ABSTRAK Beberapa tahun terakhir ini kurs tukar IDR/USD terus mengalami fluktuasi yang tidak dapat diprediksi. Akibatnya para pelaku pasar sulit untuk menentukan pada saat kapan mereka harus melakukan ekspor dan kapan harus melakukan kegiatan impor untuk memperoleh keuntungan yang maksimal. Berkenaan dengan hal tersebut, penelitian ini mencoba untuk mengidentifikasi variabel mana yang lebih dipengaruhi oleh fluktuasi kurs rupiah/USD. Adapun variabel yang digunakan meliputi nilai tukar rupiah/USD dengan kurs tengah BI sebagai acuannya dan jumlah nilai ekspor impor yang dilakukan Indonesia. Sampel yang diambil menggunakan metode sampel sensus. Analisis data memakai uji asumsi klasik untuk melihat data yang digunakan layak atau tidak dan dilanjutkan analisis regresi linier ditambah peramalan untuk 1 tahun kedepan. Hasil penelitian menunjukkan nilai ekspor akan meningkat apabila nilai rupiah/USD melemah dan sebaliknya untuk impor. Kata kunci : Fluktuasi kurs, Ekspor, Impor, Peramalan
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ABSTRACT In the last few years the exchange rate of IDR/USD continues to fluctuate that can’t be predicted. As the result, the international marketers are rather difficult to determine the time when they should do the export import activities to obtain maximum benefit. In this regard, the research try to identify which variables are more affected by fluctuations in the exchange rate of IDR/USD. The variables have been used are the IDR/USD with a middle rate of BI as a reference and the amount of Indonesian exports and imports value. Sample which have been taken were census sample. Data analysis used the classic assumption test to establish whether the data are suitable or not. and linear regression analysis added by 1 year plus forecasting the future. The results show the export value would increase if the value of the IDR/USD weakens and vice versa for imports Keywords : Fluctuations in exchange rates, Exports, Imports, Forecasting
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DAFTAR ISI Halaman KATA PENGANTAR ............................................................................
i
ABSTRAK .............................................................................................
iii
ABSTRACT ..............................................................................................
iv
DAFTAR ISI ..........................................................................................
v
DAFTAR TABEL ..................................................................................
viii
DAFTAR GAMBAR ..............................................................................
ix
DAFTAR GRAFIK .................................................................................
x
DAFTAR LAMPIRAN ...........................................................................
xi
BAB I PENDAHULUAN ......................................................................
1
1.1 Latar Belakang Masalah .......................................................
1
1.2 Rumusan Masalah ................................................................
5
1.3 Tujuan Penelitian ..................................................................
5
1.4 Manfaat Penelitian ...............................................................
6
BAB
II
KAJIAN
PUSTAKA,
KERANGKA
PEMIKIRAN
DAN
PENGEMBANGAN HIPOTESIS ............................................................
7
2.1 Kurs .....................................................................................
7
2.2 Valuta Asing.........................................................................
8
2.2.1. Sistem Kurs Valuta Asing ..........................................
9
2.2.2. Transaksi Dalam Valuta Asing ..................................
10
2.2.3. Jenis Perubahan Nilai Kurs Valuta Asing ...................
11
2.2.4. Dasar Pemakaian Dalam Penjabaran Transaksi Valuta Asing ........................................................................
11
2.3. Rupiah ................................................................................
12
2.4. US Dollar atau Dollar Amerika Serikat................................
16
2.5. Ekspor .................................................................................
16
2.5.1. Prosedur Ekspor .........................................................
18
2.5.2. Persiapan Dokumen Ekspor ........................................
19
2.5.3. Istilah Dalam Sistem Pelayaran ..................................
20
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Universitas Kristen Maranatha
2.5.4. Setelah Barang Berangkat ..........................................
23
2.5.5. Jenis Pembayaran .......................................................
24
2.6. Impor ..................................................................................
24
2.6.1. Prosedur Impor...........................................................
26
2.6.2. Proses Dokumen di Bank ...........................................
27
2.6.3. Proses Bintek (Bapeksta) ...........................................
27
2.6.4. Dokumen yang diperlukan dalam Impor .....................
29
2.6.5. Pajak Impor ................................................................
33
2.7. Produk Ekspor dan Impor dari Negara Indonesia .................
35
2.7.1. Produk Ekspor Indonesia ............................................
35
2.7.2. Produk Impor Indonesia .............................................
36
2.8. Analisis Regresi Linier ........................................................
37
2.9. Pengujian Asumsi Klasik.....................................................
37
2.10. Penentuan Koefisien Determinasi (Adjusted R2) ..............
40
2.11. Uji-t ..................................................................................
41
2.12. Kerangka Pemikiran ..........................................................
42
2.13. Hipotesis ...........................................................................
42
BAB III METODE PENELITIAN ...........................................................
44
3.1 Populasi .............................................................................
44
3.2 Sampel ...............................................................................
44
3.3 Objek Penelitian ..................................................................
45
3.4 Data atau Variabel yang digunakan .....................................
45
3.5 Metode Pengumpulan Data ..................................................
45
3.6 Metode Analisis Data ..........................................................
46
3.7 Uji-t ....................................................................................
47
BAB IV HASIL PENELITIAN DAN PEMBAHASAN ...........................
48
4.1 Kondisi Ekspor Impor Indonesia ........................................
48
4.1.1 Kondisi Ekspor Indonesia ...........................................
48
4.1.2 Kondisi Impor Indonesia ............................................
49
4.2 Analisis Ekspor ...................................................................
51
4.2.1. Persamaan Regresi .....................................................
51
4.2.2. Uji Normalitas ...........................................................
52
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4.2.3. Uji Multikolinearitas ..................................................
53
4.2.4. Uji Autokorelasi ........................................................
53
4.2.5. Uji Heterokedastisitas ................................................
54
4.2.6. Koefisien Determinasi ...............................................
55
4.2.7. Uji-t ...........................................................................
55
4.3. Analisis Impor .....................................................................
57
4.3.1. Persamaan Regresi .....................................................
57
4.3.2. Uji Normalitas ...........................................................
58
4.3.3. Uji Multikolinearitas ..................................................
59
4.3.4. Uji Autokorelasi ........................................................
59
4.3.5. Uji Heterokedastisitas ................................................
60
4.3.6. Koefisien Determinasi ...............................................
61
4.3.7. Uji-t ..........................................................................
61
4.4. Persamaan Regresi (Peramalan Kurs) ..................................
63
BAB V SIMPULAN DAN SARAN.........................................................
67
5.1 Simpulan .............................................................................
67
5.2 Saran ...................................................................................
68
DAFTAR PUSTAKA ..............................................................................
69
LAMPIRAN ...........................................................................................
70
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DAFTAR TABEL
Tabel I
Ketentuan Autokorelasi ............................................................
39
Tabel II Kurs Tengah Bank Indonesia ...................................................
63
Tabel III Nilai Peramalan Kurs 2010-2011 .............................................
64
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DAFTAR GAMBAR
Gambar 1
Kerangka Pemikiran ............................................................
43
Gambar 2
Langkah Analisis Data .........................................................
47
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DAFTAR GRAFIK
Grafik I
Kurs Rupiah terhadap Nilai Ekspor .........................................
56
Grafik II
Kurs Rupiah terhadap Nilai Impor ..........................................
62
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DAFTAR LAMPIRAN LAMPIRAN A DATA EKSPOR IMPOR ................................................
70
LAMPIRAN B KURS TENGAH BANK INDONESIA ...........................
71
LAMPIRAN C OUTPUT SPSS ...............................................................
72
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