Transkripsi

1 DAFTAR PUSTAKA Astuti Ria, Apriatni E.P dan Hari Susanto Analisis Pengaaruh Tingkat Suku Bunga (SBI), Nilai Tukar (kurs) Rupiah, Inflasi dan Indeks Bursa Internasional terhadap IHSG. Azis Musdalifah Pengaruh Inflasi, Suku Bunga dan Kurs Terhadap Indeks Harga Saham Gabungan di Bursa Efek Indonesia. Dani Kisah Terpuruknya Rupiah & IHSG di Juni Dewi Kinerja Pasar Modal Indonesia Tahun ini Anjlok. Finance.detik.com. Juni Ghozali Aplikasi Analisis Multivariate, BP.UNDIP. Semarang. Husnan Dasar-Dasar Teori Portofolio dan Analisis Sekuritas. BPFE. Yogyakarta. Sunariyah Pengantar Pengetahuan Pasar Modal, UPP AMP YKPN, Yogyakarta. Kuncoro Manajemen Keuangan Internasional. UGM. Yogyakarta. Kurniawan Analisis Pengaruh Tingkat Suku Bunga SBI, Inflasi, Harga Minyak Dunia, Harga Emass Dunia, Kurs Rupiah Terhadap Dolar Amerika, Indeks NIKEI 225 dan indeks Dowjones Terhadap Indeks Harga Saham Gabungan. Mankiw (2006). Principle of Economic. Pengantar Ekonomi makro. Salemba Empat. Jakarta. Novianto Analisis Pengaruh Nilai Tukar (Kurs), Dolar Amerika/Rupiah (US$/Rp), tingkat suku bunga SBI, Inflasi dan Jumlah Uang Beredar (M2) Terhadap Perusahaan pada Indeks Harga Saham Gabungan. Perdana. Pengaruh Suku Bunga Serifikat Bank Indonesia dan Kurs Rupiah Serta Inflasi Terhadap Harga Saham. Peter Signaling Theory Dalam Personal Finance. Agustus Prasetiantono Keluar dari Krisis: Analisis Ekonomi Indonesia. Gramedia Pustaka. Jakarta. Pratikno Analisis Pengaruh Nilai Tukar Rupiah, Inflasi, SBI, dan Indeks Dow Jones Terhadap Pergerakan Indeks harga Saham Gabungan Sunariyah Pengantar Pengetahuan Pasar Modal. UPP AMP YKPN. Yogyakarta. Sukirno Makro Ekonomi Teori Pengantar. PT.Rajawali Press. Jakarta. Thobary Analisis Pengaruh Nilai Tukar, Suku Bunga, Laju Inflasi dan Pertumbuhan GDP Terhadap Indeks Harga Saham Sektor Properti.

2 Witjaksono Analisis Pengaruh Tingkat Suku Bunga SBI, Harga Minyak Dunia, Harga Emas Dunia, Kurs Rupiah, Indeks Nikkei 225 dan Indeks dow Jones Terhadap IHSG. Wira Mengenal Indeks Harga Saham Gabungan. Juni Wikipedia.org

3 REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT ihsgy /METHOD=ENTER kursx1 sbix2 lag_ihsg /SCATTERPLOT=(*ZRESID,*ZPRED) /RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID) /SAVE ZRESID. Regression Notes Output Created 28-JUN :04:14 Comments Input Data Active Dataset Filter Weight Split File D:\Dropbox\diah\datadiah.sav DataSet1 <none> <none> <none> N of Rows in Working Data File 36 Missing Value Handling Syntax Definition of Missing Cases Used 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 R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT ihsgy /METHOD=ENTER kursx1 sbix2 lag_ihsg /SCATTERPLOT=(*ZRESID,*ZPRED) /RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID) /SAVE ZRESID. Processor Time 00:00:01.50 Elapsed Time 00:00:01.27 Resources Memory Required Additional Memory Required for Residual Plots 1996 bytes 896 bytes Variables Created or Modified ZRE_2 Standardized Residual

4 [DataSet1] D:\Dropbox\diah\datadiah.sav Variables Entered/Removed a Model Variables Entered Variables Removed Method 1 lag_ihsg, sbi (x2), kurs(x1) b. Enter a. Dependent Variable: ihsg (y) b. All requested variables entered. Model Summary b Model R R Square Adjusted R Square Std. Error of the Durbin-Watson Estimate a a. Predictors: (Constant), lag_ihsg, sbi (x2), kurs(x1) b. Dependent Variable: ihsg (y) ANOVA a Model Sum of Squares df Mean Square F Sig. Regression b 1 Residual Total a. Dependent Variable: ihsg (y) b. Predictors: (Constant), lag_ihsg, sbi (x2), kurs(x1) Coefficients a Model Unstandardized Coefficients Standardized t Sig. Collinearity Statistics Coefficients B Std. Error Beta Tolerance VIF (Constant) kurs(x1) sbi (x2) lag_ihsg a. Dependent Variable: ihsg (y)

5 Collinearity Diagnostics a Model Dimension Eigenvalue Condition Index Variance Proportions (Constant) kurs(x1) sbi (x2) lag_ihsg a. Dependent Variable: ihsg (y) Residuals Statistics a Minimum Maximum Mean Std. Deviation N Predicted Value Residual Std. Predicted Value Std. Residual a. Dependent Variable: ihsg (y) Charts

6

7

8 NPAR TESTS /K-S(NORMAL)=ZRE_2 /MISSING ANALYSIS. NPar Tests Notes Output Created 28-JUN :04:41 Comments Input Data Active Dataset Filter Weight Split File D:\Dropbox\diah\datadiah.sav DataSet1 <none> <none> <none> N of Rows in Working Data File 36 Missing Value Handling Definition of Missing User-defined missing values are treated as missing.

9 Cases Used Statistics for each test are based on all cases with valid data for the variable(s) used in that test. NPAR TESTS Syntax /K-S(NORMAL)=ZRE_2 /MISSING ANALYSIS. Processor Time 00:00:00.00 Resources Elapsed Time 00:00:00.01 a. Based on availability of workspace memory. Number of Cases Allowed a [DataSet1] D:\Dropbox\diah\datadiah.sav One-Sample Kolmogorov-Smirnov Test Standardized Residual N 35 Normal Parameters a,b Mean Std. Deviation Absolute.117 Most Extreme Differences Positive.056 Negative Kolmogorov-Smirnov Z.690 Asymp. Sig. (2-tailed).728 a. Test distribution is Normal. b. Calculated from data. COMPUTE AbsRes=abs(ZRE_2). EXECUTE. REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT AbsRes /METHOD=ENTER kursx1 sbix2 lag_ihsg /SCATTERPLOT=(*ZRESID,*ZPRED) /RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID) /SAVE ZRESID. Regression Notes

10 Output Created 28-JUN :05:13 Comments Input Data Active Dataset Filter Weight Split File D:\Dropbox\diah\datadiah.sav DataSet1 <none> <none> <none> N of Rows in Working Data File 36 Missing Value Handling Syntax Definition of Missing Cases Used 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 R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT AbsRes /METHOD=ENTER kursx1 sbix2 lag_ihsg /SCATTERPLOT=(*ZRESID,*ZPRED) /RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID) /SAVE ZRESID. Processor Time 00:00:00.44 Elapsed Time 00:00:00.40 Resources Memory Required Additional Memory Required for Residual Plots 2036 bytes 896 bytes Variables Created or Modified ZRE_3 Standardized Residual [DataSet1] D:\Dropbox\diah\datadiah.sav Variables Entered/Removed a Model Variables Entered Variables Removed Method 1 lag_ihsg, sbi (x2), kurs(x1) b. Enter a. Dependent Variable: AbsRes b. All requested variables entered. Model Summary b

11 Model R R Square Adjusted R Square Std. Error of the Durbin-Watson Estimate a a. Predictors: (Constant), lag_ihsg, sbi (x2), kurs(x1) b. Dependent Variable: AbsRes ANOVA a Model Sum of Squares df Mean Square F Sig. Regression b 1 Residual Total a. Dependent Variable: AbsRes b. Predictors: (Constant), lag_ihsg, sbi (x2), kurs(x1) Coefficients a Model Unstandardized Coefficients Standardized t Sig. Collinearity Statistics Coefficients B Std. Error Beta Tolerance VIF (Constant) kurs(x1) sbi (x2) lag_ihsg a. Dependent Variable: AbsRes Collinearity Diagnostics a Model Dimension Eigenvalue Condition Index Variance Proportions (Constant) kurs(x1) sbi (x2) lag_ihsg a. Dependent Variable: AbsRes Residuals Statistics a

12 Minimum Maximum Mean Std. Deviation N Predicted Value Residual Std. Predicted Value Std. Residual a. Dependent Variable: AbsRes Charts

13

14

15

16

17

18 Bulan Kurs(X1) SBI(X2) IHSG (Y) jan' ,50% 3409,17 feb ,75% 3470,35 maret ,75% 3678,67 aprl ,75% 3819,62 mei ,75% 3836,97 juni ,75% 3888,57 juli ,75% 4130,8 agus ,75% 3841,73 sept ,75% 3549,03 okt ,50% 3790,85 nov % 3715,08 des % 3821,99 jan' % 3941,69 feb ,75% 3985,21 maret ,75% 4121,55 april ,75% 4180,73 mei ,75% 3832,82 juni ,75% 3955,58 juli ,75% 4142,34 agus ,75% 4060,33 sept ,75% 4262,56 okt ,75% 4350,29 nov ,75% 4276,14 des ,75% 4316,69 jan' ,75% 4453,70 feb ,75% 4797,79 maret ,75% 4940,99 apr ,75% 5034,07 mei ,75% 5068,63 juni % 4818,90 juli ,5% 4610,38 agus ,75% 4195,09 sept ,25% 4316,18 okt ,25% 4510,63 nov ,50% 4256,44 des ,50% 4274,18