975 .05087 4.07099 .000 .10346 .31068 Eido -42.9502844884 -.1648602518 11.87477 -3.61694 .001 -67.13839 -18.76218 Ntr -.6362928216 -.6750410665 .09809 -6.48687 .000 -.83609 -.43649
Sbi .0000000000 .0000000000 .00000 . . . .
A n a l y s i s o f V a r i a n c e -- Design 1