Lampiran 1. Tabulasi Data Penelitian Nilai Tukar Rupiah/US Dollar, Tingkat Suku Bunga SBI, Nilai IHSG Periode Tahun 2011-2013 Tahun Variabel Bulan 2011 2012 2013 Nilai Tukar Rupiah/US Dollar (X 1 ) Tingkat Suku Bunga SBI (X 2 ) Nilai IHSG (Y) Januari 9.057 9.000 9.698 Pebruari 8.823 9.085 9.667 Maret 8.709 9.180 9.719 April 8.574 9.190 9.722 Mei 8.537 9.565 9.802 Juni 8.597 9.480 9.929 Juli 8.508 9.485 10.278 Agustus 8.578 9.573 10.924 September 8.823 9.590 11.613 Oktober 8.835 9.615 11.234 Nopember 9.170 9.605 11.977 Desember 9.068 9.670 12.189 Januari 6,08 4,88 4,84 Pebruari 6,70 3,82 4,86 Maret 6,71 3,82 4,86 April 7,17 3,92 4,89 Mei 7,36 4,23 5,02 Juni 7,36 4,32 5,27 Juli 7,27 4,45 5,52 Agustus 6,77 4,54 5,85 September 6,28 4,67 6,95 Oktober 5,76 4,76 6,96 Nopember 5,22 4,77 7,22 Desember 5,03 4,80 7,21 Januari 3,821.9920 3,941.6930 4,453.7030 Pebruari 3,470.3480 3,985.2100 4,795.7890 Maret 3,678.6740 4,121.5510 4,940.9860 April 3,819.6180 4,180.7320 5,034.0710 Mei 3,836.9670 3,832.8240 5,068.6280 Juni 3,888.5690 3,955.5770 4,818.8950 Juli 4,130.8000 4,142.3370 4,610.3770 Agustus 3,841.7310 4,060.3310 4,195.0890 September 3,549.0320 4,262.5610 4,316.1760 Oktober 3,790.8470 4,350.2910 4,510.6310 Nopember 3,715.0800 4,276.1410 4,256.4360 Desember 3,821.9920 4,316.6870 4,274.1770 75
Lampiran 2. Output Analisis Linier Berganda Regression Casewise Diagnostics a Case Number Std. Residual Nilai_IHSG Predicted Value Residual 1 -.485 3.821,99 3.989,7873-167,79728 2-1.141 3.470,34 3.864,6393-394,29925 3 -.461 3.678,67 3.838,1530-159,48297 4.190 3.819,61 3.753,8724 65,73756 5.329 3.836,96 3.723,2254 113,73457 6.440 3.888,56 3.736,5441 152,01585 7 1.167 4.130,80 3.727,4146 403,38541 8.115 3.841,73 3.801,9894 39,74058 9-1.056 3.549,03 3.914,2298-365,19977 10 -.542 3.790,84 3.978,2913-187,45129 11-1.161 3.715,08 4.116,4133-401,33334 12 -.851 3.821,99 4.116,2053-294,21534 13 -.512 3.941,69 4.118,8217-177,13169 14 -.803 3.985,21 4.262,8469-277,63689 15 -.470 4.121,55 4.283,9348-162,38485 16 -.271 4.180,73 4.274,3474-93,61737 17-1.412 3.832,82 4.320,9868-488,16681 18 -.972 3.955,57 4.291,4921-335,92209 19 -.390 4.142,33 4.277,2525-134,92254 20 -.653 4.060,33 4.286,1601-225,83011 21 -.035 4.262,56 4.274,5843-12,02430 22.234 4.350,29 4.269,5072 80,78278 23.029 4.276,14 4.266,1067 10,03329 24.115 4.316,68 4.276,9931 39,68686 25.507 4.453,70 4.278,4856 175,21437 26 1.523 4.795,78 4.269,2428 526,53716 27 1.910 4.940,98 4.280,7857 660,19427 28 2.187 5.034,07 4.277,9095 756,16051 29 2.280 5.068,62 4.280,3183 788,30168 76
30 1.562 4.818,89 4.278,9914 539,89856 31.820 4.610,37 4.326,9438 283,42621 32 -.684 4.195,08 4.431,3780-236,29796 33 -.400 4.316,17 4.454,4413-138,27126 34.409 4.510,63 4.369,1307 141,49934 Casewise Diagnostics a 35 -.714 4.256,43 4.503,3618-246,93184 36 -.803 4.274,17 4.551,6020-277,43202 Residuals Statistics a Minimum Maximum Mean Std. Deviation N Predicted Value 3.723,2253 4.551,6021 4.168,5108 233,89250 36 Residual -488,16681 788,30170,00000 335,68255 36 Std. Predicted Value -1.904 1.638.000 1.000 36 Std. Residual -1.412 2.280.000.971 36 Analisis Linier Berganda a Unstandardized Standardized B Std. Error Beta t Sig. 1 (Constant) 2697.209 629.060 4.288.000 Nilai_Tukar_Rupiah_US$.222.062.513 3.556.001 Tingkat_Suku_Bunga_SBI -118.073 51.175 -.333-2.307.127 77
Uji Signifikan Simultan (Uji-F) ANOVA b Sum of Squares df Mean Square F Sig. 1 Regression 1914699.573 2 957349.787 8.010.001 a Residual 3943897.064 33 119512.032 Total 5858596.637 35 a. Predictors: (Constant), Tingkat_Suku_Bunga_SBI, Nilai_Tukar_Rupiah_US$ b. Dependent Variable: Nilai_IHSG Uji Signifikan Parsial (Uji-t) Unstandardized Standardized B Std. Error Beta t Sig. 1 (Constant) 2697.209 629.060 4.288.000 Nilai_Tukar_Rupiah_US$.222.062.513 3.556.001 Tingkat_Suku_Bunga_SBI -118.073 51.175 -.333-2.307.127 Uji Koefesien Determinasi (R 2 ) Summary b R R Square Adjusted R Square Std. Error of the Estimate 1.572 a.327.286 345,70512 a. Predictors: (Constant), Tingkat_Suku_Bunga_SBI, Nilai_Tukar_Rupiah_US$ b. Dependent Variable: Nilai_IHSG 78
Lampiran 3. Output Uji Asumsi Klasik Regression Variables Entered/Removed Variables Variables Entered Removed Method 1 Tingkat_Suku_B unga_sbi, Nilai_Tukar_Rupi ah_us$ a. Enter a. All requested variables entered. Uji Kolmogrov Smirnov One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N 36 Normal Parameters a,,b Mean.0000000 Std. Deviation 3.35682548E2 Most Extreme Differences Absolute.156 Positive.156 Negative -.088 Kolmogorov-Smirnov Z.937 Asymp. Sig. (2-tailed).344 a. Test distribution is Normal. b. Calculated from data. 79
Unstandardized Uji Multikolinieritas a Standardized Collinearity Statistics B Std. Error Beta t Sig. Tolerance VIF 1(Constant) 2697.209 629.060 4.288.000 Nilai_Tukar_Ru piah_us$ Tingkat_Suku_ Bunga_SBI.222.062.513 3.556.001.981 1.019-118.073 51.175 -.333-2.307.127.981 1.019 ANOVA b Sum of Squares df Mean Square F Sig. 1 Regression 1914699.573 2 957349.787 8.010.001 a Residual 3943897.064 33 119512.032 Total 5858596.637 35 a. Predictors: (Constant), Tingkat_Suku_Bunga_SBI, Nilai_Tukar_Rupiah_US$ b. Dependent Variable: Nilai_IHSG Uji Koefesien Determinasi (R 2 ) Summary b R R Square Adjusted R Square Std. Error of the Estimate 1.572 a.327.286 345,70512 a. Predictors: (Constant), Tingkat_Suku_Bunga_SBI, Nilai_Tukar_Rupiah_US$ b. Dependent Variable: Nilai_IHSG 80
Coefficient Correlations a Tingkat_Suku_B unga_sbi Nilai_Tukar_Rupi ah_us$ 1 Correlations Tingkat_Suku_Bunga_SBI 1.000 -.137 Nilai_Tukar_Rupiah_US$ -.137 1.000 Covariances Tingkat_Suku_Bunga_SBI 2618.863 -.437 Nilai_Tukar_Rupiah_US$ -.437.004 Collinearity Diagnostics a Variance Proportions Dimensi Nilai_Tukar_Rupi Tingkat_Suku_B on Eigenvalue Condition Index (Constant) ah_us$ unga_sbi 1 1 2.969 1.000.00.00.00 2.027 10.527.04.07.98 3.005 25.311.96.93.01 81
Residuals Statistics a Minimum Maximum Mean Std. Deviation N Predicted Value 3.723,2253 4.551,6021 4.168,5108 233,89250 36 Std. Predicted Value -1.904 1.638.000 1.000 36 Standard Error of Predicted Value 63.927 181.980 94.949 31.160 36 Adjusted Predicted Value 3.659,9827 4.657,9458 4.173,9190 248,27301 36 Residual -488,16681 788,30170,00000 335,68255 36 Std. Residual -1.412 2.280.000.971 36 Stud. Residual -1.461 2.323 -.007 1.003 36 Deleted Residual -522,84369 818,20050-5,40815 359,03704 36 Stud. Deleted Residual -1.488 2.501.007 1.034 36 Mahal. Distance.225 8.726 1.944 2.081 36 Cook's Distance.000.114.023.028 36 Centered Leverage Value.006.249.056.059 36 82