Lampiran. Sampel Perusahaan LQ 45 ASTRO AGRO LESTARI TBK ANEKA KIMIA RAYA CORPORINDO TBK ANEKA TAMBANG (PERSERO) TBK ASTRA INTERNASIONAL TBK BANK CENTRAL ASIA TBK BANK NEGARA INDONESIA TBK BANK DANAMON INDONESIA TBK BERLIAN LAJU TANKER TBK BAKRIE & BROTHERS TBK BANK CIMB NIAGA TBK BANK INTERNASIONAL INDONESIA TBK BUMI RESOURCES TBK CHAROEN POKPHAND INDONESIA TBK CIPUTRA DEVELOPMENT TBK INTERNASIONAL NICKEL INDONESIA TBK INDOFOOD SUKSES MAKMUR TBK INDA KIAT PULP & PAPER TBK INDOSAT TBK KAWASAN INDUSTRI JABABEKA TBK LIPPO KARAWACI TBK PP LONDON SUMATERA TBK MITRA RAJASA TBK BANK PAN INDONESIA TBK HOLCIM INDONESIA TBK SEMEN GRESIK (PERSERO) TBK TUNAS BARU LAMPUNG TBK TIMAH TBK TELEKOMUNIKASI INDONESIA TBK BAKRIE SUMATRA PLANTATIONS TBK UNITED TRACTORS TBK
Lampiran 2. Data PDB, ROA, dan ROE Periode PDB Tahun Triwulan Nominal* Konstan Tahun Dasar 2000* ROA ROE 2003 TW IV 503,299 369,596 4.26 2.295 2004 TW I 536,605 402,597.442 6.364 TW II 564,422 4,936 2.525 8.765 TW III 595,32 423,852 3.007 5.394 TW IV 599,478 48,32 4.794 3.653 2005 TW I 632,33 426,62.56 5.72 TW II 670,476 436,2 3.45 0.432 TW III 73,000 448,598 5.470 28.839 TW IV 758,475 439,484 6.29 9.308 2006 TW I 782,753 426,225 2.50 5.809 TW II 82,74 426,47 3.467 2.045 TW III 870,320 444,38 5.79 5.086 TW IV 873,403 436,579 7.277 8.088 2007 TW I 886,77 475,533 6.627 3.966 TW II 922,696 488,026 6.954 3.656 TW III 988,328 506,68 8.639 8.906 TW IV 989,635 493,365.028 22.438 2008 TW I,7,580 505,243 3.08 6.480 TW II,229,645 59,359 5.23 2.97 TW III,332,57 538,567 6.038 6.373 TW IV,274,287 58,935 5.573 8.433 * = Dalam Miliar Rupiah
Lampiran 3. Data PDB, dan ROA serta ROE yang dirasionalisasi dalam Triwulan Periode PDB Tahun Triwulan Nominal Konstan ROA ROE 2003 TW IV 503,299.00 369,596.054 3.074 2004 TW I 536,605.00 402,597.442 6.364 TW II 564,422.00 4,936.263 4.383 TW III 595,32.00 423,852 0.482 6.629 TW IV 599,478.00 48,32.786 -.74 2005 TW I 632,33.00 426,62.56 5.72 TW II 670,476.00 436,2.707 5.26 TW III 73,000.00 448,598 2.055 8.407 TW IV 758,475.00 439,484 0.659-9.532 2006 TW I 782,753.00 426,225 2.50 5.809 TW II 82,74.00 426,47.733 6.022 TW III 870,320.00 444,38 2.324 3.042 TW IV 873,403.00 436,579.486 3.00 2007 TW I 886,77.00 475,533 6.627 3.966 TW II 922,696.00 488,026 3.477 6.828 TW III 988,328.00 506,68.684 5.250 TW IV 989,635.00 493,365 2.389 3.532 2008 TW I,7,580.00 505,243 3.08 6.480 TW II,229,645.00 59,359 2.606 6.458 TW III,332,57.00 538,567 0.825 3.456 TW IV,274,287.00 58,935-0.466-7.940
Lampiran 4. Data Pertumbuhan PDB Triwulan, dan perubahan ROA, dan ROE setiap Triwulan Pertumbuhan Pertumbuhan PDB Nominal PDB Konstan ROA ROE 6.675 8.9289 0.3875 3.290 5.839 2.397-0.79 -.98 5.4744 2.8927-0.7802 2.247 0.6983 -.3495.304-8.370 5.4803 2.028-0.2253 7.453 6.0324 2.2290 0.462-0.496 6.3424 2.8609 0.3473 3.9 6.3780-2.037 -.3954-27.939 3.2009-3.069.4902 5.34 3.83-0.083-0.462 0.23 7.0845 4.2640 0.5905-2.98 0.3542 -.748-0.8380-0.04.4626 8.9226 5.409 0.965 4.20 2.6272-3.498-7.38 7.3 3.774 -.7926 -.578 0.322-2.5294 0.7047 -.78 2.9285 2.4075 0.6289 2.948 0.0275 2.7939-0.45-0.022 8.3660 3.6984 -.78-3.003-4.3699-3.6452 -.2909 -.395
Lampiran 5. Uji Normalitas One-Sample Kolmogorov-Smirnov Test N Normal Parameters a,b Most Extreme Differences Mean Std. Deviation Absolute Positive Negative Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a. Test distribution is Normal. b. Calculated from data. PDB_Nominal PDB_Konstan Delta_ROA Delta_ROE 20 20 20 20 4.8229.7679.0678 -.932 3.87292 3.49284 5.46909 3.67622.37.80.293.82.27.38.293.82 -.37 -.80 -.27 -.40.63.804.3.82.846.538.064.525
Lampiran 6. Uji Autokorelasi Regression Entered/Removed b Entered Removed Method PDB_ Konstan a. Enter a. All requested variables entered. b. Dependent Variable: Delta_ROA Summary b Regression Entered/Removed b Entered Removed Method PDB_ Konstan a. Enter a. All requested variables entered. Summary b R R Square Adjusted R Square Std. Error of the Estimate Durbin- Watson.384 a.47.00 5.8820 2.482 a. Predictors: (Constant), PDB_Konstan b. Dependent Variable: Delta_ROA R R Square Adjusted R Square Std. Error of the Estimate Durbin- Watson.557 a.30.272.67050 2.59 a. Predictors: (Constant), PDB_Konstan
(Constant) PDB_Konstan Unstandardized a. Dependent Variable: Delta_ROE a Standardized B Std. Error Beta t Sig. -4.048 2.940 -.377.86 2.8.767.557 2.845.0
Lampiran 7. Uji Heterokedastisitas Entered/Removed b Entered Removed Method PDB_ Konstan a. Enter a. All requested variables entered. Scatterplot Dependent Variable: Delta_ROE 3 Regression Studentized Residual 2 0 - -2-3 -2-0 2 Regression Standardized Predicted Value 3 4
Lampiran 8. Uji regresi PDB Konstan terhadapo ROA Entered/Removed b Entered Removed Method PDB_ Konstan a. Enter a. All requested variables entered. b. Dependent Variable: Delta_ROA Summary b R R Square Adjusted R Square Std. Error of the Estimate.384 a.47.00 5.8820 a. Predictors: (Constant), PDB_Konstan b. Dependent Variable: Delta_ROA ANOVA b Sum of Squares df Mean Square F Sig. Regression 83.794 83.794 3.3.095 a Residual 484.54 8 26.97 Total 568.308 9 a. Predictors: (Constant), PDB_Konstan b. Dependent Variable: Delta_ROA Unstandardized a Standardized B Std. Error Beta t Sig. (Constant) -.995.307 -.76.456 PDB_Konstan.60.34.384.764.095 a. Dependent Variable: Delta_ROA
Predicted Value Std. Predicted Value Standard Error of Predicted Value Residuals Statistics a Minimum Maximum Mean Std. Deviation N -3.868 4.3734.0678 2.0005 20 -.550 2.050.000.000 20.64 2.702.569.49 20 Adjusted Predicted Value -3.735 5.424 -.750 2.7830 20 Residual -3.8359 4.86093.00000 5.04983 20 Std. Residual -2.54 2.864.000.973 20 Stud. Residual -2.6 3.354.02.073 20 Deleted Residual -3.9245 20.38085.24280 6.7662 20 Stud. Deleted Residual -3.220 5.324.09.492 20 Mahal. Distance.006 4.203.950.306 20 Cook's Distance.000 2.090.28.464 20 Centered Leverage Value.000.22.050.069 20 a. Dependent Variable: Delta_ROA
Lampiran 9. Uji regresi PDB Konstan terhadap ROE Entered/Removed b Entered Removed Method PDB_ Konstan a. Enter a. All requested variables entered. Summary b R R Square Adjusted R Square Std. Error of the Estimate.557 a.30.272.67050 a. Predictors: (Constant), PDB_Konstan ANOVA b Sum of Squares df Mean Square F Sig. Regression 02.33 02.33 8.092.0 a Residual 245.609 8 36.200 Total 3553.742 9 a. Predictors: (Constant), PDB_Konstan Unstandardized a Standardized B Std. Error Beta t Sig. (Constant) -4.048 2.940 -.377.86 PDB_Konstan 2.8.767.557 2.845.0 a. Dependent Variable: Delta_ROE
Predicted Value Std. Predicted Value Standard Error of Predicted Value Residuals Statistics a Minimum Maximum Mean Std. Deviation N -.9965 5.427 -.932 7.6623 20 -.550 2.050.000.000 20 2.67 6.078 3.530.05 20 Adjusted Predicted Value -3.705 6.2634 -.5780 7.352 20 Residual -30.2363 22.36708.00000.35923 20 Std. Residual -2.590.97.000.973 20 Stud. Residual -2.662 2.244.05.039 20 Deleted Residual -3.92984 30.67507.38480 3.00923 20 Stud. Deleted Residual -3.323 2.570.002.72 20 Mahal. Distance.006 4.203.950.306 20 Cook's Distance.000.936.078.209 20 Centered Leverage Value.000.22.050.069 20 a. Dependent Variable: Delta_ROE
Lampiran 0. Uji regresi PDB Nominal terhadap ROA Regression Entered/Removed b Entered Removed Method PDB_ Nominal a. Enter a. All requested variables entered. b. Dependent Variable: Delta_ROA Summary R R Square Adjusted R Square Std. Error of the Estimate.0 a.02 -.043 5.585 a. Predictors: (Constant), PDB_Nominal ANOVA b Sum of Squares df Mean Square F Sig. Regression 6.826 6.826.29.646 a Residual 56.482 8 3.93 Total 568.308 9 a. Predictors: (Constant), PDB_Nominal b. Dependent Variable: Delta_ROA Unstandardized a Standardized B Std. Error Beta t Sig. (Constant).84 2.026.402.693 PDB_Nominal -.55.33 -.0 -.468.646 a. Dependent Variable: Delta_ROA
Lampiran. Uji regresi PDB Nominal terhadap ROE Regression Entered/Removed b Entered Removed Method PDB_ Nominal a. Enter a. All requested variables entered. Summary R R Square Adjusted R Square Std. Error of the Estimate.082 a.007 -.048 4.00365 a. Predictors: (Constant), PDB_Nominal ANOVA b Sum of Squares df Mean Square F Sig. Regression 23.902 23.902.22.73 a Residual 3529.840 8 96.02 Total 3553.742 9 a. Predictors: (Constant), PDB_Nominal Unstandardized a Standardized B Std. Error Beta t Sig. (Constant) -.590 5.080 -.33.758 PDB_Nominal.290.830.082.349.73 a. Dependent Variable: Delta_ROE