Lampiran: Daftar Populasi
No. Kode
Saham Nama Emiten No. Kode
Saham Nama Emiten
1 INTP Indocement Tunggal Prakasa Tbk 71 LPIN Multi Prima Sejahtera Tbk 2 SMBR Semen Baturaja Persero Tbk 72 MASA Multistrada Arah Sarana Tbk
3 SMCB Holcim Indonesia Tbk 73 NIPS Nippres Tbk
4 SMGR Semen Gresik Tbk 74 PRAS Prima Alloy Steel Universal Tbk 5 AMFG Asahimas Flat Glass Tbk 75 SMSM Selamat Sempurna Tbk
6 ARNA Arwana Citra Mulia Tbk 76 ADMG Polychem Indonesia Tbk
7 IKAI Inti Keramik Alam Asri Idustri
Tbk 77 ARGO Argo Pantes Tbk
8 KIAS Keramika Indonesia Assosiasi Tbk 78 CNTB Asuransi Harta Aman Pratama Tbk
9 MLIA Mulia Industrindo Tbk 79 CNTX Centex Tbk
10 TOTO Surya Toto Indonesia Tbk 80 ERTX Eratex Djaya Tbk
11 ALKA Alaska Industrindo Tbk 81 ESTI Ever Shine Textile Industry Tbk
12 ALMI Alumindo Light Metal Industry
Tbk 82 HDTX Pan Asia Indosyntec Tbk
13 BTON Beton Jaya Manunggal Tbk 83 INDR Indo Rama Synthetic Tbk 14 CBTN Citra Turbindo Tbk 84 KARW Karwell Indonesia Tbk
15 GDST Gunawan Dianjaya Steel Tbk 85 MYTX Apac Citra Centertex Tbk 16 INAI Indal Aluminium Industry Tbk 86 PAFI Pan Asia Filament Inti Tbk
17 ISSP Steel Pipe Industry of Indonesia
Tbk 87 PBRX Pan Brothers Tbk
18 ITMA Itamaraya Tbk 88 POLY Asia Pasific Fibers Tbk
19 JKSW Jakarta Kyoei Steel Work LTD
Tbk 89 RICY Ricky Putra Globalindo Tbk
20 JPRS Jaya Pari Steel Tbk 90 SRIL Sri Rejeki Isman Tbk
21 KRAS Krakatau Steel Tbk 91 SSTM Sunson Textile Manufacturer Tbk
22 LION Lion Metal Works Tbk 92 TRIS Trisula International Tbk 23 LMSH Lionmesh Prima Tbk 93 UNIT Nusantara Inti Corpora Tbk 24 MYRX Hanson Internation Tbk 94 UNTX Unitex Tbk
25 NIKL Pelat Timah Nusantara Tbk 95 BIMA Primarindo Asia Infrastructure Tbk
26 PICO Pelangi Indah Canindo Tbk 96 SIMM Surya Intrindo Makmur Tbk
27 TBMS Tembaga Mulia Semanan Tbk 97 IKBI Sumi Indo Kabel Tbk 28 BRPT Barito Pasific Tbk 98 JECC Jembo Cable Company Tbk 29 BUDI Budi Acid Jaya Tbk 99 KBLI KMI Wire and Cable Tbk
30 DPNS Duta Pertiwi Nusantara Tbk 100 KBLM Kabelindo Murni Tbk
31 EKAD Ekadharma International Tbk 101 SCCO Supreme Cable Manufacturing & Commerce Tbk
32 ETWA Eterindo Wahanatama Tbk 102 VOKS Voksel Electric Tbk 33 INCI Intan Wijaya International Tbk 103 PTSN Sat Nusa Persada Tbk
34 SOBI Sorini Agro Asia Corporindo Tbk 104 ADES Akasha Wira International Tbk
37 UNIC Unggul Indah Cahaya Tbk 107 CEKA Cahaya Kalbar Tbk
38 AKKU Alam Karya Unggul Tbk 108 DAVO Davomas Abadi Tbk 39 AKPI Argha Karya Prima Industry Tbk 109 DLTA Delta Djakarta Tbk
40 APLI Asiaplast Industries Tbk 110 ICBP Indofood CBP Sukses Makmur Tbk
41 BRNA Berlina Tbk 111 INDF Indofood Sukses Makmur Tbk
42 FPNI Titan Kimia Nusantara Tbk 112 MLBI Multi Bintang Indonesia Tbk 43 IGAR Champion Pasific Indonesia Tbk 113 MYOR Mayora Indah Tbk
44 IPOL Indopoly Swakarsa Industry Tbk 114 PSDN Prashida Aneka Niaga Tbk 45 SIAP Sekawan Intipratama Tbk 115 ROTI Nippon Indosari Corporindo Tbk
46 SIMA Siwani Makmur Tbk 116 SKLT Sekar Laut Tbk 47 TRST Trias Sentosa Tbk 117 STTP Siantar Top Tbk
48 YPAS Yana Prima Hasta Persada Tbk 118 ULTJ Ultrajaya Milk Industry & Trading Company Tbk 49 CPIN Charoen Pokphand Indonesia Tbk 119 GGRM Gudang Garam Tbk
50 JPFA Japfa Comfeed Indonesia Tbk 120 HMSP Hanjaya Mandala Sampoerna Tbk
51 MAIN Malindo Feedmill Tbk 121 RMBABentoel International InvestamaTbk
52 SIPD Siearad Produce Tbk 122 WIIM Wismilak Inti Makmur Tbk 53 SULI Sumalindo Lestari Jaya Tbk 123 DVLA Darya Varia Laboratoria Tbk
54 TIRT Tirta Mahakam Resources Tbk 124 INAF Indofarma Tbk 55 ALDO Alkindo Naratama Tbk 125 KAEF Kimia Farma Tbk 56 FASW Fajar Surya Wisesa Tbk 126 KLBF Kalbe Farma Tbk 57 INKP Indah Kiat Pul & Paper Tbk 127 MERK Merck Tbk
58 INRU Toba Pulp Lestari Tbk 128 PYFA Pyridam Farma Tbk
59 KBRI Kertas Basuki Rachmat Indonesia
Tbk 129 SCPI Schering Plough Indonesia Tbk
60 SAIP Surabaya Agung Industri Pulp &
Paper Tbk 130 SIDO
Industri Jamu dan Farmasi Sido Muncul Tbk
61 SPMA Suparma Tbk 131 SQBI Taisho Pharmaceutical Indonesia Tbk
62 TKIM Pabrik Kertas Tjiwi Kimia Tbk 132 TSPC Tempo Scan Pasific Tbk 63 KRAH Grand Kartech Tbk 133 MBTO Martina Berto Tbk 64 ASII Astra Internationl Tbk 134 MRAT Mustika Ratu Tbk 65 AUTO Astra Auto Part Tbk 135 TCID Mandom Indonesia Tbk
66 BRAM Indo Kordsa Tbk 136 UNVR Unilever Indonesia Tbk 67 GDYR Goodyear Indonesia Tbk 137 KDSI Kedaung Setia Industrial Tbk 68 GJTL Gajah Tunggal Tbk 138 KICI Kedaung Indag Can Tbk
69 IMAS Indomobil Sukses International
Tbk 139 LMPI Langgeng Makmur Industry Tbk
Lampiran: Daftar Sampel
No. Kode
Saham Nama Emiten No. Kode
Saham Nama Emiten
1 ADES Akasha Wira International Tbk 53 JPFA Japfa Comfeed Indonesia Tbk 2 ADMG Polychem Indonesia Tbk 54 JPRS Jaya Pari Steel Tbk
3 AISA Tiga Pilar Sejahtera Food Tbk 55 KAEF Kimia Farma Tbk 4 AKKU Alam Karya Unggul Tbk 56 KARW Karwell Indonesia Tbk 5 AKPI Argha Karya Prima Industry Tbk 57 KBLI KMI Wire and Cable Tbk
6 ALKA Alaska Industrindo Tbk 58 KBLM Kabelindo Murni Tbk
7 ALMI Alumindo Light Metal Industry
Tbk 59 KBRI
Kertas Basuki Rachmat Indonesia Tbk
8 AMFG Asahimas Flat Glass Tbk 60 KDSI Kedaung Setia Industrial Tbk 9 APLI Asiaplast Industries Tbk 61 KIAS Keramika Indonesia Assosiasi Tbk 10 ARGO Argo Pantes Tbk 62 KICI Kedaung Indag Can Tbk
11 ARNA Arwana Citra Mulia Tbk 63 KLBF Kalbe Farma Tbk 12 ASII Astra Internationl Tbk 64 KRAS Krakatau Steel Tbk 13 AUTO Astra Auto Part Tbk 65 LION Lion Metal Works Tbk
14 BIMA Primarindo Asia Infrastructure
Tbk 66 LMPI Langgeng Makmur Industry Tbk
15 BRAM Indo Kordsa Tbk 67 LMSH Lionmesh Prima Tbk 16 BRNA Berlina Tbk 68 LPIN Multi Prima Sejahtera Tbk 17 BRPT Barito Pasific Tbk 69 MAIN Malindo Feedmill Tbk 18 BTON Beton Jaya Manunggal Tbk 70 MASA Multistrada Arah Sarana Tbk
19 BUDI Budi Acid Jaya Tbk 71 MERK Merck Tbk
20 CEKA Cahaya Kalbar Tbk 72 MLBI Multi Bintang Indonesia Tbk 21 CNTX Centex Tbk 73 MLIA Mulia Industrindo Tbk
22 CPIN Charoen Pokphand Indonesia Tbk 74 MRAT Mustika Ratu Tbk 23 DLTA Delta Djakarta Tbk 75 MYOR Mayora Indah Tbk 24 DPNS Duta Pertiwi Nusantara Tbk 76 MYTX Apac Citra Centertex Tbk. 25 DVLA Darya Varia Laboratoria Tbk 77 NIKL Pelat Timah Nusantara Tbk 26 EKAD Ekadharma International Tbk 78 NIPS Nippres Tbk
27 ESTI Ever Shine Textile Industry Tbk 79 PBRX Pan Brothers Tbk
28 ETWA Eterindo Wahanatama Tbk 80 PICO Pelangi Indah Canindo Tbk 29 FASW Fajar Surya Wisesa Tbk 81 POLY Asia Pasific Fibers Tbk
30 FPNI Titan Kimia Nusantara Tbk 82 PRAS Prima Alloy Steel Universal Tbk
31 GDYR Goodyear Indonesia Tbk 83 PSDN Prashida Aneka Niaga Tbk 32 GGRM Gudang Garam Tbk 84 PTSN Sat Nusa Persada Tbk 33 GJTL Gajah Tunggal Tbk 85 PYFA Pyridam Farma Tbk.
34 HDTX Pan Asia Indosyntec Tbk 86 RICY Ricky Putra Globalindo Tbk
35 HMSP Hanjaya Mandala Sampoerna Tbk 87 RMBABentoel International InvestamaTbk
36 ICBP Indofood CBP Sukses Makmur
Tbk 88 ROTI Nippon Indosari Corporindo Tbk
38 IKAI Inti Keramik Alam Asri Idustri
Tbk 90 SCPI
Schering Plough Indonesia Tbk
39 IKBI Sumi Indo Kabel Tbk 91 SIAP Sekawan Intipratama Tbk
40 IMAS Indomobil Sukses International
Tbk 92 SIMA Siwani Makmur Tbk
41 INAF Indofarma Tbk 93 SIPD Siearad Produce Tbk 42 INAI Indal Aluminium Industry Tbk 94 SKLT Sekar Laut Tbk
43 INCI Intan Wijaya International Tbk 95 SMCB Holcim Indonesia Tbk 44 INDF Indofood Sukses Makmur Tbk 96 SMGR Semen Gresik Tbk 45 INDR Indo Rama Synthetic Tbk 97 SMSM Selamat Sempurna Tbk 46 INKP Indah Kiat Pul & Paper Tbk 98 SPMA Suparma Tbk
47 INRU Toba Pulp Lestari Tbk 99 STTP Siantar Top Tbk 48 INTP Indocement Tunggal Prakasa Tbk 100 TSPC Tempo Scan Pasific Tbk
49 IPOL Indopoly Swakarsa Industry Tbk 101 ULTJ Ultrajaya Milk Industry & Trading Company Tbk
50 ITMA Itamaraya Tbk 102 UNIC Unggul Indah Cahaya Tbk
51 JECC Jembo Cable Company Tbk 103 UNIT Nusantara Inti Corpora Tbk
13.45 0 17.70 0 0 73 13.49 0 63.38 0 1 80 12.66 0 59.28 0 1 80 12.06 1 23.88 0 1 87 13.52 0 3.95 0 1 70 12.62 0 53.76 0 1 45 13.74 0 21.13 0 0 46 13.25 0 44.62 0 1 84 16.52 0 41.10 0 0 84
12.38 0 37.86 0 1 85 14.58 0 7.86 0 1 63 17.24 0 29.19 0 1 86 13.54 0 50.29 0 0 88 11.46 0 29.91 1 1 82 14.35 0 40.81 0 1 70 13.34 0 39.43 0 1 85 16.06 0 21.73 0 0 73 14.38 0 57.24 1 1 75 15.41 0 63.50 1 0 82 17.03 1 56.51 0 1 67 14.20 0 52.78 0 1 70
14.92 1 63.20 0 0 59 12.98 0 14.23 0 1 101 15.50 0 28.57 0 1 76 13.99 0 63.93 1 0 89 13.61 0 49.77 1 1 84 14.85 0 28.33 0 1 83 17.48 0 37.19 0 0 73 11.76 0 24.13 1 1 70 15.01 0 46.00 0 1 59 16.27 0 61.36 0 0 87 12.06 0 21.72 0 1 84 13.04 0 47.45 0 1 79
Lampiran: Hasil Pengolahan Data
UJI ASUMSI KLASIK
1. NORMALITAS
HISTOGRAM DAN PP PLOT
HISTOGRAM SEBELUM TRANSFORMASI
SESUDAH TRANSFORMASI
KOLMOGOROV - SMIRNOV
1
(Constant)
81.407
7.103
11.462
.000
UP
-.399
.452
-.049
-.884
.377
KP
3.715
1.730
.112
2.148
.062
LR
1.292
2.083
.032
.620
.535
SV
-.013
.014
-.047
-.917
.360
UK
1.684
1.634
.054
1.030
.303
4. AUTOKORELASI
1 .163a .027 .015 15.24359 .027 2.215 5 406 .052 2.007
a. Predictors: (Constant), UK, LR, KP, SV, UP b. Dependent Variable: AD