LAMPIRAN
Lampiran 1
Data variabel penelitian
NPI
Inflasi
Suku bunga
Kurs
Return
Indeks
Januari-09
-0.474588207
-0.0300
-0.2152
0.0370
-0.0721
Februari-09
0.515735549
0.2800
-0.0571
0.0550
0.0086
Maret-09
0.865320762
0.0100
-0.0606 -0.0338
0.0298
April-09
-0.31340165
-0.5300
-0.0323 -0.0745
0.1261
Mei-09
-0.179707551
0.3500
-0.0333 -0.0348
0.1662
Juni-09
-0.121483314
0.0700
-0.0345 -0.0111
0.1054
Juli-09
-0.445200246
0.3400
-0.0357 -0.0298
0.1049
Agustus-09
-0.164328741
0.1100
-0.0370
0.0141
-0.0126
September-09
0.4894932
0.4900
0.0000 -0.0377
0.0308
Oktober-09
1.486577571
-0.8600
0.0000 -0.0140
-0.0543
November-09
-0.851841727
-0.2200
0.0000 -0.0068
-0.0672
Desember-09
1.087479255
0.3600
0.0000 -0.0084
0.0220
Januari-10
2.105408182
0.5100
0.0000 -0.0037
0.0456
Februari-10
-0.437097153
-0.5400
0.0000 -0.0032
-0.0212
Maret-10
0.133413455
-0.4400
0.0000 -0.0236
0.1075
April-10
-1.002265362
0.2900
0.0000 -0.0113
0.0946
Mei-10
1.839316067
0.1400
0.0000
0.0186
-0.1517
Juni-10
-2.068661757
0.6800
0.0000 -0.0106
0.0575
Juli-10
-0.709076612
0.6000
0.0000 -0.0144
0.0298
Agustus-10
1.693934536
-0.8100
0.0000
0.0099
0.0157
September-10
0.972529467
-0.3200
0.0000 -0.0129
0.1309
Oktober-10
-0.247872565
-0.3800
0.0000
0.0004
0.0472
November-10
0.346044275
0.5400
0.0000
0.0095
0.0040
Desember-10
1.057545661
0.3200
0.0000 -0.0024
-0.0006
Januari-11
-1.635662999
-0.0300
0.0000
0.0073
-0.1172
Februari-11
0.617860752
-0.7600
0.0385 -0.0258
0.0006
Maret -11
-0.785700687
-0.4500
0.0000 -0.0129
0.0827
Mei-11
1.795556626
0.4300
0.0000 -0.0043
0.0047
Juni-11
-0.146764901
0.4300
0.0000
0.0070
-0.0093
Juli-11
-2.10360621
0.1200
0.0000 -0.0104
0.1205
Agustus-11
2.361260007
0.2600
0.0000
0.0082
-0.0138
September-11
-1.198163103
-0.6600
0.0000
0.0286
-0.1019
Oktober-11
-0.949928384
-0.3900
-0.0370
0.0014
0.0448
November-11
0.417202275
0.4600
-0.0769
0.0379
-0.0543
Desember-11
-1.239443096
0.2300
0.0000 -0.0111
0.1270
Januari-12
0.413327042
0.1900
0.0000 -0.0075
0.0345
Februari-12
-0.186792407
-0.7100
-0.0417
0.0094
0.0647
Maret-12
0.097198826
0.0200
0.0000
0.0105
0.1032
April-12
-1.690541702
0.1400
0.0000
0.0011
0.1199
Mei-12
0.557494973
-0.1400
0.0000
0.0408
-0.1086
Juni-12
-1.078874055
0.5500
0.0000 -0.0089
-0.0089
Juli-12
1.022208841
0.0800
0.0000
0.0005
0.0495
Agustus-12
0.496986559
0.2500
0.0000
0.0079
-0.0349
September-12
0.316426673
-0.9400
0.0000
0.0029
0.1124
Oktober-12
-2.433446893
0.1500
0.0000
0.0028
0.0322
LAMPIRAN 2
Daftar perusahaan
property
&
real estate
yang
listing
di Bursa Efek Indonesia
periode tahun 2009
–
2012.
Nama Emiten
Kode
Emiten
Sektor
Alam Sutera Realty Tbk
ASRI
Property
&
Real Estate
Bakrieland Development
ELTY
Property
&
Real Estate
LAMPIRAN 3
Analisis Descriptive Statistics
Tabel statistik deskriptif dengan data perubahan
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation NPI 48 -2.4334 2.3613 .035542 1.1251212 Inflasi 48 -.9400 .6800 .012083 .4352987 Suku bunga 48 -.2152 .0385 -.012975 .0362182 Kurs 48 -.0745 .0550 -.002350 .0219214 Return Indeks 48 -.1517 .1662 .026815 .0728956 Valid N (listwise) 48
Tabel statistik deskriptif dengan data mentah asli
Descriptive Statistics
LAMPIRAN 4
Uji Asumsi Klasik
Uji Normalitas
–
Kolmogorov
–
Smirnov Test
One-Sample Kolmogorov-Smirnov Test
Unstandardized Residual N 48 Normal Parametersa,,b Mean .0000000 Std. Deviation .05870703 Most Extreme Differences Absolute .048 Positive .041 Negative -.048 Kolmogorov-Smirnov Z .335 Asymp. Sig. (2-tailed) 1.000 a. Test distribution is Normal.
b. Calculated from data.
Uji Multikolinearitas
Variables Entered/Removed
Model
Variables Entered
Variables
Removed Method 1 Kurs, Inflasi, NPI,
Suku bungaa
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate 1 .593a .351 .291 .0613769 a. Predictors: (Constant), Kurs, Inflasi, NPI, Suku bunga
ANOVAb
Model Sum of Squares df Mean Square F Sig. 1 Regression .088 4 .022 5.824 .001a
Residual .162 43 .004 Total .250 47
a. Predictors: (Constant), Kurs, Inflasi, NPI, Suku bunga b. Dependent Variable: Return Indeks
Coefficientsa
Model
Unstandardized Coefficients
Standardized Coefficients
t Sig.
Collinearity Statistics B Std. Error Beta Tolerance VIF 1 (Constant) .022 .010 2.249 .030
Coefficient Correlationsa
Model Kurs Inflasi NPI Suku bunga 1 Correlations Kurs 1.000 -.052 -.107 .283 Inflasi -.052 1.000 .048 .030 NPI -.107 .048 1.000 -.088 Suku bunga .283 .030 -.088 1.000 Covariances Kurs .183 .000 .000 .031 Inflasi .000 .000 8.020E-6 .000 NPI .000 8.020E-6 6.442E-5 .000 Suku bunga .031 .000 .000 .067 a. Dependent Variable: Return Indeks
Collinearity Diagnosticsa
Model Dimension Eigenvalue Condition Index
Variance Proportions
(Constant) NPI Inflasi Suku bunga Kurs 1 1 1.378 1.000 .21 .00 .03 .31 .06
Uji Heteroskedastisitas
Variables Entered/Removed
Model
Variables Entered
Variables
Removed Method 1 Kurs, Inflasi, NPI,
Suku bungaa
. Enter a. All requested variables entered.
Model Summary
Model R R Square
Adjusted R Square
Std. Error of the Estimate 1 .391a .153 .074 .03326 a. Predictors: (Constant), Kurs, Inflasi, NPI, Suku bunga
ANOVAb
Model Sum of Squares df Mean Square F Sig. 1 Regression .009 4 .002 1.936 .122a
Residual .048 43 .001 Total .056 47
Coefficientsa
Model
Unstandardized Coefficients
Standardized Coefficients
t Sig.
Collinearity Statistics B Std. Error Beta Tolerance VIF 1 (Constant) .049 .005 9.349 .000
NPI -.004 .004 -.145 -1.022 .313 .983 1.017 Inflasi -.028 .011 -.356 -2.530 .015 .993 1.007 Suku bunga .072 .140 .075 .512 .611 .914 1.094 Kurs .201 .232 .127 .865 .392 .910 1.099 a. Dependent Variable: Absut
Coefficient Correlationsa
Collinearity Diagnosticsa
Model Dimension
Eigenval ue
Condition Index
Variance Proportions
(Constant) NPI Inflasi Suku bunga Kurs 1 1 1.378 1.000 .21 .00 .03 .31 .06
2 1.120 1.110 .18 .09 .02 .00 .51 3 1.045 1.149 .04 .51 .39 .00 .00 4 .935 1.214 .03 .34 .57 .04 .06 5 .522 1.625 .54 .06 .00 .64 .37 a. Dependent Variable: Absut
Uji Autokorelasi
Variables Entered/Removed
Model
Variables Entered
Variables
Removed Method 1 Kurs, Inflasi, NPI,
Suku bungaa
. Enter a. All requested variables entered.
Model Summaryb
Model R R Square
Adjusted R Square
Std. Error of the
Estimate Durbin-Watson 1 .593a .351 .291 .0613769 1.742 a. Predictors: (Constant), Kurs, Inflasi, NPI, Suku bunga
ANOVAb
Model Sum of Squares df Mean Square F Sig. 1 Regression .088 4 .022 5.824 .001a
Residual .162 43 .004 Total .250 47
a. Predictors: (Constant), Kurs, Inflasi, NPI, Suku bunga b. Dependent Variable: Return Indeks
Coefficientsa
Model
Unstandardized Coefficients
Standardized Coefficients
t Sig.
Collinearity Statistics B Std. Error Beta Tolerance VIF 1 (Constant) .022 .010 2.249 .030
Coefficient Correlationsa
Model Kurs Inflasi NPI Suku bunga 1 Correlations Kurs 1.000 -.052 -.107 .283
Inflasi -.052 1.000 .048 .030 NPI -.107 .048 1.000 -.088 Suku bunga .283 .030 -.088 1.000 Covariances Kurs .183 .000 .000 .031 Inflasi .000 .000 8.020E-6 .000 NPI .000 8.020E-6 6.442E-5 .000 Suku bunga .031 .000 .000 .067 a. Dependent Variable: Return Indeks
Collinearity Diagnosticsa
Model Dimension Eigenvalue
Condition Index
Variance Proportions
(Constant) NPI Inflasi Suku bunga Kurs 1 1 1.378 1.000 .21 .00 .03 .31 .06
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N Predicted Value -.081905 .166341 .026815 .0432117 48 Residual -.1422797 .1022374 .0000000 .0587070 48 Std. Predicted Value -2.516 3.229 .000 1.000 48 Std. Residual -2.318 1.666 .000 .957 48 a. Dependent Variable: Return Indeks
Lampiran 5
Uji Regresi
Variables Entered/Removed
Model
Variables Entered
Variables
Removed Method 1 Kurs, Inflasi, NPI,
Suku bungaa
. Enter a. All requested variables entered.
Uji Koefisien Determinasi (R²)
Model Summaryb
Model R R Square
Adjusted R Square
Std. Error of the Estimate 1 .593a .351 .291 .0613769 a. Predictors: (Constant), Kurs, Inflasi, NPI, Suku bunga
Uji F
ANOVAb
Model Sum of Squares df Mean Square F Sig. 1 Regression .088 4 .022 5.824 .001a
Residual .162 43 .004 Total .250 47
a. Predictors: (Constant), Kurs, Inflasi, NPI, Suku bunga b. Dependent Variable: Return Indeks
Uji t
Coefficientsa
Model
Unstandardized Coefficients
Standardized Coefficients
t Sig. B Std. Error Beta
