Analisis Pengaruh Tingkat Susku Bunga Sbi, Rating Obligasi, Likuiditas Dan Maturitas Terhadap Imbal Hasilsampai Jatuh Tempo (Yield To Maturity) Obligasikorporasi Yang Terdaftar Di Bei

Lampiran 1. Regresi Linier Berganda (Tahap 1)
b

Model Summary
Model

R

1

.399

Adjusted R
Square

R Square
a

.159

Std. Error of the

Estimate

.147

Durbin-Watson

1.45711

1.640

a. Predictors: (Constant), Maturitas, SBI, Likuiditas, Rating
b. Dependent Variable: YTM
b

ANOVA
Model
1

Sum of Squares

df

Mean Square

Regression

107.382

4

26.846

Residual

566.884

267

2.123

Total

674.267

271

F

Sig.

12.644

.000

a

a. Predictors: (Constant), Maturitas, SBI, Likuiditas, Rating
b. Dependent Variable: YTM
Coefficients
Unstandardized

Coefficients
Model
1

B
(Constant)

a

Standardized
Coefficients

Std. Error

13.689

1.163

SBI

-.027

.146

Rating

-.260

Likuiditas
Maturitas

Beta

Collinearity
Statistics
t

Sig.

Tolerance

VIF

11.772

.000

-.010

-.186

.852

.999

1.001

.037

-.401

-7.109

.000

.989

1.011

.002

.006

.023

.414

.679

.990

1.010

.067

.113

.033

.590

.556

.989

1.011

a. Dependent Variable: YTM

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual
N
a
Normal Parameters
Most Extreme Differences

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

Mean
Std. Deviation
Absolute
Positive
Negative

272
.0000000
1.44631388

.096
.096
-.043
1.578
.014

Lampiran 2. Regresi Linier Berganda (Tahap 2)
b

Model Summary
Model

R

1

.550

Adjusted R
Square

R Square
a

.303

Std. Error of the
Estimate

.292

Durbin-Watson

1.04010

1.916

a. Predictors: (Constant), Maturitas, SBI, Likuiditas, Rating
b. Dependent Variable: YTM

b

ANOVA
Model
1

Sum of Squares

df

Mean Square

Regression

116.083

4

29.021

Residual

267.206

247

1.082

Total

383.289

251

F

Sig.

26.826

.000

a

a. Predictors: (Constant), Maturitas, SBI, Likuiditas, Rating
b. Dependent Variable: YTM
Coefficients
Unstandardized
Coefficients
Model
1

B
(Constant)

a

Standardized
Coefficients

Std. Error

14.315

.854

SBI

-.100

.108

Rating

-.275

Likuiditas
Maturitas

Beta

Collinearity
Statistics
t

Sig.

Tolerance

VIF

16.772

.000

-.049

-.928

.354

.999

1.001

.027

-.547

-10.186

.000

.978

1.022

-.002

.004

-.028

-.531

.596

.983

1.017

.041

.084

.026

.484

.629

.983

1.018

a. Dependent Variable: YTM

One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N
a
Normal Parameters
Most Extreme Differences

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

Mean
Std. Deviation
Absolute
Positive
Negative

252
.0000000
1.03177726
.051
.031
-.051
.803
.540