Lampiran Kurs USD BI Rate IHSG Jan-07

Lampiran Kurs USD BI Rate

IHSG Jan-07

9111,82 9,50% 1776,52

9112,85 9,25% 1772,35

Feb-07

9209,95 9,00% 1780,51

Mar-07

9142,90 9,00% 1948,46

Apr-07

8888,48 8,75% 2050,01

Mei-07

9028,55 8,50% 2119,17

Jun-07

9112,36 8,25% 2294,85

Jul-07

9413,55 8,25% 2152,85

Agust-07

9356,50 8,25% 2269,15

Sep-07

9152,71 8,25% 2556,94

Okt-07

9310,68 8,25% 2662,15

Nop-07

9380,27 8,00% 2742,77

Des-07

Jan-08

Feb-08

9230,83 8,00% 2475,91

9226,95 8,00% 2690,43

9453,3 8,00% 2640,93

Mar-08

9254,64 8,00% 2291,59

Apr-08

9342,29 8,50% 2378,53 Jul-08

9337,3 8,25% 2425,98

Mei-08

Jun-08

9209,45 8,75% 2262,58

9195,1 9,00% 2134,43

Agust-08

9387,4 9,25% 1914,3

Sep-08

10098,65 9,50% 1376,22

Okt-08

11769,85 9,50% 1255,18

Nop-08

11381,53 9,25% 1298,13

Des-08

11223,11 8,75% 1367,83

Jan-09

11912,15 8,25% 1318,64

Feb-09

11908,8 7,75% 1343,93

Mar-09

11080,25 7,50% 1576,41

Apr-09

10449,11 7,25% 1837,88

Mei-09

10257,59 7,00% 2029,8

Jun-09

10161,86 6,75% 2133,45

Jul-09

10027,5 6,50% 2356,66

Agust-09

9950,39 6,50% 2394,59

Sep-09

9530 6,50% 2466,88

Okt-09

Nop-09

Des-09

9321,95 6,50% 2619,9

9504,85 6,50% 2492,65

9517,2 6,50% 2424,32

Jan-10

9395,11 6,50% 2548,58

Feb-10

9072,33 6,50% 2895,43 Mei-10

9219,68 6,50% 2692,11

Mar-10

Apr-10

9229,16 6,50% 2774,6

9194 6,50% 2851,94

Jun-10

9094,45 6,50% 2977,06

Jul-10

9016,76 6,50% 3073,18

Agust-10

9020,84 6,50% 3335,58

Sep-10

8972,9 6,50% 3594,71

Okt-10

8983,29 6,50% 3670,61

Nop-10

9067,62 6,50% 3667,8

Des-10

9082,38 6,50% 3543,19

Jan-11

8957,11 6,75% 3449,74

Feb-11

8805,48 6,75% 3558,11

Mar-11

8694,3 6,75% 3749,2

Apr-11

8598,8 6,75% 3818,32

Mei-11

8607 6,75% 3805,4

Jun-11

8576,19 6,75% 4025,94

Jul-11

8574,79 6,75% 3936,35

Agust-11

Sep-11

Okt-11

9060,23 6,00% 3747,03

8939,67 6,50% 3600,4

8809,45 6,75% 3716,53

Nop-11

8742,52 6,00% 3776,43

Des-11

9070,81 5,75% 3960,07 Mar-12

9154,76 6,00% 3930,84

Jan-12

Feb-12

9211,29 5,75% 4023,46

9221,5 5,75% 4162,22

Apr-12

9336,57 5,75% 4050,98

Mei-12

9498,14 5,75% 3850,55

Jun-12

9503,59 5,75% 4044,56

Jul-12

9547,16 5,75% 4114,76

Agust-12

9614,25 5,75% 4187,22

Sep-12

9645,14 5,75% 4309,68

Okt-12

9675,95 5,75% 4327,29

Nop-12

9685,6 5,75% 4294,51

Des-12

9735,57 5,75% 4403,12

Jan-13

9735,05 5,75% 4588,5

Feb-13

9758,11 5,75% 4823,16

Mar-13

9772,95 5,75% 4959,15

Apr-13

9809,91 5,75% 5100,44

Mei-13

Jun-13

Jul-13

10625,28 7,00% 4348,86

10123,7 6,50% 4631,38

9931 6,00% 4726,88

Agust-13

11402,95 7,25% 4353,64

Sep-13

11652 7,50% 4359,72 Des-13

11423,86 7,25% 4496,32

Okt-13

Nop-13

12147,55 7,50% 4221,59

Tabel pengujian Asumsi Klasik dan uji Hipotesis dengan program SPSS Variables Entered/Removed

Variables Model Variables Entered Removed Method

1 BIRate, LNUSD . Enter a. All requested variables entered.

b Model Summary

Adjusted R Std. Error of the Model R R Square Square Estimate Durbin-Watson

1 .795 .632 .623 .22820 .064

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: LNIHSG

b ANOVA Model Sum of Squares df Mean Square F Sig. a

1 Regression 7.232 2 3.616 69.441 .000 Residual 4.218 81 .052 Total 11.450

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: LNIHSG

Coefficients

Standardized Unstandardized Coefficients Coefficients Collinearity Statistics

Model B Std. Error Beta t Sig. Tolerance

VIF 1 (Constant) 14.527 2.786 5.214 .000 LNUSD -.524 .307 -.118 -1.708 .091 .960 1.042 BIRate -24.539 2.214 -.763 -11.084 .000 .960 1.042

a. Dependent Variable: LNIHSG

a Coefficient Correlations

Model BIRate LNUSD

1 Correlations BIRate 1.000 -.200 LNUSD -.200 1.000

Covariances BIRate 4.901 -.136 LNUSD -.136 .094

a. Dependent Variable: LNIHSG

Collinearity Diagnostics

Variance Proportions Dimensi

Model on Eigenvalue Condition Index (Constant) LNUSD BIRate

1 1 2.983 1.000 .00 .00 .00 2 .017 13.300 .00 .00 .97 3 3.958E-5 274.541

1.00 1.00 .03

a. Dependent Variable: LNIHSG

Residuals Statistics

Minimum Maximum Mean Std. Deviation N Predicted Value 7.2813 8.3381 7.9768 .29518

84 Residual -.50192 .60267 .00000 .22543

84 Std. Predicted Value -2.356 1.224 .000 1.000

84 Std. Residual -2.200 2.641 .000 .988

a. Dependent Variable: LNIHSG

NPar Tests One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual

a,,b

Normal Parameters Mean .0000000 Std. Deviation .22543045

Most Extreme Differences Absolute .122 Positive .112 Negative -.122

Kolmogorov-Smirnov Z 1.117 Asymp. Sig. (2-tailed) .165 a. Test distribution is Normal.

b. Calculated from data.

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation Unstandardized Residual 84 -.50192 .60267 .0000000 .22543045 Valid N (listwise)

84 Variables Entered/Removed Variables

Model Variables Entered Removed Method

1 BIRate, LNUSD . Enter a. All requested variables entered.

b Model Summary

Adjusted R Std. Error of the Model R R Square Square Estimate

1 .760 .577 .567 .44515

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: ABSZRES

b ANOVA Model Sum of Squares df Mean Square F Sig. a

1 Regression 21.906 2 10.953 55.275 .000 Residual 16.051 81 .198 Total 37.957

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: ABSZRES

Coefficients

Standardized Unstandardized Coefficients Coefficients Model B Std. Error Beta t Sig.

1 (Constant) -56.384 5.435 -10.375 .000 LNUSD 6.292 .599 .775 10.510 .000 BIRate -7.842 4.319 -.134 -1.816 .073

a. Dependent Variable: ABSZRES

a Coefficient Correlations

Model BIRate LNUSD

1 Correlations BIRate 1.000 -.200 LNUSD -.200 1.000

Covariances BIRate 18.651 -.516 LNUSD -.516 .358

a. Dependent Variable: ABSZRES

Residuals Statistics

Minimum Maximum Mean Std. Deviation N Predicted Value .0676 2.2005 .7323 .51374

84 Residual -1.19521 .74524 .00000 .43975

84 Std. Predicted Value -1.294 2.858 .000 1.000

84 Std. Residual -2.685 1.674 .000 .988

Residuals Statistics

Minimum Maximum Mean Std. Deviation N Predicted Value .0676 2.2005 .7323 .51374

84 Residual -1.19521 .74524 .00000 .43975

84 Std. Predicted Value -1.294 2.858 .000 1.000

84 Std. Residual -2.685 1.674 .000 .988

a. Dependent Variable: ABSZRES

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation Unstandardized Residual 84 -1.19521 .74524 .0000000 .43975232 Valid N (listwise)

84 Variables Entered/Removed Variables

Model Variables Entered Removed Method

1 BIRate, LNUSD . Enter a. All requested variables entered.

b Model Summary

Adjusted R Std. Error of the Model R R Square Square Estimate

1 .441 .195 .175 .47979

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: ABSZRES2

b ANOVA Model Sum of Squares df Mean Square F Sig. a

1 Regression 4.511 2 2.256 9.799 .000 Residual 18.646 81 .230 Total 23.157

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: ABSZRES2

Coefficients

Standardized Unstandardized Coefficients Coefficients Model B Std. Error Beta t Sig.

1 (Constant) -20.413 5.858 -3.485 .001 LNUSD 2.429 .645 .383 3.764 .000 BIRate -14.127 4.655 -.309 -3.035 .003

a. Dependent Variable: ABSZRES2

a Coefficient Correlations

Model BIRate LNUSD

1 Correlations BIRate 1.000 -.200 LNUSD -.200 1.000

Covariances BIRate 21.666 -.600 LNUSD -.600 .416

a. Dependent Variable: ABSZRES2

Residuals Statistics

Minimum Maximum Mean Std. Deviation N Predicted Value .3861 1.3671 .8440 .23314

84 Residual -1.03701 1.71009 .00000 .47397

84 Std. Predicted Value -1.964 2.244 .000 1.000

84 Std. Residual -2.161 3.564 .000 .988

a. Dependent Variable: ABSZRES2

Variables Entered/Removed

Variables Model Variables Entered Removed Method

1 BIRate, LNUSD . Enter

Variables Entered/Removed

Variables Model Variables Entered Removed Method

1 BIRate, LNUSD . Enter a. All requested variables entered.

b Model Summary

Adjusted R Std. Error of the Model R R Square Square Estimate

1 .441 .195 .175 .47979

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: ABSZRES2

b ANOVA Model Sum of Squares df Mean Square F Sig. a

1 Regression 4.511 2 2.256 9.799 .000 Residual 18.646 81 .230 Total 23.157

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: ABSZRES2

Coefficients

Standardized Unstandardized Coefficients Coefficients Model B Std. Error Beta t Sig.

1 (Constant) -20.413 5.858 -3.485 .001 LNUSD 2.429 .645 .383 3.764 .000 BIRate -14.127 4.655 -.309 -3.035 .003

a. Dependent Variable: ABSZRES2

a Coefficient Correlations

Model BIRate LNUSD

1 Correlations BIRate 1.000 -.200 LNUSD -.200 1.000

Covariances BIRate 21.666 -.600 LNUSD -.600 .416

a. Dependent Variable: ABSZRES2

Residuals Statistics

Minimum Maximum Mean Std. Deviation N Predicted Value .3861 1.3671 .8440 .23314

84 Residual -1.03701 1.71009 .00000 .47397

84 Std. Predicted Value -1.964 2.244 .000 1.000

84 Std. Residual -2.161 3.564 .000 .988

a. Dependent Variable: ABSZRES2

Variables Entered/Removed

Variables Model Variables Entered Removed Method

1 BIRate, LNUSD . Enter a. All requested variables entered.

b Model Summary

Adjusted R Std. Error of the Model R R Square Square Estimate

1 .314 .098 .076 .53915

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: ABSZRES3

b ANOVA Model Sum of Squares df Mean Square F Sig. a

1 Regression 2.536 2 1.268 4.362 .016 Residual 23.254 80 .291 Total 25.790

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: ABSZRES3

Coefficients

Standardized Unstandardized Coefficients Coefficients Model B Std. Error Beta t Sig.

1 (Constant) -6.472 6.798 -.952 .344 LNUSD .903 .747 .130 1.209 .230 BIRate -15.130 5.322 -.305 -2.843 .006

a. Dependent Variable: ABSZRES3

a Coefficient Correlations

Model BIRate LNUSD

1 Correlations BIRate 1.000 -.146 LNUSD -.146 1.000

Covariances BIRate 28.326 -.582 LNUSD -.582 .558

a. Dependent Variable: ABSZRES3

Residuals Statistics

Minimum Maximum Mean Std. Deviation N Predicted Value .3210 .9550 .7297 .17586

83 Residual -.75783 1.45509 .00000 .53253

83 Std. Predicted Value -2.324 1.281 .000 1.000

83 Std. Residual -1.406 2.699 .000 .988

a. Dependent Variable: ABSZRES3

NPar Tests One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual

a,,b

Normal Parameters Mean .0000000 Std. Deviation .53253281

Most Extreme Differences Absolute .085 Positive .085 Negative -.077

Kolmogorov-Smirnov Z .779 Asymp. Sig. (2-tailed) .579 a. Test distribution is Normal.

b. Calculated from data.

Descriptives Descriptive Statistics

N Minimum Maximum Mean Std. Deviation Unstandardized Residual 83 -.75783 1.45509 .0000000 .53253281 Valid N (listwise)

Variables Entered/Removed

Variables Model Variables Entered Removed Method

1 BIRate, LNUSD . Enter a. All requested variables entered.

b Model Summary

Adjusted R Std. Error of the Model R R Square Square Estimate

1 .267 .071 .048 .57798

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: ABSZRES4

b ANOVA Model Sum of Squares df Mean Square F Sig. a

1 Regression 2.044 2 1.022 3.059 .052 Residual 26.725 80 .334 Total 28.769

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: ABSZRES4

Coefficients

Standardized Unstandardized Coefficients Coefficients Model B Std. Error Beta t Sig.

1 (Constant) -12.878 7.288 -1.767 .081 LNUSD 1.571 .801 .214 1.962 .053 BIRate -10.135 5.706 -.194 -1.776 .079

a. Dependent Variable: ABSZRES4

a Coefficient Correlations

Model BIRate LNUSD

1 Correlations BIRate 1.000 -.146 LNUSD -.146 1.000

Covariances BIRate 32.554 -.669 LNUSD -.669 .641

a. Dependent Variable: ABSZRES4

Residuals Statistics

Minimum Maximum Mean Std. Deviation N Predicted Value .4818 1.1363 .8008 .15786

83 Residual -1.05542 2.06697 .00000 .57089

83 Std. Predicted Value -2.021 2.125 .000 1.000

83 Std. Residual -1.826 3.576 .000 .988

a. Dependent Variable: ABSZRES4

NPar Tests One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual

a,,b

Normal Parameters Mean .0000000 Std. Deviation .57089160

Most Extreme Differences Absolute .094 Positive .094 Negative -.057

Kolmogorov-Smirnov Z .859 Asymp. Sig. (2-tailed) .451 a. Test distribution is Normal.

b. Calculated from data.

Regression Variables Entered/Removed

Variables Model Variables Entered Removed Method

1 BIRate, LNUSD . Enter a. All requested variables entered.

b Model Summary

Adjusted R Std. Error of the Model R R Square Square Estimate Durbin-Watson

1 .267 .071 .048 .57798 1.456

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: ABSZRES4

b ANOVA Model Sum of Squares df Mean Square F Sig. a

1 Regression 2.044 2 1.022 3.059 .052 Residual 26.725 80 .334 Total 28.769

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: ABSZRES4

Coefficients

Standardized Unstandardized Coefficients Coefficients Collinearity Statistics

Model B Std. Error Beta t Sig. Tolerance

VIF 1 (Constant) -12.878 7.288 -1.767 .081 LNUSD 1.571 .801 .214 1.962 .053 .979 1.022 BIRate -10.135 5.706 -.194 -1.776 .079 .979 1.022

a. Dependent Variable: ABSZRES4

a Coefficient Correlations

Model BIRate LNUSD

1 Correlations BIRate 1.000 -.146 LNUSD -.146 1.000

Covariances BIRate 32.554 -.669 LNUSD -.669 .641

a. Dependent Variable: ABSZRES4

a Collinearity Diagnostics

Variance Proportions Dimensi

Model on Eigenvalue Condition Index (Constant) LNUSD BIRate

1 1 2.984 1.000 .00 .00 .00 2 .016 13.501 .00 .00 .98 3 3.767E-5 281.444

1.00 1.00 .01

a. Dependent Variable: ABSZRES4

Residuals Statistics

Minimum Maximum Mean Std. Deviation N Predicted Value .4818 1.1363 .8008 .15786

83 Residual -1.05542 2.06697 .00000 .57089

83 Std. Predicted Value -2.021 2.125 .000 1.000

83 Std. Residual -1.826 3.576 .000 .988

a. Dependent Variable: ABSZRES4

Regression Variables Entered/Removed

Variables Model Variables Entered Removed Method

1 BIRate, LNUSD . Enter a. All requested variables entered.

Model Summary

Adjusted R Std. Error of the Model R R Square Square Estimate

1 .795 .632 .623 .22820

a. Predictors: (Constant), BIRate, LNUSD

b ANOVA Model Sum of Squares df Mean Square F Sig. a

1 Regression 7.232 2 3.616 69.441 .000 Residual 4.218 81 .052 Total 11.450

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: LNIHSG

Coefficients

Standardized Unstandardized Coefficients Coefficients Model B Std. Error Beta t Sig.

1 (Constant) 14.527 2.786 5.214 .000 LNUSD -.524 .307 -.118 -1.708 .091 BIRate -24.539 2.214 -.763 -11.084 .000

a. Dependent Variable: LNIHSG

a Coefficient Correlations

Model BIRate LNUSD

1 Correlations BIRate 1.000 -.200 LNUSD -.200 1.000

Covariances BIRate 4.901 -.136 LNUSD -.136 .094

a. Dependent Variable: LNIHSG

Regression Variables Entered/Removed

Variables Model Variables Entered Removed Method

1 BIRate, LNUSD . Enter a. All requested variables entered.

b Model Summary

Adjusted R Std. Error of the Model R R Square Square Estimate Durbin-Watson

1 .781 .609 .599 .22896 .065

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: LNIHSG

b ANOVA Model Sum of Squares df Mean Square F Sig. a

1 Regression 6.539 2 3.269 62.370 .000 Residual 4.194 80 .052 Total 10.733

a. Predictors: (Constant), BIRate, LNUSD

b. Dependent Variable: LNIHSG

Coefficients

Standardized Unstandardized Coefficients Coefficients Collinearity Statistics

Model B Std. Error Beta t Sig. Tolerance

VIF 1 (Constant) 14.035 2.887 4.861 .000 LNUSD -.473 .317 -.105 -1.490 .140 .979 1.022 BIRate -24.255 2.260 -.758 -10.731 .000 .979 1.022

a. Dependent Variable: LNIHSG

a Coefficient Correlations

Model BIRate LNUSD

1 Correlations BIRate 1.000 -.146 LNUSD -.146 1.000

Covariances BIRate 5.108 -.105 LNUSD -.105 .101

a. Dependent Variable: LNIHSG

a Collinearity Diagnostics

Variance Proportions Dimensi

Model on Eigenvalue Condition Index (Constant) LNUSD BIRate

1 1 2.984 1.000 .00 .00 .00 2 .016 13.501 .00 .00 .98 3 3.767E-5 281.444

1.00 1.00 .01

a. Dependent Variable: LNIHSG

Residuals Statistics

Minimum Maximum Mean Std. Deviation N Predicted Value 7.3731 8.3334 7.9870 .28239

83 Residual -.51700 .58943 .00000 .22615

83 Std. Predicted Value -2.174 1.227 .000 1.000

83 Std. Residual -2.258 2.574 .000 .988

a. Dependent Variable: LNIHSG

Descriptives Descriptive Statistics

N Minimum Maximum Mean Std. Deviation LNUSD

9.06 9.40 9.1641 .08060 BIRate 83 .0575 .0950 .070783 .0113086 Valid N (listwise)

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

IHSG 84 1255 5100 3103.18 1044.915 Kurs USD 84 8574 12147 9606.05 846.975 BI Rate 84 .0575 .0950 .071071 .0115467 Valid N (listwise)