LAMPIRAN Lampiran 1: Data-Data Variabel Makro

  

LAMPIRAN

Lampiran 1: Data-Data Variabel Makro Tahun Bulan Suku Bunga SBI (%) Inflasi (%) Kurs USD/IDR (Rp)

  2004 Januari 8.05% 4.82% 8394.95 Februari 7.63% 4.60% 8425.17 Maret 7.42% 5.11% 8568.82 April 7.33% 5.92% 8608.25 Mei 7.32% 6.47% 8965.32 Juni 7.33% 6.83% 9382.38 Juli 7.36% 7.20% 9036.86 Agustus 7.37% 6.67% 9235.43 September 7.39% 6.27% 9182.6 Oktober 7.40% 6.22% 9096.24 November 7.41% 6.18% 9031.47 Desember 7.41% 6.40% 9223.09

  89.42% 7.45% 72.69% 6.06% 107150.6 8929.215 2005 Januari 7.42% 7.32% 9244.9 Februari 7.42% 7.15% 9244.94 Maret 7.43% 8.81% 9370.52 April 7.61% 8.12% 9539.35 Mei 7.84% 7.40% 9479.8 Juni 7.92% 7.42% 9616.45 Juli 8.25% 7.84% 9799.29 Agustus 9.51% 8.33% 9986.18 September 10.00% 9.06% 10232.57 Oktober 11.00% 17.89% 10093.38 November 12.25% 18.38% 10040.71 Desember 12.25% 17.11% 9857.32

  108.90% 9.08% 124.83% 10.40% 116505.4 9708.784 2006 Januari 12.75% 17.03% 9472.38 Februari 12.74% 17.92% 9253.15 Maret 12.73% 15.74% 9171.57 April 12.74% 15.40% 8936.94 Mei 12.50% 15.60% 8984.86 Juni 12.50% 15.53% 9362.73 Juli 12.25% 15.15% 9125.48 Agustus 11.75% 14.90% 9094.25 September 11.25% 14.55% 9143.33 Oktober 10.75% 6.29% 9187.18 November 10.25% 5.27% 9134.59 Desember 10.25% 6.60% 9086.8

  142.46% 11.87% 159.98% 13.33% 109953.3 9162.772 2007 Januari 9.50% 6.26% 9067.96 Februari 6.25% 6.30% 9067.8 Maret 9.00% 6.52% 9163.95 April 9.00% 6.29% 9097.55 Mei 8.75% 6.01% 8844.33 Juni 8.50% 5.77% 8983.65 Juli 8.25% 6.06% 9067.14 Agustus 8.25% 6.51% 9366.68 September 8.25% 6.95% 9309.9 Oktober 8.25% 6.88% 9107.06 November 8.25% 6.71% 9264.27 Desember 8.25% 6.59% 9333.6

  100.50% 8.38% 76.85% 6.40% 109673.9 9139.491 2008 Januari 8.00% 7.36% 9406.35 Februari 7.93% 7.40% 9181.15 Maret 7.96% 8.17% 9184.94 April 7.99% 8.96% 9208.64 Mei 8.31% 10.38% 9290.8 Juni 8.73% 11.03% 9295.71 Juli 9.23% 11.90% 9163.45 Agustus 9.28% 11.85% 9149.25 September 9.71% 12.14% 9340.65 Oktober 10.98% 11.77% 10048.35 November 11.24% 11.68% 11711.15 Desember 11.24% 11.06% 11324.84

  110.60% 9.22% 123.70% 10.31% 116305.3 9692.107 2009 Januari 9.93% 9.17% 11080.5 Februari 9.25% 8.60% 11852.75 Maret 8.61% 7.92% 11849.55 April 7.95% 7.31% 11025.1 Mei 7.39% 6.04% 10392.65 Juni 7.05% 3.65% 10206.64 Juli 6.79% 2.71% 10111.33 Agustus 6.63% 2.75% 9977.6 September 6.55% 2.83% 9900.72 Oktober 6.60% 2.57% 9482.73 November 6.59% 2.41% 9469.95 Desember 6.59% 2.78% 9457.75

  89.93% 7.49% 58.74% 4.90% 124807.3 10400.61 2010 Januari 6.60% 3.72% 9275.45 Februari 6.59% 3.81% 9348.21 Maret 6.56% 3.43% 9173.73 April 6.50% 3.91% 9027.33 Mei 6.58% 4.16% 9183.21 Juni 6.60% 5.05% 9148.36 Juli 6.72% 6.22% 9049.45 Agustus 6.72% 6.44% 8971.76 September 6.64% 5.80% 8973.5 Oktober 6.37% 5.67% 8927.9 November 6.42% 6.33% 8938.38 Desember 6.26% 6.96% 9022.62

  78.56% 6.55% 61.50% 5.13% 109039.9 9086.658 2011 Januari 6.08% 7.02% 9037.38 Februari 6.71% 6.84% 8912.56 Maret 6.72% 6.65% 8761.48 April 7.18% 6.16% 8651.3 Mei 7.36% 5.98% 8555.8 Juni 7.36% 5.54% 8564 Juli 7.28% 4.61% 8533.24 Agustus 6.78% 4.79% 8532 September 6.28% 4.61% 8765.5 Oktober 5.77% 4.42% 8895.24 November 5.22% 4.15% 9015.18 Desember 5.04% 3.79% 9088.48

  77.78% 6.48% 64.56% 5.38% 105312.2 8776.013 2012 Januari 4.88% 3.65% 9109.14 Februari 3.82% 3.56% 9025.76 Maret 3.83% 3.97% 9165.33 April 3.93% 4.50% 9175.5 Mei 4.24% 4.45% 9290.24 Juni 4.32% 4.53% 9451.14 Juli 4.46% 4.56% 9456.59 Agustus 4.54% 4.58% 9499.84 September 4.67% 4.31% 9566.35 Oktober 4.75% 4.61% 9597.14 November 4.77% 4.32% 9627.95 Desember 4.80% 4.30% 9645.89

  53.01% 4.42% 51.34% 4.28% 112610.9 9384.239 2013 Januari 4.84% 4.57% 9687.33 Februari 4.86% 5.31% 9686.65 Maret 4.87% 5.90% 9709.42 April 4.89% 5.57% 9724.05 Mei 5.02% 5.47% 9760.91 Juni 5.28% 5.90% 9881.53 Juli 5.52% 8.61% 10073.39 Agustus 5.86% 8.79% 10572.5 September 6.96% 8.40% 11346.24 Oktober 6.97% 8.32% 11366.9 November 7.22% 8.37% 11613.1 Desember 7.22% 8.38% 12087.1

  69.51% 5.79% 83.59% 6.97% 125509.1 10459.09

  Sumber: www.bi.go.id (diolah) (2014) Dalam (Miliar Rupiah) Tahun Kuartal PDB

  2004 1 402597.30 2 411935.50 3 423852.30 4 418131.70

  1656516.80 5.03% 2005 1 426612.10 2 436121.30

  3 448597.70 4 439484.10 1750815.20 5.69%

  2006 1 448485.30 2 457636.80 3 474903.50 4 466101.10

  1847126.70 5.50% 2007 1 475641.70 2 488421.10

  3 506933.00 4 493331.50 1964327.30 6.35%

  2008 1 505218.80 2 519204.60 3 538641.00 4 519391.70

  2082456.10 6.01% 2009 1 528056.5 2 540677.8

  3 561637 4 548479.1 2178850.4 4.63%

  2010 1 559683.4 2 574712.8 3 594240.6 4 585812

  2314448.8 6.20% 2011 1 595721.8 2 612500.6

  3 632823.9 4 623519.8 2464566.1 6.50%

  2012 1 633414.9 2 651338 3 672122.3 4 662063.2

  2618938.4 6.30% 2013 1 671593.4 2 688864.1

  3 709984.5 4 699903.1 2770345.1 5.80%

  Sumber: www.bps.go.id (diolah) (2014)

  Tahun Bulan Pengangguran (%)

  2004 9.9% 2005 10.3% 2006 Februari 10.5% 10.40%

  Agustus 10.3% 2007 Februari 9.8% 9.45% Agustus 9.1% 2008 Februari 8.5% 8.45% Agustus 8.4% 2009 Februari 8.14% 8.01% Agustus 7.87% 2010 Februari 7.41% 7.28% Agustus 7.14% 2011 Februari 6.80% 6.68% Agustus 6.56% 2012 Februari 6.32% 6.23% Agustus 6.14% 2013 Februari 5.90% 6.10% Agustus 6.30%

  Sumber: www.bps.go.id (diolah) (2014) Lampiran 2: Hasil Pengolahan Data Descriptive Statistics

  N Minimum Maximum Mean Std. Deviation Suku Bunga SBI 280 4.42 11.87 7.6730 1.98806 Inflasi 280 4.28 13.33 7.3160 2.84693 Nilai Tukar 280 8776.01 10459.09 9473.8950 556.19998

  PDB 280

  4.63 6.50 5.8010 .57640 Pengangguran 280 6.10 10.40 8.2800 1.58981 Pi 280 .0000 1.0000 .156815 .2786658

  Valid N (listwise) 280 Sumber: Hasil Penelitian (2014) (data diolah) _{Kode Emiten 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 ADES 1 1 1 1 0.983 0.073 0.118 0.086 0.0003 0.003} AISA 0.805 0.823 0.828 0.738 0.377 0.351 0.476 0.105 0.045 0.068 _{CEKA 0.521 0.731 0.013 0.348 0.247 0.022 0.375 0.012 0.113 0.069 DAVO 0.107 0.136 0.154 0.358 0.999 0.994 0.76 0.993 1 0.0001 DLTA 0.002 0.001 0.004 0.003 0.001 0.0001}

  INDF 0.567 0.678 0.364 0.379 0.516 0.223 0.026 0.011 0.018 0.116 _{MLBI 0.005 0.01 0.051 0.034 0.0009 0.0003 MYOR 0.01 0.052 0.019 0.019 0.095 0.012 0.018 0.142 0.087 0.035 PSDN 0.999 0.255 0.791 0.186 0.028 0.086 0.081 0.054 0.058} SKLT ^{1 0.532 0.122 0.2 0.028 0.085 0.091 0.13 0.174} _{STTP 0.013 0.039 0.019 0.029 0.154 0.005 0.01 0.083 0.093 0.05 ULTJ 0.121 0.096 0.073 0.078 0.0004 0.035 0.021 0.027 0.0007 0.001 GGRM 0.012 0.013 0.039 0.028 0.01 0.002 0.001 0.002 0.005 0.014} HMSP 0.003 0.002 0.0001 0.0002 0.0002 _{RMBA 0.083 0.027 0.059 0.146 0.204 0.499 0.181 0.295 0.95 0.999 DVLA 0.001 0.001 0.002 0.001 0.0008 0.003 0.0007 0.0005 0.0004 0.001 INAF 0.264 0.198 0.369 0.725 0.726 0.517 0.373 0.099 0.092 0.746} KAEF 0.009 0.014 0.026 0.033 0.032 0.036 0.006 0.003 0.003 0.007 _{KLBF 0.023 0.002 0.0003 0.0004 0.0007 0.0005 0.0002 MERK PYFA 0.007 0.012 0.017 0.038 0.033 0.016 0.01 0.018 0.034 0.101} TSPC 0.0002 0.0005 0.0007 0.001 0.001 0.001 0.0006 0.0007 0.0007 0.001 _{MRAT 0.005 0.005 0.004 0.004 0.002 0.002 0.002 0.002 0.002 0.026 TCID 0.0002 0.0002 0.0002 0.0002 0.0003 0.0008 UNVR} KDSI 0.443 0.794 0.347 0.331 0.313 0.337 0.219 0.147 0.036 0.224 _{KICI 0.914 0.824 0.971 0.013 0.311 0.014 0.044 0.033 0.004 LMPI 0.999 0.038 0.024 0.059 0.035 0.086 0.137 0.308 0.484} Sumber: Hasil Penelitian (2014) (data diolah)

  

Correlations

Suku Bunga SBI Inflasi Nilai Tukar PDB Suku Bunga SBI Pearson Correlation

  1 .879 ^** -.111 -.282 ^** Sig. (2-tailed) .000 .065 .000 N 280 280 280 280 Inflasi Pearson Correlation .879

• ^** 1 .025 -.121 ^*
Sig. (2-tailed) .000 .683 .044 _** N 280 280 280 280 Nilai Tukar Pearson Correlation -.111 .025

  1 -.446 Sig. (2-tailed) .065 .683 .000 N 280 280 280 280 _{** * **} PDB Pearson Correlation -.282 -.121 -.446

  1 Sig. (2-tailed) .000 .044 .000 N 280 280 280 280

• _{** ** ** **}

  Pengangguran Pearson Correlation .836 .650 -.242 -.400

  Sig. (2-tailed) .000 .000 .000 .000 N 280 280 280 280

  Pi Pearson Correlation .109 .086 -.044 -.093

  Sig. (2-tailed) .068 .150 .464 .122

  N 280 280 280 280 **. Correlation is significant at the 0.01 level (2-tailed).

• . Correlation is significant at the 0.05 level (2-tailed).

  Correlations

• _** Pengangguran Pi Suku Bunga SBI Pearson Correlation .836 .109 Sig. (2-tailed) .000 .068 _** N 280 280 Inflasi Pearson Correlation .650 .086 Sig. (2-tailed) .000 .150
• _** N 280 280 Nilai Tukar Pearson Correlation -.242 -.044 Sig. (2-tailed) .000 .464 _** N 280 280 PDB Pearson Correlation -.400 -.093

  Sig. (2-tailed) .000 .122 _** N 280 280 Pengangguran Pearson Correlation

  1 .171 Sig. (2-tailed) .004 _** N 280 280 Pi Pearson Correlation .171

  1 Sig. (2-tailed) .004 N 280 280

• . Correlation is significant at the 0.01 level (2-tailed).

  Sumber: Hasil Pengolahan SPSS versi 17.0 (2014)