Lampiran 1. Data Variabel Skripsi Tahun Bulan ORI (Rupiah) Deposito (%) BI Rate (%) Inflasi (%) IHSG (Poin) 2007 2008 2009 2010 Jun 9.517 7.46 8.50 5.77 2139 Jul 9.517 7.26 8.25 6.06 2349 Agust 9.517 7.16 8.25 6.51 2194 Sept 18.885 7.13 8.25 6.95 2359 Okt 18.885 7.16 8.25 6.88 2643 Nop 18.885 7.18 8.25 6.71 2688 Des 18.885 7.19 8.00 6.59 2746 Jan 18.885 7.07 8.00 7.36 2627 Feb 18.885 6.95 8.00 7.40 2722 Mar 32.340 6.88 8.00 8.17 2447 Apr 32.070 6.86 8.00 8.96 2305 Mei 32.070 6.98 8.25 10.38 2444 Jun 32.070 7.19 8.50 11.03 2349 Jul 31.984 7.51 8.75 11.90 2305 Agust 31.984 8.04 9.00 11.85 2166 Sept 34.699 9.26 9.25 12.14 1833 Okt 34.699 10.14 9.50 11.77 1257 Nop 34.633 10.40 9.50 11.68 1242 Des 34.633 10.75 9.25 11.06 1355 Jan 34.633 10.52 8.75 9.17 1333 Feb 34.633 9.89 8.25 8.60 1285 Mar 34.633 9.42 7.75 7.92 1407 Apr 34.633 9.04 7.50 7.31 1723 Mei 34.583 8.77 7.25 6.04 1917 Jun 34.569 8.52 7.00 3.65 2027 Jul 34.569 8.31 6.75 2.71 2323 Agust 40.149 7.94 6.50 2.75 2342 Sept 40.149 7.43 6.50 2.83 2468 Okt 40.149 7.38 6.50 2.57 2368 Nop 40.149 7.16 6.50 2.41 2416 Des 40.149 6.87 6.50 2.78 2534 Jan 40.149 6.44 6.50 3.72 2611 Feb 40.149 6.42 6.50 3.81 2549 Mar 33.956 6.45 6.50 3.43 2777 Apr 33.407 6.75 6.50 3.91 2971 Mei 33.407 6.67 6.50 4.16 2797
2011 Jun 33.407 6.71 6.50 5.05 2914 Jul 33.407 6.62 6.50 6.22 3069 Agust 41.097 6.75 6.50 6.44 3082 Sept 41.097 6.72 6.50 5.80 3501 Okt 41.097 6.81 6.50 5.67 3635 Nop 41.047 6.78 6.50 6.33 3531 Des 40.672 6.83 6.50 6.96 3704 Jan 40.517 6.72 6.50 7.02 3409 Feb 40.378 6.72 6.75 6.84 3470 Mar 40.378 6.83 6.75 6.65 3679 Apr 40.378 6.80 6.75 6.16 3820 Mei 40.378 6.85 6.75 5.98 3837 Jun 40.368 6.82 6.75 5.54 3889 Jul 40.368 6.86 6.75 4.61 4131 Agust 40.368 6.80 6.75 4.79 3842 Sept 31.616 6.83 6.75 4.61 3549 Okt 42.616 6.75 6.50 4.42 3791 Nop 42.616 6.56 6.00 4.15 3715 Des 42.616 6.35 6.00 3.79 3822 Sumber : BI Kantor Cabang Medan, data diolah 2011.
Lampiran 2. Hasil Regresi Linear Dependent Variable: ORI Date: 03/28/12 Time: 22:24 C 85.62394 15.62264 5.480759 0.0000 DEPOSITO 4.901267 0.954850 5.133025 0.0000 BIRATE -14.89019 1.586924-9.383055 0.0000 INFLASI 2.921409 0.480147 6.084402 0.0000 IHSG 0.000798 0.001607 0.496849 0.6215 R-squared 0.747390 Mean dependent var 33.66464 Adjusted R-squared 0.727181 S.D. dependent var 8.877948 S.E. of regression 4.637135 Akaike info criterion 5.992579 Sum squared resid 1075.151 Schwarz criterion 6.175064 Log likelihood -159.7959 F-statistic 36.98339 Durbin-Watson stat 0.582187 Prob(F-statistic) 0.000000
Lampiran 3. Hasil Pengujian Normalitas Data 9 8 7 6 5 4 3 2 1 0-10 -8-6 -4-2 0 2 4 6 8 Series: Residuals Sample 2007M06 2011M12 Observations 55 Mean -3.83e-15 Median -0.426232 Maximum 7.495169 Minimum -9.125789 Std. Dev. 4.462086 Skewness -0.144843 Kurtosis 2.070827 Jarque-Bera 2.170850 Probability 0.337758
Lampiran 4. Hasil Pengujian Multikolinieritas Deposito, BI Rate, Inflasi dan IHSG Dependent Variable: DEPOSITO Date: 04/03/12 Time: 17:14 C 10.53268 1.753188 6.007729 0.0000 BIRATE -0.120531 0.232108-0.519289 0.6058 INFLASI 0.119169 0.068407 1.742044 0.0875 IHSG -0.001092 0.000179-6.091420 0.0000 R-squared 0.673719 Mean dependent var 7.466545 Adjusted R-squared 0.654526 S.D. dependent var 1.156970 S.E. of regression 0.680033 Akaike info criterion 2.136595 Sum squared resid 23.58466 Schwarz criterion 2.282583 Log likelihood -54.75636 F-statistic 35.10230 Durbin-Watson stat 0.211530 Prob(F-statistic) 0.000000
Lampiran 5. Hasil Pengujian Multikolinieritas BI Rate, Deposito, Inflasi dan IHSG Dependent Variable: BIRATE Date: 04/03/12 Time: 17:16 C 7.627878 0.871463 8.752958 0.0000 DEPOSITO -0.043637 0.084033-0.519289 0.6058 INFLASI 0.247241 0.024422 10.12380 0.0000 IHSG -0.000570 0.000117-4.867540 0.0000 R-squared 0.843217 Mean dependent var 7.354545 Adjusted R-squared 0.833994 S.D. dependent var 1.004263 S.E. of regression 0.409175 Akaike info criterion 1.120597 Sum squared resid 8.538616 Schwarz criterion 1.266585 Log likelihood -26.81643 F-statistic 91.43013 Durbin-Watson stat 0.248182 Prob(F-statistic) 0.000000
Lampiran 6. Hasil Pengujian Multikolinieritas Inflasi, Deposito, BI Rate dan IHSG Dependent Variable: INFLASI Date: 04/03/12 Time: 17:17 C -20.82605 3.500545-5.949376 0.0000 DEPOSITO 0.471285 0.270535 1.742044 0.0875 BIRATE 2.700743 0.266772 10.12380 0.0000 IHSG 0.001438 0.000423 3.398682 0.0013 R-squared 0.761735 Mean dependent var 6.435818 Adjusted R-squared 0.747719 S.D. dependent var 2.692453 S.E. of regression 1.352354 Akaike info criterion 3.511517 Sum squared resid 93.27186 Schwarz criterion 3.657505 Log likelihood -92.56671 F-statistic 54.34906 Durbin-Watson stat 0.275147 Prob(F-statistic) 0.000000
Lampiran 7. Hasil Pengujian Multikolinieritas IHSG, Inflasi, Deposito, dan BI Rate Dependent Variable: IHSG Date: 04/03/12 Time: 17:18 C 8842.445 566.2140 15.61679 0.0000 DEPOSITO -385.6594 63.31191-6.091420 0.0000 BIRATE -556.2596 114.2794-4.867540 0.0000 INFLASI 128.4161 37.78409 3.398682 0.0013 R-squared 0.753390 Mean dependent var 2698.327 Adjusted R-squared 0.738883 S.D. dependent var 790.8594 S.E. of regression 404.1257 Akaike info criterion 14.91128 Sum squared resid 8329195. Schwarz criterion 15.05726 Log likelihood -406.0601 F-statistic 51.93475 Durbin-Watson stat 0.304188 Prob(F-statistic) 0.000000
Lampiran 8. Hasil Regresi Mengobati Multikolinieritas Dependent Variable: ORI Date: 03/28/12 Time: 22:27 C 24.78252 15.67904 1.580615 0.1201 DEPOSITO 6.278082 1.211736 5.181065 0.0000 BIRATE -7.000218 1.194878-5.858523 0.0000 IHSG 0.004999 0.001895 2.638004 0.0110 R-squared 0.560358 Mean dependent var 33.66464 Adjusted R-squared 0.534496 S.D. dependent var 8.877948 S.E. of regression 6.057230 Akaike info criterion 6.510329 Sum squared resid 1871.192 Schwarz criterion 6.656317 Log likelihood -175.0341 F-statistic 21.66781 Durbin-Watson stat 0.367830 Prob(F-statistic) 0.000000
Lampiran 9. Hasil Regresi Mengobati Autokorelasi Dependent Variable: D(ORI) Date: 04/12/12 Time: 09:42 Sample (adjusted): 2007M07 2011M12 Included observations: 54 after adjustments D(DEPOSITO) 1.855298 2.027301 0.915157 0.3645 D(BIRATE) -6.166530 3.519005-1.752350 0.0858 D(INFLASI) 1.513367 0.794190 1.905547 0.0625 D(IHSG) 0.000855 0.002629 0.325304 0.7463 R-squared 0.049640 Mean dependent var 0.612944 Adjusted R-squared -0.007381 S.D. dependent var 3.316507 S.E. of regression 3.328725 Akaike info criterion 5.314243 Sum squared resid 554.0205 Schwarz criterion 5.461575 Log likelihood -139.4846 Durbin-Watson stat 2.366177