ANALISIS PENGARUH KURS ¥/Rp, US $/Rp, £/Rp, TINGKAT SUKU BUNGA SBI DAN INFLASI TERHADAP IHSG (STUDI KASUS DI BEJ BULAN JANUARI 2001- DESEMBER 2005) - Unika Repository

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DATA VARIABEL – VARIABEL DALAM PENELITIAN

BULAN JANUARI 2001- DESEMBER 2005

DATA KURS ¥/ Rp

Data US $/Rp

Data £/Rp

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HASIL PENGUJIAN DATA normal:

1. STATISTIK DESKRIPTIF

2.UJI

ASUMSI

KLASIK

:

* UJI

NORMALITAS

* UJI

MULTIKOLINIERITAS

* UJI

HETEROKEDASTISITAS

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HASIL PENGUJIAN data setelah dilakukan

perbaikan (Ln+sentral)

1. STATISTIK DESKRIPTIF

2.UJI

ASUMSI

KLASIK

:

* UJI

NORMALITAS

* UJI

MULTIKOLINIERITAS

* UJI

HETEROKEDASTISITAS

*

uji autokorelasi

3.UJI t

(4)

Descriptives

Descriptive Statistics

60 69,27927 92,40152 80,54424 6,63880

60 8205,93617 11290,12227 9337,50883 760,61966

60 12847,52557 18504,57155 15323,27874 1596,86692

60 7,32000 17,61000 11,47638 3,77334

60 4,60000 18,38000 9,33333 3,35676

60 359,34885 1152,82300 649,88671 267,88239

60 JP/Rp

$/Rp ING/Rp

Tingkat Suku Bunga Inflasi

IHSG

Valid N (listwise)

N Minimum Maximum Mean Std. Deviation

Keterangan :

(5)

Regression

Descriptive Statistics

649,88671 267,88239 60

80,54424 6,63880 60

9337,50883 760,61966 60

15323,27874 1596,86692 60

11,47638 3,77334 60

9,33333 3,35676 60

IHSG JP/Rp $/Rp ING/Rp

Mean Std. Deviation N

Correlations

1,000 ,584 -,017 ,846 -,670 -,160 ,584 1,000 ,660 ,865 -,163 ,043 -,017 ,660 1,000 ,369 ,559 ,616 ,846 ,865 ,369 1,000 -,498 -,072 -,670 -,163 ,559 -,498 1,000 ,757 -,160 ,043 ,616 -,072 ,757 1,000 . ,000 ,448 ,000 ,000 ,111

,000 . ,000 ,000 ,107 ,371

,448 ,000 . ,002 ,000 ,000

,000 ,000 ,002 . ,000 ,292

,000 ,107 ,000 ,000 . ,000

,111 ,371 ,000 ,292 ,000 .

60 60 60 60 60 60

Pearson Correlation

Sig. (1-tailed)

N

Tingkat

Suku Bunga Inflasi

Variables Entered/Removedb

Inflasi, JP/Rp, Tingkat Suku Bunga, $/Rp, ING/Rpa . Enter Model 1 Variables Entered Variables Removed Method

All requested variables entered. a.

Dependent Variable: IHSG b.

Model Summaryb

,947a ,897 ,888 89,82011695101 ,594

Model 1

R R Square

Adjusted R Square

Std. Error of the Estimate

Durbin-Watson

Predictors: (Constant), Inflasi, JP/Rp, Tingkat Suku Bunga, $/Rp, ING/Rp a.

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ANOVAb

3798244 5 759648,817 94,160 ,000a

435653,3 54 8067,653

4233897 59

Regression Residual Total Model 1

Sum of

Squares df Mean Square F Sig.

Predictors: (Constant), Inflasi, JP/Rp, Tingkat Suku Bunga, $/Rp, ING/Rp a.

Coefficientsa

-219,558 182,085 -1,206 ,233

17,148 6,797 ,425 2,523 ,015 ,584 ,325 ,110 ,067 14,891

-,218 ,051 -,618 -4,291 ,000 -,017 -,504 -,187 ,092 10,880

,094 ,034 ,558 2,715 ,009 ,846 ,347 ,119 ,045 22,148

-26,601 13,828 -,375 -1,924 ,060 -,670 -,253 -,084 ,050 19,910

41,956 8,774 ,526 4,782 ,000 -,160 ,545 ,209 ,158 6,344

(Constant) JP/Rp $/Rp ING/Rp Tingkat Suku Bunga Inflasi

Model 1

B Std. Error

Unstandardized Coefficients

Beta Standardized

Coefficients

t Sig. Zero-order Partial Part

Correlations

Tolerance VIF

Collinearity Statistics

Dependent Variable: IHSG a.

Keterangan :

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4 3 2 1 0 -1 -2 -3

Regression Standardized Residual

20 15 10 5 0 Fr e quenc y

Mean = -6.55E-15 Std. Dev. = 0.957 N = 60

Dependent Variable: IHSG Histogram 1.0 0.8 0.6 0.4 0.2 0.0

Observed Cum Prob

1.0 0.8 0.6 0.4 0.2 0.0 E x p ecte d C u m Pro b

Dependent Variable: IHSG

Normal P-P Plot of Regression Standardized Residual

4 2

0 -2

-4

Regression Studentized Residual

2 1 0 -1 Regress ion Sta n dar d iz ed P redicted Va lue

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NPar Tests

One-Sample Kolmogorov-Smirnov Test

60 ,0000000 85,92993639 ,108 ,108 -,059 ,835 ,488 N

Mean

Std. Deviation Normal Parametersa,b

Absolute Positive Negative Most Extreme

Differences

Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed)

Unstandardiz ed Residual

Test distribution is Normal. a.

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Descriptives

Descriptive Statistics

60 4,23815 4,52614 4,38547 ,08245

60 9,01261 9,33168 9,13864 ,07948

60 9,46091 9,82577 9,63187 ,10304

60 1,99061 2,86847 2,38684 ,32991

60 1,52606 2,91126 2,17379 ,34547

60 5,88429 7,04997 6,39774 ,39532

60 Ln JP/Rp

Ln $/Rp Ln ING/Rp

Ln Tingkat Suku Bunga Ln Inflasi

Ln IHSG Valid N (listwise)

Keterangan :

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Regression

Descriptive Statistics

6,39774 ,39532 60

4,38547 ,08245 60

9,13864 ,07948 60

9,63187 ,10304 60

2,38684 ,32991 60

2,17379 ,34547 60

Ln IHSG Ln JP/Rp Ln $/Rp Ln ING/Rp

Correlations

1,000 ,531 -,082 ,799 -,733 -,298 ,531 1,000 ,662 ,870 -,202 ,041 -,082 ,662 1,000 ,390 ,531 ,654 ,799 ,870 ,390 1,000 -,518 -,116 -,733 -,202 ,531 -,518 1,000 ,817 -,298 ,041 ,654 -,116 ,817 1,000 . ,000 ,266 ,000 ,000 ,010

,000 . ,000 ,000 ,061 ,379

,266 ,000 . ,001 ,000 ,000

,000 ,000 ,001 . ,000 ,189

,000 ,061 ,000 ,000 . ,000

,010 ,379 ,000 ,189 ,000 .

60 60 60 60 60 60

Pearson Correlation

Sig. (1-tailed)

N

Ln Tingkat

Suku Bunga Ln Inflasi

Variables Entered/Removedb

Ln Inflasi, Ln JP/Rp, Ln Tingkat Suku Bunga, Ln $/Rp, Ln ING/Rpa . Enter Model 1 Variables Entered Variables Removed Method

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Model Summaryb

,939a ,882 ,871 ,14193103573 ,502

Model 1

R R Square

Adjusted R Square

Durbin-Watson

Predictors: (Constant), Ln Inflasi, Ln JP/Rp, Ln Tingkat Suku Bunga, Ln $/Rp, Ln ING/Rp

a.

Dependent Variable: Ln IHSG b.

ANOVAb

8,132 5 1,626 80,741 ,000a

1,088 54 ,020

9,220 59

Sum of

Predictors: (Constant), Ln Inflasi, Ln JP/Rp, Ln Tingkat Suku Bunga, Ln $/Rp, Ln ING/Rp

a.

Dependent Variable: Ln IHSG b.

Coefficientsa

10,342 5,709 1,812 ,076

2,002 ,812 ,418 2,467 ,017 ,531 ,318 ,115 ,076 13,117

-2,833 ,823 -,570 -3,442 ,001 -,082 -,424 -,161 ,080 12,529

1,402 ,854 ,366 1,642 ,106 ,799 ,218 ,077 ,044 22,684

-,859 ,285 -,717 -3,018 ,004 -,733 -,380 -,141 ,039 25,827

,785 ,155 ,686 5,069 ,000 -,298 ,568 ,237 ,119 8,378

(Constant) Ln JP/Rp Ln $/Rp Ln ING/Rp Ln Tingkat Suku Bunga Ln Inflasi

Model 1

B Std. Error

Unstandardized Coefficients

Beta Standardized

Coefficients

t Sig. Zero-order Partial Part

Correlations

Tolerance VIF

Collinearity Statistics

Dependent Variable: Ln IHSG a.

Keterangan :

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4 2 0 -2 -4

Regression Standardized Residual

10 8 6 4 2 0 Fr eque ncy

Mean = 4.48E-14 Std. Dev. = 0.957 N = 60

Dependent Variable: Ln IHSG Histogram 1.0 0.8 0.6 0.4 0.2 0.0

1.0 0.8 0.6 0.4 0.2 0.0 E x p ecte d C u m Pro b

Dependent Variable: Ln IHSG

4 2

0 -2

-4

2 1 0 -1 -2 Reg ress ion S ta nda rd ized P red ict e d Va lue

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NPar Tests

One-Sample Kolmogorov-Smirnov Test

60 ,0000000 ,13578389 ,065 ,065 -,047 ,504 ,961 N

Mean

Differences

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Descriptives

Descriptive Statistics

60 -,65223 ,51345 -,01795 ,38886

60 -,19304 ,20467 ,00620 ,08639

60 -,19390 ,17096 -,00080 ,10279

60 359,34885 1152,82300 649,88671 267,88239

60 -6,13362 4,15638 ,23435 3,68867

60 -9,04667 4,73333 ,16433 3,31534

60 CJP/Rp

C$/Rp CING/Rp IHSG CSB CINF

Valid N (listwise)

Keterangan :

¾

C adalah Data Sentral

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Regression

Descriptive Statistics

649,88671 267,88239 60 -,01795 ,38886 60 ,00620 ,08639 60 -,00080 ,10279 60 ,23435 3,68867 60 ,16433 3,31534 60 IHSG CJP/Rp C$/Rp CING/Rp CSB CINF

Correlations

1,000 -,971 -,056 -,831 ,638 ,131 -,971 1,000 -,098 ,770 -,722 -,221 -,056 -,098 1,000 ,435 ,551 ,608 -,831 ,770 ,435 1,000 -,449 -,030 ,638 -,722 ,551 -,449 1,000 ,753 ,131 -,221 ,608 -,030 ,753 1,000 . ,000 ,336 ,000 ,000 ,160 ,000 . ,227 ,000 ,000 ,045 ,336 ,227 . ,000 ,000 ,000 ,000 ,000 ,000 . ,000 ,409 ,000 ,000 ,000 ,000 . ,000 ,160 ,045 ,000 ,409 ,000 . 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 60 IHSG CJP/Rp C$/Rp CING/Rp CSB CINF IHSG CJP/Rp C$/Rp CING/Rp CSB CINF IHSG CJP/Rp C$/Rp CING/Rp CSB CINF Pearson Correlation Sig. (1-tailed) N

IHSG CJP/Rp C$/Rp CING/Rp CSB CINF

Variables Entered/Removedb

CINF, CING/Rp, C$/Rp, CJP/Rp, CSBa . Enter Model 1 Variables Entered Variables Removed Method

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Model Summaryb

,983a ,966 ,963 51,29207 1,749

Model 1

R R Square

Adjusted R Square

Durbin-Watson

Predictors: (Constant), CINF, CING/Rp, C$/Rp, CJP/Rp, CSB a.

ANOVAb

4091830 5 818366,005 311,062 ,000a

142067,3 54 2630,877

4233897 59

Sum of

Predictors: (Constant), CINF, CING/Rp, C$/Rp, CJP/Rp, CSB a.

Coefficientsa

640,742 6,648 96,378 ,000

-646,155 46,942 -,938 -13,765 ,000 -,971 -,882 -,343 ,134 7,472 -605,064 268,404 -,195 -2,254 ,028 -,056 -,293 -,056 ,183 1,704 65,111 260,148 ,025 ,250 ,803 -,831 ,034 ,006 ,162 1,613 8,097 7,725 ,111 1,048 ,299 ,638 ,141 ,026 ,155 1,818 -3,351 4,369 -,041 -,767 ,446 ,131 -,104 -,019 ,213 4,706 (Constant)

CJP/Rp C$/Rp CING/Rp CSB CINF Model 1

B Std. Error Unstandardized

Coefficients

Beta Standardized

Coefficients

t Sig. Zero-order Partial Part Correlations

Tolerance VIF Collinearity Statistics

Dependent Variable: IHSG a.

Keterangan :

¾

C adalah Data Sentral

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2 1 0 -1 -2 -3 -4

Regression Standardized Residual

20 15 10 5 0 Fre q ue nc y

Mean = 7.39E-16 Std. Dev. = 0.957 N = 60

Dependent Variable: IHSG Histogram 1.0 0.8 0.6 0.4 0.2 0.0

1.0 0.8 0.6 0.4 0.2 0.0 E x pected C um P rob

Dependent Variable: IHSG

2 1 0 -1 -2 -3 -4

2 1 0 -1 R e gre s s ion S tan dardi z ed Pr edic ted Va lue

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NPar Tests

One-Sample Kolmogorov-Smirnov Test

60 ,0000000 49,07057287 ,143 ,104 -,143 1,108 ,172 N

Mean

Differences

Calculated from data. b.