DAFTAR PUSTAKA

DAFTAR PUSTAKA
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Bunga (SBI), Nilai Tukar (kurs) Rupiah, Inflasi dan Indeks Bursa
Internasional terhadap IHSG.
Azis Musdalifah. 2011. Pengaruh Inflasi, Suku Bunga dan Kurs Terhadap Indeks
Harga Saham Gabungan di Bursa Efek Indonesia.
Dani. 2013. Kisah Terpuruknya Rupiah & IHSG di 2013. www.okezone.com . Juni
2014.
Dewi. 2013. Kinerja Pasar Modal Indonesia Tahun ini Anjlok. Finance.detik.com.
Juni 2014.
Ghozali. 2011. Aplikasi Analisis Multivariate, BP.UNDIP. Semarang.
Husnan. 2003. Dasar-Dasar Teori Portofolio dan Analisis Sekuritas. BPFE.
Yogyakarta.
Sunariyah. 2004. Pengantar Pengetahuan Pasar Modal, UPP AMP YKPN,
Yogyakarta.
Kuncoro. 2001. Manajemen Keuangan Internasional. UGM. Yogyakarta.
Kurniawan. 2013. Analisis Pengaruh Tingkat Suku Bunga SBI, Inflasi, Harga Minyak
Dunia, Harga Emass Dunia, Kurs Rupiah Terhadap Dolar Amerika, Indeks
NIKEI 225 dan indeks Dowjones Terhadap Indeks Harga Saham Gabungan.
Mankiw (2006). Principle of Economic. Pengantar Ekonomi makro. Salemba Empat.
Jakarta.
Novianto. 2011. Analisis Pengaruh Nilai Tukar (Kurs), Dolar Amerika/Rupiah
(US$/Rp), tingkat suku bunga SBI, Inflasi dan Jumlah Uang Beredar (M2)
Terhadap Perusahaan pada Indeks Harga Saham Gabungan.
Perdana. Pengaruh Suku Bunga Serifikat Bank Indonesia dan Kurs Rupiah Serta
Inflasi Terhadap Harga Saham.
Peter. 2013. Signaling Theory Dalam Personal Finance. www.kopasiana.com.
Agustus 2014.
Prasetiantono. 2000. Keluar dari Krisis: Analisis Ekonomi Indonesia. Gramedia
Pustaka. Jakarta.
Pratikno.2009. Analisis Pengaruh Nilai Tukar Rupiah, Inflasi, SBI, dan Indeks Dow
Jones Terhadap Pergerakan Indeks harga Saham Gabungan
Sunariyah. 2004. Pengantar Pengetahuan Pasar Modal. UPP AMP YKPN.
Yogyakarta.
Sukirno. 2004. Makro Ekonomi Teori Pengantar. PT.Rajawali Press. Jakarta.
Thobary. 2009. Analisis Pengaruh Nilai Tukar, Suku Bunga, Laju Inflasi dan
Pertumbuhan GDP Terhadap Indeks Harga Saham Sektor Properti.
Witjaksono.2010. Analisis Pengaruh Tingkat Suku Bunga SBI, Harga Minyak Dunia,
Harga Emas Dunia, Kurs Rupiah, Indeks Nikkei 225 dan Indeks dow Jones
Terhadap IHSG.
Wira. 2011. Mengenal Indeks Harga Saham Gabungan. www.juruscuan.com. Juni
2014.
Wikipedia.org
www.bi.go.id
www.idx.co.id
www.finance.yahoo.com
www.konsisensi.com
www.konsultanstatistik.com
http://junaidichaniago.wordpress.com
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT ihsgy
/METHOD=ENTER kursx1 sbix2 lag_ihsg
/SCATTERPLOT=(*ZRESID ,*ZPRED)
/RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/SAVE ZRESID.
Regression
Notes
Output Created
28-JUN-2014 16:04:14
Comments
Data
D:\Dropbox\diah\datadiah.sav
Active Dataset
DataSet1
Filter
<none>
Weight
<none>
Split File
<none>
Input
N of Rows in Working Data File
Definition of Missing
Missing Value Handling
36
User-defined missing values are treated as missing.
Statistics are based on cases with no missing values for any
Cases Used
variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
Syntax
/DEPENDENT ihsgy
/METHOD=ENTER kursx1 sbix2 lag_ihsg
/SCATTERPLOT=(*ZRESID ,*ZPRED)
/RESIDUALS DURBIN HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE ZRESID.
Resources
Processor Time
00:00:01.50
Elapsed Time
00:00:01.27
Memory Required
1996 bytes
Additional Memory Required for
896 bytes
Residual Plots
Variables Created or Modified
ZRE_2
Standardized Residual
[DataSet1] D:\Dropbox\diah\datadiah.sav
Variables Entered/Removed
Model
Variables Entered
a
Variables Removed
lag_ihsg, sbi (x2),
1
Method
. Enter
b
kurs(x1)
a. Dependent Variable: ihsg (y)
b. All requested variables entered.
b
Model Summary
Model
R
R Square
Adjusted R Square
Std. Error of the
Durbin-Watson
Estimate
.910a
1
.829
.812
178.05285
1.879
a. Predictors: (Constant), lag_ihsg, sbi (x2), kurs(x1)
b. Dependent Variable: ihsg (y)
ANOVAa
Model
Sum of Squares
Regression
1
Residual
Total
df
Mean Square
F
4754804.472
3
1584934.824
982787.384
31
31702.819
5737591.856
34
Sig.
.000b
49.993
a. Dependent Variable: ihsg (y)
b. Predictors: (Constant), lag_ihsg, sbi (x2), kurs(x1)
Coefficientsa
Model
Unstandardized Coefficients
Standardized
t
Sig.
Collinearity Statistics
Coefficients
B
(Constant)
Std. Error
1212.977
491.351
.031
.047
-103.887
.798
kurs(x1)
Beta
Tolerance
VIF
2.469
.019
.073
.674
.505
.469
2.132
65.524
-.149
-1.585
.123
.629
1.590
.097
.836
8.237
.000
.536
1.865
1
sbi (x2)
lag_ihsg
a. Dependent Variable: ihsg (y)
Collinearity Diagnostics
Model
Dimension
Eigenvalue
a
Condition Index
Variance Proportions
(Constant)
kurs(x1)
sbi (x2)
lag_ihsg
1
3.982
1.000
.00
.00
.00
.00
2
.011
18.814
.00
.00
.23
.24
3
.005
29.133
.34
.53
.00
.02
4
.002
47.053
.66
.47
.76
.73
1
a. Dependent Variable: ihsg (y)
Residuals Statisticsa
Minimum
Predicted Value
Maximum
Mean
Std. Deviation
N
3509.5605
4946.4219
4178.4734
373.96148
35
-419.62747
324.31866
.00000
170.01621
35
Std. Predicted Value
-1.789
2.054
.000
1.000
35
Std. Residual
-2.357
1.821
.000
.955
35
Residual
a. Dependent Variable: ihsg (y)
Charts
NPAR TESTS
/K-S(NORMAL)=ZRE_2
/MISSING ANALYSIS.
NPar Tests
Notes
Output Created
28-JUN-2014 16:04:41
Comments
Data
D:\Dropbox\diah\datadiah.sav
Active Dataset
DataSet1
Filter
<none>
Weight
<none>
Split File
<none>
Input
N of Rows in Working Data File
Missing Value Handling
Definition of Missing
36
User-defined missing values are treated as missing.
Statistics for each test are based on all cases with valid data for
Cases Used
the variable(s) used in that test.
NPAR TESTS
Syntax
/K-S(NORMAL)=ZRE_2
/MISSING ANALYSIS.
Processor Time
Resources
00:00:00.00
Elapsed Time
Number of Cases Allowed
00:00:00.01
a
196608
a. Based on availability of workspace memory.
[DataSet1] D:\Dropbox\diah\datadiah.sav
One-Sample Kolmogorov-Smirnov Test
Standardized
Residual
N
Normal Parametersa,b
35
Mean
Std. Deviation
Most Extreme Differences
.0000000
.95486371
Absolute
.117
Positive
.056
Negative
-.117
Kolmogorov-Smirnov Z
.690
Asymp. Sig. (2-tailed)
.728
a. Test distribution is Normal.
b. Calculated from data.
COMPUTE AbsRes=abs(ZRE_2).
EXECUTE.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT AbsRes
/METHOD=ENTER kursx1 sbix2 lag_ihsg
/SCATTERPLOT=(*ZRESID ,*ZPRED)
/RESIDUALS DURBIN HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/SAVE ZRESID.
Regression
Notes
Output Created
28-JUN-2014 16:05:13
Comments
Data
D:\Dropbox\diah\datadiah.sav
Active Dataset
DataSet1
Filter
<none>
Weight
<none>
Split File
<none>
Input
N of Rows in Working Data File
Definition of Missing
36
User-defined missing values are treated as missing.
Missing Value Handling
Statistics are based on cases with no missing values for any
Cases Used
variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
Syntax
/DEPENDENT AbsRes
/METHOD=ENTER kursx1 sbix2 lag_ihsg
/SCATTERPLOT=(*ZRESID ,*ZPRED)
/RESIDUALS DURBIN HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE ZRESID.
Resources
Processor Time
00:00:00.44
Elapsed Time
00:00:00.40
Memory Required
2036 bytes
Additional Memory Required for
896 bytes
Residual Plots
Variables Created or Modified
ZRE_3
Standardized Residual
[DataSet1] D:\Dropbox\diah\datadiah.sav
Variables Entered/Removeda
Model
Variables Entered
lag_ihsg, sbi (x2),
1
Variables Removed
Method
. Enter
b
kurs(x1)
a. Dependent Variable: AbsRes
b. All requested variables entered.
Model Summaryb
Model
R
R Square
Adjusted R Square
Std. Error of the
Durbin-Watson
Estimate
a
1
.349
.122
.037
.58190
2.010
a. Predictors: (Constant), lag_ihsg, sbi (x2), kurs(x1)
b. Dependent Variable: AbsRes
a
ANOVA
Model
Sum of Squares
Regression
1
df
Mean Square
F
1.453
3
.484
Residual
10.497
31
.339
Total
11.949
34
Sig.
.253b
1.430
a. Dependent Variable: AbsRes
b. Predictors: (Constant), lag_ihsg, sbi (x2), kurs(x1)
Coefficientsa
Model
Unstandardized Coefficients
Standardized
t
Sig.
Collinearity Statistics
Coefficients
B
(Constant)
Std. Error
-2.411
1.606
kurs(x1)
.000
.000
sbi (x2)
.297
lag_ihsg
.001
Beta
Tolerance
VIF
-1.501
.143
-.170
-.692
.494
.469
2.132
.214
.294
1.387
.175
.629
1.590
.000
.402
1.750
.090
.536
1.865
1
a. Dependent Variable: AbsRes
Collinearity Diagnosticsa
Model
Dimension
Eigenvalue
Condition Index
Variance Proportions
(Constant)
kurs(x1)
sbi (x2)
lag_ihsg
1
3.982
1.000
.00
.00
.00
.00
2
.011
18.814
.00
.00
.23
.24
3
.005
29.133
.34
.53
.00
.02
4
.002
47.053
.66
.47
.76
.73
1
a. Dependent Variable: AbsRes
Residuals Statisticsa
Minimum
Predicted Value
Maximum
Mean
Std. Deviation
N
.4195
1.1310
.7378
.20670
35
-.75868
1.75348
.00000
.55563
35
Std. Predicted Value
-1.540
1.902
.000
1.000
35
Std. Residual
-1.304
3.013
.000
.955
35
Residual
a. Dependent Variable: AbsRes
Charts
Bulan
jan'11
feb
maret
aprl
mei
juni
juli
agus
sept
okt
nov
des
jan'12
feb
maret
april
mei
juni
juli
agus
sept
okt
nov
des
jan'13
feb
maret
apr
mei
juni
juli
agus
sept
okt
nov
des
Kurs(X1)
9057
8823
8709
8574
8537
8597
8508
8578
8823
8828
9170
9068
9000
9085
9180
9109
9565
9480
9485
9560
9588
9615
9605
9670
9698
9667
9719
9673
9802
9929
10278
10924
11613
11234
11977
12189
SBI(X2)
6,50%
6,75%
6,75%
6,75%
6,75%
6,75%
6,75%
6,75%
6,75%
6,50%
6%
6%
6%
5,75%
5,75%
5,75%
5,75%
5,75%
5,75%
5,75%
5,75%
5,75%
5,75%
5,75%
5,75%
5,75%
5,75%
5,75%
5,75%
6%
6,5%
6,75%
7,25%
7,25%
7,50%
7,50%
IHSG (Y)
3409,17
3470,35
3678,67
3819,62
3836,97
3888,57
4130,8
3841,73
3549,03
3790,85
3715,08
3821,99
3941,69
3985,21
4121,55
4180,73
3832,82
3955,58
4142,34
4060,33
4262,56
4350,29
4276,14
4316,69
4453,70
4797,79
4940,99
5034,07
5068,63
4818,90
4610,38
4195,09
4316,18
4510,63
4256,44
4274,18