Jurnal Administrasi Bisnis JAB|Vol. 27 No. 1 Oktober 2015| administrasibisnis.studentjournal.ub.ac.id
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C. RESEARCH METHOD
Type of research used in this study is an explanatory research, which is a study that explains
a causal relationship. According to Supardi 2005:29, explanatory research is a research that
describes and explains the symptoms and circumstances studied as it is and at the same time
explaining the background and circumstances that cause these symptoms. This study provides an
overview of data and accumulates certain facts relating to, by way of collecting data, compiling the
data, classify and interpret the data.
Population and sample
According Sugiyono
2005:55, Population is a generalization region consisting of
objects and subjects that have a certain quantity and characteristics are determined by the investigator to
be studied and then drawn conclusions. The population used in the study is a company
incorporated in the LQ45 index listed in the Indonesia Stock Exchange BEI in the period
2011-2013. Data Analysis Technique
1.
Descriptive Statistics Analysis Statistical data is processed using a variety
of statistical methods. However, before further data processing, it is necessary to depictions or
descriptions of the data. Such a process is called descriptive statistics.
2. Assumptions Classic Testing
One of the requirements in order to be able to use multiple regression equation is the
fulfillment of the classical assumption test. Before testing the hypothetical posed in the
research necessary to test the assumption of normality
test covering
classical, multicollinearity test, autocorrelation test, and
heteroscedasticity test. 3.
Hypothesis Testing a.
F test Simultaneous F statistical test is basically aimed to
determine the simultaneous effect of the independent variable to dependent variable.
F test can be seen in the Annova Table of SPSS output. Guidelines used to accept or
reject the hypothesis if the proposed hypothesis H
a:
H
a
is accepted if F
F
table
H
a
is rejected if F F
table
b. t test Partial
the influence
of each
independent variable on the dependent variable individually. T test can be seen in
the Coefficient
a
Table of SPSS output. Guidelines used to accept or reject the
hypothesis if the proposed hypothesis H
a
: H
a
is accepted if t
t
table
H
a
is rejected t t
table
c. Test Coefficient of Determination R
2
In the classical assumption test results of the regression analysis can be performed or
hypotheses. 1
The coefficient of determination R² is used to measure how far the models
ability to explain variation in the dependent variable.
2 To test the dominance of the four
independent variables EPS, DER, and DPR on the dependent variable
systematic risk and stock price is done by looking at the standard beta
coefficients
standardized beta
coefficients.
D. RESULTS Classical
Kategori