LAMPIRAN-LAMPIRAN
LAMPIRAN II. DAFTAR DATA VARIABEL BEBAS DAN VARIABEL TERIKAT PERUSAHAAN MANUFAKTUR DI BEI tahun 2006-2008 TAHUN TAHUN TAHUN TAHUN RATA-RATA 2006 2007 2008 2006-2008 No Emiten Merck 386 4000 200 399 5250 230 440 3550 535 408.33 42667 32.6 2 United Tractor 326 6550 85 524 0900 50 800 4400 220 550 7283.3 5.6 3 Tunas Ridean 6 70 5 36 240 55 76 750 68 09.33 900 76 4 Indo Kordsa 4 900 2 87 900 63 2 800 25 3 866.7 66.66 5 Metrodata Electronics 0 80 3 4 84 3 5 7 3 7 2.667 6 Sumi Indo Kabel 45 820 35 253 50 00 39 50 25 239 823.33 86.67 7 Colorpak Indonesia 25 980 5 32 520 0 66 650 20 4 383.3.66 8 Sepatu Bata,55 4000 435 266 23000 636 22 20500 86 544.33 967 629 9 Gudang Garam 524 0200 250 750 8500 250 977 4250 350 750.33 7650 283.33 0 Sinar Mas 29 3650 46 344 6000 5 364 700 80 309 3783.3 77 Multi Bintang 3492 55000 264 4005 55000 36 055 49500 5 4968.3 5367 05 2 Mayora Indah 22 620 35 85 750 40 256 40 50 87.67 503.3 4.66 3 Fast Food Indonesia 54 820 20 230 2450 45 28 300 57 22.67 2456.7 40.66 4 Tempo Sca 6 900 25 62 750 25 7 400 5 64.66 683.33 2.667
LAMPIRAN III- HASIL PERHITUNGAN ANALISIS REGRESI BERGANDA BERDASARKAN DATA CROSSECTION TAHUN 2006-2008 REGRESI, HARGA SAHAM TERHADAP IDEN TAHUN 2006 Descriptive Statistics Mean Std. Deviation N 0.4286 33.335 4 80.9286 59.6529 4 9925.0000 6676.37654 4 Pearson Correlation Sig. (-tailed) N.000.547.04.547.000 -.550.04 -.550.000..02.36.02..02.36.02. 4 4 4 4 4 4 4 4 4 Variables Entered/Removed b Variables Variables Entered Removed Method, a. Enter a. All requested variables entered. b. Dependent Variable:
LAMPIRAN III-2 Summary b Change Statistics Adjusted Std. Error of R Square Durbin- R R Square R Square the Estimate Change F Change df df2 Sig. F Change Watson.73 a.535.450 492.39437.535 6.322 2.05.57 a. Predictors: (Constant),, b. Dependent Variable: Regression Residual Total ANOVA b Sum of Squares df Mean Square F Sig. 3065407 2 532703.282 6.322.05 a 2666974 242452.25 573238 3 a. Predictors: (Constant),, b. Dependent Variable: (Constant) Unstandardized Coefficients Standardized Coefficients Coefficients a 95% Confidence Interval for B t Sig. Lower Bound Upper Bound Zero-order Partial Part Collinearity Statistics VIF B Std. Error Beta Tolerance 2.97 335.55.039.970-725.492 75.433 35.2 0.005.866 3.59.005 3.90 57.23.547.728.724.698.433 3.866.639.58 2.359.038.258 7.473.04.580.485.698.433
LAMPIRAN III-3 Coefficient a Covariances.000.550.550.000 2.686 9.03 9.03 00.099 Collinearity Diagnostics a Dimension 2 3 Condition Variance Proportions Eigenvalue Index (Constant) 2.27.000.03.04.04.693.789.00.24.2.09 4.943.97.72.75 Residuals Statistics a Minimum Maximum Mean Std. Deviation N Predicted Value 240.6687 86.966 038.9286 485.59294 4 Residual -80.360 78.7285.00000 452.93694 4 Std. Predicted Value -.644.602.000.000 4 Std. Residual -.627.588.000.920 4
LAMPIRAN VI- REGRESI, HARGA SAHAM TERHADAP IDEN TAHUN 2007 Descriptive Statistics Mean Std. Deviation N 265.574 608.5783 4 520.5000 023.3720 4 2035.7 8669.3646 4 Pearson Correlation Sig. (-tailed) N.000.054.790.054.000 -.422.790 -.422.000..427.000.427..066.000.066. 4 4 4 4 4 4 4 4 4 Variables Entered/Removed b Variables Variables Entered Removed Method, a. Enter a. All requested variables entered. b. Dependent Variable:
LAMPIRAN VI-2 Summary b Change Statistics Adjusted Std. Error of R Square Durbin- R R Square R Square the Estimate Change F Change df df2 Sig. F Change Watson.898 a.807.772 534.6225.807 22.95 2.000.495 a. Predictors: (Constant),, b. Dependent Variable: Regression Residual Total ANOVA b Sum of Squares df Mean Square F Sig. 3969 2 6559845.433 22.95.000 a 34409 28589.876 626370 3 a. Predictors: (Constant),, b. Dependent Variable: (Constant) Unstandardized Coefficients Standardized Coefficients Coefficients a 95% Confidence Interval for B Collinearity Statistics B Std. Error Beta t Sig. Lower Bound Upper Bound Zero-order Partial Part Tolerance VIF -8.769 279.449 -.650.529-796.833 433.295 32.97 0.228.47 3.224.008 0.459 55.482.054.697.427.822.27 5.280.78.989 6.763.000 3.56 6.998.790.898.897.822.27
LAMPIRAN VI-3 Coefficient a Covariances.000.422.422.000.60 3.369 3.369 04.63 Collinearity Diagnostics a Dimension 2 3 Condition Variance Proportions Eigenvalue Index (Constant) 2.054.000.06.06.06.793.609.00.22.36.54 3.657.94.72.58 Residuals Statistics a Minimum Maximum Mean Std. Deviation N Predicted Value -558.3405 5758.6865 674.5000 575.8243 4 Residual -47.03 484.847.00000 744.66928 4 Std. Predicted Value -.782 3.226.000.000 4 Std. Residual -.87.834.000.920 4
LAMPIRAN V- REGRESI, HARGA SAHAM TERHADAP IDEN TAHUN 2008 Descriptive Statistics Mean Std. Deviation N 9.2857 233.56680 4 407.2857 2862.36875 4 8992.9286 5335.238 4 Pearson Correlation Sig. (-tailed) N.000.432.68.432.000 -.582.68 -.582.000..06.283.06..05.283.05. 4 4 4 4 4 4 4 4 4 Variables Entered/Removed b Variables Variables Entered Removed Method, a. Enter a. All requested variables entered. b. Dependent Variable:
LAMPIRAN V-2 Summary b Change Statistics Adjusted Std. Error of R Square Durbin- R R Square R Square the Estimate Change F Change df df2 Sig. F Change Watson.672 a.452.352 58.86965.452 4.536 2.037.320 a. Predictors: (Constant),, b. Dependent Variable: Regression Residual Total ANOVA b Sum of Squares df Mean Square F Sig. 2442569 2 22284.750 4.536.037 a 296483 269225.74 5404052 3 a. Predictors: (Constant),, b. Dependent Variable: (Constant) Unstandardized Coefficients Standardized Coefficients Coefficients a 95% Confidence Interval for B B Std. Error Beta t Sig. Lower Bound Upper Bound Zero-order Partial Part 3.530 354.375.038.970-766.443 793.504 Collinearity Statistics Tolerance 28.943 9.922.800 2.97.04 7.04 50.78.432.660.65.662.5 3.992.730.633 2.308.04.84 7.799.68.57.55.662.5 VIF
LAMPIRAN V-3 Coefficient a Covariances.000.582.582.000 2.992 9.984 9.984 98.449 Collinearity Diagnostics a Dimension 2 3 Condition Variance Proportions Eigenvalue Index (Constant) 2.77.000.03.04.04.733.723.00.2.2.089 4.944.97.75.75 Residuals Statistics a Minimum Maximum Mean Std. Deviation N Predicted Value 5.7855 670.7973 9.243 20.3035 4 Residual -46.822 255.8987.00000 8.57660 4 Std. Predicted Value -.87 2.382.000.000 4 Std. Residual -.39.985.000.920 4
LAMPIRAN VI- Regresi Rata-Rata Selama 3 Tahun (2006-2008) Descriptive Statistics Mean Std. Deviation N 36.798 70.74955 4 608.5443 273.86979 4 037.95 6794.94978 4 Pearson Correlation Sig. (-tailed) N.000.66.482.66.000 -.28.482 -.28.000..00.04.00..33.04.33. 4 4 4 4 4 4 4 4 4 Variables Entered/Removed b Variables Variables Entered Removed Method, a. Enter a. All requested variables entered. b. Dependent Variable:
LAMPIRAN VI-2 Summary b Change Statistics Adjusted Std. Error of R Square Durbin- R R Square R Square the Estimate Change F Change df df2 Sig. F Change Watson.836 a.699.644 989.2785.699 2.75 2.00.75 a. Predictors: (Constant),, b. Dependent Variable: Regression Residual Total ANOVA b Sum of Squares df Mean Square F Sig. 24958098 2 2479049.24 2.75.00 a 0765384 97867.26 35723482 3 a. Predictors: (Constant),, b. Dependent Variable: (Constant) Unstandardized Coefficients Standardized Coefficients Coefficients a 95% Confidence Interval for B t Sig. Lower Bound Upper Bound Zero-order Partial Part Collinearity Statistics VIF B Std. Error Beta Tolerance -265.63 734.44 -.36.725-88.597 35.272 38.627 9.359.689 4.27.002 8.029 59.226.66.780.683.984.07 3.93.5.570 3.44.006.397 6.465.482.77.565.984.07
LAMPIRAN VI-3 Coefficient a Covariances.000.28.28.000.326.379.379 87.588 Collinearity Diagnostics a Dimension 2 3 Condition Variance Proportions Eigenvalue Index (Constant) 2.626.000.02.03.03.290 3.0.00.37.50.084 5.584.98.60.46 Residuals Statistics a Minimum Maximum Mean Std. Deviation N Predicted Value 882.49 5763.745 388.243 385.58786 4 Residual -628.66 555.200.00000 90.00354 4 Std. Predicted Value -.664.859.000.000 4 Std. Residual -.646.572.000.920 4
LAMPIRAN VII. Tabel Hasil t-hitung dan t-tabel VARIABEL TAHUN t-hitung t-tabel n 4, sig 0,025 Keterangan terhadap Dividen 2006 3,59 2,20 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial mempengaruhi Dividen HARGA SAHAM terhadap Dividen 2006 2,359 2,20 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial Harga Saham mempengaruhi Dividen terhadap Dividen 2007 3,224 2,20 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial mempengaruhi Dividen HARGA SAHAM terhadap Dividen 2007 6,763 2,20 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial Harga Saham mempengaruhi Dividen terhadap Dividen 2008 2,97 2,20 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial mempengaruhi Dividen HARGA SAHAM terhadap Dividen 2008 2,308 2,20 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial Harga Saham mempengaruhi Dividen terhadap Dividen HARGA SAHAM terhadap Dividen Tahun rata-rata Tahun rata-rata 4,27 2,20 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial mempengaruhi Dividen 3,44 2,20 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial Harga Saham mempengaruhi Dividen
LAMPIRAN VIII. Tabel Hasil F-hitung dan F-tabel VARIABEL TAHUN F-hitung F-tabel Sig-F Keterangan DAN HARGA SAHAM TERHADAP IDEN DAN HARGA SAHAM TERHADAP IDEN DAN HARGA SAHAM TERHADAP IDEN 2006 6,322 3,59 0.05 F-hitung > F-tabel, Ho ditolak, Ha diterima, secara simultan, dan Harga Saham mempengaruhi Dividen 2007 22,95 3,59 0,000 F-hitung > F-tabel, Ho ditolak, Ha diterima, secara simultan, dan Harga Saham mempengaruhi Dividen 2008 4,536 3,59 0,037 F-hitung > F-tabel, Ho ditolak, Ha diterima, secara simultan, dan Harga Saham mempengaruhi Dividen DAN HARGA SAHAM TERHADAP IDEN Tahun rata-rata 2,75 3,59 0,00 F-hitung > F-tabel, Ho ditolak, Ha diterima, secara simultan, dan Harga Saham mempengaruhi Dividen
LAMPIRAN XI. HASIL UJI ASUMSI MODEL DENGAN UJI NORMALITAS Normal P-P Plot of Regression Standardized Residual.0 Dependent Variable: IDEN 0.8 Expected CumProb 0.6 0.4 0.2 0.0 0.0 0.2 0.4 0.6 0.8.0 Observed Cum Prob Berdasarkan gambar diatas dapat dilihat bahwa nilai Risidual mendekati garis, jadi yang digunakan dalam penelitian ini berdistribusi normal.
LAMPIRAN X. HASIL UJI ASUMSI MODEL DENGAN UJI AUTOKORELASI Summary b Change Statistics Adjusted Std. Error of R Square Durbin- R R Square R Square the Estimate Change F Change df df2 Sig. F Change Watson.943 a.889.869 459.92322.889 44.040 2.000.98 a. Predictors: (Constant),, b. Dependent Variable: Berdasarkan hasil perhitungan regresi linier berganda diperoleh nilai Durbin Watson sebesar 0,98. Dengan demikian nilai DW tidak lebih dari 2,92, sehingga dapat disimpulkan bahwa model regresi linier berganda tersebut tidak terjadi gejala Autokorelasi.
LAMPIRAN XI. HASIL UJI ASUMSI MODEL DENGAN UJI MULTIKOLINIERITAS (Constant) Unstandardized Coefficients Standardized Coefficients Coefficients a 95% Confidence Interval for B t Sig. Lower Bound Upper Bound Zero-order Partial Part Collinearity Statistics VIF B Std. Error Beta Tolerance -652.286 279.564-2.333.040-267.603-36.969 50.596 5.242.360 3.320.007 7.049 84.43.640.707.333.860.63 7.274.055.747 6.896.000 4.952 9.596.882.90.693.860.63 Jika nilai VIF tidak lebih besar dari 0 maka dapat disimpulkan bahwa model regresi tersebut tidak terdapat problem Multikolinieritas. Berdasarkan hasil perhitungan diatas diperoleh nilai VIF,63. Maka dapat disimpulkan bahwa model regresi dalam penelitian ini tidak terdapat problem Multikolinieritas.
LAMPIRAN XII. HASIL UJI ASUMSI MODEL DENGAN UJI HETEROSKEDASITAS Scatterplot Dependent Variable: IDEN 4 Regression Standardized Predicted Value 3 2 0 - -2-0 Regression Standardized Residual 2 Pada gambar terlihat titik-titik menyebar secara acak, dan tidak membuat sebuah pola tertentu yang jelas, serta tersebar baik di atas maupun di bawah angka 0 pada sumbu Y. Hal ini berarti tidak terjadi heteroskedasitas pada model regresi yang diguankan dalam penelitian ini.
LAMPIRAN XIII. CAPITAL GAIN DAN LOSS CAPITAL NO PERUSAHAAN Merck 2 United Tractor 3 Tunas Ridean 4 Indo Kordsa 5 Metrodata Electronics 6 Sumi Indo Kabel 7 Colorpak Indonesia 8 Sepatu Bata 9 Gudang Garam 0 Sinar Mas Multi Bintang 2 Mayora Indah 3 Fast Food Indonesia 4 Tempo Sca 2006 2007 2008 0.500 2.500-7.000 3550 4.350-6.500 350 530-490 200 00-00 50 04-3 250 330-650 350 540 30 7500 9.000-3500 500-700 -4.250 200 2350-4300 800 000-5500 00 30-60 550 630 650 00 50-350