Analisis Faktor – Faktor yang Mempengaruhi Keputusan Investasi pada Perusahaan Manufaktur
92
Lampiran 1
Waktu Penelitian
No
1
2
3
4
5
6
Kegiatan
2012– 2014
Mei
Juni
Juli
Agustus
September
Oktober
November
Penyusunan dan
pengajuan proposal
Bimbingan Proposal
Kolokium
Bimbingan tesis
Seminar hasil
Sidang akhir tesis
Universitas Sumatera Utara
Januari
93
Lampiran 2
Daftar Populasi dan Sampel Perusahaan Manufaktur
Tahun 2010– 2012
No
Kode
1
ADES
2
3
4
5
6
7
8
AISA
AQUA
CEKA
DAVO
DLTA
DVLA
GGRM
9
HMSP
10
ICBP
11
INAF
12
INDF
13
KAEF
14
15
16
KDSI
KICI
KLBF
17
LMPI
18
19
20
21
22
23
24
MBTO
MERK
MLBI
MRAT
MYOR
PSDN
PYFA
25
RMBA
26
ROTI
27
SCPI
28
SKLT
29
SQBI
30
SQBB
31
32
33
STTP
TCID
TSPC
Nama Perusahaan
PT.Akashi Wira International
Tbk.
PT. Tiga Pilar Sejahtera Food Tbk
PT. Aqua Goldem Missispi Tbk
PT.ahaya Kalbar Tbk
PT. Davomas Abadi Tbk
PT. Delta Djakarta Tbk
PT. Darya-Varia Laboratoria Tbk
PT. Gudang Garam Tbk
PT. Hanjaya Mandala Sampoerna
Tbk
PT. Indofood CBP Sukses
Makmur Tbk
PT. Indofarma Tbk
PT. Indofood Sukses Makmur
Tbk
PT. Kimia Farma Tbk
PT. Kedaung Setia Industrial Tbk.
PT. Kedaung Industri Can Tbk.
PT. Kalbefarma Tbk
PT. Langgeng Makmur Industri
Tbk.
PT. Martina Berto Tbk.
PT. Merck Tbk
PT. Multi Bintang Indonesia Tbk
PT. Mustika Ratu Tbk.
PT. Mayora Indah Tbk.
PT. Prasidha Aneka NiagaTbk.
PT. Pyridam Farma Tbk.
PT. Bentoel International
Investama Tbk
PT. Nippon Indosari Corporindo
Tbk
PT. Schering Plough Indonesia
Tbk.
PT. Sekar Laut Tbk
PT. Taisho Pharmaceutical
Indonesia Tbk (PS)
PT. Taisho Pharmaceutical
Indonesia Tbk (S)
PT. Siantar Top Tbk
PT. Mandon Indonesia Tbk
PT. Tempo Scan Pacific Tbk
Tanggal
Listed BEI
Listed
di BEI
sejak
2010
Menyerah
kan
laporan
keuangan
selama 3
tahun
(20102012)
Saha
m
aktif
20102012
Sampel
13.06.1994
S1
11.061.1997
01.03.1990
09.07.1996
22.12.1994
27.02.1984
11.11.1994
27.08.1990
S2
S3
S4
15.08.1990
S5
07.10.2010
S6
17.04.2001
-
14.07.1994
S7
04.07.2001
S8
29.07.1996
28.10.1993
30.07.1991
S9
S10
S11
17.10.1994
S12
13.01.2011
23.07.1981
25.12.1981
27.07.1995
04.07.1990
18.10.1994
16.10.2001
S13
S14
S15
S16
S17
05.03.1990
S18
28.06.2010
-
08.06.1990
S19
08.09.1993
S20
29.03.1983
-
29.03.1983
-
-
16.12.1996
30.09.1993
17.06.1994
-
S21
S22
-
-
Universitas Sumatera Utara
94
34
ULTJ
35
UNVR
PT. Ultrajaya Milk Industri &
Trading Co. Tbk
PT. Unilever Indonesia Tbk
02.07.1990
S23
11.01.1982
S24
Sumber : www.idx.com
Universitas Sumatera Utara
95
Lampiran 3
Data Keputusan Investasi (Y) Perusahaan Manufaktur 2010-2012 Sebelum
Transformasi
No
Nama Perusahaan
Singkatan
2010
Aktiva Tetap
2010
2011
Aktiva Tetap
2011
2012
Aktiva Tetap
2012
1
PT.Akashi Wira
International Tbk.
PT. Delta Djakarta Tbk
PT. Darya-Varia
Laboratoria Tbk
PT. Gudang Garam Tbk
PT. Sampoerna Agro
Tbk
PT. Indofood CBP
Sukses Makmur Tbk
PT. Indofood Sukses
Makmur Tbk
PT. Kimia Farma Tbk
PT. Kedaung Setia
Industrial Tbk.
PT. Kedaung Industri
Can Tbk.
PT. Kalbefarma Tbk
PT. Langgeng Makmur
Industri Tbk.
PT. Merck Tbk
PT. Multi Bintang
Indonesia Tbk
PT. Mustika Ratu Tbk.
ADES
100904000000
102574000000
1009553000000
DLTA
113940099000
98160265000
95121198000
DVLA
177505399000
199878090000
218295222000
GGRM
7406632000000
8189881000000
10389326000000
HMSP
4087338000000
3850665000000
4115078000000
ICBP
2304588000000
2590036000000
3839756000000
INDF
11737142000000 12921013000000
15775741000000
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
PT. Mayora Indah Tbk.
PT. Pyridam Farma
Tbk.
PT. Bentoel
International Investama
Tbk
PT. Schering Plough
Indonesia Tbk.
PT. Sekar Laut Tbk
PT. Mandon Indonesia
Tbk
PT. Tempo Scan Pacific
Tbk
PT. Ultrajaya Milk
Industri & Trading Co.
Tbk
PT. Unilever Indonesia
Tbk
KAEF
413196818855
426719769958
449140317883
KDSI
177453591117
180174436949
171839026968
KICI
8609278457
7984973765
9439337673
KLBF
1605266031098
1860288483732
2254763272886
LMPI
183886160793
229799514619
274266729051
MERK
67053016000
61536084000
63317809000
MLBI
528879000000
547202000000
652832000000
MRAT
MYOR
68343347512
1489560955852
74624457208
2038406656429
79716536484
2857932917034
PYFA
52826675604
55114227514
66153646271
RMBA
1713400000000
1921194000000
2191488000000
SCPI
30687338000
41425107000
154521651000
SKLT
97002153118
100331701554
101728706257
TCID
396755925487
416328119478
440132920673
TSPC
760788196333
886134968731
1000822028797
ULTJ
941931552988
1069735963102
979511601619
UNVR
4148778000000
5314311000000
6283479000000
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
96
Lampiran 4
Data Laba Bersih (X1) Perusahaan Manufaktur 2010-2012 Sebelum
Transformasi
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
Nama
Perusahaan
PT.Akashi Wira
International Tbk.
PT. Delta Djakarta
Tbk
PT. Darya-Varia
Laboratoria Tbk
PT. Gudang Garam
Tbk
PT. Sampoerna
Agro Tbk
PT. Indofood CBP
Sukses Makmur
Tbk
PT. Indofood
Sukses Makmur
Tbk
PT. Kimia Farma
Tbk
PT. Kedaung Setia
Industrial Tbk.
PT. Kedaung
Industri Can Tbk.
PT. Kalbefarma
Tbk
PT. Langgeng
Makmur Industri
Tbk.
PT. Merck Tbk
PT. Multi Bintang
Indonesia Tbk
PT. Mustika Ratu
Tbk.
PT. Mayora Indah
Tbk.
PT. Pyridam Farma
Tbk.
PT. Bentoel
International
Investama Tbk
PT. Schering
Plough Indonesia
Tbk.
PT. Sekar Laut Tbk
PT. Mandon
Indonesia Tbk
PT. Tempo Scan
Pacific Tbk
PT. Ultrajaya Milk
Industri & Trading
Co. Tbk
PT. Unilever
Indonesia Tbk
Singkatan
2010
Laba Bersih
2011
Laba Bersih
2012
Laba Bersih
ADES
31659000000
25868000000
83376000000
DLTA
139566900000
145084912000
208120871000
DVLA
110880522000
120915340000
148909089000
GGRM
4146282000000
4894057000000
4013758000000
HMSP
6421429000000
8065414000000
9945296000000
ICBP
1704047000000
INDF
2952858000000
3077180000000
3261176000000
KAEF
138716044100
171765487458
205133316635
KDSI
16892153755
23628732460
36837060793
KICI
3259699213
356739464
2259475494
KLBF
1286330026012
1482236969778
1733928105603
LMPI
2794104212
5424322790
2340674019
MERK
118794278000
231158647000
107808155000
MLBI
442916000000
507238000000
453343000000
MRAT
24418796930
27867834532
30751407882
MYOR
484086202515
471027871566
729634186606
PYFA
4199202953
5172045680
5308221363
RMBA
218621000000
305997000000
-323351000000
SCPI
-8043270000
-25420338000
-12366677000
SKLT
4833531934
5976223920
7962087247
TCID
131445098783
140038819641
150373851969
TSPC
488889258921
566048397448
627950145504
ULTJ
107123243835
101232456048
352965099993
UNVR
3386970000000
4163369000000
4839277000000
1975345000000
2179592000000
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
97
Lampiran 5
Data Dividen (D1)Perusahaan Manufaktur 2010-2012Sebelum
Transformasi
No
1
2
3
4
5
6
7
8
9
10
11
12
Nama Perusahaan
PT.Akashi Wira International Tbk.
PT. Delta Djakarta Tbk
PT. Darya-Varia Laboratoria Tbk
PT. Gudang Garam Tbk
PT. Sampoerna Agro Tbk
PT. Indofood CBP Sukses Makmur TBK
PT. Indofood Sukses Makmur Tbk
PT. Kimia Farma Tbk
PT. Kedaung Setia Industrial Tbk.
PT. Kedaung Industri Can Tbk.
PT. Kalbefarma Tbk
PT. Langgeng Makmur Industri Tbk.
Singkatan
ADES
DLTA
DVLA
GGRM
HMSP
ICBP
INDF
KAEF
KDSI
KICI
KLBF
2010
0
1
1
1
1
1
1
1
0
0
1
2011
0
1
1
1
1
1
1
1
0
0
1
2012
0
0
1
0
0
0
0
0
0
0
0
LMPI
0
0
0
1
1
1
1
0
1
13
14
PT. Merck Tbk
PT. Multi Bintang Indonesia Tbk
MERK
MLBI
15
PT. Mustika Ratu Tbk.
MRAT
1
1
0
16
PT. Mayora Indah Tbk.
MYOR
0
1
0
17
18
19
PT. Pyridam Farma Tbk.
PYFA
RMBA
SCPI
0
1
0
0
0
0
0
0
0
SKLT
TCID
1
1
1
1
0
0
TSPC
ULTJ
UNVR
1
0
1
1
1
1
0
0
1
20
21
22
23
24
PT. Bentoel International Investama Tbk
PT. Schering Plough Indonesia Tbk.
PT. Sekar Laut Tbk
PT. Mandon Indonesia Tbk
PT. Tempo Scan Pacific Tbk
PT. Ultrajaya Milk Industri & Trading Co. Tbk
PT. Unilever Indonesia Tbk
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
98
Lampiran 6
Data Hutang (X2)Perusahaan Manufaktur 2010-2012 Sebelum
Transformasi
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
Nama
Perusahaan
PT.Akashi Wira
International Tbk.
PT. Delta Djakarta
Tbk
PT. Darya-Varia
Laboratoria Tbk
PT. Gudang Garam
Tbk
PT. Sampoerna Agro
Tbk
PT. Indofood CBP
Sukses Makmur Tbk
PT. Indofood Sukses
Makmur Tbk
PT. Kimia Farma Tbk
PT. Kedaung Setia
Industrial Tbk.
PT. Kedaung Industri
Can Tbk.
PT. Kalbefarma Tbk
PT. Langgeng
Makmur Industri Tbk.
PT. Merck Tbk
PT. Multi Bintang
Indonesia Tbk
PT. Mustika Ratu
Tbk.
PT. Mayora Indah
Tbk.
PT. Pyridam Farma
Tbk.
PT. Bentoel
International
Investama Tbk
PT. Schering Plough
Indonesia Tbk.
Singkatan
2010
Total
Kewajiban
2011
ADES
224615000000
190302000000
179972000000
DLTA
115224947000
123236249000
147095322000
DVLA
213507941000
200373603000
233144997000
GGRM
9421403000000
14537777000000
14903612000000
HMSP
10309671000000
9174554000000
12939107000000
ICBP
3999132000000
4513084000000
5766682000000
INDF
22423117000000
21975708000000
25181533000000
KAEF
KDSI
543257475734
302184493096
541736739279
308397930892
634813891119
254557936376
KICI
22001345739
23121512108
28398892246
KLBF
1260579634452
1758619054414
2046313566061
LMPI
207224495511
278775688530
405692420520
MERK
71751830000
90206868000
152689086000
MLBI
665714000000
690545000000
822195000000
MRAT
48828866257
64063972371
69586067037
MYOR
2359027500267
4175176240894
5234655914665
PYFA
23361793395
35636351337
48144037183
RMBA
2773070000000
4086673000000
5011668000000
SCPI
221633029000
290921862000
423212410000
Total Kewajiban
2012
Total
Kewajiban
20
PT. Sekar Laut Tbk
SKLT
81070404211
91337531247
120263906808
21
PT. Mandon
Indonesia Tbk
PT. Tempo Scan
Pacific Tbk
PT. Ultrajaya Milk
Industri & Trading
Co. Tbk
PT. Unilever
Indonesia Tbk
TCID
98758035129
110452261687
164751376547
TSPC
944862700629
1204438648313
1279828890909
ULTJ
705472336001
776735279582
744274268607
UNVR
4652409000000
6801375000000
8016614000000
22
23
24
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
99
Lampiran 7
Data Arus Kas Bebas (X3)Perusahaan Manufaktur 2010-2012 Sebelum
Transformasi
No
Nama Perusahaan
Arus Kas Bebas
Kode
2010
2011
2012
1
PT.Akashi Wira
International Tbk.
ADES
-1911000000
31360000000
3898000000
2
PT. Delta Djakarta Tbk
DLTA
38001471000
1.98E+11
2.23E+11
3
PT. Darya-Varia Laboratoria
Tbk
DVLA
37174696000
-14797325000
5578350000
4
PT. Gudang Garam Tbk
GGRM
-65137000000
-3.32E+12
1.90E+12
5
PT. Sampoerna Agro Tbk
HMSP
7.31E+12
1.11E+13
9.81E+11
6
PT. Indofood CBP Sukses
Makmur Tbk
ICBP
-5.4854E+12
8.26835E+11
1.76459E+12
7
PT. Indofood Sukses
Makmur Tbk
INDF
-2.37E+12
-1.79E+12
4.87E+12
8
PT. Kimia Farma Tbk
KAEF
20400615525
-56918572144
-2.30E+12
9
PT. Kedaung Setia
Industrial Tbk.
KDSI
-39366266663
21986936413
-1.39E+11
10
PT. Kedaung Industri Can
Tbk.
KICI
4033807987
-3741977075
-36588886120
11
PT. Kalbefarma Tbk
KLBF
2.73E+11
7.29E+11
1.37E+12
12
PT. Langgeng Makmur
Industri Tbk.
LMPI
16992231619
-8951921677
-8.70E+11
13
PT. Merck Tbk
MERK
1.51E+11
25065578000
54383967396
14
PT. Multi Bintang Indonesia
Tbk
MLBI
-45969000000
6.13E+11
6.17E+11
15
PT. Mustika Ratu Tbk.
MRAT
-16485355659
-19762422310
2.13E+11
16
PT. Mayora Indah Tbk.
MYOR
-1.79E+11
-9.92E+11
8.03E+11
17
PT. Pyridam Farma Tbk.
PYFA
5338883288
-3483985633
-6.44E+11
18
PT. Bentoel International
Investama Tbk
RMBA
3.45E+11
25461000000
-3.49E+11
19
PT. Schering Plough
Indonesia Tbk.
SCPI
8611205000
-63260612000
3.41E+11
20
PT. Sekar Laut Tbk
SKLT
3255415023
5637271642
19571662786
21
PT. Mandon Indonesia Tbk
PT. Tempo Scan Pacific
Tbk
TCID
89527997422
1208419374
2.44E+11
TSPC
61209787397
1.87E+11
5.59E+11
22
23
PT. Ultrajaya Milk Industri
& Trading Co. Tbk
ULTJ
1.56E+11
2.22E+11
1.84E+11
24
PT. Unilever Indonesia Tbk
UNVR
3.28E+12
5.83E+12
4.92E+12
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
100
Lampiran 8
Data Modal Kerja Bersih (Net Working Capital) (X4)Perusahaan
Manufaktur 2010-2012 Sebelum Transformasi
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
Nama Perusahaan
PT.Akashi Wira International
Tbk.
PT. Delta Djakarta Tbk
PT. Darya-Varia Laboratoria
Tbk
PT. Gudang Garam Tbk
PT. Sampoerna Agro Tbk
PT. Indofood CBP Sukses
Makmur Tbk
PT. Indofood Sukses Makmur
Tbk
PT. Kimia Farma Tbk
PT. Kedaung Setia Industrial
Tbk.
PT. Kedaung Industri Can
Tbk.
PT. Kalbefarma Tbk
PT. Langgeng Makmur
Industri Tbk.
PT. Merck Tbk
PT. Multi Bintang Indonesia
Tbk
PT. Mustika Ratu Tbk.
PT. Mayora Indah Tbk.
PT. Pyridam Farma Tbk.
PT. Bentoel International
Investama Tbk
PT. Schering Plough
Indonesia Tbk.
PT. Sekar Laut Tbk
PT. Mandon Indonesia Tbk
PT. Tempo Scan Pacific Tbk
PT. Ultrajaya Milk Industri &
Trading Co. Tbk
PT. Unilever Indonesia Tbk
2010
Modal Kerja Bersih
2011
2012
ADES
44656000000
53441000000
92865000000
DLTA
4.76557E+11
4.81515E+11
5.11414E+11
DVLA
4.75219E+11
5.52646E+11
6.34625E+11
GGRM
HMSP
1.44264E+13
5.98962E+12
1.68474E+13
6.36156E+12
1.61517E+13
9.23034E+12
ICBP
4.31664E+12
5.59177E+12
6.30895E+12
INDF
1.02189E+13
1.16704E+13
1.31224E+13
KAEF
5.96291E+11
7.21293E+11
9.68614E+11
KDSI
71005326311
95935014186
1.37261E+11
KICI
46815182676
48363939883
49149954955
KLBF
3.88506E+12
4.36329E+12
4.55009E+12
LMPI
1.31027E+11
1.04361E+11
83502823402
MERK
2.74858E+11
4.26295E+11
3.44055E+11
MLBI
-34785000000
-3834000000
-3.59724E+11
MRAT
MYOR
PYFA
2.51385E+11
1.64452E+12
31428306526
2.72655E+11
2.24951E+12
37522409819
2.94234E+11
3.38917E+12
37167988314
RMBA
1.83184E+12
4.58124E+11
1.7498E+12
SCPI
53527066000
1.8924E+11
94192071000
SKLT
TCID
TSPC
44115616781
5.53623E+11
1.83896E+12
43200702579
6.14666E+11
2.07557E+12
36841915960
6.03864E+11
2.29664E+12
ULTJ
4.77884E+11
3.16486E+11
6.03604E+11
UNVR
-6.5481E+11
-2.02838E+12
-2.49993E+12
Singkatan
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
101
Lampiran 9
Data Seluruh Variabel Perusahaan Manufaktur 2010-2012 Sebelum
Transformasi (SPSS)
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
Y
1.01E+11
1.03E+11
1.01E+12
1.14E+11
9.82E+10
9.51E+10
1.78E+11
2.00E+11
2.18E+11
7.41E+12
8.19E+12
1.04E+13
4.09E+12
3.85E+12
4.12E+12
2.30E+12
2.59E+12
3.84E+12
1.17E+13
1.29E+13
1.58E+13
4.13E+11
4.27E+11
4.49E+11
1.77E+11
1.80E+11
1.72E+11
8.61E+09
7.98E+09
9.44E+09
1.61E+12
1.86E+12
2.25E+12
1.84E+11
2.30E+11
2.74E+11
6.71E+10
6.15E+10
6.33E+10
X1
3.17E+10
2.59E+10
8.34E+10
1.40E+11
1.45E+11
2.08E+11
1.11E+11
1.21E+11
1.49E+11
4.15E+12
4.89E+12
4.01E+12
6.42E+12
8.07E+12
9.95E+12
1.70E+12
1.98E+12
2.18E+12
2.95E+12
3.08E+12
3.26E+12
1.39E+11
1.72E+11
2.05E+11
1.69E+10
2.36E+10
3.68E+10
3.26E+09
3.57E+08
2.26E+09
1.29E+12
1.48E+12
1.73E+12
2.79E+09
5.42E+09
2.34E+09
1.19E+11
2.31E+11
1.08E+11
X2
0
0
0
1
1
0
1
1
1
1
1
0
1
1
0
1
1
0
1
1
0
1
1
0
0
0
0
0
0
0
1
1
0
0
0
0
1
1
0
X3
X4
X5
Res_1
2.25E+11
1.90E+11
1.80E+11
1.15E+11
1.23E+11
1.47E+11
2.14E+11
2.00E+11
2.33E+11
9.42E+12
1.45E+13
1.49E+13
1.03E+13
9.17E+12
1.29E+13
4.00E+12
4.51E+12
5.77E+12
2.24E+13
2.20E+13
2.52E+13
5.43E+11
5.42E+11
6.35E+11
3.02E+11
3.08E+11
2.55E+11
2.20E+10
2.31E+10
2.84E+10
1.26E+12
1.76E+12
2.05E+12
2.07E+11
2.79E+11
4.06E+11
7.18E+10
9.02E+10
1.53E+11
-1.91E+09
3.14E+10
3.90E+09
3.80E+10
1.98E+11
2.23E+11
3.72E+10
-1.48E+10
5.58E+09
-6.51E+10
-3.32E+12
1.90E+12
7.31E+12
1.11E+13
9.81E+11
-5.49E+12
8.27E+11
1.76E+12
-2.37E+12
-1.79E+12
4.87E+12
2.04E+10
-5.69E+10
-2.30E+12
-3.94E+10
2.20E+10
-1.39E+11
4.03E+09
-3.74E+09
-3.66E+10
2.73E+11
7.29E+11
1.37E+12
1.70E+10
-8.95E+09
-8.70E+11
1.51E+11
2.51E+10
5.44E+10
4.47E+10
5.34E+10
9.29E+10
4.77E+11
4.82E+11
5.11E+11
4.75E+11
5.53E+11
6.35E+11
1.44E+13
1.68E+13
1.62E+13
5.99E+12
6.36E+12
9.23E+12
4.32E+12
5.59E+12
6.31E+12
1.02E+13
1.17E+13
1.31E+13
5.96E+11
7.21E+11
9.69E+11
7.10E+10
9.59E+10
1.37E+11
4.68E+10
4.84E+10
4.91E+10
3.89E+12
4.36E+12
4.55E+12
1.31E+11
1.04E+11
8.35E+10
2.75E+11
4.26E+11
3.44E+11
-1.14E+11
-9.99E+10
8.31E+11
-2.67E+11
-3.09E+11
-9.44E+10
-2.68E+11
-2.34E+11
-2.36E+11
1.69E+12
7.26E+09
1.25E+12
-1.82E+12
-1.48E+12
-1.38E+12
6.27E+11
-3.27E+11
2.82E+11
-1.16E+12
1.14E+11
3.01E+11
-2.23E+11
-1.98E+11
3.05E+11
-8.36E+10
-9.34E+10
-4.69E+10
-9.90E+10
-1.00E+11
-9.64E+10
5.84E+11
5.04E+11
9.17E+11
-3.98E+10
-2.84E+10
6.86E+10
-2.94E+11
-2.71E+11
-1.21E+11
Universitas Sumatera Utara
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41
42
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49
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51
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60
61
62
63
64
65
66
67
68
69
70
71
72
5.29E+11
5.47E+11
6.53E+11
6.83E+10
7.46E+10
7.97E+10
1.49E+12
2.04E+12
2.86E+12
5.28E+10
5.51E+10
6.62E+10
1.71E+12
1.92E+12
2.19E+12
3.07E+10
4.14E+10
1.55E+11
9.70E+10
1.00E+11
1.02E+11
3.97E+11
4.16E+11
4.40E+11
7.61E+11
8.86E+11
1.00E+12
9.42E+11
1.07E+12
9.80E+11
4.15E+12
5.31E+12
6.28E+12
4.43E+11
5.07E+11
4.53E+11
2.44E+10
2.79E+10
3.08E+10
4.84E+11
4.71E+11
7.30E+11
4.20E+09
5.17E+09
5.31E+09
2.19E+11
3.06E+11
-3.23E+11
-8.04E+09
-2.54E+10
-1.24E+10
4.83E+09
5.98E+09
7.96E+09
1.31E+11
1.40E+11
1.50E+11
4.89E+11
5.66E+11
6.28E+11
1.07E+11
1.01E+11
3.53E+11
3.39E+12
4.16E+12
4.84E+12
1
1
1
1
1
0
0
1
0
0
0
0
1
0
0
0
0
0
1
1
0
1
1
0
1
1
0
0
1
0
1
1
1
6.66E+11
6.91E+11
8.22E+11
4.88E+10
6.41E+10
6.96E+10
2.36E+12
4.18E+12
5.23E+12
2.34E+10
3.56E+10
4.81E+10
2.77E+12
4.09E+12
5.01E+12
2.22E+11
2.91E+11
4.23E+11
8.11E+10
9.13E+10
1.20E+11
9.88E+10
1.10E+11
1.65E+11
9.45E+11
1.20E+12
1.28E+12
7.05E+11
7.77E+11
7.44E+11
4.65E+12
6.80E+12
8.02E+12
-4.60E+10
6.13E+11
6.17E+11
-1.65E+10
-1.98E+10
2.13E+11
-1.79E+11
-9.92E+11
8.03E+11
5.34E+09
-3.48E+09
-6.44E+11
3.45E+11
2.55E+10
-3.49E+11
8.61E+09
-6.33E+10
3.41E+11
3.26E+09
5.64E+09
1.96E+10
8.95E+10
1.21E+09
2.44E+11
6.12E+10
1.87E+11
5.59E+11
1.56E+11
2.22E+11
1.84E+11
3.28E+12
5.83E+12
4.92E+12
-3.48E+10
-3.83E+09
-3.60E+11
2.51E+11
2.73E+11
2.94E+11
1.64E+12
2.25E+12
3.39E+12
3.14E+10
3.75E+10
3.72E+10
1.83E+12
4.58E+11
1.75E+12
5.35E+10
1.89E+11
9.42E+10
4.41E+10
4.32E+10
3.68E+10
5.54E+11
6.15E+11
6.04E+11
1.84E+12
2.08E+12
2.30E+12
4.78E+11
3.16E+11
6.04E+11
-6.55E+11
-2.03E+12
-2.50E+12
-2.29E+10
-9.79E+10
-5.49E+10
-2.82E+11
-2.84E+11
-9.84E+10
6.78E+10
-5.88E+11
-4.41E+11
-5.41E+10
-5.79E+10
3.90E+10
-3.38E+11
-4.81E+11
-9.89E+11
-1.97E+11
-2.32E+11
-2.42E+11
-2.63E+11
-2.65E+11
-6.26E+10
9.06E+09
3.21E+10
2.12E+11
-1.13E+11
-1.53E+11
8.31E+10
4.12E+11
2.82E+11
4.87E+11
1.75E+12
1.65E+12
2.30E+12
Universitas Sumatera Utara
103
Lampiran 10
Hasil Pengolahan Data SPSS Sebelum Transformasi
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4 X5
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID)
/SAVE RESID.
Regression
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
NPar Tests
Notes
Output Created
Comments
Input
Missing Value Handling
20-Nov-2013 00:05:06
Active Dataset
Filter
Weight
Split File
N of Rows in Working Data
File
Definition of Missing
Cases Used
Syntax
Resources
Processor Time
Elapsed Time
Number of Cases Alloweda
a. Based on availability of workspace memory.
DataSet0
72
User-defined missing values are treated
as missing.
Statistics for each test are based on all
cases with valid data for the variable(s)
used in that test.
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
00:00:00.031
00:00:00.008
196608
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[DataSet0]
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parametersa
Most Extreme Differences
72
.0001967
6.58392338E11
.200
.200
-.193
1.695
.006
Mean
Std. Deviation
Absolute
Positive
Negative
Kolmogorov-Smirnov Z
Asymp. Sig. (2-tailed)
a. Test distribution is Normal.
Notes
Output Created
Comments
Input
Missing Value Handling
20-Nov-2013 00:04:52
Active Dataset
Filter
Weight
Split File
N of Rows in Working Data File
Definition of Missing
Cases Used
Syntax
Resources
Variables Created or Modified
Processor Time
Elapsed Time
Memory Required
Additional Memory Required for
Residual Plots
RES_1
DataSet0
72
User-defined missing values are treated as
missing.
Statistics are based on cases with no missing
values for any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R
ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4 X5
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HIST(ZRESID)
NORM(ZRESID)
/SAVE RESID.
00:00:02.745
00:00:02.498
2676 bytes
880 bytes
Unstandardized Residual
[DataSet0]
Universitas Sumatera Utara
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Variables Entered/Removedb
Variables
Entered
Model
Variables
Removed
NWC,
ArusKasBebas,
Div, LabBer,
Hutanga
a. All requested variables entered.
b. Dependent Variable: KepInves
Method
1
. Enter
Model Summaryb
Model
R
Adjusted R
Square
R Square
Std. Error of the
Estimate
Durbin-Watson
1
.979a
.958
.955
6.829E11
a. Predictors: (Constant), NWC, ArusKasBebas, Div, LabBer, Hutang
b. Dependent Variable: KepInves
1.151
ANOVAb
Model
1
Sum of Squares
Df
Mean Square
Regression
7.048E26
5
1.410E26
Residual
3.078E25
66
4.663E23
F
Sig.
.000a
302.275
Total
7.356E26
71
a. Predictors: (Constant), NWC, ArusKasBebas, Div, LabBer, Hutang
b. Dependent Variable: KepInves
Coefficientsa
Unstandardized
Coefficients
Model
1
B
(Constant)
LabBer
Div
Std. Error
Standardized
Coefficients
Beta
t
9.127E10 1.198E11
-.301
Collinearity
Statistics
Sig. Tolerance
VIF
.762 .449
.075
-.186
-3.993 .000
.292
3.424
2.189E11 1.648E11
.034
1.328 .189
.954
1.048
Hutang
.577
.029
.989 19.979 .000
.259
3.864
ArusKasBebas
.145
.052
.097
2.789 .007
.528
1.894
NWC
.085
a. Dependent Variable: KepInves
.039
.108
2.155 .035
.253
3.946
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Coefficient Correlationsa
Model
1
NWC
Correlations
Covariances
NWC
ArusKasBebas
Div
LabBer
Hutang
1.000
.430
.049
-.362
-.668
ArusKasBebas
.430
1.000
.055
-.627
-.109
Div
.049
.055
1.000
-.165
-.005
LabBer
-.362
-.627
-.165
1.000
-.249
Hutang
-.668
-.109
-.005
-.249
1.000
NWC
.002
.001 3.208E8
-.001
.000
ArusKasBebas
.001
.003 4.746E8
-.002
.000
4.746E8 2.715E22 -2.053E9
-2.167E7
Div
3.208E8
LabBer
-.001
-.002 -2.053E9
.006
.000
Hutang
a. Dependent Variable: KepInves
.000
.000 -2.167E7
.000
.001
Collinearity Diagnosticsa
Variance Proportions
Condition
Index (Constant) LabBer Div Hutang ArusKasBebas NWC
Model
Dimens
ion
1
1
3.495
1.000
.02
.01
.02
.01
.01
.01
2
1.020
1.851
.09
.02
.10
.00
.24
.00
3
.919
1.950
.06
.00
.10
.03
.15
.06
4
.292
3.460
.82
.02
.73
.00
.02
.00
5
.161
4.664
.02
.84
.05
.33
.33
.00
6
.113
a. Dependent Variable: KepInves
5.566
.00
.11
.01
.62
.25
.93
Eigenvalue
Residuals Statisticsa
Minimum
Predicted Value
Std. Predicted Value
Standard Error of Predicted
Value
Adjusted Predicted Value
Residual
Std. Residual
Stud. Residual
Deleted Residual
Stud. Deleted Residual
Mahal. Distance
Cook's Distance
Centered Leverage Value
a. Dependent Variable: KepInves
Maximum
Mean
Std. Deviation
N
2.72E10
-.588
1.55E13
4.315
1.88E12
.000
3.151E12
1.000
72
72
1.155E11
5.297E11
1.717E11
9.758E10
72
2.58E10
-1.816E12
-2.659
-3.212
-3.476E12
-3.470
1.045
.000
.015
1.52E13
2.297E12
3.364
3.911
3.105E12
4.428
41.739
2.598
.588
1.90E12
.000
.000
-.009
-1.952E10
-.004
4.931
.089
.069
3.201E12
6.584E11
.964
1.118
9.145E11
1.186
8.179
.345
.115
72
72
72
72
72
72
72
72
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Charts
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108
Lampiran 11
Data Seluruh Variabel Perusahaan Manufaktur 2010-2012
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
Kode
Perusahaan
ADES
ADES
ADES
DLTA
DLTA
DLTA
DVLA
DVLA
DVLA
GGRM
GGRM
GGRM
HMSP
HMSP
HMSP
ICBP
ICBP
ICBP
INDF
INDF
INDF
KAEF
KAEF
KAEF
KDSI
KDSI
KDSI
KICI
KICI
KICI
KLBF
KLBF
KLBF
LMPI
LMPI
LMPI
MERK
MERK
MERK
MLBI
MLBI
Tahun
Y
X1
D1
X2
X3
X4
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
11.5219
11.5383
13.8250
11.6434
11.4944
11.4629
12.0868
12.2055
12.2936
15.8179
15.9184
16.1563
15.2234
15.1638
15.2302
14.6504
14.7672
15.1609
16.2783
16.3744
16.5740
12.9317
12.9639
13.0151
12.0865
12.1017
12.0543
9.0606
8.9853
9.1526
14.2888
14.4362
14.6286
12.1221
12.3450
12.5219
11.1132
11.0274
11.0559
13.1785
13.2126
12.8523
12.8370
12.9794
13.1013
13.1125
13.2323
13.0409
13.0624
13.1202
15.3188
15.4726
15.2888
15.7282
15.9456
16.1472
14.5353
14.6594
14.7436
15.0103
15.0472
15.0995
13.0995
13.1650
13.2270
12.8128
12.8310
12.8658
12.7750
12.7667
12.7721
14.3080
14.4210
14.5498
12.7665
12.7811
12.7724
13.0579
13.2728
13.0342
13.5835
13.6615
0
0
0
1
1
0
1
1
1
1
1
0
1
1
0
1
1
0
1
1
0
1
1
0
0
0
0
0
0
0
1
1
0
0
0
0
1
1
0
1
1
12.3221
12.1564
12.1006
11.6546
11.7219
11.8988
12.2714
12.2079
12.3594
16.0585
16.4923
16.5171
16.1486
16.0319
16.3758
15.2016
15.3225
15.5676
16.9256
16.9054
17.0416
13.2053
13.2025
13.3611
12.6188
12.6391
12.4473
9.9989
10.0485
10.2541
14.0471
14.3800
14.5316
12.2416
12.5382
12.9134
11.1810
11.4099
11.9362
13.4086
13.4452
15.5199
15.5259
15.5210
15.5271
15.5556
15.5600
15.5270
15.5176
15.5213
15.5083
14.5944
15.8168
16.3658
16.6250
15.6844
9.5888
15.6603
15.7985
14.9575
15.1270
16.1549
15.5240
15.5099
14.9781
15.5131
15.5242
15.4947
15.5210
15.5196
15.5136
15.5687
15.6448
15.7433
15.5233
15.5186
15.3480
15.5473
15.5248
15.5301
15.5119
15.6259
14.7495
14.7530
14.7683
14.9063
14.9079
14.9179
14.9058
14.9315
14.9580
16.6444
16.7781
16.7414
15.9544
15.9972
16.2777
15.7349
15.9064
15.9913
16.3586
16.4667
16.5642
14.9457
13.4888
13.7836
11.1705
11.4714
11.8296
10.7540
10.7865
10.8026
15.1726
15.7417
15.7686
14.7829
14.7727
14.7647
14.8361
14.8892
14.8607
14.7178
14.7303
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61
62
63
64
65
66
67
68
69
70
71
72
MLBI
MRAT
MRAT
MRAT
MYOR
MYOR
MYOR
PYFA
PYFA
PYFA
RMBA
RMBA
RMBA
SCPI
SCPI
SCPI
SKLT
SKLT
SKLT
TCID
TCID
TCID
TSPC
TSPC
TSPC
ULTJ
ULTJ
ULTJ
UNVR
UNVR
UNVR
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
13.3891
11.1323
11.2202
11.2862
14.2140
14.5277
14.8656
10.8748
10.9172
11.0997
14.3540
14.4685
14.6001
10.3316
10.6316
11.9481
11.4825
11.5162
11.5301
12.8911
12.9392
12.9948
13.5421
13.6946
13.8163
13.7557
13.8829
13.7948
15.2383
15.4859
15.6534
13.5965
12.8331
12.8423
12.8499
13.6341
13.6183
13.8921
12.7776
12.7804
12.7807
13.2510
15.1521
10.1905
12.7424
12.6903
12.7297
12.7794
12.7826
12.7882
13.0845
13.1022
13.1231
13.6398
13.7278
13.7932
13.0327
13.0197
13.4631
15.1338
15.3226
15.4621
1
1
1
0
0
1
0
0
0
0
1
0
0
0
0
0
1
1
0
1
1
0
1
1
0
0
1
0
1
1
1
13.6197
10.7961
11.0676
11.1503
14.6738
15.2447
15.4708
10.0589
10.4811
10.7820
14.8355
15.2232
15.4273
12.3088
12.5808
12.9556
11.3031
11.4223
11.6974
11.5004
11.6123
12.0122
13.7588
14.0015
14.0622
13.4666
13.5629
13.5202
15.3529
15.7326
15.8970
15.6266
15.5173
15.5167
15.5583
15.4872
15.3213
15.6565
15.5212
15.5196
15.3958
15.5811
15.5249
15.4546
15.5218
15.5087
15.5804
15.5209
15.5213
15.5238
15.5364
15.5205
15.5636
15.5313
15.5536
15.6170
15.5482
15.5598
15.5532
15.9879
16.2429
16.1590
14.5764
14.8276
14.8353
14.8431
15.2373
15.3736
15.5886
14.7443
14.7467
14.7466
15.2815
14.9001
15.2624
14.7530
14.8048
14.7688
14.7493
14.7489
14.7464
14.9318
14.9516
14.9482
15.2831
15.3362
15.3834
14.9067
14.8510
14.9481
14.4281
13.0639
4.1897
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
110
Lampiran 12
Data Seluruh Variabel Perusahaan Manufaktur 2010-2012 Setelah
Transformasi (SPSS)
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
Y
X1
D1
X2
X3
X4
Res_1
11.5219
11.5383
13.825
11.6434
11.4944
11.4629
12.0868
12.2055
12.2936
15.8179
15.9184
16.1563
15.2234
15.1638
15.2302
14.6504
14.7672
15.1609
16.2783
16.3744
16.574
12.9317
12.9639
13.0151
12.0865
12.1017
12.0543
9.0606
8.9853
9.1526
14.2888
14.4362
14.6286
12.1221
12.345
12.5219
11.1132
11.0274
11.0559
12.8523
12.837
12.9794
13.1013
13.1125
13.2323
13.0409
13.0624
13.1202
15.3188
15.4726
15.2888
15.7282
15.9456
16.1472
14.5353
14.6594
14.7436
15.0103
15.0472
15.0995
13.0995
13.165
13.227
12.8128
12.831
12.8658
12.775
12.7667
12.7721
14.308
14.421
14.5498
12.7665
12.7811
12.7724
13.0579
13.2728
13.0342
0
0
0
1
1
0
1
1
1
1
1
0
1
1
0
1
1
0
1
1
0
1
1
0
0
0
0
0
0
0
1
1
0
0
0
0
1
1
0
12.3221
12.1564
12.1006
11.6546
11.7219
11.8988
12.2714
12.2079
12.3594
16.0585
16.4923
16.5171
16.1486
16.0319
16.3758
15.2016
15.3225
15.5676
16.9256
16.9054
17.0416
13.2053
13.2025
13.3611
12.6188
12.6391
12.4473
9.9989
10.0485
10.2541
14.0471
14.38
14.5316
12.2416
12.5382
12.9134
11.181
11.4099
11.9362
15.5199
15.5259
15.521
15.5271
15.5556
15.56
15.527
15.5176
15.5213
15.5083
14.5944
15.8168
16.3658
16.625
15.6844
9.5888
15.6603
15.7985
14.9575
15.127
16.1549
15.524
15.5099
14.9781
15.5131
15.5242
15.4947
15.521
15.5196
15.5136
15.5687
15.6448
15.7433
15.5233
15.5186
15.348
15.5473
15.5248
15.5301
14.7495
14.753
14.7683
14.9063
14.9079
14.9179
14.9058
14.9315
14.958
16.6444
16.7781
16.7414
15.9544
15.9972
16.2777
15.7349
15.9064
15.9913
16.3586
16.4667
16.5642
14.9457
13.4888
13.7836
11.1705
11.4714
11.8296
10.754
10.7865
10.8026
15.1726
15.7417
15.7686
14.7829
14.7727
14.7647
14.8361
14.8892
14.8607
-0.50386
-0.34592
1.979092
-0.1304
-0.3389
-0.2374
-0.20873
-0.03834
-0.08456
0.054082
-0.18701
0.274032
-0.64162
-0.63032
-0.54785
0.013205
-0.2923
0.167178
-0.16069
-0.06467
0.250443
-0.16512
-0.04386
0.168421
0.031534
0.009239
0.102493
-0.73522
-0.85421
-0.86305
0.386489
0.204686
0.545387
0.167803
0.138055
0.004847
-0.25127
-0.54705
-0.6594
Universitas Sumatera Utara
111
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
13.1785
13.2126
13.3891
11.1323
11.2202
11.2862
14.214
14.5277
14.8656
10.8748
10.9172
11.0997
14.354
14.4685
14.6001
10.3316
10.6316
11.9481
11.4825
11.5162
11.5301
12.8911
12.9392
12.9948
13.5421
13.6946
13.8163
13.7557
13.8829
13.7948
15.2383
15.4859
15.6534
13.5835
13.6615
13.5965
12.8331
12.8423
12.8499
13.6341
13.6183
13.8921
12.7776
12.7804
12.7807
13.251
15.1521
10.1905
12.7424
12.6903
12.7297
12.7794
12.7826
12.7882
13.0845
13.1022
13.1231
13.6398
13.7278
13.7932
13.0327
13.0197
13.4631
15.1338
15.3226
15.4621
1
1
1
1
1
0
0
1
0
0
0
0
1
0
0
0
0
0
1
1
0
1
1
0
1
1
0
0
1
0
1
1
1
13.4086
13.4452
13.6197
10.7961
11.0676
11.1503
14.6738
15.2447
15.4708
10.0589
10.4811
10.782
14.8355
15.2232
15.4273
12.3088
12.5808
12.9556
11.3031
11.4223
11.6974
11.5004
11.6123
12.0122
13.7588
14.0015
14.0622
13.4666
13.5629
13.5202
15.3529
15.7326
15.897
15.5119
15.6259
15.6266
15.5173
15.5167
15.5583
15.4872
15.3213
15.6565
15.5212
15.5196
15.3958
15.5811
15.5249
15.4546
15.5218
15.5087
15.5804
15.5209
15.5213
15.5238
15.5364
15.5205
15.5636
15.5313
15.5536
15.617
15.5482
15.5598
15.5532
15.9879
16.2429
16.159
14.7178
14.7303
14.5764
14.8276
14.8353
14.8431
15.2373
15.3736
15.5886
14.7443
14.7467
14.7466
15.2815
14.9001
15.2624
14.753
14.8048
14.7688
14.7493
14.7489
14.7464
14.9318
14.9516
14.9482
15.2831
15.3362
15.3834
14.9067
14.851
14.9481
14.4281
13.0639
4.1897
-0.10576
-0.11393
-0.07272
0.111131
-0.03322
0.251013
0.109895
-0.3536
0.037126
0.781505
0.464048
0.39638
-0.164
-0.17538
0.060103
-1.67658
-1.60769
-0.61413
0.037341
-0.03068
0.040272
1.247617
1.198912
1.202385
-0.07966
-0.14353
0.208176
0.733185
0.490319
0.698098
0.1995
0.183909
0.754737
Universitas Sumatera Utara
112
Lampiran 13
Hasil Pengolahan Data SPSS Setelah Transformasi
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4 X5
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID)
/SAVE RESID.
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
SAVE OUTFILE='D:\data maryam\Documents\SPSS 7 Loan data -juta.sav'
/COMPRESSED.
NPar Tests
Notes
Output Created
Comments
Input
Missing Value Handling
05-Dec-2013 06:19:05
Active Dataset
Filter
Weight
Split File
N of Rows in Working Data
File
Definition of Missing
Cases Used
Syntax
Resources
Processor Time
Elapsed Time
Number of Cases Alloweda
a. Based on availability of workspace memory.
DataSet0
72
User-defined missing values are treated as
missing.
Statistics for each test are based on all cases
with valid data for the variable(s) used in
that test.
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
00:00:00.000
00:00:00.000
196608
Universitas Sumatera Utara
113
[DataSet0]
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parametersa
Most Extreme Differences
72
.0000000
.56743349
.135
.135
-.107
1.143
.147
Mean
Std. Deviation
Absolute
Positive
Negative
Kolmogorov-Smirnov Z
Asymp. Sig. (2-tailed)
a. Test distribution is Normal.
Regression
Notes
Output Created
Comments
Input
Missing Value Handling
05-Dec-2013 06:18:52
Active Dataset
Filter
Weight
Split File
N of Rows in Working Data File
Definition of Missing
Cases Used
Syntax
Resources
Variables Created or Modified
Processor Time
Elapsed Time
Memory Required
Additional Memory Required for
Residual Plots
RES_1
DataSet0
72
User-defined missing values are treated as
missing.
Statistics are based on cases with no missing
values for any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R
ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4 X5
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HIST(ZRESID)
NORM(ZRESID)
/SAVE RESID.
00:00:02.667
00:00:02.558
2676 bytes
880 bytes
Unstandardized Residual
[DataSet0]
Universitas Sumatera Utara
114
Variables Entered/Removedb
Model
1
Variables Entered
Variables Removed
NWC, Div,
ArusKasBebas,
LabBer, Huta
Method
. Enter
a. All requested variables entered.
b. Dependent Variable: KepInv
Model Summaryb
Model
R
1
R Square
.952
a
Std. Error of the
Estimate
Adjusted R Square
.907
.900
Durbin-Watson
.5885348
1.113
a. Predictors: (Constant), NWC, Div, ArusKasBebas, LabBer, Hut
b. Dependent Variable: KepInv
ANOVAb
Model
1
Sum of Squares
Regression
Mean Square
F
223.137
5
44.627
22.861
66
.346
245.997
71
Residual
Total
Df
Sig.
.000a
128.842
a. Predictors: (Constant), NWC, Div, ArusKasBebas, LabBer, Hut
b. Dependent Variable: KepInv
Coefficientsa
Unstandardized
Coefficients
Model
1
B
(Constant)
Std. Error
-.919
1.800
LabBer
.060
.104
Div
.292
Hut
ArusKasBebas
NWC
Standardized
Coefficients
Collinearity
Statistics
Beta
t
Sig.
Tolerance
VIF
-.510
.612
.034
.576
.567
.401
2.494
.146
.079
1.994
.050
.899
1.112
.852
.057
.888
14.945
.000
.399
2.505
.050
.094
.020
.530
.598
.970
1.030
.062
.041
.060
1.502
.138
.889
1.124
a. Dependent Variable: KepInv
Universitas Sumatera Utara
115
Coefficient Correlationsa
Model
1
NWC
Correlations
ArusKasBebas
LabBer
Hut
NWC
1.000 -.064
.106
.073
-.246
Div
-.064 1.000
.096
-.234
.057
.096
1.000
-.097
.056
.073 -.234
ArusKasBebas
LabBer
.106
-.097
1.000
-.739
-.246
.057
.056
-.739
1.000
NWC
.002
.000
.000
.000
.000
Div
.000
.021
.001
-.004
.000
ArusKasBebas
.000
.001
.009
.000
.000
LabBer
.000 -.004
.000
.011
-.004
Hut
.000
.000
-.004
.003
Hut
Covariances
Div
.000
a. Dependent Variable: KepInv
Collinearity Diagnosticsa
Variance Proportions
Model
Dimensio
n
Condition
Index
(Constant)
1
1
5.531
1.000
.00
.00
.01
.00
.00
.00
2
.440
3.545
.00
.00
.91
.00
.00
.00
3
.014
19.673
.01
.00
.03
.38
.02
.08
4
.011
22.092
.01
.01
.00
.00
.03
.82
5
.002
53.375
.00
.82
.05
.55
.25
.00
.001
76.295
.98
.17
.00
.07
.70
.10
Eigenvalue
6
a. Dependent Variable: KepInv
LabBer
Div
Hut
ArusKas
Bebas
NWC
Residuals Statisticsa
Minimum
Predicted Value
Std. Predicted Value
Standard Error of Predicted Value
Adjusted Predicted Value
Residual
Std. Residual
Stud. Residual
Deleted Residual
Stud. Deleted Residual
Mahal. Distance
Cook's Distance
Centered Leverage Value
Maximum
9.795822
-1.837
.101
9.889562
1.643907E1
1.911
.556
1.645203E1
-1.6765767E0
1.9790919E0
-2.849
-2.896
-1.7329032E0
-3.076
1.108
.000
.016
3.363
3.418
2.1904311E0
3.739
62.489
1.513
.880
Mean
1.305205E1
.000
.151
1.303371E1
-1.1749860E15
.000
.010
.0183344
.013
4.931
.030
.069
Std. Deviation
N
1.7727864
1.000
.078
1.7580401
72
72
72
72
.5674335
72
.964
1.011
.6456280
1.049
9.662
.178
.136
72
72
72
72
72
72
72
a. Dependent Variable: KepInv
Universitas Sumatera Utara
116
Charts
Universitas Sumatera Utara
117
Lampiran 14
Tabel Durbin Watson, α = 5%
n
K=1
dL
K=2
dU
dL
K=3
dU
dL
K=4
dU
dL
K=5
dU
dL
dU
65 1.5670 1.6294 1.5355 1.6621 1.5035 1.6960 1.4709 1.7311 1.4378 1.7673
66 1.5704 1.6318 1.5395 1.6640 1.5079 1.6974 1.4758 1.7319 1.4433 1.7675
67 1.5738 1.6343 1.5433 1.6660 1.5122 1.6988 1.4806 1.7327 1.4486 1.7676
68 1.5771 1.6367 1.5470 1.6678 1.5164 1.7001 1.4853 1.7335 1.4537 1.7678
69 1.5803 1.6390 1.5507 1.6697 1.5205 1.7015 1.4899 1.7343 1.4588 1.7680
70 1.5834 1.6413 1.5542 1.6715 1.5245 1.7028 1.4943 1.7351 1.4637 1.7683
71 1.5865 1.6435 1.5577 1.6733 1.5284 1.7041 1.4987 1.7358 1.4685 1.7685
72 1.5895 1.6457 1.5611 1.6751 1.5323 1.7054 1.5029 1.7366 1.4732 1.7688
73 1.5924 1.6479 1.5645 1.6768 1.5360 1.7067 1.5071 1.7375 1.4778 1.7691
74 1.5953 1.6500 1.5677 1.6785 1.5397 1.7079 1.5112 1.7383 1.4822 1.7694
Sumber: http://junaidichaniago.wordpress.com
Universitas Sumatera Utara
Lampiran 1
Waktu Penelitian
No
1
2
3
4
5
6
Kegiatan
2012– 2014
Mei
Juni
Juli
Agustus
September
Oktober
November
Penyusunan dan
pengajuan proposal
Bimbingan Proposal
Kolokium
Bimbingan tesis
Seminar hasil
Sidang akhir tesis
Universitas Sumatera Utara
Januari
93
Lampiran 2
Daftar Populasi dan Sampel Perusahaan Manufaktur
Tahun 2010– 2012
No
Kode
1
ADES
2
3
4
5
6
7
8
AISA
AQUA
CEKA
DAVO
DLTA
DVLA
GGRM
9
HMSP
10
ICBP
11
INAF
12
INDF
13
KAEF
14
15
16
KDSI
KICI
KLBF
17
LMPI
18
19
20
21
22
23
24
MBTO
MERK
MLBI
MRAT
MYOR
PSDN
PYFA
25
RMBA
26
ROTI
27
SCPI
28
SKLT
29
SQBI
30
SQBB
31
32
33
STTP
TCID
TSPC
Nama Perusahaan
PT.Akashi Wira International
Tbk.
PT. Tiga Pilar Sejahtera Food Tbk
PT. Aqua Goldem Missispi Tbk
PT.ahaya Kalbar Tbk
PT. Davomas Abadi Tbk
PT. Delta Djakarta Tbk
PT. Darya-Varia Laboratoria Tbk
PT. Gudang Garam Tbk
PT. Hanjaya Mandala Sampoerna
Tbk
PT. Indofood CBP Sukses
Makmur Tbk
PT. Indofarma Tbk
PT. Indofood Sukses Makmur
Tbk
PT. Kimia Farma Tbk
PT. Kedaung Setia Industrial Tbk.
PT. Kedaung Industri Can Tbk.
PT. Kalbefarma Tbk
PT. Langgeng Makmur Industri
Tbk.
PT. Martina Berto Tbk.
PT. Merck Tbk
PT. Multi Bintang Indonesia Tbk
PT. Mustika Ratu Tbk.
PT. Mayora Indah Tbk.
PT. Prasidha Aneka NiagaTbk.
PT. Pyridam Farma Tbk.
PT. Bentoel International
Investama Tbk
PT. Nippon Indosari Corporindo
Tbk
PT. Schering Plough Indonesia
Tbk.
PT. Sekar Laut Tbk
PT. Taisho Pharmaceutical
Indonesia Tbk (PS)
PT. Taisho Pharmaceutical
Indonesia Tbk (S)
PT. Siantar Top Tbk
PT. Mandon Indonesia Tbk
PT. Tempo Scan Pacific Tbk
Tanggal
Listed BEI
Listed
di BEI
sejak
2010
Menyerah
kan
laporan
keuangan
selama 3
tahun
(20102012)
Saha
m
aktif
20102012
Sampel
13.06.1994
S1
11.061.1997
01.03.1990
09.07.1996
22.12.1994
27.02.1984
11.11.1994
27.08.1990
S2
S3
S4
15.08.1990
S5
07.10.2010
S6
17.04.2001
-
14.07.1994
S7
04.07.2001
S8
29.07.1996
28.10.1993
30.07.1991
S9
S10
S11
17.10.1994
S12
13.01.2011
23.07.1981
25.12.1981
27.07.1995
04.07.1990
18.10.1994
16.10.2001
S13
S14
S15
S16
S17
05.03.1990
S18
28.06.2010
-
08.06.1990
S19
08.09.1993
S20
29.03.1983
-
29.03.1983
-
-
16.12.1996
30.09.1993
17.06.1994
-
S21
S22
-
-
Universitas Sumatera Utara
94
34
ULTJ
35
UNVR
PT. Ultrajaya Milk Industri &
Trading Co. Tbk
PT. Unilever Indonesia Tbk
02.07.1990
S23
11.01.1982
S24
Sumber : www.idx.com
Universitas Sumatera Utara
95
Lampiran 3
Data Keputusan Investasi (Y) Perusahaan Manufaktur 2010-2012 Sebelum
Transformasi
No
Nama Perusahaan
Singkatan
2010
Aktiva Tetap
2010
2011
Aktiva Tetap
2011
2012
Aktiva Tetap
2012
1
PT.Akashi Wira
International Tbk.
PT. Delta Djakarta Tbk
PT. Darya-Varia
Laboratoria Tbk
PT. Gudang Garam Tbk
PT. Sampoerna Agro
Tbk
PT. Indofood CBP
Sukses Makmur Tbk
PT. Indofood Sukses
Makmur Tbk
PT. Kimia Farma Tbk
PT. Kedaung Setia
Industrial Tbk.
PT. Kedaung Industri
Can Tbk.
PT. Kalbefarma Tbk
PT. Langgeng Makmur
Industri Tbk.
PT. Merck Tbk
PT. Multi Bintang
Indonesia Tbk
PT. Mustika Ratu Tbk.
ADES
100904000000
102574000000
1009553000000
DLTA
113940099000
98160265000
95121198000
DVLA
177505399000
199878090000
218295222000
GGRM
7406632000000
8189881000000
10389326000000
HMSP
4087338000000
3850665000000
4115078000000
ICBP
2304588000000
2590036000000
3839756000000
INDF
11737142000000 12921013000000
15775741000000
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
PT. Mayora Indah Tbk.
PT. Pyridam Farma
Tbk.
PT. Bentoel
International Investama
Tbk
PT. Schering Plough
Indonesia Tbk.
PT. Sekar Laut Tbk
PT. Mandon Indonesia
Tbk
PT. Tempo Scan Pacific
Tbk
PT. Ultrajaya Milk
Industri & Trading Co.
Tbk
PT. Unilever Indonesia
Tbk
KAEF
413196818855
426719769958
449140317883
KDSI
177453591117
180174436949
171839026968
KICI
8609278457
7984973765
9439337673
KLBF
1605266031098
1860288483732
2254763272886
LMPI
183886160793
229799514619
274266729051
MERK
67053016000
61536084000
63317809000
MLBI
528879000000
547202000000
652832000000
MRAT
MYOR
68343347512
1489560955852
74624457208
2038406656429
79716536484
2857932917034
PYFA
52826675604
55114227514
66153646271
RMBA
1713400000000
1921194000000
2191488000000
SCPI
30687338000
41425107000
154521651000
SKLT
97002153118
100331701554
101728706257
TCID
396755925487
416328119478
440132920673
TSPC
760788196333
886134968731
1000822028797
ULTJ
941931552988
1069735963102
979511601619
UNVR
4148778000000
5314311000000
6283479000000
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
96
Lampiran 4
Data Laba Bersih (X1) Perusahaan Manufaktur 2010-2012 Sebelum
Transformasi
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
Nama
Perusahaan
PT.Akashi Wira
International Tbk.
PT. Delta Djakarta
Tbk
PT. Darya-Varia
Laboratoria Tbk
PT. Gudang Garam
Tbk
PT. Sampoerna
Agro Tbk
PT. Indofood CBP
Sukses Makmur
Tbk
PT. Indofood
Sukses Makmur
Tbk
PT. Kimia Farma
Tbk
PT. Kedaung Setia
Industrial Tbk.
PT. Kedaung
Industri Can Tbk.
PT. Kalbefarma
Tbk
PT. Langgeng
Makmur Industri
Tbk.
PT. Merck Tbk
PT. Multi Bintang
Indonesia Tbk
PT. Mustika Ratu
Tbk.
PT. Mayora Indah
Tbk.
PT. Pyridam Farma
Tbk.
PT. Bentoel
International
Investama Tbk
PT. Schering
Plough Indonesia
Tbk.
PT. Sekar Laut Tbk
PT. Mandon
Indonesia Tbk
PT. Tempo Scan
Pacific Tbk
PT. Ultrajaya Milk
Industri & Trading
Co. Tbk
PT. Unilever
Indonesia Tbk
Singkatan
2010
Laba Bersih
2011
Laba Bersih
2012
Laba Bersih
ADES
31659000000
25868000000
83376000000
DLTA
139566900000
145084912000
208120871000
DVLA
110880522000
120915340000
148909089000
GGRM
4146282000000
4894057000000
4013758000000
HMSP
6421429000000
8065414000000
9945296000000
ICBP
1704047000000
INDF
2952858000000
3077180000000
3261176000000
KAEF
138716044100
171765487458
205133316635
KDSI
16892153755
23628732460
36837060793
KICI
3259699213
356739464
2259475494
KLBF
1286330026012
1482236969778
1733928105603
LMPI
2794104212
5424322790
2340674019
MERK
118794278000
231158647000
107808155000
MLBI
442916000000
507238000000
453343000000
MRAT
24418796930
27867834532
30751407882
MYOR
484086202515
471027871566
729634186606
PYFA
4199202953
5172045680
5308221363
RMBA
218621000000
305997000000
-323351000000
SCPI
-8043270000
-25420338000
-12366677000
SKLT
4833531934
5976223920
7962087247
TCID
131445098783
140038819641
150373851969
TSPC
488889258921
566048397448
627950145504
ULTJ
107123243835
101232456048
352965099993
UNVR
3386970000000
4163369000000
4839277000000
1975345000000
2179592000000
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
97
Lampiran 5
Data Dividen (D1)Perusahaan Manufaktur 2010-2012Sebelum
Transformasi
No
1
2
3
4
5
6
7
8
9
10
11
12
Nama Perusahaan
PT.Akashi Wira International Tbk.
PT. Delta Djakarta Tbk
PT. Darya-Varia Laboratoria Tbk
PT. Gudang Garam Tbk
PT. Sampoerna Agro Tbk
PT. Indofood CBP Sukses Makmur TBK
PT. Indofood Sukses Makmur Tbk
PT. Kimia Farma Tbk
PT. Kedaung Setia Industrial Tbk.
PT. Kedaung Industri Can Tbk.
PT. Kalbefarma Tbk
PT. Langgeng Makmur Industri Tbk.
Singkatan
ADES
DLTA
DVLA
GGRM
HMSP
ICBP
INDF
KAEF
KDSI
KICI
KLBF
2010
0
1
1
1
1
1
1
1
0
0
1
2011
0
1
1
1
1
1
1
1
0
0
1
2012
0
0
1
0
0
0
0
0
0
0
0
LMPI
0
0
0
1
1
1
1
0
1
13
14
PT. Merck Tbk
PT. Multi Bintang Indonesia Tbk
MERK
MLBI
15
PT. Mustika Ratu Tbk.
MRAT
1
1
0
16
PT. Mayora Indah Tbk.
MYOR
0
1
0
17
18
19
PT. Pyridam Farma Tbk.
PYFA
RMBA
SCPI
0
1
0
0
0
0
0
0
0
SKLT
TCID
1
1
1
1
0
0
TSPC
ULTJ
UNVR
1
0
1
1
1
1
0
0
1
20
21
22
23
24
PT. Bentoel International Investama Tbk
PT. Schering Plough Indonesia Tbk.
PT. Sekar Laut Tbk
PT. Mandon Indonesia Tbk
PT. Tempo Scan Pacific Tbk
PT. Ultrajaya Milk Industri & Trading Co. Tbk
PT. Unilever Indonesia Tbk
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
98
Lampiran 6
Data Hutang (X2)Perusahaan Manufaktur 2010-2012 Sebelum
Transformasi
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
Nama
Perusahaan
PT.Akashi Wira
International Tbk.
PT. Delta Djakarta
Tbk
PT. Darya-Varia
Laboratoria Tbk
PT. Gudang Garam
Tbk
PT. Sampoerna Agro
Tbk
PT. Indofood CBP
Sukses Makmur Tbk
PT. Indofood Sukses
Makmur Tbk
PT. Kimia Farma Tbk
PT. Kedaung Setia
Industrial Tbk.
PT. Kedaung Industri
Can Tbk.
PT. Kalbefarma Tbk
PT. Langgeng
Makmur Industri Tbk.
PT. Merck Tbk
PT. Multi Bintang
Indonesia Tbk
PT. Mustika Ratu
Tbk.
PT. Mayora Indah
Tbk.
PT. Pyridam Farma
Tbk.
PT. Bentoel
International
Investama Tbk
PT. Schering Plough
Indonesia Tbk.
Singkatan
2010
Total
Kewajiban
2011
ADES
224615000000
190302000000
179972000000
DLTA
115224947000
123236249000
147095322000
DVLA
213507941000
200373603000
233144997000
GGRM
9421403000000
14537777000000
14903612000000
HMSP
10309671000000
9174554000000
12939107000000
ICBP
3999132000000
4513084000000
5766682000000
INDF
22423117000000
21975708000000
25181533000000
KAEF
KDSI
543257475734
302184493096
541736739279
308397930892
634813891119
254557936376
KICI
22001345739
23121512108
28398892246
KLBF
1260579634452
1758619054414
2046313566061
LMPI
207224495511
278775688530
405692420520
MERK
71751830000
90206868000
152689086000
MLBI
665714000000
690545000000
822195000000
MRAT
48828866257
64063972371
69586067037
MYOR
2359027500267
4175176240894
5234655914665
PYFA
23361793395
35636351337
48144037183
RMBA
2773070000000
4086673000000
5011668000000
SCPI
221633029000
290921862000
423212410000
Total Kewajiban
2012
Total
Kewajiban
20
PT. Sekar Laut Tbk
SKLT
81070404211
91337531247
120263906808
21
PT. Mandon
Indonesia Tbk
PT. Tempo Scan
Pacific Tbk
PT. Ultrajaya Milk
Industri & Trading
Co. Tbk
PT. Unilever
Indonesia Tbk
TCID
98758035129
110452261687
164751376547
TSPC
944862700629
1204438648313
1279828890909
ULTJ
705472336001
776735279582
744274268607
UNVR
4652409000000
6801375000000
8016614000000
22
23
24
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
99
Lampiran 7
Data Arus Kas Bebas (X3)Perusahaan Manufaktur 2010-2012 Sebelum
Transformasi
No
Nama Perusahaan
Arus Kas Bebas
Kode
2010
2011
2012
1
PT.Akashi Wira
International Tbk.
ADES
-1911000000
31360000000
3898000000
2
PT. Delta Djakarta Tbk
DLTA
38001471000
1.98E+11
2.23E+11
3
PT. Darya-Varia Laboratoria
Tbk
DVLA
37174696000
-14797325000
5578350000
4
PT. Gudang Garam Tbk
GGRM
-65137000000
-3.32E+12
1.90E+12
5
PT. Sampoerna Agro Tbk
HMSP
7.31E+12
1.11E+13
9.81E+11
6
PT. Indofood CBP Sukses
Makmur Tbk
ICBP
-5.4854E+12
8.26835E+11
1.76459E+12
7
PT. Indofood Sukses
Makmur Tbk
INDF
-2.37E+12
-1.79E+12
4.87E+12
8
PT. Kimia Farma Tbk
KAEF
20400615525
-56918572144
-2.30E+12
9
PT. Kedaung Setia
Industrial Tbk.
KDSI
-39366266663
21986936413
-1.39E+11
10
PT. Kedaung Industri Can
Tbk.
KICI
4033807987
-3741977075
-36588886120
11
PT. Kalbefarma Tbk
KLBF
2.73E+11
7.29E+11
1.37E+12
12
PT. Langgeng Makmur
Industri Tbk.
LMPI
16992231619
-8951921677
-8.70E+11
13
PT. Merck Tbk
MERK
1.51E+11
25065578000
54383967396
14
PT. Multi Bintang Indonesia
Tbk
MLBI
-45969000000
6.13E+11
6.17E+11
15
PT. Mustika Ratu Tbk.
MRAT
-16485355659
-19762422310
2.13E+11
16
PT. Mayora Indah Tbk.
MYOR
-1.79E+11
-9.92E+11
8.03E+11
17
PT. Pyridam Farma Tbk.
PYFA
5338883288
-3483985633
-6.44E+11
18
PT. Bentoel International
Investama Tbk
RMBA
3.45E+11
25461000000
-3.49E+11
19
PT. Schering Plough
Indonesia Tbk.
SCPI
8611205000
-63260612000
3.41E+11
20
PT. Sekar Laut Tbk
SKLT
3255415023
5637271642
19571662786
21
PT. Mandon Indonesia Tbk
PT. Tempo Scan Pacific
Tbk
TCID
89527997422
1208419374
2.44E+11
TSPC
61209787397
1.87E+11
5.59E+11
22
23
PT. Ultrajaya Milk Industri
& Trading Co. Tbk
ULTJ
1.56E+11
2.22E+11
1.84E+11
24
PT. Unilever Indonesia Tbk
UNVR
3.28E+12
5.83E+12
4.92E+12
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
100
Lampiran 8
Data Modal Kerja Bersih (Net Working Capital) (X4)Perusahaan
Manufaktur 2010-2012 Sebelum Transformasi
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
Nama Perusahaan
PT.Akashi Wira International
Tbk.
PT. Delta Djakarta Tbk
PT. Darya-Varia Laboratoria
Tbk
PT. Gudang Garam Tbk
PT. Sampoerna Agro Tbk
PT. Indofood CBP Sukses
Makmur Tbk
PT. Indofood Sukses Makmur
Tbk
PT. Kimia Farma Tbk
PT. Kedaung Setia Industrial
Tbk.
PT. Kedaung Industri Can
Tbk.
PT. Kalbefarma Tbk
PT. Langgeng Makmur
Industri Tbk.
PT. Merck Tbk
PT. Multi Bintang Indonesia
Tbk
PT. Mustika Ratu Tbk.
PT. Mayora Indah Tbk.
PT. Pyridam Farma Tbk.
PT. Bentoel International
Investama Tbk
PT. Schering Plough
Indonesia Tbk.
PT. Sekar Laut Tbk
PT. Mandon Indonesia Tbk
PT. Tempo Scan Pacific Tbk
PT. Ultrajaya Milk Industri &
Trading Co. Tbk
PT. Unilever Indonesia Tbk
2010
Modal Kerja Bersih
2011
2012
ADES
44656000000
53441000000
92865000000
DLTA
4.76557E+11
4.81515E+11
5.11414E+11
DVLA
4.75219E+11
5.52646E+11
6.34625E+11
GGRM
HMSP
1.44264E+13
5.98962E+12
1.68474E+13
6.36156E+12
1.61517E+13
9.23034E+12
ICBP
4.31664E+12
5.59177E+12
6.30895E+12
INDF
1.02189E+13
1.16704E+13
1.31224E+13
KAEF
5.96291E+11
7.21293E+11
9.68614E+11
KDSI
71005326311
95935014186
1.37261E+11
KICI
46815182676
48363939883
49149954955
KLBF
3.88506E+12
4.36329E+12
4.55009E+12
LMPI
1.31027E+11
1.04361E+11
83502823402
MERK
2.74858E+11
4.26295E+11
3.44055E+11
MLBI
-34785000000
-3834000000
-3.59724E+11
MRAT
MYOR
PYFA
2.51385E+11
1.64452E+12
31428306526
2.72655E+11
2.24951E+12
37522409819
2.94234E+11
3.38917E+12
37167988314
RMBA
1.83184E+12
4.58124E+11
1.7498E+12
SCPI
53527066000
1.8924E+11
94192071000
SKLT
TCID
TSPC
44115616781
5.53623E+11
1.83896E+12
43200702579
6.14666E+11
2.07557E+12
36841915960
6.03864E+11
2.29664E+12
ULTJ
4.77884E+11
3.16486E+11
6.03604E+11
UNVR
-6.5481E+11
-2.02838E+12
-2.49993E+12
Singkatan
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
101
Lampiran 9
Data Seluruh Variabel Perusahaan Manufaktur 2010-2012 Sebelum
Transformasi (SPSS)
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
Y
1.01E+11
1.03E+11
1.01E+12
1.14E+11
9.82E+10
9.51E+10
1.78E+11
2.00E+11
2.18E+11
7.41E+12
8.19E+12
1.04E+13
4.09E+12
3.85E+12
4.12E+12
2.30E+12
2.59E+12
3.84E+12
1.17E+13
1.29E+13
1.58E+13
4.13E+11
4.27E+11
4.49E+11
1.77E+11
1.80E+11
1.72E+11
8.61E+09
7.98E+09
9.44E+09
1.61E+12
1.86E+12
2.25E+12
1.84E+11
2.30E+11
2.74E+11
6.71E+10
6.15E+10
6.33E+10
X1
3.17E+10
2.59E+10
8.34E+10
1.40E+11
1.45E+11
2.08E+11
1.11E+11
1.21E+11
1.49E+11
4.15E+12
4.89E+12
4.01E+12
6.42E+12
8.07E+12
9.95E+12
1.70E+12
1.98E+12
2.18E+12
2.95E+12
3.08E+12
3.26E+12
1.39E+11
1.72E+11
2.05E+11
1.69E+10
2.36E+10
3.68E+10
3.26E+09
3.57E+08
2.26E+09
1.29E+12
1.48E+12
1.73E+12
2.79E+09
5.42E+09
2.34E+09
1.19E+11
2.31E+11
1.08E+11
X2
0
0
0
1
1
0
1
1
1
1
1
0
1
1
0
1
1
0
1
1
0
1
1
0
0
0
0
0
0
0
1
1
0
0
0
0
1
1
0
X3
X4
X5
Res_1
2.25E+11
1.90E+11
1.80E+11
1.15E+11
1.23E+11
1.47E+11
2.14E+11
2.00E+11
2.33E+11
9.42E+12
1.45E+13
1.49E+13
1.03E+13
9.17E+12
1.29E+13
4.00E+12
4.51E+12
5.77E+12
2.24E+13
2.20E+13
2.52E+13
5.43E+11
5.42E+11
6.35E+11
3.02E+11
3.08E+11
2.55E+11
2.20E+10
2.31E+10
2.84E+10
1.26E+12
1.76E+12
2.05E+12
2.07E+11
2.79E+11
4.06E+11
7.18E+10
9.02E+10
1.53E+11
-1.91E+09
3.14E+10
3.90E+09
3.80E+10
1.98E+11
2.23E+11
3.72E+10
-1.48E+10
5.58E+09
-6.51E+10
-3.32E+12
1.90E+12
7.31E+12
1.11E+13
9.81E+11
-5.49E+12
8.27E+11
1.76E+12
-2.37E+12
-1.79E+12
4.87E+12
2.04E+10
-5.69E+10
-2.30E+12
-3.94E+10
2.20E+10
-1.39E+11
4.03E+09
-3.74E+09
-3.66E+10
2.73E+11
7.29E+11
1.37E+12
1.70E+10
-8.95E+09
-8.70E+11
1.51E+11
2.51E+10
5.44E+10
4.47E+10
5.34E+10
9.29E+10
4.77E+11
4.82E+11
5.11E+11
4.75E+11
5.53E+11
6.35E+11
1.44E+13
1.68E+13
1.62E+13
5.99E+12
6.36E+12
9.23E+12
4.32E+12
5.59E+12
6.31E+12
1.02E+13
1.17E+13
1.31E+13
5.96E+11
7.21E+11
9.69E+11
7.10E+10
9.59E+10
1.37E+11
4.68E+10
4.84E+10
4.91E+10
3.89E+12
4.36E+12
4.55E+12
1.31E+11
1.04E+11
8.35E+10
2.75E+11
4.26E+11
3.44E+11
-1.14E+11
-9.99E+10
8.31E+11
-2.67E+11
-3.09E+11
-9.44E+10
-2.68E+11
-2.34E+11
-2.36E+11
1.69E+12
7.26E+09
1.25E+12
-1.82E+12
-1.48E+12
-1.38E+12
6.27E+11
-3.27E+11
2.82E+11
-1.16E+12
1.14E+11
3.01E+11
-2.23E+11
-1.98E+11
3.05E+11
-8.36E+10
-9.34E+10
-4.69E+10
-9.90E+10
-1.00E+11
-9.64E+10
5.84E+11
5.04E+11
9.17E+11
-3.98E+10
-2.84E+10
6.86E+10
-2.94E+11
-2.71E+11
-1.21E+11
Universitas Sumatera Utara
102
40
41
42
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45
46
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48
49
50
51
52
53
54
55
56
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58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
5.29E+11
5.47E+11
6.53E+11
6.83E+10
7.46E+10
7.97E+10
1.49E+12
2.04E+12
2.86E+12
5.28E+10
5.51E+10
6.62E+10
1.71E+12
1.92E+12
2.19E+12
3.07E+10
4.14E+10
1.55E+11
9.70E+10
1.00E+11
1.02E+11
3.97E+11
4.16E+11
4.40E+11
7.61E+11
8.86E+11
1.00E+12
9.42E+11
1.07E+12
9.80E+11
4.15E+12
5.31E+12
6.28E+12
4.43E+11
5.07E+11
4.53E+11
2.44E+10
2.79E+10
3.08E+10
4.84E+11
4.71E+11
7.30E+11
4.20E+09
5.17E+09
5.31E+09
2.19E+11
3.06E+11
-3.23E+11
-8.04E+09
-2.54E+10
-1.24E+10
4.83E+09
5.98E+09
7.96E+09
1.31E+11
1.40E+11
1.50E+11
4.89E+11
5.66E+11
6.28E+11
1.07E+11
1.01E+11
3.53E+11
3.39E+12
4.16E+12
4.84E+12
1
1
1
1
1
0
0
1
0
0
0
0
1
0
0
0
0
0
1
1
0
1
1
0
1
1
0
0
1
0
1
1
1
6.66E+11
6.91E+11
8.22E+11
4.88E+10
6.41E+10
6.96E+10
2.36E+12
4.18E+12
5.23E+12
2.34E+10
3.56E+10
4.81E+10
2.77E+12
4.09E+12
5.01E+12
2.22E+11
2.91E+11
4.23E+11
8.11E+10
9.13E+10
1.20E+11
9.88E+10
1.10E+11
1.65E+11
9.45E+11
1.20E+12
1.28E+12
7.05E+11
7.77E+11
7.44E+11
4.65E+12
6.80E+12
8.02E+12
-4.60E+10
6.13E+11
6.17E+11
-1.65E+10
-1.98E+10
2.13E+11
-1.79E+11
-9.92E+11
8.03E+11
5.34E+09
-3.48E+09
-6.44E+11
3.45E+11
2.55E+10
-3.49E+11
8.61E+09
-6.33E+10
3.41E+11
3.26E+09
5.64E+09
1.96E+10
8.95E+10
1.21E+09
2.44E+11
6.12E+10
1.87E+11
5.59E+11
1.56E+11
2.22E+11
1.84E+11
3.28E+12
5.83E+12
4.92E+12
-3.48E+10
-3.83E+09
-3.60E+11
2.51E+11
2.73E+11
2.94E+11
1.64E+12
2.25E+12
3.39E+12
3.14E+10
3.75E+10
3.72E+10
1.83E+12
4.58E+11
1.75E+12
5.35E+10
1.89E+11
9.42E+10
4.41E+10
4.32E+10
3.68E+10
5.54E+11
6.15E+11
6.04E+11
1.84E+12
2.08E+12
2.30E+12
4.78E+11
3.16E+11
6.04E+11
-6.55E+11
-2.03E+12
-2.50E+12
-2.29E+10
-9.79E+10
-5.49E+10
-2.82E+11
-2.84E+11
-9.84E+10
6.78E+10
-5.88E+11
-4.41E+11
-5.41E+10
-5.79E+10
3.90E+10
-3.38E+11
-4.81E+11
-9.89E+11
-1.97E+11
-2.32E+11
-2.42E+11
-2.63E+11
-2.65E+11
-6.26E+10
9.06E+09
3.21E+10
2.12E+11
-1.13E+11
-1.53E+11
8.31E+10
4.12E+11
2.82E+11
4.87E+11
1.75E+12
1.65E+12
2.30E+12
Universitas Sumatera Utara
103
Lampiran 10
Hasil Pengolahan Data SPSS Sebelum Transformasi
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4 X5
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID)
/SAVE RESID.
Regression
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
NPar Tests
Notes
Output Created
Comments
Input
Missing Value Handling
20-Nov-2013 00:05:06
Active Dataset
Filter
Weight
Split File
N of Rows in Working Data
File
Definition of Missing
Cases Used
Syntax
Resources
Processor Time
Elapsed Time
Number of Cases Alloweda
a. Based on availability of workspace memory.
DataSet0
72
User-defined missing values are treated
as missing.
Statistics for each test are based on all
cases with valid data for the variable(s)
used in that test.
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
00:00:00.031
00:00:00.008
196608
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[DataSet0]
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parametersa
Most Extreme Differences
72
.0001967
6.58392338E11
.200
.200
-.193
1.695
.006
Mean
Std. Deviation
Absolute
Positive
Negative
Kolmogorov-Smirnov Z
Asymp. Sig. (2-tailed)
a. Test distribution is Normal.
Notes
Output Created
Comments
Input
Missing Value Handling
20-Nov-2013 00:04:52
Active Dataset
Filter
Weight
Split File
N of Rows in Working Data File
Definition of Missing
Cases Used
Syntax
Resources
Variables Created or Modified
Processor Time
Elapsed Time
Memory Required
Additional Memory Required for
Residual Plots
RES_1
DataSet0
72
User-defined missing values are treated as
missing.
Statistics are based on cases with no missing
values for any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R
ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4 X5
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HIST(ZRESID)
NORM(ZRESID)
/SAVE RESID.
00:00:02.745
00:00:02.498
2676 bytes
880 bytes
Unstandardized Residual
[DataSet0]
Universitas Sumatera Utara
105
Variables Entered/Removedb
Variables
Entered
Model
Variables
Removed
NWC,
ArusKasBebas,
Div, LabBer,
Hutanga
a. All requested variables entered.
b. Dependent Variable: KepInves
Method
1
. Enter
Model Summaryb
Model
R
Adjusted R
Square
R Square
Std. Error of the
Estimate
Durbin-Watson
1
.979a
.958
.955
6.829E11
a. Predictors: (Constant), NWC, ArusKasBebas, Div, LabBer, Hutang
b. Dependent Variable: KepInves
1.151
ANOVAb
Model
1
Sum of Squares
Df
Mean Square
Regression
7.048E26
5
1.410E26
Residual
3.078E25
66
4.663E23
F
Sig.
.000a
302.275
Total
7.356E26
71
a. Predictors: (Constant), NWC, ArusKasBebas, Div, LabBer, Hutang
b. Dependent Variable: KepInves
Coefficientsa
Unstandardized
Coefficients
Model
1
B
(Constant)
LabBer
Div
Std. Error
Standardized
Coefficients
Beta
t
9.127E10 1.198E11
-.301
Collinearity
Statistics
Sig. Tolerance
VIF
.762 .449
.075
-.186
-3.993 .000
.292
3.424
2.189E11 1.648E11
.034
1.328 .189
.954
1.048
Hutang
.577
.029
.989 19.979 .000
.259
3.864
ArusKasBebas
.145
.052
.097
2.789 .007
.528
1.894
NWC
.085
a. Dependent Variable: KepInves
.039
.108
2.155 .035
.253
3.946
Universitas Sumatera Utara
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Coefficient Correlationsa
Model
1
NWC
Correlations
Covariances
NWC
ArusKasBebas
Div
LabBer
Hutang
1.000
.430
.049
-.362
-.668
ArusKasBebas
.430
1.000
.055
-.627
-.109
Div
.049
.055
1.000
-.165
-.005
LabBer
-.362
-.627
-.165
1.000
-.249
Hutang
-.668
-.109
-.005
-.249
1.000
NWC
.002
.001 3.208E8
-.001
.000
ArusKasBebas
.001
.003 4.746E8
-.002
.000
4.746E8 2.715E22 -2.053E9
-2.167E7
Div
3.208E8
LabBer
-.001
-.002 -2.053E9
.006
.000
Hutang
a. Dependent Variable: KepInves
.000
.000 -2.167E7
.000
.001
Collinearity Diagnosticsa
Variance Proportions
Condition
Index (Constant) LabBer Div Hutang ArusKasBebas NWC
Model
Dimens
ion
1
1
3.495
1.000
.02
.01
.02
.01
.01
.01
2
1.020
1.851
.09
.02
.10
.00
.24
.00
3
.919
1.950
.06
.00
.10
.03
.15
.06
4
.292
3.460
.82
.02
.73
.00
.02
.00
5
.161
4.664
.02
.84
.05
.33
.33
.00
6
.113
a. Dependent Variable: KepInves
5.566
.00
.11
.01
.62
.25
.93
Eigenvalue
Residuals Statisticsa
Minimum
Predicted Value
Std. Predicted Value
Standard Error of Predicted
Value
Adjusted Predicted Value
Residual
Std. Residual
Stud. Residual
Deleted Residual
Stud. Deleted Residual
Mahal. Distance
Cook's Distance
Centered Leverage Value
a. Dependent Variable: KepInves
Maximum
Mean
Std. Deviation
N
2.72E10
-.588
1.55E13
4.315
1.88E12
.000
3.151E12
1.000
72
72
1.155E11
5.297E11
1.717E11
9.758E10
72
2.58E10
-1.816E12
-2.659
-3.212
-3.476E12
-3.470
1.045
.000
.015
1.52E13
2.297E12
3.364
3.911
3.105E12
4.428
41.739
2.598
.588
1.90E12
.000
.000
-.009
-1.952E10
-.004
4.931
.089
.069
3.201E12
6.584E11
.964
1.118
9.145E11
1.186
8.179
.345
.115
72
72
72
72
72
72
72
72
72
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Charts
Universitas Sumatera Utara
108
Lampiran 11
Data Seluruh Variabel Perusahaan Manufaktur 2010-2012
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
Kode
Perusahaan
ADES
ADES
ADES
DLTA
DLTA
DLTA
DVLA
DVLA
DVLA
GGRM
GGRM
GGRM
HMSP
HMSP
HMSP
ICBP
ICBP
ICBP
INDF
INDF
INDF
KAEF
KAEF
KAEF
KDSI
KDSI
KDSI
KICI
KICI
KICI
KLBF
KLBF
KLBF
LMPI
LMPI
LMPI
MERK
MERK
MERK
MLBI
MLBI
Tahun
Y
X1
D1
X2
X3
X4
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
11.5219
11.5383
13.8250
11.6434
11.4944
11.4629
12.0868
12.2055
12.2936
15.8179
15.9184
16.1563
15.2234
15.1638
15.2302
14.6504
14.7672
15.1609
16.2783
16.3744
16.5740
12.9317
12.9639
13.0151
12.0865
12.1017
12.0543
9.0606
8.9853
9.1526
14.2888
14.4362
14.6286
12.1221
12.3450
12.5219
11.1132
11.0274
11.0559
13.1785
13.2126
12.8523
12.8370
12.9794
13.1013
13.1125
13.2323
13.0409
13.0624
13.1202
15.3188
15.4726
15.2888
15.7282
15.9456
16.1472
14.5353
14.6594
14.7436
15.0103
15.0472
15.0995
13.0995
13.1650
13.2270
12.8128
12.8310
12.8658
12.7750
12.7667
12.7721
14.3080
14.4210
14.5498
12.7665
12.7811
12.7724
13.0579
13.2728
13.0342
13.5835
13.6615
0
0
0
1
1
0
1
1
1
1
1
0
1
1
0
1
1
0
1
1
0
1
1
0
0
0
0
0
0
0
1
1
0
0
0
0
1
1
0
1
1
12.3221
12.1564
12.1006
11.6546
11.7219
11.8988
12.2714
12.2079
12.3594
16.0585
16.4923
16.5171
16.1486
16.0319
16.3758
15.2016
15.3225
15.5676
16.9256
16.9054
17.0416
13.2053
13.2025
13.3611
12.6188
12.6391
12.4473
9.9989
10.0485
10.2541
14.0471
14.3800
14.5316
12.2416
12.5382
12.9134
11.1810
11.4099
11.9362
13.4086
13.4452
15.5199
15.5259
15.5210
15.5271
15.5556
15.5600
15.5270
15.5176
15.5213
15.5083
14.5944
15.8168
16.3658
16.6250
15.6844
9.5888
15.6603
15.7985
14.9575
15.1270
16.1549
15.5240
15.5099
14.9781
15.5131
15.5242
15.4947
15.5210
15.5196
15.5136
15.5687
15.6448
15.7433
15.5233
15.5186
15.3480
15.5473
15.5248
15.5301
15.5119
15.6259
14.7495
14.7530
14.7683
14.9063
14.9079
14.9179
14.9058
14.9315
14.9580
16.6444
16.7781
16.7414
15.9544
15.9972
16.2777
15.7349
15.9064
15.9913
16.3586
16.4667
16.5642
14.9457
13.4888
13.7836
11.1705
11.4714
11.8296
10.7540
10.7865
10.8026
15.1726
15.7417
15.7686
14.7829
14.7727
14.7647
14.8361
14.8892
14.8607
14.7178
14.7303
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43
44
45
56
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
MLBI
MRAT
MRAT
MRAT
MYOR
MYOR
MYOR
PYFA
PYFA
PYFA
RMBA
RMBA
RMBA
SCPI
SCPI
SCPI
SKLT
SKLT
SKLT
TCID
TCID
TCID
TSPC
TSPC
TSPC
ULTJ
ULTJ
ULTJ
UNVR
UNVR
UNVR
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
2010
2011
2012
13.3891
11.1323
11.2202
11.2862
14.2140
14.5277
14.8656
10.8748
10.9172
11.0997
14.3540
14.4685
14.6001
10.3316
10.6316
11.9481
11.4825
11.5162
11.5301
12.8911
12.9392
12.9948
13.5421
13.6946
13.8163
13.7557
13.8829
13.7948
15.2383
15.4859
15.6534
13.5965
12.8331
12.8423
12.8499
13.6341
13.6183
13.8921
12.7776
12.7804
12.7807
13.2510
15.1521
10.1905
12.7424
12.6903
12.7297
12.7794
12.7826
12.7882
13.0845
13.1022
13.1231
13.6398
13.7278
13.7932
13.0327
13.0197
13.4631
15.1338
15.3226
15.4621
1
1
1
0
0
1
0
0
0
0
1
0
0
0
0
0
1
1
0
1
1
0
1
1
0
0
1
0
1
1
1
13.6197
10.7961
11.0676
11.1503
14.6738
15.2447
15.4708
10.0589
10.4811
10.7820
14.8355
15.2232
15.4273
12.3088
12.5808
12.9556
11.3031
11.4223
11.6974
11.5004
11.6123
12.0122
13.7588
14.0015
14.0622
13.4666
13.5629
13.5202
15.3529
15.7326
15.8970
15.6266
15.5173
15.5167
15.5583
15.4872
15.3213
15.6565
15.5212
15.5196
15.3958
15.5811
15.5249
15.4546
15.5218
15.5087
15.5804
15.5209
15.5213
15.5238
15.5364
15.5205
15.5636
15.5313
15.5536
15.6170
15.5482
15.5598
15.5532
15.9879
16.2429
16.1590
14.5764
14.8276
14.8353
14.8431
15.2373
15.3736
15.5886
14.7443
14.7467
14.7466
15.2815
14.9001
15.2624
14.7530
14.8048
14.7688
14.7493
14.7489
14.7464
14.9318
14.9516
14.9482
15.2831
15.3362
15.3834
14.9067
14.8510
14.9481
14.4281
13.0639
4.1897
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
110
Lampiran 12
Data Seluruh Variabel Perusahaan Manufaktur 2010-2012 Setelah
Transformasi (SPSS)
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
Y
X1
D1
X2
X3
X4
Res_1
11.5219
11.5383
13.825
11.6434
11.4944
11.4629
12.0868
12.2055
12.2936
15.8179
15.9184
16.1563
15.2234
15.1638
15.2302
14.6504
14.7672
15.1609
16.2783
16.3744
16.574
12.9317
12.9639
13.0151
12.0865
12.1017
12.0543
9.0606
8.9853
9.1526
14.2888
14.4362
14.6286
12.1221
12.345
12.5219
11.1132
11.0274
11.0559
12.8523
12.837
12.9794
13.1013
13.1125
13.2323
13.0409
13.0624
13.1202
15.3188
15.4726
15.2888
15.7282
15.9456
16.1472
14.5353
14.6594
14.7436
15.0103
15.0472
15.0995
13.0995
13.165
13.227
12.8128
12.831
12.8658
12.775
12.7667
12.7721
14.308
14.421
14.5498
12.7665
12.7811
12.7724
13.0579
13.2728
13.0342
0
0
0
1
1
0
1
1
1
1
1
0
1
1
0
1
1
0
1
1
0
1
1
0
0
0
0
0
0
0
1
1
0
0
0
0
1
1
0
12.3221
12.1564
12.1006
11.6546
11.7219
11.8988
12.2714
12.2079
12.3594
16.0585
16.4923
16.5171
16.1486
16.0319
16.3758
15.2016
15.3225
15.5676
16.9256
16.9054
17.0416
13.2053
13.2025
13.3611
12.6188
12.6391
12.4473
9.9989
10.0485
10.2541
14.0471
14.38
14.5316
12.2416
12.5382
12.9134
11.181
11.4099
11.9362
15.5199
15.5259
15.521
15.5271
15.5556
15.56
15.527
15.5176
15.5213
15.5083
14.5944
15.8168
16.3658
16.625
15.6844
9.5888
15.6603
15.7985
14.9575
15.127
16.1549
15.524
15.5099
14.9781
15.5131
15.5242
15.4947
15.521
15.5196
15.5136
15.5687
15.6448
15.7433
15.5233
15.5186
15.348
15.5473
15.5248
15.5301
14.7495
14.753
14.7683
14.9063
14.9079
14.9179
14.9058
14.9315
14.958
16.6444
16.7781
16.7414
15.9544
15.9972
16.2777
15.7349
15.9064
15.9913
16.3586
16.4667
16.5642
14.9457
13.4888
13.7836
11.1705
11.4714
11.8296
10.754
10.7865
10.8026
15.1726
15.7417
15.7686
14.7829
14.7727
14.7647
14.8361
14.8892
14.8607
-0.50386
-0.34592
1.979092
-0.1304
-0.3389
-0.2374
-0.20873
-0.03834
-0.08456
0.054082
-0.18701
0.274032
-0.64162
-0.63032
-0.54785
0.013205
-0.2923
0.167178
-0.16069
-0.06467
0.250443
-0.16512
-0.04386
0.168421
0.031534
0.009239
0.102493
-0.73522
-0.85421
-0.86305
0.386489
0.204686
0.545387
0.167803
0.138055
0.004847
-0.25127
-0.54705
-0.6594
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111
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
13.1785
13.2126
13.3891
11.1323
11.2202
11.2862
14.214
14.5277
14.8656
10.8748
10.9172
11.0997
14.354
14.4685
14.6001
10.3316
10.6316
11.9481
11.4825
11.5162
11.5301
12.8911
12.9392
12.9948
13.5421
13.6946
13.8163
13.7557
13.8829
13.7948
15.2383
15.4859
15.6534
13.5835
13.6615
13.5965
12.8331
12.8423
12.8499
13.6341
13.6183
13.8921
12.7776
12.7804
12.7807
13.251
15.1521
10.1905
12.7424
12.6903
12.7297
12.7794
12.7826
12.7882
13.0845
13.1022
13.1231
13.6398
13.7278
13.7932
13.0327
13.0197
13.4631
15.1338
15.3226
15.4621
1
1
1
1
1
0
0
1
0
0
0
0
1
0
0
0
0
0
1
1
0
1
1
0
1
1
0
0
1
0
1
1
1
13.4086
13.4452
13.6197
10.7961
11.0676
11.1503
14.6738
15.2447
15.4708
10.0589
10.4811
10.782
14.8355
15.2232
15.4273
12.3088
12.5808
12.9556
11.3031
11.4223
11.6974
11.5004
11.6123
12.0122
13.7588
14.0015
14.0622
13.4666
13.5629
13.5202
15.3529
15.7326
15.897
15.5119
15.6259
15.6266
15.5173
15.5167
15.5583
15.4872
15.3213
15.6565
15.5212
15.5196
15.3958
15.5811
15.5249
15.4546
15.5218
15.5087
15.5804
15.5209
15.5213
15.5238
15.5364
15.5205
15.5636
15.5313
15.5536
15.617
15.5482
15.5598
15.5532
15.9879
16.2429
16.159
14.7178
14.7303
14.5764
14.8276
14.8353
14.8431
15.2373
15.3736
15.5886
14.7443
14.7467
14.7466
15.2815
14.9001
15.2624
14.753
14.8048
14.7688
14.7493
14.7489
14.7464
14.9318
14.9516
14.9482
15.2831
15.3362
15.3834
14.9067
14.851
14.9481
14.4281
13.0639
4.1897
-0.10576
-0.11393
-0.07272
0.111131
-0.03322
0.251013
0.109895
-0.3536
0.037126
0.781505
0.464048
0.39638
-0.164
-0.17538
0.060103
-1.67658
-1.60769
-0.61413
0.037341
-0.03068
0.040272
1.247617
1.198912
1.202385
-0.07966
-0.14353
0.208176
0.733185
0.490319
0.698098
0.1995
0.183909
0.754737
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Lampiran 13
Hasil Pengolahan Data SPSS Setelah Transformasi
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4 X5
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID)
/SAVE RESID.
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
SAVE OUTFILE='D:\data maryam\Documents\SPSS 7 Loan data -juta.sav'
/COMPRESSED.
NPar Tests
Notes
Output Created
Comments
Input
Missing Value Handling
05-Dec-2013 06:19:05
Active Dataset
Filter
Weight
Split File
N of Rows in Working Data
File
Definition of Missing
Cases Used
Syntax
Resources
Processor Time
Elapsed Time
Number of Cases Alloweda
a. Based on availability of workspace memory.
DataSet0
72
User-defined missing values are treated as
missing.
Statistics for each test are based on all cases
with valid data for the variable(s) used in
that test.
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
00:00:00.000
00:00:00.000
196608
Universitas Sumatera Utara
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[DataSet0]
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
Normal Parametersa
Most Extreme Differences
72
.0000000
.56743349
.135
.135
-.107
1.143
.147
Mean
Std. Deviation
Absolute
Positive
Negative
Kolmogorov-Smirnov Z
Asymp. Sig. (2-tailed)
a. Test distribution is Normal.
Regression
Notes
Output Created
Comments
Input
Missing Value Handling
05-Dec-2013 06:18:52
Active Dataset
Filter
Weight
Split File
N of Rows in Working Data File
Definition of Missing
Cases Used
Syntax
Resources
Variables Created or Modified
Processor Time
Elapsed Time
Memory Required
Additional Memory Required for
Residual Plots
RES_1
DataSet0
72
User-defined missing values are treated as
missing.
Statistics are based on cases with no missing
values for any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS BCOV R
ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3 X4 X5
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS DURBIN HIST(ZRESID)
NORM(ZRESID)
/SAVE RESID.
00:00:02.667
00:00:02.558
2676 bytes
880 bytes
Unstandardized Residual
[DataSet0]
Universitas Sumatera Utara
114
Variables Entered/Removedb
Model
1
Variables Entered
Variables Removed
NWC, Div,
ArusKasBebas,
LabBer, Huta
Method
. Enter
a. All requested variables entered.
b. Dependent Variable: KepInv
Model Summaryb
Model
R
1
R Square
.952
a
Std. Error of the
Estimate
Adjusted R Square
.907
.900
Durbin-Watson
.5885348
1.113
a. Predictors: (Constant), NWC, Div, ArusKasBebas, LabBer, Hut
b. Dependent Variable: KepInv
ANOVAb
Model
1
Sum of Squares
Regression
Mean Square
F
223.137
5
44.627
22.861
66
.346
245.997
71
Residual
Total
Df
Sig.
.000a
128.842
a. Predictors: (Constant), NWC, Div, ArusKasBebas, LabBer, Hut
b. Dependent Variable: KepInv
Coefficientsa
Unstandardized
Coefficients
Model
1
B
(Constant)
Std. Error
-.919
1.800
LabBer
.060
.104
Div
.292
Hut
ArusKasBebas
NWC
Standardized
Coefficients
Collinearity
Statistics
Beta
t
Sig.
Tolerance
VIF
-.510
.612
.034
.576
.567
.401
2.494
.146
.079
1.994
.050
.899
1.112
.852
.057
.888
14.945
.000
.399
2.505
.050
.094
.020
.530
.598
.970
1.030
.062
.041
.060
1.502
.138
.889
1.124
a. Dependent Variable: KepInv
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Coefficient Correlationsa
Model
1
NWC
Correlations
ArusKasBebas
LabBer
Hut
NWC
1.000 -.064
.106
.073
-.246
Div
-.064 1.000
.096
-.234
.057
.096
1.000
-.097
.056
.073 -.234
ArusKasBebas
LabBer
.106
-.097
1.000
-.739
-.246
.057
.056
-.739
1.000
NWC
.002
.000
.000
.000
.000
Div
.000
.021
.001
-.004
.000
ArusKasBebas
.000
.001
.009
.000
.000
LabBer
.000 -.004
.000
.011
-.004
Hut
.000
.000
-.004
.003
Hut
Covariances
Div
.000
a. Dependent Variable: KepInv
Collinearity Diagnosticsa
Variance Proportions
Model
Dimensio
n
Condition
Index
(Constant)
1
1
5.531
1.000
.00
.00
.01
.00
.00
.00
2
.440
3.545
.00
.00
.91
.00
.00
.00
3
.014
19.673
.01
.00
.03
.38
.02
.08
4
.011
22.092
.01
.01
.00
.00
.03
.82
5
.002
53.375
.00
.82
.05
.55
.25
.00
.001
76.295
.98
.17
.00
.07
.70
.10
Eigenvalue
6
a. Dependent Variable: KepInv
LabBer
Div
Hut
ArusKas
Bebas
NWC
Residuals Statisticsa
Minimum
Predicted Value
Std. Predicted Value
Standard Error of Predicted Value
Adjusted Predicted Value
Residual
Std. Residual
Stud. Residual
Deleted Residual
Stud. Deleted Residual
Mahal. Distance
Cook's Distance
Centered Leverage Value
Maximum
9.795822
-1.837
.101
9.889562
1.643907E1
1.911
.556
1.645203E1
-1.6765767E0
1.9790919E0
-2.849
-2.896
-1.7329032E0
-3.076
1.108
.000
.016
3.363
3.418
2.1904311E0
3.739
62.489
1.513
.880
Mean
1.305205E1
.000
.151
1.303371E1
-1.1749860E15
.000
.010
.0183344
.013
4.931
.030
.069
Std. Deviation
N
1.7727864
1.000
.078
1.7580401
72
72
72
72
.5674335
72
.964
1.011
.6456280
1.049
9.662
.178
.136
72
72
72
72
72
72
72
a. Dependent Variable: KepInv
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Charts
Universitas Sumatera Utara
117
Lampiran 14
Tabel Durbin Watson, α = 5%
n
K=1
dL
K=2
dU
dL
K=3
dU
dL
K=4
dU
dL
K=5
dU
dL
dU
65 1.5670 1.6294 1.5355 1.6621 1.5035 1.6960 1.4709 1.7311 1.4378 1.7673
66 1.5704 1.6318 1.5395 1.6640 1.5079 1.6974 1.4758 1.7319 1.4433 1.7675
67 1.5738 1.6343 1.5433 1.6660 1.5122 1.6988 1.4806 1.7327 1.4486 1.7676
68 1.5771 1.6367 1.5470 1.6678 1.5164 1.7001 1.4853 1.7335 1.4537 1.7678
69 1.5803 1.6390 1.5507 1.6697 1.5205 1.7015 1.4899 1.7343 1.4588 1.7680
70 1.5834 1.6413 1.5542 1.6715 1.5245 1.7028 1.4943 1.7351 1.4637 1.7683
71 1.5865 1.6435 1.5577 1.6733 1.5284 1.7041 1.4987 1.7358 1.4685 1.7685
72 1.5895 1.6457 1.5611 1.6751 1.5323 1.7054 1.5029 1.7366 1.4732 1.7688
73 1.5924 1.6479 1.5645 1.6768 1.5360 1.7067 1.5071 1.7375 1.4778 1.7691
74 1.5953 1.6500 1.5677 1.6785 1.5397 1.7079 1.5112 1.7383 1.4822 1.7694
Sumber: http://junaidichaniago.wordpress.com
Universitas Sumatera Utara