Lampiran Kurs USD BI Rate IHSG Jan-07

(1)

42

Lampiran

Kurs USD

BI Rate

IHSG

Jan-07

9111,82

9,50%

1776,52

Feb-07

9112,85

9,25%

1772,35

Mar-07

9209,95

9,00%

1780,51

Apr-07

9142,90

9,00%

1948,46

Mei-07

8888,48

8,75%

2050,01

Jun-07

9028,55

8,50%

2119,17

Jul-07

9112,36

8,25%

2294,85

Agust-07

9413,55

8,25%

2152,85

Sep-07

9356,50

8,25%

2269,15

Okt-07

9152,71

8,25%

2556,94

Nop-07

9310,68

8,25%

2662,15

Des-07

9380,27

8,00%

2742,77

Jan-08

9453,3

8,00%

2640,93

Feb-08

9226,95

8,00%

2690,43

Mar-08

9230,83

8,00%

2475,91

Apr-08

9254,64

8,00%

2291,59

Mei-08

9337,3

8,25%

2425,98

Jun-08

9342,29

8,50%

2378,53

(2)

43

Agust-08

9195,1

9,00%

2134,43

Sep-08

9387,4

9,25%

1914,3

Okt-08

10098,65

9,50%

1376,22

Nop-08

11769,85

9,50%

1255,18

Des-08

11381,53

9,25%

1298,13

Jan-09

11223,11

8,75%

1367,83

Feb-09

11912,15

8,25%

1318,64

Mar-09

11908,8

7,75%

1343,93

Apr-09

11080,25

7,50%

1576,41

Mei-09

10449,11

7,25%

1837,88

Jun-09

10257,59

7,00%

2029,8

Jul-09

10161,86

6,75%

2133,45

Agust-09

10027,5

6,50%

2356,66

Sep-09

9950,39

6,50%

2394,59

Okt-09

9530

6,50%

2466,88

Nop-09

9517,2

6,50%

2424,32

Des-09

9504,85

6,50%

2492,65

Jan-10

9321,95

6,50%

2619,9

Feb-10

9395,11

6,50%

2548,58

Mar-10

9219,68

6,50%

2692,11

Apr-10

9072,33

6,50%

2895,43

(3)

44

Jun-10

9194

6,50%

2851,94

Jul-10

9094,45

6,50%

2977,06

Agust-10

9016,76

6,50%

3073,18

Sep-10

9020,84

6,50%

3335,58

Okt-10

8972,9

6,50%

3594,71

Nop-10

8983,29

6,50%

3670,61

Des-10

9067,62

6,50%

3667,8

Jan-11

9082,38

6,50%

3543,19

Feb-11

8957,11

6,75%

3449,74

Mar-11

8805,48

6,75%

3558,11

Apr-11

8694,3

6,75%

3749,2

Mei-11

8598,8

6,75%

3818,32

Jun-11

8607

6,75%

3805,4

Jul-11

8576,19

6,75%

4025,94

Agust-11

8574,79

6,75%

3936,35

Sep-11

8809,45

6,75%

3716,53

Okt-11

8939,67

6,50%

3600,4

Nop-11

9060,23

6,00%

3747,03

Des-11

8742,52

6,00%

3776,43

Jan-12

9154,76

6,00%

3930,84

Feb-12

9070,81

5,75%

3960,07

(4)

45

Apr-12

9221,5

5,75%

4162,22

Mei-12

9336,57

5,75%

4050,98

Jun-12

9498,14

5,75%

3850,55

Jul-12

9503,59

5,75%

4044,56

Agust-12

9547,16

5,75%

4114,76

Sep-12

9614,25

5,75%

4187,22

Okt-12

9645,14

5,75%

4309,68

Nop-12

9675,95

5,75%

4327,29

Des-12

9685,6

5,75%

4294,51

Jan-13

9735,57

5,75%

4403,12

Feb-13

9735,05

5,75%

4588,5

Mar-13

9758,11

5,75%

4823,16

Apr-13

9772,95

5,75%

4959,15

Mei-13

9809,91

5,75%

5100,44

Jun-13

9931

6,00%

4726,88

Jul-13

10123,7

6,50%

4631,38

Agust-13

10625,28

7,00%

4348,86

Sep-13

11402,95

7,25%

4353,64

Okt-13

11423,86

7,25%

4496,32

Nop-13

11652

7,50%

4359,72

(5)

46

Tabel pengujian Asumsi Klasik dan uji Hipotesis dengan program SPSS

Variables Entered/Removed

Model Variables Entered

Variables

Removed Method

1 BIRate, LNUSDa . Enter

a. All requested variables entered.

Model Summaryb

Model R R Square

Adjusted R

Square

Std. Error of the

Estimate Durbin-Watson

1 .795a .632 .623 .22820 .064

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: LNIHSG

ANOVAb

Model Sum of Squares df Mean Square F Sig.

1 Regression 7.232 2 3.616 69.441 .000a

Residual 4.218 81 .052

Total 11.450 83

Coefficientsa

Model

Unstandardized Coefficients

Standardized

Coefficients

t Sig.

Collinearity Statistics

B Std. Error Beta Tolerance VIF

1 (Constant) 14.527 2.786 5.214 .000

LNUSD -.524 .307 -.118 -1.708 .091 .960 1.042

BIRate -24.539 2.214 -.763 -11.084 .000 .960 1.042

(6)

47

Coefficient Correlationsa

Model BIRate LNUSD

1 Correlations BIRate 1.000 -.200

LNUSD -.200 1.000

Covariances BIRate 4.901 -.136

LNUSD -.136 .094

a. Dependent Variable: LNIHSG

Collinearity Diagnosticsa

Model

Dimensi

on Eigenvalue Condition Index

Variance Proportions

(Constant) LNUSD BIRate

1 1 2.983 1.000 .00 .00 .00

2 .017 13.300 .00 .00 .97

3 3.958E-5 274.541 1.00 1.00 .03

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value 7.2813 8.3381 7.9768 .29518 84

Residual -.50192 .60267 .00000 .22543 84

Std. Predicted Value -2.356 1.224 .000 1.000 84

Std. Residual -2.200 2.641 .000 .988 84

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48

NPar Tests

One-Sample Kolmogorov-Smirnov Test

Unstandardized

Residual

N 84

Normal Parametersa,,b Mean .0000000

Std. Deviation .22543045

Most Extreme Differences Absolute .122

Positive .112

Negative -.122

Kolmogorov-Smirnov Z 1.117

Asymp. Sig. (2-tailed) .165

a. Test distribution is Normal.

b. Calculated from data.

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

Unstandardized Residual 84 -.50192 .60267 .0000000 .22543045

Valid N (listwise) 84

Variables Entered/Removed

Variables

Removed Method

Model Summaryb

Model R R Square

Adjusted R

Square

Std. Error of the

Estimate

1 .760a .577 .567 .44515

(8)

49

ANOVAb

1 Regression 21.906 2 10.953 55.275 .000a

Residual 16.051 81 .198

Total 37.957 83

b. Dependent Variable: ABSZRES

Coefficientsa

Model

Standardized

Coefficients

t Sig. B Std. Error Beta

1 (Constant) -56.384 5.435 -10.375 .000

LNUSD 6.292 .599 .775 10.510 .000

BIRate -7.842 4.319 -.134 -1.816 .073

a. Dependent Variable: ABSZRES

Coefficient Correlationsa

Model BIRate LNUSD

LNUSD -.200 1.000

LNUSD -.516 .358

Predicted Value .0676 2.2005 .7323 .51374 84

Residual -1.19521 .74524 .00000 .43975 84

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50

Residuals Statisticsa

Predicted Value .0676 2.2005 .7323 .51374 84

Residual -1.19521 .74524 .00000 .43975 84

Std. Residual -2.685 1.674 .000 .988 84

Descriptive Statistics

Unstandardized Residual 84 -1.19521 .74524 .0000000 .43975232

Variables Entered/Removed

Variables

Removed Method

Model Summaryb

Model R R Square

Adjusted R

Square

Std. Error of the

Estimate

1 .441a .195 .175 .47979

b. Dependent Variable: ABSZRES2

ANOVAb

1 Regression 4.511 2 2.256 9.799 .000a

Residual 18.646 81 .230

Total 23.157 83

(10)

51

Coefficientsa

Model

Standardized

Coefficients

1 (Constant) -20.413 5.858 -3.485 .001

LNUSD 2.429 .645 .383 3.764 .000

BIRate -14.127 4.655 -.309 -3.035 .003

a. Dependent Variable: ABSZRES2

Model BIRate LNUSD

LNUSD -.200 1.000

LNUSD -.600 .416

Predicted Value .3861 1.3671 .8440 .23314 84

Residual -1.03701 1.71009 .00000 .47397 84

Std. Residual -2.161 3.564 .000 .988 84

Variables Entered/Removed

Variables

Removed Method

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Variables

Removed Method

Model Summaryb

Model R R Square

Adjusted R

Square

Std. Error of the

Estimate

1 .441a .195 .175 .47979

ANOVAb

1 Regression 4.511 2 2.256 9.799 .000a

Residual 18.646 81 .230

Total 23.157 83

Coefficientsa

Model

Standardized

Coefficients

1 (Constant) -20.413 5.858 -3.485 .001

LNUSD 2.429 .645 .383 3.764 .000

BIRate -14.127 4.655 -.309 -3.035 .003

(12)

53

Model BIRate LNUSD

LNUSD -.200 1.000

LNUSD -.600 .416

Predicted Value .3861 1.3671 .8440 .23314 84

Residual -1.03701 1.71009 .00000 .47397 84

Std. Residual -2.161 3.564 .000 .988 84

Variables

Removed Method

Model Summaryb

Model R R Square

Adjusted R

Square

Std. Error of the

Estimate

1 .314a .098 .076 .53915

(13)

54

ANOVAb

1 Regression 2.536 2 1.268 4.362 .016a

Residual 23.254 80 .291

Total 25.790 82

Coefficientsa

Model

Standardized

Coefficients

1 (Constant) -6.472 6.798 -.952 .344

LNUSD .903 .747 .130 1.209 .230

BIRate -15.130 5.322 -.305 -2.843 .006

Model BIRate LNUSD

LNUSD -.146 1.000

LNUSD -.582 .558

Predicted Value .3210 .9550 .7297 .17586 83

Residual -.75783 1.45509 .00000 .53253 83

Std. Residual -1.406 2.699 .000 .988 83

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NPar Tests

One-Sample Kolmogorov-Smirnov Test

Unstandardized

Residual

N 83

Positive .085

Negative -.077

Kolmogorov-Smirnov Z .779

Descriptives

Descriptive Statistics

Unstandardized Residual 83 -.75783 1.45509 .0000000 .53253281

Regression

Variables Entered/Removed

Variables

Removed Method

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56

Model Summaryb

Model R R Square

Adjusted R

Square

Std. Error of the

Estimate

1 .267a .071 .048 .57798

ANOVAb

1 Regression 2.044 2 1.022 3.059 .052a

Residual 26.725 80 .334

Total 28.769 82

Coefficientsa

Model

Standardized

Coefficients

1 (Constant) -12.878 7.288 -1.767 .081

LNUSD 1.571 .801 .214 1.962 .053

BIRate -10.135 5.706 -.194 -1.776 .079

Model BIRate LNUSD

LNUSD -.146 1.000

LNUSD -.669 .641

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Predicted Value .4818 1.1363 .8008 .15786 83

Residual -1.05542 2.06697 .00000 .57089 83

Std. Residual -1.826 3.576 .000 .988 83

NPar Tests

One-Sample Kolmogorov-Smirnov Test

Unstandardized

Residual

N 83

Positive .094

Negative -.057

Kolmogorov-Smirnov Z .859

Regression

Variables Entered/Removed

Variables

Removed Method

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58

Model Summaryb

Model R R Square

Adjusted R

Square

Std. Error of the

1 .267a .071 .048 .57798 1.456

ANOVAb

1 Regression 2.044 2 1.022 3.059 .052a

Residual 26.725 80 .334

Total 28.769 82

Coefficientsa

Model

Standardized

Coefficients

t Sig.

1 (Constant) -12.878 7.288 -1.767 .081

LNUSD 1.571 .801 .214 1.962 .053 .979 1.022

BIRate -10.135 5.706 -.194 -1.776 .079 .979 1.022

Model BIRate LNUSD

LNUSD -.146 1.000

LNUSD -.669 .641

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Model

Dimensi

1 1 2.984 1.000 .00 .00 .00

2 .016 13.501 .00 .00 .98

3 3.767E-5 281.444 1.00 1.00 .01

Residuals Statisticsa

Predicted Value .4818 1.1363 .8008 .15786 83

Residual -1.05542 2.06697 .00000 .57089 83

Std. Residual -1.826 3.576 .000 .988 83

Regression

Variables Entered/Removed

Variables

Removed Method

Model Summary

Model R R Square

Adjusted R

Square

Std. Error of the

Estimate

1 .795a .632 .623 .22820

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60

ANOVAb

1 Regression 7.232 2 3.616 69.441 .000a

Residual 4.218 81 .052

Total 11.450 83

Coefficientsa

Model

Standardized

Coefficients

1 (Constant) 14.527 2.786 5.214 .000

LNUSD -.524 .307 -.118 -1.708 .091

BIRate -24.539 2.214 -.763 -11.084 .000

Model BIRate LNUSD

LNUSD -.200 1.000

LNUSD -.136 .094

Regression

Variables Entered/Removed

Variables

Removed Method

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61

Model Summaryb

Model R R Square

Adjusted R

Square

Std. Error of the

1 .781a .609 .599 .22896 .065

ANOVAb

1 Regression 6.539 2 3.269 62.370 .000a

Residual 4.194 80 .052

Total 10.733 82

Coefficientsa

Model

Standardized

Coefficients

t Sig.

1 (Constant) 14.035 2.887 4.861 .000

LNUSD -.473 .317 -.105 -1.490 .140 .979 1.022

BIRate -24.255 2.260 -.758 -10.731 .000 .979 1.022

Model BIRate LNUSD

LNUSD -.146 1.000

LNUSD -.105 .101

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Model

Dimensi

1 1 2.984 1.000 .00 .00 .00

2 .016 13.501 .00 .00 .98

3 3.767E-5 281.444 1.00 1.00 .01

Residuals Statisticsa

Predicted Value 7.3731 8.3334 7.9870 .28239 83

Residual -.51700 .58943 .00000 .22615 83

Std. Residual -2.258 2.574 .000 .988 83

Descriptives

Descriptive Statistics

LNUSD 83 9.06 9.40 9.1641 .08060

BIRate 83 .0575 .0950 .070783 .0113086

Descriptives

Descriptive Statistics

IHSG 84 1255 5100 3103.18 1044.915

Kurs USD 84 8574 12147 9606.05 846.975

BI Rate 84 .0575 .0950 .071071 .0115467