DAFTAR LAMPIRAN
Lampiran I
Data
Return
Saham Rata-rata Indeks LQ-45
Lanjutan Lampiran I
Data
Return
Saham Rata-rata Indeks LQ-45
No
Kode
Emiten
Hari Perdagangan
Lampiran 2
Tabel Analisis Deskriptif
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
Senin 45 -.0324 .3223 .005631 .0490112
Selasa 45 -.0320 .0875 .000269 .0154459
Rabu 45 -.0171 .3503 .010504 .0529190
Kamis 45 -.0100 .0684 .004102 .0113656
Jumat 45 -.0315 .0669 .000209 .0130388
Valid N (listwise) 45
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 45
Normal Parametersa,b Mean .0000000
Std. Deviation .00415161
Most Extreme Differences Absolute .073
Positive .073
Negative -.069
Kolmogorov-Smirnov Z .487
Asymp. Sig. (2-tailed) .971
a. Test distribution is Normal.
Uji Heteroskedastisitas
a. Dependent Variable: absut
Uji Autokorelasi
a.
Predictors: (Constant), Jumat, Kamis, Rabu, Selasa, Senin
Hasil Uji Multikolinieritas
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig.
Collinearity Statistics
B Std. Error Beta Tolerance VIF
1 (Constant) -.001 .001 -1.553 .128
Senin 1.039 .015 .763 70.635 .000 .850 1.176
Selasa .135 .046 .031 2.945 .005 .876 1.142
Rabu .891 .013 .707 67.068 .000 .894 1.118
Kamis .943 .059 .161 15.910 .000 .974 1.027
Jumat 1.032 .055 .202 18.816 .000 .864 1.157
Lampiran 3
Tabel Analisis Hipotesis Pertama
Coefficientsa
a. Dependent Variable: Return_Saham
Tabel Analisis Hipotesis Kedua
Coefficientsa
