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Lampiran 4 Uji Heteroskedastisitas
Coefficients
a,b
Model Unstandardized Coefficients
Standardized Coefficients
t Sig.
B Std. Error
Beta
1 DSEN
,065 ,321
,015 ,202
,840 DSEL
-,231 ,346
-,050 -,669
,504 DRAB
,159 ,317
,038 ,501
,617 DKAM
-,068 ,317
-,016 -,214
,831 DJUM
,032 ,321
,007 ,098
,922 a. Dependent Variable: Lnei2
b. Linear Regression through the Origin
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Lampiran 5 Uji Multikolonieritas
Coefficients
a,b
Model Unstandardized Coefficients
Standardized Coefficients
t Sig.
Collinearity Statistics B
Std. Error Beta
Tolerance VIF
1 DSEN
-6,839 ,279
-,429 -24,544
,000 1,000
1,000 DSEL
-7,195 ,300
-,420 -24,012
,000 1,000
1,000 DRAB
-6,954 ,275
-,442 -25,289
,000 1,000
1,000 DKAM
-7,093 ,275
-,451 -25,798
,000 1,000
1,000 DJUM
-6,900 ,279
-,433 -24,760
,000 1,000
1,000 a. Dependent Variable: LnRETURN
b. Linear Regression through the Origin
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Lampiran 6 Uji Autokolerasi
Model Summary
c,d
Model R
R Square
b
Adjusted R Square
Std. Error of the Estimate
Durbin-Watson 1
,973
a
,946 ,944
1,69500 1,001
a. Predictors: DJUM, DKAM, DRAB, DSEL, DSEN b. For regression through the origin the no-intercept model, R Square measures the
proportion of the variability in the dependent variable about the origin explained by regression. This CANNOT be compared to R Square for models which include an
intercept. c. Dependent Variable: LnRETURN
d. Linear Regression through the Origin
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Lampiran 7 Uji Analisis Regresi Berganda
Coefficients
a,b
Model Unstandardized Coefficients
Standardized Coefficients
t Sig.
B Std. Error
Beta
1 DSEN
-6,839 ,279
-,429 -24,544
,000 DSEL
-7,195 ,300
-,420 -24,012
,000 DRAB
-6,954 ,275
-,442 -25,289
,000 DKAM
-7,093 ,275
-,451 -25,798
,000 DJUM
-6,900 ,279
-,433 -24,760
,000 a. Dependent Variable: LnRETURN
b. Linear Regression through the Origin
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Lampiran 8 Uji ANOVA
Levenes Test of Equality of Error Variances
a
Dependent Variable: LnRETURN F
df1 df2
Sig. ,396
4 177
,811 Tests the null hypothesis that the error variance
of the dependent variable is equal across groups. a. Design: Intercept + HARI_PERDAGANGAN
Tests of Between-Subjects Effects
Dependent Variable: LnRETURN Source
Type III Sum of Squares
df Mean Square
F Sig.
Corrected Model 2,941
a
4 ,735
,256 ,906
Intercept 8871,115
1 8871,115
3087,741 ,000
HARI_PERDAGANGAN 2,941
4 ,735
,256 ,906
Error 508,523
177 2,873
Total 9406,460
182 Corrected Total
511,464 181
a. R Squared = ,006 Adjusted R Squared = -,017
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Dependent Variable: LnRETURN I
HARI_PERDAGANGAN J
HARI_PERDAGANGAN Mean
Difference I-J Std.
Error Sig.
95 Confidence Interval Lower Bound Upper Bound
Tukey HSD
SENIN SELASA
,3555 ,40918 ,908 -,7723
1,4832 RABU
,1143 ,39148 ,998 -,9646
1,1933 KAMIS
,2541 ,39148 ,967 -,8248
1,3331 JUMAT
,0603 ,39408 1,000 -1,0258
1,1464 SELASA
SENIN -,3555
,40918 ,908 -1,4832 ,7723
RABU -,2411
,40668 ,976 -1,3620 ,8797
KAMIS -,1013
,40668 ,999 -1,2222 1,0195
JUMAT -,2952
,40918 ,951 -1,4229 ,8326
RABU SENIN
-,1143 ,39148 ,998 -1,1933
,9646 SELASA
,2411 ,40668 ,976 -,8797
1,3620 KAMIS
,1398 ,38886 ,996 -,9319
1,2115 JUMAT
-,0541 ,39148 1,000 -1,1330
1,0249 KAMIS
SENIN -,2541
,39148 ,967 -1,3331 ,8248
SELASA ,1013
,40668 ,999 -1,0195 1,2222
RABU -,1398
,38886 ,996 -1,2115 ,9319
JUMAT -,1939
,39148 ,988 -1,2728 ,8851
JUMAT SENIN
-,0603 ,39408 1,000 -1,1464
1,0258 SELASA
,2952 ,40918 ,951 -,8326
1,4229 RABU
,0541 ,39148 1,000 -1,0249
1,1330 KAMIS
,1939 ,39148 ,988 -,8851
1,2728
Bonferr oni
SENIN SELASA
,3555 ,40918 1,000 -,8077
1,5186 RABU
,1143 ,39148 1,000 -,9985
1,2272 KAMIS
,2541 ,39148 1,000 -,8587
1,3670 JUMAT
,0603 ,39408 1,000 -1,0599
1,1805 SELASA
SENIN -,3555
,40918 1,000 -1,5186 ,8077
RABU -,2411
,40668 1,000 -1,3972 ,9149
KAMIS -,1013
,40668 1,000 -1,2574 1,0547
JUMAT -,2952
,40918 1,000 -1,4583 ,8680
RABU SENIN
-,1143 ,39148 1,000 -1,2272
,9985 SELASA
,2411 ,40668 1,000 -,9149
1,3972 KAMIS
,1398 ,38886 1,000 -,9656
1,2452 JUMAT
-,0541 ,39148 1,000 -1,1669
1,0588 KAMIS
SENIN -,2541
,39148 1,000 -1,3670 ,8587
SELASA ,1013
,40668 1,000 -1,0547 1,2574
RABU -,1398
,38886 1,000 -1,2452 ,9656
JUMAT -,1939
,39148 1,000 -1,3067 ,9190
JUMAT SENIN
-,0603 ,39408 1,000 -1,1805
1,0599 SELASA
,2952 ,40918 1,000 -,8680
1,4583 RABU
,0541 ,39148 1,000 -1,0588
1,1669 KAMIS
,1939 ,39148 1,000 -,9190
1,3067 Based on observed means.
The error term is Mean SquareError = 2,873.
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Homogeneous Subsets
LnRETURN
HARI_PERDAGANGAN N
Subset 1
Tukey HSD
a,b,c
SELASA 32
-7,1947 KAMIS
38 -7,0934
RABU 38
-6,9536 JUMAT
37 -6,8996
SENIN 37
-6,8393 Sig.
,899 Means for groups in homogeneous subsets are displayed.
Based on observed means. The error term is Mean SquareError = 2,873.
a. Uses Harmonic Mean Sample Size = 36,249. b. The group sizes are unequal. The harmonic mean of the group
sizes is used. Type I error levels are not guaranteed. c. Alpha = ,05.
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DAFTAR PUSTAKA
Cahyaningdyah, Dwi. 2005. “Analisis Pengaruh Hari Perdagangan Terhadap Return Saham : Pengujian Week-Four Effect dan Rogalski effect di Bursa
Efek Jakarta”. Jurnal Ekonomi dan Bisnis. Vol. 20, No. 2, pp: 1-8. Chukwuogur-Ndu, Chiaku, 2007. “Day of the week effect and volatility in stock
return: Evidence from East Asian financial markets”. Internasional Journal of Banking and Finance, Vol. 5: Issue 1, Article 7.
Ghozali, Imam H., 2013. Aplikasi Analisis Multivariate Dengan Program IBM SPSS 21, Badan Penerbit Universitas Diponegoro, Semarang.
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LQ-45 Di Bursa Efek Jakarta”. Jurnal Ultima Accounting, Vol 2, No. 1, hal. 42-66.
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www.yahoofinance.com www.sahamok.com
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BAB III METODE PENELITIAN
3.1 Jenis Penelitian
Kategori