Lampiran 1
Data Return Indeks Saham
AALI
No
Date
Adj Close
Return
1 05/01/2009 11076.18 0.181471445
2 06/01/2009 11594.63 0.045745203
3 07/01/2009 11029.04 -0.050010266 4 08/01/2009 10227.79 -0.075423269
5 09/01/2009 11170.44 0.088162478
6 12/01/2009 11029.04 -0.012739209 7 13/01/2009 10416.32 -0.057157987
8 14/01/2009 10651.98 0.022371983
9 15/01/2009 10133.52 -0.04989705 10 16/01/2009 10369.19 0.022990169 11 19/01/2009 10604.85 0.022472534 12 20/01/2009 10604.85 0.000000000 13 21/01/2009 10651.98 0.004434347 14 22/01/2009 10463.45 -0.017857558 15 23/01/2009 10133.52 -0.032039492 16 27/01/2009 10557.72 0.041008605 17 28/01/2009 10416.32 -0.013483539 18 29/01/2009 10369.19 -0.004534898 19 30/01/2009 10274.92 -0.009132935 20 02/02/2009 10227.79 -0.004597449 21 03/02/2009 10086.39 -0.013921535 22 04/02/2009 10180.65 0.009301869
23 05/02/2009 10180.65 0
24 06/02/2009 11406.1 0.11365944
25 09/02/2009 12065.96 0.056239965 26 10/02/2009 11594.63 -0.039846205
27 11/02/2009 11830.3 0.020121977
28 12/02/2009 11406.1 -0.036515737
29 13/02/2009 11594.63 0.01639376
30 16/02/2009 11453.24 -0.0122694 31 17/02/2009 11500.37 0.004106549
32 18/02/2009 11500.37 0
33 19/02/2009 11406.1 -0.008230909
34 20/02/2009 11406.1 0
35 23/02/2009 11594.63 0.01639376
36 24/02/2009 11594.63 0
37 25/02/2009 12254.49 0.055350341 38 26/02/2009 12160.23 -0.00772161 39 27/02/2009 12113.09 -0.003884105
40 02/03/2009 12113.09 0
44 06/03/2009 11170.44 -0.069274528
45 10/03/2009 11547.5 0.03319796
46 11/03/2009 11830.3 0.024195074
47 12/03/2009 11783.17 -0.003991795 48 13/03/2009 12160.23 0.031498549 49 16/03/2009 11641.77 -0.043571298 50 17/03/2009 11500.37 -0.012220284 51 18/03/2009 11783.17 0.024293033 52 19/03/2009 11736.03 -0.004008645 53 20/03/2009 11641.77 -0.008064104 54 23/03/2009 12160.23 0.043571298 55 24/03/2009 12914.35 0.060168305 56 25/03/2009 12725.82 -0.014706096 57 27/03/2009 13432.81 0.054067221 58 30/03/2009 13055.75 -0.028471572 59 31/03/2009 13291.41 0.017889312
60 01/04/2009 13715.6 0.031415909
61 02/04/2009 14516.86 0.056776861 62 03/04/2009 14658.26 0.009693267 63 06/04/2009 14941.05 0.019108459 64 07/04/2009 14516.86 -0.028801726 65 08/04/2009 13668.47 -0.060219012 66 13/04/2009 14469.73 0.056967161 67 14/04/2009 14092.67 -0.026404077 68 15/04/2009 14375.46 0.019867782 69 16/04/2009 14328.33 -0.00328389 70 17/04/2009 14186.93 -0.009917578
71 20/04/2009 14186.93 0
72 21/04/2009 14092.67 -0.006666314 73 22/04/2009 13904.14 -0.013468167 74 23/04/2009 14186.93 0.020134481
75 24/04/2009 14941.05 0.05179134
93 20/05/2009 17863.28 0.00264186 94 22/05/2009 17486.22 -0.021334067 95 25/05/2009 17580.48 0.005376053 96 26/05/2009 16779.23 -0.046647384 97 27/05/2009 16637.83 -0.008462794 98 28/05/2009 16732.09 0.005649414
99 29/05/2009 16779.23 0.00281338
100 01/06/2009 17439.08 0.038571853
101 02/06/2009 17439.08 0
102 03/06/2009 17627.62 0.010753325 103 04/06/2009 17580.48 -0.002677794 104 05/06/2009 18298.15 0.040010766 105 08/06/2009 17965.46 -0.018348936 106 09/06/2009 17775.35 -0.01063836 107 10/06/2009 17727.82 -0.002677509 108 11/06/2009 17775.35 0.002677509 109 12/06/2009 17680.29 -0.005362206 110 15/06/2009 17537.71 -0.00809704 111 16/06/2009 17014.9 -0.030263989 112 17/06/2009 16967.38 -0.002796754 113 18/06/2009 15874.24 -0.066595008
114 19/06/2009 15874.24 0
115 22/06/2009 15779.18 -0.00600632 116 23/06/2009 16634.68 0.052798323 117 24/06/2009 16919.85 0.016997816
118 25/06/2009 16919.85 0
119 26/06/2009 16634.68 -0.016997816 120 29/06/2009 16254.46 -0.02312234 121 30/06/2009 16016.82 -0.014727913 122 01/07/2009 16634.68 0.037850253 123 02/07/2009 16587.15 -0.002861374
124 03/07/2009 16587.15 0
125 06/07/2009 16254.46 -0.020260967 126 07/07/2009 16349.52 0.005831206 127 09/07/2009 16016.82 -0.020559119 128 10/07/2009 15826.71 -0.011940401 129 13/07/2009 15208.85 -0.039821524 130 14/07/2009 15494.02 0.018576648 131 15/07/2009 15969.29 0.03021336 132 16/07/2009 15779.18 -0.011976153 133 17/07/2009 15731.66 -0.003016107 134 21/07/2009 17537.71 0.108678177 135 22/07/2009 17109.96 -0.02469267 136 23/07/2009 17014.9 -0.005571319
137 24/07/2009 17014.9 0
138 27/07/2009 17014.9 0
142 31/07/2009 18345.68 0.010416724 143 03/08/2009 18203.09 -0.007802765
144 04/08/2009 18203.09 0
145 05/08/2009 18012.98 -0.010498751 146 06/08/2009 18345.68 0.018301515
147 07/08/2009 18345.68 0
148 10/08/2009 20056.67 0.089167642 149 11/08/2009 21054.75 0.048564421 150 12/08/2009 20817.12 -0.011350463 151 13/08/2009 21339.92 0.024803772 152 14/08/2009 21862.72 0.024203406 153 18/08/2009 21197.34 -0.030907201 154 19/08/2009 20104.2 -0.052946954 155 20/08/2009 20151.73 0.002361392 156 21/08/2009 20056.67 -0.004728374 157 24/08/2009 21007.23 0.046304897
158 25/08/2009 21007.23 0
159 26/08/2009 21007.23 0
160 27/08/2009 20579.48 -0.020572201 161 28/08/2009 20531.95 -0.002312253 162 31/08/2009 20436.89 -0.004640608 163 01/09/2009 20151.73 -0.01405146 164 02/09/2009 19296.23 -0.043380401 165 03/09/2009 19676.45 0.019512749 166 04/09/2009 19866.56 0.009615427 167 07/09/2009 19961.62 0.004773514 168 08/09/2009 20484.42 0.025853167 169 09/09/2009 20199.26 -0.014018627 170 10/09/2009 20151.73 -0.002355829 171 11/09/2009 19866.56 -0.014252225 172 14/09/2009 19438.81 -0.021766333
173 15/09/2009 19438.81 0
174 16/09/2009 19914.09 0.024155938
175 17/09/2009 19914.09 0
191 15/10/2009 21482.5 -0.004415236 192 16/10/2009 21387.45 -0.004434349 193 19/10/2009 21482.5 0.004434349 194 20/10/2009 21387.45 -0.004434349 195 21/10/2009 21339.92 -0.002224804 196 22/10/2009 20674.53 -0.031676989 197 23/10/2009 20912.17 0.011428778
198 26/10/2009 20912.17 0
199 27/10/2009 20627.01 -0.013729904 200 28/10/2009 20531.95 -0.004619173 201 29/10/2009 20912.17 0.018349077 202 30/10/2009 20579.48 -0.016036823 203 02/11/2009 20598.68 0.000932533 204 03/11/2009 20550.67 -0.002333452 205 04/11/2009 20646.7 0.004661957
206 05/11/2009 20646.7 0
207 06/11/2009 20982.81 0.016148031 208 09/11/2009 21318.92 0.01589141
209 10/11/2009 21318.92 0
210 11/11/2009 21318.92 0
211 12/11/2009 21126.86 -0.009049725 212 13/11/2009 21270.9 0.006794725 213 16/11/2009 21991.14 0.033299704 214 17/11/2009 21751.06 -0.010977153 215 18/11/2009 21895.11 0.006600832 216 19/11/2009 21751.06 -0.006600832
217 20/11/2009 21751.06 0
218 23/11/2009 21847.09 0.00440524 219 24/11/2009 22471.29 0.028170763 220 25/11/2009 22567.32 0.004264348 221 26/11/2009 21318.92 -0.056907901 222 30/11/2009 21414.95 0.004494335 223 01/12/2009 22039.15 0.028731141 224 02/12/2009 22807.4 0.034264627 225 03/12/2009 22903.43 0.004201636 226 04/12/2009 23047.48 0.006269755
227 07/12/2009 23047.48 0
228 08/12/2009 22903.43 -0.006269755 229 09/12/2009 22855.42 -0.002098393 230 10/12/2009 22759.39 -0.004210481 231 11/12/2009 22951.45 0.008403308
232 14/12/2009 22951.45 0
233 15/12/2009 22951.45 0
234 16/12/2009 22999.46 0.002089622 235 17/12/2009 22663.35 -0.014721655 236 21/12/2009 21799.07 -0.038881774 237 22/12/2009 21318.92 -0.022272367
238 23/12/2009 21318.92 0
240 29/12/2009 21943.12 -0.004366767 241 30/12/2009 21847.09 -0.004385919 242 04/01/2010 22903.43 0.047218949 243 05/01/2010 23239.54 0.014568457 244 06/01/2010 23143.51 -0.004140743 245 07/01/2010 24055.81 0.038662152 246 08/01/2010 24247.87 0.007952231 247 11/01/2010 23959.78 -0.011952187 248 12/01/2010 24103.82 0.005993743 249 13/01/2010 23623.67 -0.020121159 250 14/01/2010 23767.71 0.006078761 251 15/01/2010 23719.7 -0.00202201
252 18/01/2010 23719.7 0
253 19/01/2010 23671.68 -0.00202653 254 20/01/2010 23527.64 -0.006103497 255 21/01/2010 23767.71 0.010152037 256 22/01/2010 23527.64 -0.010152037 257 25/01/2010 23287.56 -0.010256588
258 26/01/2010 23287.56 0
259 27/01/2010 23287.56 0
260 28/01/2010 23335.57 0.002059494 261 29/01/2010 22903.43 -0.018692125 262 01/02/2010 22135.18 -0.034118483 263 02/02/2010 21895.11 -0.010904874 264 03/02/2010 22375.26 0.02169256 265 04/02/2010 22903.43 0.023330797 266 05/02/2010 22519.31 -0.016913518 267 08/02/2010 22183.2 -0.015037918 268 09/02/2010 22279.23 0.004319609 269 10/02/2010 22039.15 -0.010834437 270 11/02/2010 22759.39 0.03215739 271 12/02/2010 23047.48 0.012578628 272 15/02/2010 22759.39 -0.012578628 273 16/02/2010 22951.45 0.008403308 274 17/02/2010 23383.59 0.018653379 275 18/02/2010 23287.56 -0.004115182 276 19/02/2010 23239.54 -0.002064174
277 22/02/2010 23431.6 0.0082304
289 11/03/2010 23431.6 -0.022291053 290 12/03/2010 23671.68 0.010193858 291 15/03/2010 23431.6 -0.010193858 292 17/03/2010 24007.79 0.024292822 293 18/03/2010 23863.74 -0.006018209
294 19/03/2010 23863.74 0
295 22/03/2010 23431.6 -0.018274613 296 23/03/2010 23191.53 -0.010298413 297 24/03/2010 23239.54 0.002068013 298 25/03/2010 23287.56 0.002064174 299 26/03/2010 23431.6 0.006166226 300 29/03/2010 23239.54 -0.0082304 301 30/03/2010 23335.57 0.004123668 302 31/03/2010 23623.67 0.01227037 303 01/04/2010 23815.73 0.008097111 304 05/04/2010 23623.67 -0.008097111 305 06/04/2010 23431.6 -0.008163637 306 07/04/2010 23671.68 0.010193858 307 08/04/2010 23527.64 -0.006103497 308 09/04/2010 23239.54 -0.012320762 309 12/04/2010 23767.71 0.022472798 310 13/04/2010 23431.6 -0.014242398 311 14/04/2010 23383.59 -0.002051044 312 15/04/2010 23239.54 -0.006179356 313 16/04/2010 22903.43 -0.014568457 314 19/04/2010 22279.23 -0.027631827 315 20/04/2010 22567.32 0.012847988
316 21/04/2010 22567.32 0
317 22/04/2010 22999.46 0.018967895 318 23/04/2010 22711.37 -0.012605057 319 26/04/2010 22855.42 0.006322608 320 27/04/2010 22327.25 -0.023380383 321 28/04/2010 21751.06 -0.026145414 322 29/04/2010 21318.92 -0.020067551
323 30/04/2010 21318.92 0
338 24/05/2010 17573.7 0.002735662 339 25/05/2010 16421.33 -0.067822367 340 26/05/2010 18389.97 0.113224308 341 27/05/2010 18437.98 0.00260726 342 31/05/2010 19062.19 0.033294124 343 01/06/2010 18245.92 -0.043765299
344 02/06/2010 18245.92 0
345 03/06/2010 18918.14 0.036179757
346 04/06/2010 20646.7 0.08743425
347 07/06/2010 19974.48 -0.033100042 348 08/06/2010 20166.54 0.009569337 349 09/06/2010 20151.65 -0.000738624 350 10/06/2010 19804.21 -0.01739163 351 11/06/2010 19853.85 0.002503402 352 14/06/2010 20350.19 0.024692305 353 15/06/2010 20399.83 0.002436319 354 16/06/2010 20499.1 0.004854415
355 17/06/2010 20648 0.00723748
356 18/06/2010 20052.38 -0.029270612 357 21/06/2010 20151.65 0.004938321 358 22/06/2010 20201.29 0.002460293 359 23/06/2010 20300.56 0.004902008 360 24/06/2010 20201.29 -0.004902008 361 25/06/2010 20399.83 0.009780104 362 28/06/2010 20350.19 -0.002436319 363 29/06/2010 19853.85 -0.024692305 364 30/06/2010 19208.6 -0.033039848 365 01/07/2010 18364.81 -0.044921762
366 02/07/2010 18067 -0.016349264
367 05/07/2010 18067 0
368 06/07/2010 18910.79 0.045645589
369 07/07/2010 18910.79 0
370 08/07/2010 18513.71 -0.02122112 371 09/07/2010 18464.08 -0.002684316 372 12/07/2010 18563.35 0.005361984 373 13/07/2010 18662.62 0.005333386 374 14/07/2010 18464.08 -0.01069537 375 15/07/2010 18414.44 -0.002692084 376 16/07/2010 18612.98 0.010724047 377 19/07/2010 18861.15 0.013245064 378 20/07/2010 20102.02 0.063716057
379 21/07/2010 20102.02 0
387 02/08/2010 19258.23 -0.005141439 388 03/08/2010 18811.52 -0.023469054 389 04/08/2010 19059.69 0.013106186 390 05/08/2010 20697.63 0.082443567 391 06/08/2010 21045.08 0.016647603 392 09/08/2010 21293.25 0.011723317 393 10/08/2010 20945.81 -0.016451495 394 11/08/2010 20399.83 -0.026412059 395 12/08/2010 19903.48 -0.024631977 396 13/08/2010 20300.56 0.019753881 397 16/08/2010 19953.12 -0.01726295 398 18/08/2010 19655.31 -0.015037991 399 19/08/2010 19853.85 0.010050412 400 20/08/2010 19704.94 -0.007528577 401 23/08/2010 19853.85 0.007528577 402 24/08/2010 19953.12 0.004987579 403 25/08/2010 20052.38 0.004962328 404 26/08/2010 20151.65 0.004938321 405 27/08/2010 19804.21 -0.01739163 406 30/08/2010 19704.94 -0.005025176 407 31/08/2010 19506.4 -0.010126749 408 01/09/2010 19953.12 0.022642905
409 02/09/2010 19953.12 0
410 03/09/2010 20002.75 0.002484242 411 06/09/2010 20449.46 0.022086712 412 07/09/2010 20548.73 0.004842662 413 15/09/2010 20796.9 0.012004799 414 16/09/2010 20548.73 -0.012004799 415 17/09/2010 20499.1 -0.002418156 416 20/09/2010 20548.73 0.002418156 417 21/09/2010 20697.63 0.007220062 418 22/09/2010 21094.71 0.019003097 419 23/09/2010 21491.79 0.018648704 420 24/09/2010 21739.96 0.01148104 421 27/09/2010 22186.67 0.020339616 422 28/09/2010 21541.42 -0.029514065 423 29/09/2010 21193.98 -0.016260414 424 30/09/2010 20548.73 -0.030918041 425 01/10/2010 21045.08 0.023867665 426 04/10/2010 20747.27 -0.014252132 427 05/10/2010 20796.9 0.002389265 428 06/10/2010 21094.71 0.014218361 429 07/10/2010 21243.62 0.007034317 430 08/10/2010 20945.81 -0.014117989 431 11/10/2010 22434.85 0.068676927
432 12/10/2010 23427.54 0.0432967
436 18/10/2010 23179.37 -0.019088528 437 19/10/2010 23626.08 0.019088528 438 20/10/2010 24023.15 0.016666762
439 21/10/2010 24023.15 0
440 22/10/2010 24122.42 0.00412375 441 25/10/2010 25611.46 0.059898209
442 26/10/2010 25810 0.007722106
443 27/10/2010 25800 -0.000387522
444 28/10/2010 25450 -0.013658749
445 29/10/2010 24900 -0.02184794
446 01/11/2010 25050 0.006006024
447 02/11/2010 25400 0.013875346
448 03/11/2010 24850 -0.021891421
449 04/11/2010 25650 0.031685819
450 05/11/2010 25950 0.011628038
451 08/11/2010 26200 0.009587801
452 09/11/2010 26000 -0.007662873
453 10/11/2010 26800 0.030305349
454 11/11/2010 26800 0
455 12/11/2010 26100 -0.026466573
456 15/11/2010 25050 -0.041061487
457 16/11/2010 25000 -0.001998003
458 18/11/2010 23950 -0.042907501
459 19/11/2010 24600 0.026778119
460 22/11/2010 25900 0.051496526
461 23/11/2010 25050 -0.033369141
462 24/11/2010 24300 -0.030397477
463 25/11/2010 24600 0.012270093
464 26/11/2010 24100 -0.020534602
465 29/11/2010 23950 -0.006243517
466 30/11/2010 24150 0.008316056
467 01/12/2010 24800 0.026559273
468 02/12/2010 25100 0.012024193
469 03/12/2010 25400 0.011881328
470 06/12/2010 26350 0.036719101
471 08/12/2010 26850 0.018797546
472 09/12/2010 27100 0.009267907
473 10/12/2010 26750 -0.012999255
474 13/12/2010 26700 -0.001870908
475 14/12/2010 26200 -0.018904155
476 15/12/2010 25250 -0.036933255
477 16/12/2010 24050 -0.048691159
478 17/12/2010 23100 -0.040302379
479 20/12/2010 23650 0.023530497
480 21/12/2010 24850 0.049494638
481 22/12/2010 24400 -0.01827462
482 23/12/2010 24350 -0.002051283
483 27/12/2010 24850 0.020325903
485 29/12/2010 25200 0.00796817
486 30/12/2010 26200 0.038915416
487 03/01/2011 26800 0.022642477
488 04/01/2011 26450 -0.013145729
489 05/01/2011 25950 -0.019084549
490 06/01/2011 25950 0
491 07/01/2011 25000 -0.037295785
492 10/01/2011 24500 -0.020202707
493 11/01/2011 23850 -0.0268889
494 12/01/2011 24950 0.045089605
495 13/01/2011 25800 0.03350067
496 14/01/2011 25500 -0.01169604
497 17/01/2011 25200 -0.011834458
498 18/01/2011 24900 -0.011976191
499 19/01/2011 24500 -0.016194686
500 20/01/2011 23450 -0.043802623
501 21/01/2011 22300 -0.050283816
502 24/01/2011 21250 -0.048229783
503 25/01/2011 22850 0.072594222
504 26/01/2011 22350 -0.022124796
505 27/01/2011 22250 -0.004484312
506 28/01/2011 21750 -0.022728251
507 31/01/2011 21700 -0.002301497
508 01/02/2011 22450 0.033978354
509 02/02/2011 22850 0.017660503
510 04/02/2011 22750 -0.004385972
511 07/02/2011 22750 0
512 08/02/2011 22200 -0.024472857
513 09/02/2011 21650 -0.025086834
514 10/02/2011 21700 0.002306806
515 11/02/2011 22250 0.025029748
516 14/02/2011 23000 0.033152207
517 16/02/2011 22300 -0.030907537
518 17/02/2011 21750 -0.024972921
519 18/02/2011 22050 0.013698844
520 21/02/2011 22050 0
521 22/02/2011 22250 0.009029407
522 23/02/2011 22200 -0.00224972
523 24/02/2011 21700 -0.022780028
524 25/02/2011 21450 -0.011587615
525 28/02/2011 21850 0.018476276
526 01/03/2011 22250 0.018141087
527 02/03/2011 22050 -0.009029407
528 03/03/2011 22100 0.002265007
529 04/03/2011 22600 0.022372298
530 07/03/2011 23000 0.01754431
531 08/03/2011 23050 0.002171554
532 09/03/2011 23300 0.010787591
534 11/03/2011 22050 -0.029052323
535 14/03/2011 22200 0.006779687
536 15/03/2011 21700 -0.022780028
537 16/03/2011 21900 0.009174376
538 17/03/2011 21750 -0.006872879
539 18/03/2011 22100 0.015963851
540 21/03/2011 22000 -0.004535155
541 22/03/2011 22000 0
542 23/03/2011 22600 0.026907453
543 24/03/2011 22550 -0.00221484
544 25/03/2011 22400 -0.006674107
545 28/03/2011 22850 0.019890158
546 29/03/2011 22850 0
547 30/03/2011 22900 0.002185793
548 31/03/2011 22700 -0.008771986
549 01/04/2011 22900 0.008771986
550 04/04/2011 22500 -0.017621601
551 05/04/2011 22650 0.006644543
552 06/04/2011 22650 0
553 07/04/2011 22800 0.006600684
554 08/04/2011 22500 -0.013245227
555 11/04/2011 22800 0.013245227
556 12/04/2011 22500 -0.013245227
557 13/04/2011 22750 0.011049836
558 14/04/2011 22550 -0.008830079
559 15/04/2011 22800 0.01102547
560 18/04/2011 22850 0.002190581
561 19/04/2011 22550 -0.013216051
562 20/04/2011 22950 0.017582871
563 21/04/2011 22950 0
564 25/04/2011 22850 -0.004366819
565 26/04/2011 22950 0.004366819
566 27/04/2011 23000 0.002176279
567 28/04/2011 23150 0.006500565
568 29/04/2011 23150 0
569 02/05/2011 24000 0.03605905
570 03/05/2011 23950 -0.002085506
571 04/05/2011 23800 -0.006282743
572 05/05/2011 23650 -0.006322466
573 06/05/2011 23400 -0.010627093
574 09/05/2011 23750 0.014846508
575 10/05/2011 23800 0.00210305
576 11/05/2011 24050 0.010449416
577 12/05/2011 23500 -0.023134575
578 13/05/2011 23650 0.006362694
579 16/05/2011 23600 -0.002116403
580 18/05/2011 23600 0
581 19/05/2011 23850 0.010537505
583 23/05/2011 23150 -0.03605905
584 24/05/2011 23350 0.008602204
585 25/05/2011 22750 -0.026031839
586 26/05/2011 23050 0.013100624
587 27/05/2011 23200 0.006486509
588 30/05/2011 23100 -0.004319661
589 31/05/2011 23600 0.021414095
590 01/06/2011 23650 0.002116403
591 03/06/2011 23850 0.008421102
592 06/06/2011 23600 -0.010537505
593 07/06/2011 23500 -0.004246291
594 08/06/2011 23400 -0.004264399
595 09/06/2011 23000 -0.017241806
596 10/06/2011 22800 -0.00873368
597 13/06/2011 22700 -0.004395611
598 14/06/2011 23050 0.015300845
599 15/06/2011 23050 0
600 16/06/2011 22700 -0.015300845
601 17/06/2011 22850 0.006586193
602 20/06/2011 23000 0.006543099
603 21/06/2011 23300 0.012959145
604 22/06/2011 23150 -0.00645858
605 23/06/2011 23150 0
606 24/06/2011 23000 -0.006500565
607 27/06/2011 22950 -0.002176279
608 28/06/2011 22950 0
609 30/06/2011 23500 0.023682485
610 01/07/2011 23250 -0.010695289
611 04/07/2011 23300 0.002148229
612 05/07/2011 23250 -0.002148229
613 06/07/2011 23100 -0.006472515
614 07/07/2011 23000 -0.004338402
615 08/07/2011 23050 0.002171554
616 11/07/2011 23000 -0.002171554
617 12/07/2011 22900 -0.004357305
618 13/07/2011 23100 0.008695707
619 14/07/2011 22800 -0.013072082
620 15/07/2011 22950 0.006557401
621 18/07/2011 22950 0
622 19/07/2011 22800 -0.006557401
623 20/07/2011 23000 0.00873368
624 21/07/2011 23050 0.002171554
625 22/07/2011 23200 0.006486509
626 25/07/2011 23350 0.006444705
627 26/07/2011 23450 0.004273511
628 27/07/2011 23700 0.010604553
629 28/07/2011 23500 -0.008474627
630 29/07/2011 23500 0
632 02/08/2011 23200 -0.012848142
633 03/08/2011 22900 -0.013015368
634 04/08/2011 23200 0.013015368
635 05/08/2011 21650 -0.069146824
636 08/08/2011 22300 0.029581224
637 09/08/2011 21200 -0.050585497
638 10/08/2011 21200 0
639 11/08/2011 21400 0.00938974
640 12/08/2011 21350 -0.002339182
641 15/08/2011 21850 0.023149182
642 16/08/2011 21700 -0.006888661
643 18/08/2011 22350 0.029514061
644 19/08/2011 21600 -0.034133006
645 22/08/2011 21600 0
646 23/08/2011 21550 -0.002317498
647 24/08/2011 21550 0
648 25/08/2011 21750 0.009237941
649 26/08/2011 21500 -0.011560822
650 05/09/2011 21850 0.016147986
651 06/09/2011 22150 0.013636575
652 07/09/2011 22500 0.015677813
653 08/09/2011 22200 -0.01342302
654 09/09/2011 22300 0.00449439
655 12/09/2011 21550 -0.034210862
656 13/09/2011 21750 0.009237941
657 14/09/2011 21800 0.002296212
658 15/09/2011 21800 0
659 16/09/2011 22400 0.027150989
660 19/09/2011 22000 -0.018018506
661 20/09/2011 21850 -0.006841532
662 21/09/2011 21850 0
663 22/09/2011 20950 -0.042062275
664 23/09/2011 20750 -0.0095924
665 26/09/2011 18800 -0.098689377
666 27/09/2011 19400 0.031416196
667 28/09/2011 19350 -0.002580647
668 29/09/2011 19300 -0.002587324
669 30/09/2011 19300 0
670 03/10/2011 17300 -0.109398594
671 04/10/2011 17000 -0.017493157
672 05/10/2011 16950 -0.00294551
673 06/10/2011 17650 0.04046795
674 07/10/2011 17100 -0.03165732
675 10/10/2011 16700 -0.023669744
676 11/10/2011 17000 0.017804625
677 12/10/2011 18100 0.062698594
678 13/10/2011 18700 0.032611586
679 14/10/2011 18800 0.005333346
681 18/10/2011 19000 -0.028536307
682 19/10/2011 19600 0.031090587
683 20/10/2011 19050 -0.028462465
684 21/10/2011 19250 0.010443959
685 24/10/2011 19850 0.030692946
686 25/10/2011 20200 0.017478597
687 26/10/2011 20400 0.009852296
688 27/10/2011 21450 0.050189745
689 28/10/2011 21000 -0.021202208
690 31/10/2011 21450 0.021202208
691 01/11/2011 21100 -0.016451605
692 02/11/2011 21000 -0.004750603
693 03/11/2011 21150 0.007117468
694 04/11/2011 21350 0.009411834
695 07/11/2011 21500 0.007001195
696 08/11/2011 21250 -0.01169604
697 09/11/2011 21950 0.032410244
698 10/11/2011 21300 -0.030060067
699 11/11/2011 21500 0.009345862
700 14/11/2011 21950 0.020714204
701 15/11/2011 22600 0.029182767
702 16/11/2011 22500 -0.004434597
703 17/11/2011 22750 0.011049836
704 18/11/2011 22750 0
705 21/11/2011 21550 -0.054189329
706 22/11/2011 22150 0.02746168
707 23/11/2011 21150 -0.046197591
708 24/11/2011 20800 -0.016686919
709 25/11/2011 20600 -0.009661911
710 28/11/2011 20900 0.014458083
711 29/11/2011 21800 0.042160811
712 30/11/2011 22400 0.027150989
713 01/12/2011 22600 0.008888947
714 02/12/2011 22250 -0.015607898
715 05/12/2011 22000 -0.011299555
716 06/12/2011 22250 0.011299555
717 07/12/2011 22450 0.008948606
718 08/12/2011 22050 -0.017978012
719 09/12/2011 21800 -0.011402632
720 12/12/2011 21800 0
721 13/12/2011 20900 -0.042160811
722 14/12/2011 20750 -0.007202912
723 15/12/2011 21000 0.011976191
724 16/12/2011 20600 -0.019231362
725 19/12/2011 20600 0
726 20/12/2011 20750 0.007255171
727 21/12/2011 21150 0.019093659
728 22/12/2011 21100 -0.002366865
730 27/12/2011 21500 0.01169604
731 28/12/2011 21500 0
732 29/12/2011 21600 0.00464038
733 30/12/2011 21700 0.004618946
734 02/01/2012 21750 0.002301497
735 03/01/2012 21800 0.002296212
736 04/01/2012 21950 0.00685717
737 05/01/2012 21600 -0.016073825
738 06/01/2012 21750 0.006920443
739 09/01/2012 21700 -0.002301497
740 10/01/2012 21650 -0.002306806
741 11/01/2012 21750 0.004608303
742 12/01/2012 22250 0.022728251
743 13/01/2012 22300 0.00224467
744 16/01/2012 22250 -0.00224467
745 17/01/2012 22300 0.00224467
746 18/01/2012 22300 0
747 19/01/2012 22000 -0.013544225
748 20/01/2012 22100 0.004535155
749 24/01/2012 21700 -0.018265348
750 25/01/2012 21200 -0.023311079
751 26/01/2012 21500 0.014051753
752 27/01/2012 21550 0.002322881
Lampiran 2
Hasil Uji Augmented Dickey-Fuller dengan EViews 5.1
AALI
Null Hypothesis: AALI has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -27.97107 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
*MacKinnon (1996) one-sided p-values.
ANTM
Null Hypothesis: ANTM has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -29.74887 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
ASII
Null Hypothesis: ASII has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -27.73704 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
*MacKinnon (1996) one-sided p-values.
BBCA
Null Hypothesis: BBCA has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -29.21560 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
BBNI
Null Hypothesis: BBNI has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -27.82784 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
*MacKinnon (1996) one-sided p-values.
BBRI
Null Hypothesis: BBRI has a unit root Exogenous: Constant, Linear Trend
Lag Length: 2 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -18.94345 0.0000 Test critical values: 1% level -3.970335
5% level -3.415819
10% level -3.130170
*MacKinnon (1996) one-sided p-values.
BDMN
Null Hypothesis: BDMN has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic -26.53496 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
BMRI
Null Hypothesis: BMRI has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -28.07706 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
*MacKinnon (1996) one-sided p-values.
INCO
Null Hypothesis: INCO has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -29.79118 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
*MacKinnon (1996) one-sided p-values.
INDF
Null Hypothesis: INDF has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic -26.93381 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
ISAT
Null Hypothesis: ISAT has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -27.26592 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
*MacKinnon (1996) one-sided p-values.
ITMG
Null Hypothesis: ITMG has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -26.41340 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
*MacKinnon (1996) one-sided p-values.
LPKR
Null Hypothesis: LPKR has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic -25.70653 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
LSIP
Null Hypothesis: LSIP has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -28.27157 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
*MacKinnon (1996) one-sided p-values.
MEDC
Null Hypothesis: MEDC has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -27.43351 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
*MacKinnon (1996) one-sided p-values.
PGAS
Null Hypothesis: PGAS has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic -27.70901 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
PTBA
Null Hypothesis: PTBA has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -26.24086 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
*MacKinnon (1996) one-sided p-values.
SMGR
Null Hypothesis: SMGR has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -31.19494 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
*MacKinnon (1996) one-sided p-values.
TINS
Null Hypothesis: TINS has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic -28.95366 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
TLKM
Null Hypothesis: TLKM has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -29.35976 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
*MacKinnon (1996) one-sided p-values.
UNTR
Null Hypothesis: UNTR has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=19)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -27.89873 0.0000 Test critical values: 1% level -3.970302
5% level -3.415803
10% level -3.130160
Lampiran 3
Histogram dan Statistik dengan EViews 5.1
0
-0.10 -0.05 -0.00 0.05 0.10 0.15
Series: AALI
-0.10 -0.05 -0.00 0.05 0.10 0.15
Series: ANTM
-0.10 -0.05 -0.00 0.05 0.10 0.15
0
-0.15 -0.10 -0.05 0.00 0.05 0.10 0.15
Series: BBNI
-0.15 -0.10 -0.05 0.00 0.05 0.10
0
-0.15 -0.10 -0.05 0.00 0.05 0.10
0
-0.15 -0.10 -0.05 0.00 0.05 0.10
Series: ISAT
-0.10 -0.05 -0.00 0.05 0.10 0.15
0
-0.20 -0.15 -0.10 -0.05 0.00 0.05 0.10
Series: LPKR
-0.10 -0.05 -0.00 0.05 0.10 0.15
0
-0.10 -0.05 -0.00 0.05 0.10 0.15
Series: TINS
-0.10 -0.05 -0.00 0.05 0.10 0.15
Lampiran 4
Hasil Uji White Heteroskedsaticity dengan EViews 5.1
AALI
White Heteroskedasticity Test:
F-statistic 8.184392 Prob. F(2,749) 0.000305 Obs*R-squared 16.08287 Prob. Chi-Square(2) 0.000322
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 17:55 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000534 5.30E-05 10.08079 0.0000 AALI(-1) -0.004323 0.002058 -2.100801 0.0360 AALI(-1)^2 0.113030 0.028754 3.930883 0.0001
ANTM
White Heteroskedasticity Test:
F-statistic 5.017788 Prob. F(2,749) 0.006843 Obs*R-squared 9.942555 Prob. Chi-Square(2) 0.006934
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:13 Sample: 1/06/2009 11/23/2011 Included observations: 752
ASII
White Heteroskedasticity Test:
F-statistic 4.633020 Prob. F(2,749) 0.010006 Obs*R-squared 9.189469 Prob. Chi-Square(2) 0.010105
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:18 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000588 5.78E-05 10.17880 0.0000 ASII(-1) 0.000137 0.002160 0.063458 0.9494 ASII(-1)^2 0.096478 0.033693 2.863457 0.0043
BBCA
White Heteroskedasticity Test:
F-statistic 10.29882 Prob. F(2,749) 0.000039 Obs*R-squared 20.12665 Prob. Chi-Square(2) 0.000043
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:21 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
BBNI
White Heteroskedasticity Test:
F-statistic 8.749827 Prob. F(2,749) 0.000175 Obs*R-squared 17.16862 Prob. Chi-Square(2) 0.000187
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:24 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000545 6.56E-05 8.308893 0.0000 BBNI(-1) 0.002801 0.002442 1.146851 0.2518 BBNI(-1)^2 0.137925 0.036284 3.801236 0.0002
BBRI
White Heteroskedasticity Test:
F-statistic 7.776971 Prob. F(2,749) 0.000454 Obs*R-squared 15.29855 Prob. Chi-Square(2) 0.000476
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:34 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
BDMN
White Heteroskedasticity Test:
F-statistic 14.82283 Prob. F(2,749) 0.000000 Obs*R-squared 28.63118 Prob. Chi-Square(2) 0.000001
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:37 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000703 0.000101 6.936610 0.0000 BDMN(-1) 0.005584 0.003270 1.707846 0.0881 BDMN(-1)^2 0.193200 0.036081 5.354620 0.0000
BMRI
White Heteroskedasticity Test:
F-statistic 2.594645 Prob. F(2,749) 0.075343 Obs*R-squared 5.174227 Prob. Chi-Square(2) 0.075237
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:39 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
INCO
White Heteroskedasticity Test:
F-statistic 4.440309 Prob. F(2,749) 0.012104 Obs*R-squared 8.811710 Prob. Chi-Square(2) 0.012206
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:41 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000835 9.91E-05 8.431371 0.0000 INCO(-1) -0.003871 0.003143 -1.231532 0.2185 INCO(-1)^2 0.104623 0.035296 2.964184 0.0031
INDF
White Heteroskedasticity Test:
F-statistic 15.97825 Prob. F(2,749) 0.000000 Obs*R-squared 30.77160 Prob. Chi-Square(2) 0.000000
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:43 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
ISAT
White Heteroskedasticity Test:
F-statistic 25.69550 Prob. F(2,749) 0.000000 Obs*R-squared 48.28395 Prob. Chi-Square(2) 0.000000
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:45 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000398 4.96E-05 8.020645 0.0000 ISAT(-1) 0.000839 0.001990 0.421692 0.6734 ISAT(-1)^2 0.252926 0.035299 7.165217 0.0000
ITMG
White Heteroskedasticity Test:
F-statistic 2.019521 Prob. F(2,749) 0.133441 Obs*R-squared 4.033469 Prob. Chi-Square(2) 0.133089
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:47 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
LPKR
White Heteroskedasticity Test:
F-statistic 0.893918 Prob. F(2,749) 0.409486 Obs*R-squared 1.790723 Prob. Chi-Square(2) 0.408460
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:49 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000549 7.08E-05 7.748252 0.0000 LPKR(-1) 0.002350 0.002895 0.811941 0.4171 LPKR(-1)^2 0.046341 0.037613 1.232028 0.2183
LSIP
White Heteroskedasticity Test:
F-statistic 3.376622 Prob. F(2,749) 0.034684 Obs*R-squared 6.719705 Prob. Chi-Square(2) 0.034740
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:51 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
MEDC
White Heteroskedasticity Test:
F-statistic 9.715845 Prob. F(2,749) 0.000068 Obs*R-squared 19.01617 Prob. Chi-Square(2) 0.000074
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:53 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000644 9.20E-05 7.002470 0.0000 MEDC(-1) 0.000814 0.003366 0.241736 0.8091 MEDC(-1)^2 0.155178 0.038329 4.048571 0.0001
PGAS
White Heteroskedasticity Test:
F-statistic 19.52068 Prob. F(2,749) 0.000000 Obs*R-squared 37.25578 Prob. Chi-Square(2) 0.000000
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:55 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
PTBA
White Heteroskedasticity Test:
F-statistic 10.31797 Prob. F(2,749) 0.000038 Obs*R-squared 20.16308 Prob. Chi-Square(2) 0.000042
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:57 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000487 4.92E-05 9.892032 0.0000 PTBA(-1) -0.004327 0.001936 -2.234239 0.0258 PTBA(-1)^2 0.149836 0.033892 4.421042 0.0000
SMGR
White Heteroskedasticity Test:
F-statistic 13.52005 Prob. F(2,749) 0.000002 Obs*R-squared 26.20246 Prob. Chi-Square(2) 0.000002
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 18:58 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
TINS
White Heteroskedasticity Test:
F-statistic 5.250872 Prob. F(2,749) 0.005438 Obs*R-squared 10.39802 Prob. Chi-Square(2) 0.005522
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 19:00 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000740 7.26E-05 10.19044 0.0000 TINS(-1) 0.001432 0.002353 0.608536 0.5430 TINS(-1)^2 0.099826 0.034268 2.913130 0.0037
TLKM
White Heteroskedasticity Test:
F-statistic 7.814844 Prob. F(2,749) 0.000438 Obs*R-squared 15.37153 Prob. Chi-Square(2) 0.000459
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 19:02 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
UNTR
White Heteroskedasticity Test:
F-statistic 2.014776 Prob. F(2,749) 0.134072 Obs*R-squared 4.024043 Prob. Chi-Square(2) 0.133718
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 04/01/12 Time: 19:03 Sample: 1/06/2009 11/23/2011 Included observations: 752
Variable Coefficient Std. Error t-Statistic Prob.
Lampiran 5
Contoh Perhitungan VaR EWMA
BBNI
Tanggal Return Forecast
Variance
Lampiran 6
Tabel Signifikansi Model GARCH
NO
Indeks
Saham
Model
Probability
Adjusted
R2
AIC
SC
1
AALI
AR(28)
0
0.089818
-4.802272
-4.764318
MA(28)
0
ARCH(1)
0
GARCH(1)
0
2
ANTM
AR(34)
0
0.138281
-4.655133
-4.616931
MA(34)
0
ARCH(1)
0
GARCH(1)
0
3
ASII
AR(36)
0
0.12263
-4.692228
-4.653943
MA(36)
0
ARCH(1)
0.0001
GARCH(1)
0
4
BBCA
AR(29)
0
0.081961
-4.914804
-4.876808
MA(29)
0
ARCH(1)
0.0066
GARCH(1)
0
5
BBNI
AR(36)
0
0.10054
-4.779668
-4.741383
MA(36)
0
ARCH(1)
0
GARCH(1)
0
6
BBRI
AR(28)
0
0.133135
-4.623153
-4.585199
MA(28)
0
ARCH(1)
0.0002
GARCH(1)
0
7
BDMN
AR(36)
0
0.119372
-4.538963
-4.500677
MA(36)
0
ARCH(1)
0
GARCH(1)
0
8
INCO
AR(29)
0
0.094576
-4.526742
-4.488746
MA(29)
0
ARCH(1)
0
GARCH(1)
0
MA(35)
0
ARCH(1)
0
GARCH(1)
0
10
ISAT
AR(30)
0
0.118512
-4.909147
-4.871111
MA(30)
0
ARCH(1)
0
GARCH(1)
0
11
LSIP
AR(32)
0
0.113166
-4.637815
-4.599696
MA(32)
0
ARCH(1)
0
GARCH(1)
0
12
MEDC
AR(35)
0
0.145401
-4.532699
-4.494456
MA(35)
0
ARCH(1)
0
GARCH(1)
0
13
PGAS
AR(33)
0
0.101326
-4.964403
-4.926243
MA(33)
0
ARCH(1)
0
GARCH(1)
0
14
PTBA
AR(36)
0
0.095245
-4.861786
-4.823501
MA(36)
0
ARCH(1)
0
GARCH(1)
0
15
SMGR
AR(34)
0
0.065022
-4.904723
-4.866521
MA(34)
0
ARCH(1)
0
GARCH(1)
0
16
TINS
AR(36)
0
0.083582
-4.45066
-4.412375
MA(36)
0
ARCH(1)
0
GARCH(1)
0
17
TLKM
AR(28)
0
0.080396
-5.309785
-5.271831
MA(28)
0
ARCH(1)
0
Lampiran 7
Tabel Perhitungan VaR dengan metode GARCH
BBNI
No Tanggal Return Forecast Posisi Cornish
Fisher
Holding
Period VaR
1 05/01/2009 0.0571609 698.91 1.584865 1
2 06/01/2009 0.0137974 708.62 1.584865 1
3 07/01/2009 0.0136097 718.33 1.584865 1
4 08/01/2009 0.0266624 737.74 1.584865 1
5 09/01/2009 0.0387128 766.86 1.584865 1
6 12/01/2009 -0.0127297 757.16 1.584865 1
7 13/01/2009 0.0499995 795.98 1.584865 1
8 14/01/2009 -0.0372698 766.86 1.584865 1 9 15/01/2009 -0.0387128 737.74 1.584865 1 10 16/01/2009 0.0130760 747.45 1.584865 1 11 19/01/2009 0.0000000 747.45 1.584865 1 12 20/01/2009 0.0000000 747.45 1.584865 1 13 21/01/2009 -0.0811214 689.21 1.584865 1 14 22/01/2009 0.0277734 708.62 1.584865 1 15 23/01/2009 -0.0419622 679.5 1.584865 1 16 27/01/2009 0.0141888 689.21 1.584865 1 17 28/01/2009 0.0277734 708.62 1.584865 1 18 29/01/2009 0.0533480 747.45 1.584865 1 19 30/01/2009 0.0000000 747.45 1.584865 1 20 02/02/2009 0.0000000 747.45 1.584865 1 21 03/02/2009 0.0000000 747.45 1.584865 1 22 04/02/2009 -0.0263252 728.03 1.584865 1 23 05/02/2009 0.0000000 728.03 1.584865 1 24 06/02/2009 0.0263252 747.45 1.584865 1 25 09/02/2009 -0.0130760 737.74 1.584865 1 26 10/02/2009 -0.0266624 718.33 1.584865 1 27 11/02/2009 -0.0136097 708.62 1.584865 1 28 12/02/2009 0.0136097 718.33 1.584865 1 29 13/02/2009 0.0000000 718.33 1.584865 1 30 16/02/2009 0.0000000 718.33 1.584865 1 31 17/02/2009 -0.0274071 698.91 1.584865 1 32 18/02/2009 0.0274071 718.33 1.584865 1 33 19/02/2009 0.0134132 728.03 1.584865 1 34 20/02/2009 -0.0408203 698.91 1.584865 1 35 23/02/2009 0.0274071 718.33 1.584865 1 36 24/02/2009 -0.0274071 698.91 1.584865 1
Lampiran 8
Tabel backtesting dengan Simple Standard Deviation
BMRI
No
Tanggal
Return
VaR
Actual
Loss
Overshoot
1 05/01/2009 0.08288784 89.0596922 06/01/2009 -0.01142455 88.048015 23.64 3 07/01/2009 -0.0350934 85.011699 70.95
4 08/01/2009 -0.0487879 80.963706 94.59 1 5 09/01/2009 -0.0253193 78.939496 47.3
6 12/01/2009 -0.01030999 78.129812 18.92 7 13/01/2009 0.07484715 84.202015 0 8 14/01/2009 -0.03921787 80.963706 75.67 9 15/01/2009 -0.0253193 78.939496 47.3
10 16/01/2009 0 78.939496 0
11 19/01/2009 -0.02072738 77.320128 37.84 12 20/01/2009 0.00522226 77.724970 0
13 21/01/2009 -0.07571065 72.057609 132.43 1 14 22/01/2009 0.01117396 72.867293 0
15 23/01/2009 -0.01117396 72.057609 18.92 16 27/01/2009 0.00560259 72.462451 0 17 28/01/2009 0.00557137 72.867293 0 18 29/01/2009 0.01653026 74.081819 0 19 30/01/2009 -0.00547978 73.676977 9.46 20 02/02/2009 -0.02222444 72.057609 37.84
21 03/02/2009 0 72.057609 0
22 04/02/2009 0 72.057609 0
40 02/03/2009 -0.02325829 68.818872 37.84 41 03/03/2009 0.02898931 70.843083 0 42 04/03/2009 0.02817255 72.867293 0 43 05/03/2009 -0.02247419 71.247925 37.84
44 06/03/2009 0 71.247925 0
45 10/03/2009 0.02247419 72.867293 0 46 11/03/2009 0.02739485 74.891075 0 47 12/03/2009 -0.01086458 74.081819 18.91 48 13/03/2009 0.00544992 74.486661 0 49 16/03/2009 0.01080585 75.295917 0
50 17/03/2009 0 75.295917 0
51 18/03/2009 0.02127871 76.915286 0 52 19/03/2009 0.00524968 77.320128 0 53 20/03/2009 0.01558567 78.534654 0 54 23/03/2009 0.10278081 87.035909 0 55 24/03/2009 0.0115615 88.048015 0 56 25/03/2009 -0.0350934 85.011699 70.95 57 27/03/2009 0.0235319 87.035909 0
58 30/03/2009 -0.04763093 82.987489 94.6 1 59 31/03/2009 0.05919243 88.048015 0
60 01/04/2009 0.0338988 91.083902 0 61 02/04/2009 0.06453793 97.156105 0 62 03/04/2009 -0.01047195 96.144000 23.65 63 06/04/2009 -0.02127419 94.120218 47.29 64 07/04/2009 -0.03279179 91.083902 70.95
65 08/04/2009 -0.0454603 87.035909 94.59 1 66 13/04/2009 0.06744053 93.108113 0
67 14/04/2009 0.03208575 96.144000 0 68 15/04/2009 -0.01057827 95.132323 23.64 69 16/04/2009 -0.0324372 92.096007 70.95 70 17/04/2009 0.08426095 100.192421 0 71 20/04/2009 0.04926986 105.252519 0 72 21/04/2009 -0.03921892 101.204526 94.59 73 22/04/2009 -0.01005093 100.192421 23.65 74 23/04/2009 -0.01015298 99.180316 23.65
75 24/04/2009 0 99.180316 0
76 27/04/2009 0.02020392 101.204526 0 77 28/04/2009 -0.01005093 100.192421 23.65 78 29/04/2009 0.04926986 105.252519 0 79 30/04/2009 0.06513934 112.336827 0 80 01/05/2009 0.02666985 115.373143 0 81 04/05/2009 0.0344846 119.421135 0 82 05/05/2009 -0.02575041 116.385248 70.94
85 08/05/2009 0 114.361037 0 86 11/05/2009 -0.03604213 110.312617 94.6 87 12/05/2009 -0.01851626 108.288834 47.29 88 13/05/2009 0.01851626 110.312617 0
89 14/05/2009 -0.0469559 105.252519 118.24 1 90 15/05/2009 0.01904935 107.276729 0
91 18/05/2009 -0.02871185 104.240414 70.95 92 19/05/2009 0.07480184 112.336827 0 93 20/05/2009 0.0178587 114.361037 0 94 22/05/2009 -0.00888948 113.348932 23.65
95 25/05/2009 0 113.348932 0
96 26/05/2009 -0.0180196 111.324722 47.3 97 27/05/2009 0.06858018 119.227273 0 98 28/05/2009 -0.00881114 118.181360 24.44 99 29/05/2009 0.05173516 124.456412 0 100 01/06/2009 0.09607294 137.006516 0
101 02/06/2009 0 137.006516 0
102 03/06/2009 0.00760505 138.052429 0 103 04/06/2009 0.02247416 141.190169 0 104 05/06/2009 0.05757021 149.557048 0 105 08/06/2009 -0.03559302 144.327482 122.2 106 09/06/2009 0.0494801 151.648447 0
107 10/06/2009 -0.04225942 145.373395 146.63 1 108 11/06/2009 -0.01449387 143.281568 48.88
109 12/06/2009 -0.03717817 138.052429 122.19 110 15/06/2009 -0.00760505 137.006516 24.44 111 16/06/2009 -0.02316525 133.869204 73.31 112 17/06/2009 -0.00784363 132.823291 24.44
113 18/06/2009 -0.05669532 125.502325 171.07 1 114 19/06/2009 0.07232153 134.915117 0
115 22/06/2009 0 134.915117 0
116 23/06/2009 -0.03150049 130.731464 97.76 117 24/06/2009 0.03150049 134.915117 0 118 25/06/2009 0.02298772 138.052429 0 119 26/06/2009 -0.01526838 135.960603 48.88 120 29/06/2009 -0.00771934 134.915117 24.43 121 30/06/2009 -0.01562622 132.823291 48.88 122 01/07/2009 0.02334555 135.960603 0
123 02/07/2009 0 135.960603 0
124 03/07/2009 0 135.960603 0
125 06/07/2009 -0.01550192 133.869204 48.87 126 07/07/2009 0.0307703 138.052429 0
127 09/07/2009 0 138.052429 0
128 10/07/2009 0 138.052429 0
130 14/07/2009 0.02298772 138.052429 0
131 15/07/2009 0 138.052429 0
132 16/07/2009 0.02247416 141.190169 0
133 17/07/2009 0 141.190169 0
134 21/07/2009 0.05055224 148.511135 0 135 22/07/2009 0.00701798 149.557048 0
136 23/07/2009 0 149.557048 0
137 24/07/2009 0.02076036 152.694360 0 138 27/07/2009 -0.01379414 150.602534 48.88 139 28/07/2009 0.02062051 153.740274 0 140 29/07/2009 0.00678008 154.786187 0 141 30/07/2009 0.05903425 164.198979 0 142 31/07/2009 0.06174654 174.657257 0 143 03/08/2009 0.01780566 177.794997 0 144 04/08/2009 -0.00590006 176.749083 24.44
145 05/08/2009 -0.05472561 167.336291 219.95 1 146 06/08/2009 -0.01257953 165.244464 48.88
147 07/08/2009 -0.01273717 163.153066 48.87 148 10/08/2009 0.01273717 165.244464 0
149 11/08/2009 0 165.244464 0
150 12/08/2009 -0.03215638 160.015326 122.19 151 13/08/2009 0.04473591 167.336291 0 152 14/08/2009 -0.01892653 164.198979 73.31 153 18/08/2009 -0.01929432 161.061239 73.32 154 19/08/2009 -0.00651506 160.015326 24.44 155 20/08/2009 0.04473591 167.336291 0 156 21/08/2009 0.01857747 170.474031 0 157 24/08/2009 0.03021306 175.703170 0 158 25/08/2009 -0.00597052 174.657257 24.44 159 26/08/2009 -0.00600638 173.611343 24.44 160 27/08/2009 -0.01823617 170.474031 73.31 161 28/08/2009 0.01823617 173.611343 0 162 31/08/2009 -0.01211959 171.519944 48.87 163 01/09/2009 -0.03096403 166.290378 122.2 164 02/09/2009 0.00626998 167.336291 0 165 03/09/2009 0.01242325 169.428118 0 166 04/09/2009 0.01834772 172.565430 0 167 07/09/2009 0.00604267 173.611343 0
168 08/09/2009 0 173.611343 0
169 09/09/2009 0.05279889 183.024135 0 170 10/09/2009 0.03371073 189.299187 0
171 11/09/2009 0 189.299187 0
175 17/09/2009 0.03774033 197.666066 0 176 24/09/2009 -0.03774033 190.345101 171.07 177 25/09/2009 -0.00550998 189.299187 24.44 178 28/09/2009 -0.03371073 183.024135 146.63 179 29/09/2009 0.02259885 187.207361 0 180 30/09/2009 0.04905683 196.620153 0 181 01/10/2009 -0.00533366 195.574239 24.44 182 02/10/2009 0.03158129 201.849291 0 183 05/10/2009 0.01030998 203.941118 0 184 06/10/2009 0.05487776 215.445737 0 185 07/10/2009 -0.01960961 211.262084 97.76 186 08/10/2009 -0.0149617 208.124771 73.31 187 09/10/2009 -0.02030645 203.941118 97.76 188 12/10/2009 -0.01550297 200.803806 73.31
189 13/10/2009 0 200.803806 0
190 14/10/2009 0.03077134 207.078858 0 191 15/10/2009 -0.01015296 204.987031 48.88 192 16/10/2009 -0.0051154 203.941118 24.44 193 19/10/2009 -0.01550297 200.803806 73.31 194 20/10/2009 -0.01047191 198.711979 48.88 195 21/10/2009 -0.02127865 194.528326 97.76 196 22/10/2009 -0.01625926 191.391014 73.31 197 23/10/2009 0.02695518 196.620153 0 198 26/10/2009 0.01058273 198.711979 0 199 27/10/2009 -0.03208799 192.436927 146.63 200 28/10/2009 -0.01643968 189.299187 73.32 201 29/10/2009 0.01098976 191.391014 0 202 30/10/2009 0.02162152 195.574239 0 203 02/11/2009 0.00533366 196.620153 0 204 03/11/2009 -0.02150526 192.436927 97.75 205 04/11/2009 0.01080934 194.528326 0 206 05/11/2009 -0.02173904 190.345101 97.75 207 06/11/2009 0.01635009 193.482841 0 208 09/11/2009 0.01608488 196.620153 0 209 10/11/2009 -0.01608488 193.482841 73.31 210 11/11/2009 0.00538896 194.528326 0 211 12/11/2009 0.01069592 196.620153 0
212 13/11/2009 0 196.620153 0
213 16/11/2009 0.04676237 206.032945 0 214 17/11/2009 -0.01020477 203.941118 48.88 215 18/11/2009 -0.01550297 200.803806 73.31 216 19/11/2009 -0.01574927 197.666066 73.32
217 20/11/2009 0 197.666066 0
220 25/11/2009 -0.01098976 189.299187 48.88 221 26/11/2009 -0.03371073 183.024135 146.63 222 30/11/2009 0.01699856 186.161875 0 223 01/12/2009 0.02222215 190.345101 0 224 02/12/2009 0.01635009 193.482841 0 225 03/12/2009 0.00417385 194.292097 0 226 04/12/2009 -0.0054221 193.241476 24.55 227 07/12/2009 -0.00544944 192.191283 24.54 228 08/12/2009 0.00544944 193.241476 0 229 09/12/2009 -0.00544944 192.191283 24.54 230 10/12/2009 0.01087154 194.292097 0 231 11/12/2009 0.01075244 196.392483 0
232 14/12/2009 0 196.392483 0
233 15/12/2009 -0.02162398 192.191283 98.17 234 16/12/2009 -0.00547929 191.141090 24.54
235 17/12/2009 0 191.141090 0
236 21/12/2009 -0.02222243 186.940319 98.16 237 22/12/2009 0.00560208 187.990512 0 238 23/12/2009 0.01662036 191.141090 0 239 28/12/2009 0.01635083 194.292097 0 240 29/12/2009 -0.0054221 193.241476 24.55 241 30/12/2009 0.02150771 197.442675 0 242 04/01/2010 0.04676028 206.894411 0 243 05/01/2010 -0.01020385 204.794025 49.08 244 06/01/2010 -0.0155037 201.643447 73.62 245 07/01/2010 -0.01574785 198.492868 73.62 246 08/01/2010 0.01052607 200.593254 0 247 11/01/2010 -0.00524919 199.543061 24.54 248 12/01/2010 0.01047096 201.643447 0
249 13/01/2010 0 201.643447 0
250 14/01/2010 0.00519465 202.693640 0
251 15/01/2010 0 202.693640 0
252 18/01/2010 -0.00519465 201.643447 24.54 253 19/01/2010 0.01036246 203.743833 0
254 20/01/2010 0 203.743833 0
255 21/01/2010 -0.03141519 197.442675 147.24 256 22/01/2010 -0.00533317 196.392483 24.54 257 25/01/2010 0.00533317 197.442675 0 258 26/01/2010 -0.02150771 193.241476 98.17 259 27/01/2010 -0.01092873 191.141090 49.08 260 28/01/2010 0.02710327 196.392483 0
261 29/01/2010 0 196.392483 0
262 01/02/2010 0 196.392483 0
265 04/02/2010 -0.01075244 194.292097 49.08
266 05/02/2010 -0.0442069 185.890126 196.33 1 267 08/02/2010 -0.02285739 181.689355 98.16
268 09/02/2010 0.011494 183.789740 0 269 10/02/2010 -0.00573049 182.739548 24.54 270 11/02/2010 0.01142832 184.839933 0
271 12/02/2010 0 184.839933 0
272 15/02/2010 -0.00569784 183.789740 24.54 273 16/02/2010 0.01136339 185.890126 0 274 17/02/2010 0.01680658 189.040705 0 275 18/02/2010 -0.00557087 187.990512 24.54 276 19/02/2010 0.01111087 190.090898 0
277 22/02/2010 0 190.090898 0
278 23/02/2010 0.01643821 193.241476 0 279 24/02/2010 -0.01092873 191.141090 49.08 280 25/02/2010 -0.01662036 187.990512 73.62
281 01/03/2010 0 187.990512 0
282 02/03/2010 0.00557087 189.040705 0 283 03/03/2010 -0.00557087 187.990512 24.54 284 04/03/2010 -0.00560208 186.940319 24.54
285 05/03/2010 0 186.940319 0
286 08/03/2010 0.02770173 192.191283 0 287 09/03/2010 0.01087154 194.292097 0 288 10/03/2010 0.01075244 196.392483 0 289 11/03/2010 0.0263859 201.643447 0 290 12/03/2010 -0.01047096 199.543061 49.08 291 15/03/2010 0.01047096 201.643447 0 292 17/03/2010 0.03077275 207.945032 0 293 18/03/2010 0.04926947 218.446960 0
294 19/03/2010 0 218.446960 0
295 22/03/2010 -0.03921946 210.045418 196.32 296 23/03/2010 0.02955785 216.346575 0 297 24/03/2010 0.04740266 226.848931 0
298 25/03/2010 0 226.848931 0
299 26/03/2010 0.00921636 228.949317 0 300 29/03/2010 -0.00921636 226.848931 49.08 301 30/03/2010 0.01834856 231.049703 0 302 31/03/2010 -0.02765065 224.748545 147.24 303 01/04/2010 -0.01886787 220.547774 98.16 304 05/04/2010 0.00947843 222.648160 0
305 06/04/2010 0 222.648160 0
306 07/04/2010 -0.00947843 220.547774 49.08 307 08/04/2010 -0.03884054 212.145803 196.33
308 09/04/2010 0 212.145803 0
310 13/04/2010 -0.00947843 220.547774 49.08
311 14/04/2010 0 220.547774 0
312 15/04/2010 0 220.547774 0
313 16/04/2010 -0.02898856 214.246189 147.25
314 19/04/2010 0 214.246189 0
315 20/04/2010 0.01941747 218.446960 0 316 21/04/2010 0.02843896 224.748545 0
317 22/04/2010 0 224.748545 0
318 23/04/2010 -0.00938943 222.648160 49.08 319 26/04/2010 -0.00947843 220.547774 49.08 320 27/04/2010 0.00947843 222.648160 0
321 28/04/2010 0 222.648160 0
322 29/04/2010 0.04608964 233.150088 0 323 30/04/2010 0.0440604 243.652445 0 324 03/05/2010 -0.00865779 241.552059 49.08 325 04/05/2010 -0.0087334 239.451673 49.08
326 05/05/2010 -0.07275885 222.648160 392.65 1
327 06/05/2010 0 222.648160 0
328 07/05/2010 -0.02871113 216.346575 147.25 329 10/05/2010 0.05661902 228.949317 0
330 11/05/2010 -0.04695741 218.446960 245.41 1 331 12/05/2010 0.01904953 222.648160 0
332 14/05/2010 0.01869153 226.848931 0
333 17/05/2010 0 226.848931 0
334 18/05/2010 0.02739811 233.150088 0
335 19/05/2010 -0.05556807 220.547774 294.48 1 336 20/05/2010 -0.00957109 218.446960 49.09
337 21/05/2010 -0.03921946 210.045418 196.32
338 24/05/2010 0 210.045418 0
339 25/05/2010 -0.0304603 203.743833 147.25 340 26/05/2010 0.05026229 214.246189 0 341 27/05/2010 -0.00985198 212.145803 49.08 342 31/05/2010 0.05770841 224.748545 0 343 01/06/2010 -0.03810057 216.346575 196.33 344 02/06/2010 0.0192327 220.547774 0 345 03/06/2010 0.03738632 228.949317 0 346 04/06/2010 0.01818175 233.150088 0
347 07/06/2010 -0.04608964 222.648160 245.4 1 348 08/06/2010 0.01869153 226.848931 0
349 09/06/2010 0.00921636 228.949317 0 350 10/06/2010 -0.00936918 226.814267 49.89 351 11/06/2010 0.02790879 233.233539 0
352 14/06/2010 0 233.233539 0
