Analisis Pengaruh Tingkat Susku Bunga Sbi, Rating Obligasi, Likuiditas Dan Maturitas Terhadap Imbal Hasilsampai Jatuh Tempo (Yield To Maturity) Obligasikorporasi Yang Terdaftar Di Bei

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Lampiran 1. Regresi Linier Berganda (Tahap 1)

Model Summaryb

Model R R Square

Adjusted R Square

Std. Error of the

Estimate Durbin-Watson

1 .399a .159 .147 1.45711 1.640

a. Predictors: (Constant), Maturitas, SBI, Likuiditas, Rating

b. Dependent Variable: YTM

ANOVAb

Model Sum of Squares df Mean Square F Sig.

1 Regression 107.382 4 26.846 12.644 .000a

Residual _566.884 ₂₆₇ _2.123

Total 674.267 271

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t Sig.

Collinearity Statistics

B Std. Error Beta Tolerance VIF

1 (Constant) _13.689 _1.163 _11.772 _.000

SBI -.027 .146 -.010 -.186 .852 .999 1.001

Rating -.260 .037 -.401 -7.109 .000 .989 1.011

Likuiditas .002 .006 .023 .414 .679 .990 1.010

Maturitas .067 .113 .033 .590 .556 .989 1.011

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One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual

N 272

Normal Parametersa Mean .0000000

Std. Deviation 1.44631388

Most Extreme Differences Absolute .096

Positive .096

Negative -.043

Kolmogorov-Smirnov Z 1.578

Asymp. Sig. (2-tailed) .014

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Lampiran 2. Regresi Linier Berganda (Tahap 2)

Model Summaryb

Model R R Square

Adjusted R Square

Std. Error of the

Estimate Durbin-Watson

1 .550a .303 .292 1.04010 1.916

ANOVAb

Model Sum of Squares df Mean Square F Sig.

1 Regression 116.083 4 29.021 26.826 .000a

Residual 267.206 247 1.082

Total _383.289 ₂₅₁

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t Sig.

Collinearity Statistics

B Std. Error Beta Tolerance VIF

1 (Constant) 14.315 .854 16.772 .000

SBI -.100 .108 -.049 -.928 .354 .999 1.001

Rating -.275 .027 -.547 -10.186 .000 .978 1.022

Likuiditas -.002 .004 -.028 -.531 .596 .983 1.017

Maturitas .041 .084 .026 .484 .629 .983 1.018

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One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual

N 252

Normal Parametersa Mean .0000000

Std. Deviation 1.03177726

Most Extreme Differences Absolute .051

Positive .031

Negative -.051

Kolmogorov-Smirnov Z .803

Asymp. Sig. (2-tailed) .540