DAFTAR PUSTAKA Anonim, Statistik DIY Dalam Angka, Berbagai edisi, BPS, Jogjakarta. Anonim, Laporan tahunan Bank Indonesia, Berbagai edisi, Bank Indonesia, Jogjakarta. Anonim, Indikator Ekonomi, Berbagai edisi, BPS, Jogjakarta. Sadono Sukirno, 996, Pengantar Teori Makroekonomi, Edisi Kedua. PT. RajaGrafindo Persada, Jakarta. Bush, Dorn Rudiger, Stanley Fishcer. 989. Terjemahan Mulyadi, Makroekonomics, Erlangga. Jakarta. Gujarati, Damodar. 997, Ekonometrika Dasar, Erlangga. Jakarta. Boediono, 992, Ekonomi Makro, BPFE, Jogjakarta. Boediono, 2000, Ekonomi Makro, BPFE, Jogjakarta. Dumairi. 997. Perekonomian Indonesia. Penerbit Erlangga, Jakarta. Gujarati, Damodar, 999. Essential of Ekonometrics, Second Edition, Mc. Graw-Hill, New York. --------------------------, 2003. Basic Econometrics, Fourth Edition, Mc. Graw-Hill, New York, USA. Krugman, Paul R. And Maurice Obstfeld, 999. Ekonomi Internasional : Teori dan Kebijakan Edisi Kedua, Alih bahasa oleh Haris Munandar dan Faisal Basri. Raja Grafindo Persada : Jakarta. Mudrajat Kuncoro, 200. Metode Kuantitatif, UUP YKPN Jogjakarta. Nopirin, Ph.D, ekonomi moneter buku I, 997, BPFE; Jogjakarta. ------------------, ekonomi moneter buku II, BPFE; Jogjakarta. Salvatore, Dominick, 997. Ekonomi Internasional, alih bahasa Haris Munandar, Erlangga, Jakarta.
Tri Hapsari, 2002. Analisis Faktor-Faktor Yang Mempengaruhi Investasi Sektor Properti di Jawa Tengah (982-200), Skripsi, UMY, Yogyakarta Edi Saputra, 200. Analisis Pengaruh Tingkat Suku Bunga Deposito, Kurs, Tingkat Inflasi, Tingkat Suku Bunga Libor Terhadap Investasi di Indonesia Tahun 985-2000, Skipsi, UMS, Surakarta.
Data NO TAHUN Y X 982 2697 3.2 8.20 5726662.68 37. 393.08 2 983 287 9.9 7.20 696685.22 7.85 376.68 3 98 2933 5.79 7.92 8093.6 8.79 360.27 985 306.9 8.08 9777.7 5.07 33.87 5 986 399 9.73 8.20 057557.80 56.9 327.7 6 987 3559 9.59 9.00 359375.27 63.6 3.07 7 988 3932 5.30 9.70 622805.5 69.38 29.67 8 989 259.83 9.30 86925.22 76.55 278.27 9 990 73 9.02 8.95 2689283. 83.73 26.87 0 99 5507 9.62 20.87 259802.6 90.9 275.05 992 6390 5.2 9.2 30200680.97 95.69 28.7 2 993 739 0.00 7.00 365656.9 00.00 00.00 3 99 953 9.22.96 9025.29 3.88 52.3 995 385 8.26 9.77 6586032.9 5.09 392.89 5 996 027 5.88 9.95 52505360.63 26.00 382.6 6 997 860 0.3 8.9 6029626.87 28.00 0.3 7 998 396 70.55 26.23 860222.5 2.00 60.7 8 999 78537.0 20.9 0373292.68 238.00 5.7 9 2000 0050 8.62 20.67 7782925.9 263.00 66.85 20 200 26709 3. 20.85 36380.6 293.00 87.3 2 2002 56690 2.06 2.0 568300.6 30.00 65.05 22 2003 007 6.92 2.23 73852789.3 328.00 8.65 23 200 208727 7. 2.2 2320558.66 36.00 32.25 Y = Investasi Sektor Properti (dalam juta Rupiah) X = Tingkat Inflasi (dalam persen) = Tingkat Suku Bunga (dalam persen) = Produk Domestik Regional Bruto (dalam Juta Rupiah) = Indek Harga Bahan Bangunan (dalam persen) = Indek Harga Pekerja Bangunan (dalam persen)
Regresi Lengkap Variables Entered/Removed b Variables Variables Entered Removed Method, X,,, a. Enter a. All requested variables entered. b. Dependent Variable: Y Summary b Adjusted Std. Error of R R Square R Square the Estimate Durbin-Watson.837 a.700.6 55358.926.396 a. Predictors: (Constant),, X,,, b. Dependent Variable: Y Regression Residual Total ANOVA b Sum of Squares df Mean Square F Sig..2E+3 5 2.29E+2 7.925.00 a 5.2E+2 7 3.065E+.7E+3 22 a. Predictors: (Constant),, X,,, b. Dependent Variable: Y (Constant) X a. Dependent Variable: Y Unstandardized a Standardized Collinearity Statistics B Std. Error Beta t Sig. Tolerance VIF 387783.5 66983.235.87 82.766 3295.88.2.68.55.39 2.279-7207.5 9568.975 -.7 -.753.62.329 3.039 3.37E-02.008 2.3.2.000.06 5.533-0086.8 022.89 -.98-2.507.023.077 2.926 3322.52 53.503.506 2.286.035.360 2.779
Coefficient Correlations a Correlations Covariances X X a. Dependent Variable: Y X.000.253 -.9 -.29.502.253.000.5 -.7.059 -.9.5.000 -.236 -.889 -.29 -.7 -.236.000 -.0.502.059 -.889 -.0.000 22670 88207-35300 -.8E+07 5.579 88207.8E+08 66037-9.0E+08 5.980-35300 66037.6E+07-9.E+07-27.325 -.8E+07-9.0E+08-9.E+07 9.2E+09-7.960 5.579 5.980-27.325-7.960 5.839E-05 Collinearity Diagnostics a Dimension 2 3 5 6 a. Dependent Variable: Y Condition Variance Proportions Eigenvalue Index (Constant) X.607.000.00.0.00.00.00.00.87 2.300.00.0.00.0.00.06.60 3.65.00..00.0.00.00.66E-02 9.957.03.09.02.02.0.78.55E-02 7.795.00.0.00.96.89.6 2.67E-03 6..97.6.98.00.05.00 Residuals Statistics a Minimum Maximum Mean Std. Deviation N Predicted Value -5928 268696 278237.39 72959.79 23 Residual -78679 56003.00 86625.679 23 Std. Predicted Value -.7 3.9.000.000 23 Std. Residual -.2 2.88.000.879 23 a. Dependent Variable: Y
Uji Multikolinieritas: Uji Klein Variables Entered/Removed b Variables Variables Entered Removed Method,,, a. Enter a. All requested variables entered. b. Dependent Variable: X Summary Adjusted Std. Error of R R Square R Square the Estimate.79 a.56.6 9.8360 a. Predictors: (Constant),,,, Regression Residual Total ANOVA b Sum of Squares df Mean Square F Sig. 227.36 55.30 5.756.00 a 733.523 8 96.307 3950.883 22 a. Predictors: (Constant),,,, b. Dependent Variable: X (Constant) a. Dependent Variable: X Unstandardized a Standardized Collinearity Statistics B Std. Error Beta t Sig. Tolerance VIF -75.007 23.236-3.228.005 5.8.93.82.292.000.666.502-3.38E-08.000 -.5 -.250.805.065 5.79-3.8E-02.07 -.27 -.92.629.078 2.75-2.76E-02.025 -.279 -.08.283.38 2.602
Coefficient Correlations a Correlations Covariances a. Dependent Variable: X.000.07 -.232.505.07.000 -.22.0 -.232 -.22.000 -.903.505.0 -.903.000 6.26E-0 2.202E-03 -.0E-0.702E-09 2.202E-03.22 -.86E-02 7.6E-09 -.0E-0 -.86E-02 5.08E-03-8.65E-09.702E-09 7.6E-09-8.65E-09.829E- Collinearity Diagnostics a Dimension 2 3 5 a. Dependent Variable: X Condition Variance Proportions Eigenvalue Index (Constant).070.000.000.000.00.00.00.857 2.80.000.000.03.00.057 5.77E-02 8.62.033.03.032.0.75.70E-02 6.637.00.002.90.902.27 3.9E-03 32.25.963.96.0.05.06 Uji Multikolinieritas: Uji Klein 2 Variables Entered/Removed b Variables Variables Entered Removed Method X,,, a. Enter a. All requested variables entered. b. Dependent Variable: Summary Adjusted Std. Error of R R Square R Square the Estimate.89 a.67.598.36365 a. Predictors: (Constant), X,,,
Regression Residual Total ANOVA b Sum of Mean Squares df Square F Sig. 68.25 7.063 9.76.000 a 33.72 8.860 0.722 22 a. Predictors: (Constant), X,,, b. Dependent Variable: (Constant) X a. Dependent Variable: Unstandardized a Standardized Collinearity Statistics B Std. Error Beta t Sig. Tolerance VIF 6.390.20 3.223.000 8.69E-0.000.025.06.96.06 5.53 9.98E-03.00.87.030.37.082 2.206.96E-03.00.2.553.587.366 2.732 9.882E-02.023.66.292.000.888.26 Coefficient Correlations a Correlations Covariances X X a. Dependent Variable: X.000 -.077.23.073 -.077.000 -.233 -.97.23 -.233.000.505.073 -.97.505.000 5.302E-0 -.7E-05.88E-05 3.5E- -.7E-05 9.27E-05-7.97E-06 -.66E-0.88E-05-7.97E-06.26E-05 3.376E- 3.5E- -.66E-0 3.376E- 3.53E-6 Collinearity Diagnostics a Dimension 2 3 5 a. Dependent Variable: Condition Variance Proportions Eigenvalue Index (Constant) X 3.650.000.00.002.002.00.023.8 2.083.005.009.003.069.008.59 2.820.002.006.00.003.87 3.502E-02 0.20.989.06.05.77.089.50E-02 5.86.00.966.96.77.009
Uji Multikolinieritas: Uji Klein 3 Variables Entered/Removed b Variables Variables Entered Removed Method,, X, a. Enter a. All requested variables entered. b. Dependent Variable: Summary Adjusted Std. Error of R R Square R Square the Estimate.967 a.936.92 7075088. a. Predictors: (Constant),,, X, Regression Residual Total ANOVA b Sum of Squares df Mean Square F Sig. 7.63E+6.907E+6 65.399.000 a 5.25E+5 8 2.96E+ 8.5E+6 22 a. Predictors: (Constant),,, X, b. Dependent Variable: (Constant) X a. Dependent Variable: Unstandardized a Standardized Collinearity Statistics B Std. Error Beta t Sig. Tolerance VIF 780653 5.E+07.5.880 6795.7 5687.203.8 8.232.000.369 2.73-9559.0 38765.82 -.22-2.65.02.8 2.078-020 09397. -.023 -.250.805.0 2.27 3639.2 295203.005.06.96.329 3.039
Coefficient Correlations a Correlations Covariances X X a. Dependent Variable: X.000 -.3 -.72 -.536 -.3.000.258.637 -.72.258.000.366 -.536.637.366.000 8.7E+2 -.6E+0-8.6E+ -9.0E+0 -.6E+0.5E+09.E+09.E+09-8.6E+.E+09.7E+ 8.5E+09-9.0E+0.E+09 8.5E+09 3.2E+09 Collinearity Diagnostics a Dimension 2 3 5 a. Dependent Variable: Condition Variance Proportions Eigenvalue Index (Constant) X 3.966.000.000.006.006.009.000.63 2.50.000.023.097.8.000.353 3.35.000.5.03.3.000.09E-02 9.85.033.627.862.07.05 2.68E-03 2.77.967.99.00.6.985 Uji Multikolinieritas: Uji Klein Variables Entered/Removed b Variables Variables Entered Removed Method, X,, a. Enter a. All requested variables entered. b. Dependent Variable: Summary Adjusted Std. Error of R R Square R Square the Estimate.96 a.923.905 32.35 a. Predictors: (Constant),, X,,
Regression Residual Total ANOVA b Sum of Squares df Mean Square F Sig. 22582.5 5656.8 53.666.000 a 8935.955 8 05.998 2760. 22 a. Predictors: (Constant),, X,, b. Dependent Variable: (Constant) X a. Dependent Variable: Unstandardized a Standardized Collinearity Statistics B Std. Error Beta t Sig. Tolerance VIF -69.38 95.0 -.730.75 7.05E-02.08.090.80.2.37 2.67 -.38.77 -.08 -.92.629.5 2.29 5.6 5.8..030.37.38 2.870.688E-06.000.97 8.232.000.307 3.260 Coefficient Correlations a Correlations Covariances X X a. Dependent Variable: X.000.35.73 -.95.35.000.282 -.709.73.282.000 -.8 -.95 -.709 -.8.000.207E- 5.623E-08.257E-08-5.5E-07 5.623E-08.599.82E-02-2.987.257E-08.82E-02 6.979E-03-8.36E-02-5.5E-07-2.987-8.36E-02 29.680 Collinearity Diagnostics a Dimension 2 3 5 a. Dependent Variable: Condition Variance Proportions Eigenvalue Index (Constant) X 3.79.000.000.005.00.000.006.756 2.20.000.063.052.000.07.06 3.058.000.000.03.000..206E-02 9.98.032.928.082.06.69 2.270E-03 0.880.967.00.52.98.60
Uji Multikolinieritas: Uji Klein 5 Variables Entered/Removed b Variables Variables Entered Removed Method, X,, a. Enter a. All requested variables entered. b. Dependent Variable: Summary Adjusted Std. Error of R R Square R Square the Estimate.800 a.60.560 89.7697 a. Predictors: (Constant),, X,, Regression Residual Total ANOVA b Sum of Squares df Mean Square F Sig. 258036. 6509.03 8.005.00 a 505.8 8 8058.602 03090.9 22 a. Predictors: (Constant),, X,, b. Dependent Variable: (Constant) X a. Dependent Variable: Unstandardized a Standardized Collinearity Statistics B Std. Error Beta t Sig. Tolerance VIF 50.85 26.700.570.576-2.3 2.086 -.229 -.08.283.69 2.3 8.509 5.386.35.553.587.335 2.988-2.6E-06.000 -.88-2.65.02.086.63.537.60.9.80.2.080 2.38
Correlations Covariances X X a. Dependent Variable: Coefficient Correlations a X.000.73 -.268 -.933.73.000 -.707 -.08 -.268 -.707.000.063 -.933 -.08.063.000.0.23-2.62-6.0E-07.23.352-22.699 -.82E-07-2.62-22.699 236.737.039E-06-6.0E-07 -.82E-07.039E-06.8E-2 Collinearity Diagnostics a Dimension 2 3 5 a. Dependent Variable: Condition Variance Proportions Eigenvalue Index (Constant) X.7.000.000.00.000.002.00.83 2.99.000.263.000.027.008.382 3.285.00.23.002.05.00.63E-02 5.873.008.00.00.95.933 2.67E-03 3.588.987.8.997.002.057
Uji Heteroskedastisitas: Uji Rank Spearman Correlations Spearman's rho ABSRES Correlation Coefficient ABSRES X.000.37.62*.532**.572** -.250 X Sig. (2-tailed) N Correlation Coefficient..05.027.009.00.250 23 23 23 23 23 23.37.000.33.370.335 -.375 Sig. (2-tailed) N Correlation Coefficient.05..20.083.8.078 23 23 23 23 23 23.62*.33.000.73**.728** -.577** Sig. (2-tailed) N Correlation Coefficient.027.20..000.000.00 23 23 23 23 23 23.532**.370.73**.000.989** -.80** Sig. (2-tailed) N Correlation Coefficient.009.083.000..000.000 23 23 23 23 23 23.572**.335.728**.989**.000 -.79** Sig. (2-tailed) N Correlation Coefficient.00.8.000.000..000 23 23 23 23 23 23 -.250 -.375 -.577** -.80** -.79**.000 Sig. (2-tailed) N.250.078.00.000.000. 23 23 23 23 23 23 *. Correlation is significant at the.05 level (2-tailed). **. Correlation is significant at the.0 level (2-tailed).
Durbin Watson d Autocorrelation Test d = d Durbin Watson =.396 N = Jumlah observasi = 23 k = Jumlah variabel penjelas tidak termasuk konstanta = 5 Nilai kritis d pada tingkat significance 5 persen adalah : d L = 0,895 f (d) d U =,920 Menolak Ho Bukti autokorelasi positif Daerah tidak ada keputusan Daerah tidak ada keputusan Menolak Ho* Bukti autokorelasi negatif Menerima Ho atau Ho* atau kedua-duanya 0 d L d U 2 - d U d L d f (d) Menolak Ho Bukti autokorelasi positif Daerah tidak ada keputusan Daerah tidak ada keputusan Menolak Ho* Bukti autokorelasi negatif Menerima Ho atau Ho* atau kedua-duanya 0 0,895,920 2 2.08 3.05 d.396 Keterangan: Ho : Tidak ada autokorelasi positif Ho* : Tidak ada autokorelasi negatif