BAB 3 HASIL DAN PEMBAHASAN
3.1 Pengumpulan Data
Data yang digunakan adalah data kurs rupiah terhadap US, tingkat suku bunga SBI dan Indeks Harga Saham Gabungan IHSG di Bursa Efek Jakarta BEJ
berdasarkan data runtun waktu Time Series tahun 2012.
Tabel 3.1 Indeks Harga Saham Gabungan IHSG, Kurs dan Suku Bunga SBI Tahun 2012
NO Tanggal
IHSG Kurs
SBI
1. 2-Jan-12
3.809,14 9.125
5,25 2.
3-Jan-12 3.857,88
9.160 5,25
3. 4-Jan-12
3.907,42 9.180
5,25 4.
5-Jan-12 3.906,26
9.163 5,25
5. 6-Jan-12
3.869,41 9.160
5,25 6.
9-Jan-12 3.889,07
9.188 5,25
7. 10-Jan-12
3.938,84 9.190
5,25 8.
11-Jan-12 3.909,64
9.200 5,25
9. 12-Jan-12
3.909,49 9.210
5,25 10.
13-Jan-12 3.935,32
9.180 5,00
11. 16-Jan-12
3.909,69 9.175
5,00 12.
17-Jan-12 3.954,75
9.180 5,00
13. 18-Jan-12
3.970,12 9.160
5,00 14.
19-Jan-12 4.001,07
9.075 5,00
15. 20-Jan-12
3.986,51 8.955
5,00 16.
24-Jan-12 3.994,58
8.985 5,00
17. 25-Jan-12
3.963,60 9.018
5,00 18.
26-Jan-12 3.983,43
8.995 5.00
19. 27-Jan-12
3.986,41 8.980
5,00 20.
30-Jan-12 3.915,16
8.985 5.00
Sumber : http:www.bi.go.id.
Universitas Sumatera Utara
Tabel 3.1 Indeks Harga Saham Gabungan IHSG, Kurs, dan Suku Bunga SBI Tahun 2012 Sambungan
NO Tanggal
IHSG Kurs
SBI
21. 31-Jan-12
3.941,69 9.000
5,00 22.
1-Feb-12 3.964,97
9.022 5,00
23. 2-Feb-12
4.016,90 8.892
5,00 24.
3-Feb-12 4.015,94
8.995 5,00
25. 6-Feb-12
3.974,78 8.988
5,00 26.
7-Feb-12 3.955,45
8.998 5,00
27. 8-Feb-12
3.988,69 8.988
5,00 28.
9-Feb-12 3.978,98
8.910 3,84
29. 10-Feb-12
3.912,39 8.993
3,84 30.
13-Feb-12 3.961,90
9.023 3,84
31. 14-Feb-12
3.952,01 9.037
3,84 32.
15-Feb-12 3.953,04
9.040 3,84
33. 16-Feb-12
3.927,60 8.995
3,84 34.
17-Feb-12 3.976,54
9.028 3,84
35. 20-Feb-12
3.980,25 9.035
3,84 36.
21-Feb-12 4.002,95
9.045 3,84
37. 22-Feb-12
3.995,02 9.059
3,84 38.
23-Feb-12 3.958,80
9.070 3,84
39. 24-Feb-12
3.894,56 9.070
3,84 40.
27-Feb-12 3.861,01
9.110 3.84
41. 28-Feb-12
3.903,55 9.158
3,84 42.
29-Feb-12 3.985,21
9.085 3,84
43. 1-Mar-12
3.962,28 9.098
3,84 44.
2-Mar-12 4.004,86
9.108 3,84
45. 5-Mar-12
3.984,89 9.130
3,84 46.
6-Mar-12 3.967,07
9.163 3,84
47. 7-Mar-12
3.942,51 9.190
3,84 48.
8-Mar-12 3.967,66
9.163 4,00
49. 9-Mar-12
3.991,54 9.133
4,00 50.
12-Mar-12 3.987,34
9.160 4,00
51. 13-Mar-12
4.008,64 9.165
4,00 52.
14-Mar-12 4.054,32
9.193 4,00
53. 15-Mar-12
4.039,98 9.193
4,00 54.
16-Mar-12 4.028,53
9.178 4,00
55. 19-Mar-12
4.024,73 9.168
4,00
Sumber : http:www.bi.go.id.
Universitas Sumatera Utara
Tabel 3.1 Indeks Harga Saham Gabungan IHSG, Kurs, dan Suku Bunga SBI Tahun 2012 Sambungan
NO Tanggal
IHSG Kurs
SBI
56. 20-Mar-12
4.022,16 9.160
4,00 57.
21-Mar-12 4.036,23
9.180 4,00
58. 22-Mar-12
4.041,55 9.173
4,00 59.
26-Mar-12 4.031,70
9.181 4,00
60. 27-Mar-12
4.079,38 9.188
4,00 61.
28-Mar-12 4.090,57
9.180 4,00
62. 29-Mar-12
4.105,16 9.188
4,00 63.
30-Mar-12 4.121,55
9.180 4,00
64. 2-Apr-12
4.166,07 9.163
4,00 65.
3-Apr-12 4.215,44
9.145 4,00
66. 4-Apr-12
4.134,03 9.158
4,00 67.
5-Apr-12 4.166,37
9.159 4,00
68. 9-Apr-12
4.159,56 9.168
4,00 69.
10-Apr-12 4.149,79
9.165 4,00
70. 11-Apr-12
4.130,01 9.170
4,00 71.
12-Apr-12 4.139,54
9.173 4,00
72. 13-Apr-12
4.159,27 9.174
4,00 73.
16-Apr-12 4.146,58
9.173 4,00
74. 17-Apr-12
4.157,36 9.178
4,00 75.
18-Apr-12 4.166,23
9.177 4,00
76. 19-Apr-12
4.163,71 9.182
4,00 77.
20-Apr-12 4.181,36
9.184 4,00
78. 23-Apr-12
4.155,49 9.184
4,00 79.
24-Apr-12 4.170,35
9.193 4,00
80. 25-Apr-12
4.163,64 9.194
4,00 81.
26-Apr-12 4.180,30
9.190 4,00
82. 27-Apr-12
4.163,98 9.190
4,00 83.
30-Apr-12 4.180,73
9.190 4,00
84. 1-May-12
4.195,98 9.193
4,00 85.
2-May-12 4.219,29
9.193 4,00
86. 3-May-12
4.224,00 9.196
4,00 87.
4-May-12 4.216,68
9.218 4,00
88. 7-May-12
4.150,86 9.225
4,00 89.
8-May-12 4.181,07
9.220 4,00
90. 9-May-12
4.129,06 9.225
4,00 Sumber : http:www.bi.go.id.
Universitas Sumatera Utara
Tabel 3.1 Indeks Harga Saham Gabungan IHSG, Kurs, dan Suku Bunga SBI Tahun 2012 Sambungan
NO Tanggal
IHSG Kurs
SBI
91. 10-May-12
4.133,63 9.247
4,30 92.
11-May-12 4.114,14
9.180 4,30
93. 14-May-12
4.053,06 9.220
4,30 94.
15-May-12 4.045,64
9.265 4,30
95. 16-May-12
3.980,49 9.280
4,30 96.
21-May-12 3.940,10
9.268 4,30
97. 22-May-12
4.021,10 9.265
4,30 98.
23-May-12 3.981,57
9.275 4,30
99. 24-May-12
3.984,87 9.280
4,30 100.
25-May-12 3.902,50
9.310 4,30
101. 28-May-12
3.918,68 9.425
4,30 102.
29-May-12 3.919,91
9.475 4,30
103. 30-May-12
3.917,91 9.570
4,30 104.
31-May-12 3.832,82
9.565 4,30
105. 1-Jun-12
3.799,76 9.333
4,30 106.
4-Jun-12 3.654,58
9.463 4,30
107. 5-Jun-12
3.717,87 9.463
4,30 108.
6-Jun-12 3.841,33
9.465 4,30
109. 7-Jun-12
3.840,59 9.375
4,30 110.
8-Jun-12 3.825,32
9.433 4,30
111. 11-Jun-12
3.866,21 9.433
4,30 112.
12-Jun-12 3.852,57
9.448 4,30
113. 13-Jun-12
3.860,46 9.455
4,45 114.
14-Jun-12 3.791,61
9.468 4,45
115. 15-Jun-12
3.818,10 9.468
4,45 116.
18-Jun-12 3.860,15
9.438 4,45
117. 19-Jun-12
3.880,81 9.438
4,45 118.
20-Jun-12 3.943,89
9.463 4,45
119. 21-Jun-12
3.901,78 9.473
4,45 120.
22-Jun-12 3.889,52
9.473 4,45
121. 25-Jun-12
3.857,58 9.480
4,45 122.
26-Jun-12 3.881,40
9.470 4,45
123. 27-Jun-12
3.934,86 9.475
4,45 124.
28-Jun-12 3.887,57
9.480 4,45
125. 29-Jun-12
3.955,57 9.480
4,45 Sumber : http:www.bi.go.id.
Universitas Sumatera Utara
Tabel 3.1 Indeks Harga Saham Gabungan IHSG, Kurs, dan Suku Bunga SBI Tahun 2012 Sambungan
NO Tanggal
IHSG Kurs
SBI
126. 2-Jul-12
3.991,54 9.401
4,45 127.
3-Jul-12 4.049,89
9.428 4,45
128. 4-Jul-12
4.075,91 9.365
4,45 129.
5-Jul-12 4.069,83
9.383 4,45
130. 6-Jul-12
4.055,19 9.403
4,45 131.
9-Jul-12 3.985,04
9.438 4,45
132. 10-Jul-12
4.009,67 9.443
4,45 133.
11-Jul-12 4.019,13
9.460 4,45
134. 12-Jul-12
3.984,12 9.462
4,50 135.
13-Jul-12 4.019,13
9.480 4,50
136. 16-Jul-12
4.047,46 9.478
4,50 137.
17-Jul-12 4.080,67
9.474 4,50
138. 18-Jul-12
4.081,63 9.463
4,50 139.
19-Jul-12 4.096,19
9.470 4,50
140. 20-Jul-12
4.081,20 9.478
4,50 141.
23-Jul-12 4.009,79
9.493 4,50
142. 24-Jul-12
3.992,11 9.488
4,50 143.
25-Jul-12 4.000,83
9.490 4,50
144. 26-Jul-12
4.004,77 9.493
4,50 145.
27-Jul-12 4.084,21
9.485 4,50
146. 30-Jul-12
4.099,12 9.485
4,50 147.
31-Jul-12 4.142,33
9.485 4,50
148. 1-Aug-12
4.130,46 9.468
4,50 149.
2-Aug-12 4.093,11
9.479 4,50
150. 3-Aug-12
4.099,81 9.485
4,50 151.
6-Aug-12 4.105,49
9.461 4,50
152. 7-Aug-12
4.085,58 9.472
4,50 153.
8-Aug-12 4.090,70
9.475 4,50
154. 9-Aug-12
4.131,17 9.483
4,65 155.
10-Aug-12 4.141,56
9,477 4,65
156. 13-Aug-12
4.102,53 9.480
4,65 157.
14-Aug-12 4.121,55
9.490 4,65
158. 15-Aug-12
4.141,98 9.494
4,65 159.
16-Aug-12 4.160,50
9.498 4,65
160. 23-Aug-12
4.162,65 9.495
4,65 Sumber : http:www.bi.go.id.
Universitas Sumatera Utara
Tabel 3.1 Indeks Harga Saham Gabungan IHSG, Kurs, dan Suku Bunga SBI Tahun 2012 Sambungan
NO Tanggal
IHSG Kurs
SBI
161. 24-Aug-12
4.145,39 9.504
4,65 162.
27-Aug-12 4.145,87
9.515 4,65
163. 28-Aug-12
4.142,84 9.535
4,65 164.
29-Aug-12 4.093,17
9.553 4,65
165. 30-Aug-12
4.025,58 9.573
4,65 166.
31-Aug-12 4.060,33
9.560 4,65
167. 3-Sep-12
4.117,94 9.585
4,65 168.
4-Sep-12 4.105,25
9.578 4,65
169. 5-Sep-12
4.075,35 9.588
4,65 170.
6-Sep-12 4.102,85
9.592 4,65
171. 7-Sep-12
4.143,67 9.593
4,65 172.
10-Sep-12 4.160,66
9.583 4,65
173. 11-Sep-12
4.155,35 9.589
4,65 174.
12-Sep-12 4.174,09
9.578 4,65
175. 13-Sep-12
4.170,63 9.583
4,75 176.
14-Sep-12 4.256,99
9.573 4,75
177. 17-Sep-12
4.255,28 9.450
4,75 178.
18-Sep-12 4.223,89
9.493 4,75
179. 19-Sep-12
4.244,71 9.547
4,75 180.
20-Sep-12 4.217,51
9.539 4,75
181. 21-Sep-12
4.244,62 9.558
4,75 182.
24-Sep-12 4.200,91
9.560 4,75
183. 25-Sep-12
4.226,08 9.580
4,75 184.
26-Sep-12 4.180,16
9.580 4,75
185. 27-Sep-12
4.225,02 9.590
4,75 186.
28-Sep-12 4.262,56
9.588 4,75
187. 1-Oct-12
4.236,29 9.593
4,75 188.
2-Oct-12 4.256,83
9.583 4,75
189. 3-Oct-12
4.251,51 9.590
4,75 190.
4-Oct-12 4.271,46
9.585 4,75
191. 5-Oct-12
4.311,31 9.590
4,75 192.
8-Oct-12 4.268,23
9.590 4,75
193. 9-Oct-12
4.280,25 9.600
4,75 194.
10-Oct-12 4.280,01
9.598 4,75
195. 11-Oct-12
4.284,96 9.603
4,80 Sumber : http:www.bi.go.id.
Universitas Sumatera Utara
Tabel 3.1 Indeks Harga Saham Gabungan IHSG, Kurs, dan Suku Bunga SBI Tahun 2012 Sambungan
NO Tanggal
IHSG Kurs
SBI
196. 12-Oct-12
4.311,39 9.605
4,80 197.
15-Oct-12 4.313,52
9.593 4,80
198. 16-Oct-12
4.329,67 9.585
4,80 199.
17-Oct-12 4.337,52
9.585 4,80
200. 18-Oct-12
4.356,96 9.585
4,80 201.
19-Oct-12 4.331,25
9.590 4,80
202. 22-Oct-12
4.341,37 9.593
4,80 203.
23-Oct-12 4.330,14
9.615 4,80
204. 24-Oct-12
4.335,37 9.615
4,80 205.
25-Oct-12 4.339,15
9.614 4,80
206. 29-Oct-12
4.331,36 9.605
4,80 207.
30-Oct-12 4.364,59
9.605 4,80
208. 31-Oct-12
4.350,29 9.615
4,80 209.
1-Nov-12 4.335,36
9.628 4,80
210. 2-Nov-12
4.338,89 9.628
4,80 211.
5-Nov-12 4.302,93
9.628 4,80
212. 6-Nov-12
4.314,26 9.633
4,80 213.
7-Nov-12 4.350,42
9.630 4,80
214. 8-Nov-12
4.327,86 9.638
4,80 215.
9-Nov-12 4.333,64
9.633 4,80
216. 12-Nov-12
4.318,59 9.635
4,80 217.
13-Nov-12 4.332,08
9.637 4,80
218. 14-Nov-12
4.351,28 9.638
4,80 219.
19-Nov-12 4.313,43
9.639 4,80
220. 20-Nov-12
4.312,36 9.638
4,80 221.
21-Nov-12 4.317,27
9.643 4,80
222. 22-Nov-12
4.335,92 9.639
4,80 223.
23-Nov-12 4.348,80
9.628 4,80
224. 26-Nov-12
4.375,50 9.618
4,80 225.
27-Nov-12 4.337,50
9.603 4,80
226. 28-Nov-12
4.304,82 9.608
4,80 227.
29-Nov-12 4.319,08
9.610 4,80
228. 30-Nov-12
4.276,14 9.605
4,80 229.
3-Dec-12 4.302,44
9.598 4,80
230. 4-Dec-12
4.269,65 9.605
4,80 Sumber : http:www.bi.go.id.
Universitas Sumatera Utara
Tabel 3.1 Indeks Harga Saham Gabungan IHSG, Kurs, dan Suku Bunga SBI Tahun 2012 Sambungan
No Tanggal
IHSG Kurs
SBI
231. 5-Dec-12
4.286,84 9.605
4,80 232.
6-Dec-12 4.292,60
9.613 4,80
233. 7-Dec-12
4.290,76 9.625
4,80 234.
10-Dec-12 4.302,60
9.653 4,80
235. 11-Dec-12
4.317,91 9.648
4,80 236.
12-Dec-12 4.337,52
9.645 4,85
237. 13-Dec-12
4.320,18 9.643
4,85 238.
14-Dec-12 4.308,86
9.645 4,85
239. 17-Dec-12
4.315,85 9.645
4,85 240.
18-Dec-12 4.301,43
9.643 4,85
241. 19-Dec-12
4.275,85 9.649
4,85 242.
20-Dec-12 4.254,81
9.660 4,85
243. 21-Dec-12
4.250,21 9.687
4,85 244.
26-Dec-12 4.275,09
9.707 4,85
245. 27-Dec-12
4.281,86 9.685
4,85 246.
28-Dec-12 4.316,68
9.670 4,85
Sumber : http:www.bi.go.id.
3.2 Deskripsi Variabel Penelitian
Kategori