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www.bi.go.id www.bisnis.com www.idx.co.id www.dmo.or.id
Lampiran 1:
Data Yield Obligasi Negara dalam Valuta Asing seri INDO-14, Kurs Rupiah terhadap USD, Inflasi dan CDS Periode Januari 2005 - Desember 2009 Bulan-Tahun Jan-05 Feb-05 Mar-05 Apr-05 May-05 Jun-05 Jul-05 Aug-05 Sep-05 Oct-05 Nov-05 Dec-05 Jan-06 Feb-06 Mar-06 Apr-06 May-06 Jun-06 Jul-06 Aug-06 Sep-06 Oct-06 Nov-06 Dec-06 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07 Jul-07 Aug-07 Sep-07 Oct-07
Yield INDO-14 6.59 6.29 6.54 7.14 7.14 6.74 6.78 6.99 6.99 7.13 6.99 6.81 6.79 6.72 6.78 6.85 6.78 6.96 6.94 6.68 6.49 6.28 6.17 5.97 5.94 5.94 5.99 5.91 5.86 6.12 6.38 6.57 6.21 5.94
Kurs Tengah 9,204.15 9,244.94 9,370.52 9,539.36 9,479.80 9,616.45 9,799.29 9,986.64 10,232.57 10,093.38 10,040.71 9,857.32 9,493.00 9,253.15 9,171.57 8,936.94 8,984.86 9,362.73 9,125.48 9,094.25 9,143.33 9,187.18 9,134.59 9,086.80 9,066.50 9,067.80 9,163.95 9,097.55 8,844.33 8,983.65 9,067.14 9,366.68 9,309.90 9,107.06
66
Inflasi 7.32 7.15 8.81 8.12 7.40 7.42 7.84 8.33 9.06 17.89 18.38 17.11 17.03 17.92 15.74 15.40 15.60 15.53 15.15 14.90 14.55 6.29 5.27 6.60 6.26 6.30 6.52 6.29 6.01 5.77 6.06 6.51 6.95 6.88
CDS 291.91 227.92 228.02 260.11 283.45 267.74 263.38 267.55 285.98 277.87 240.60 210.90 206.71 189.00 171.12 172.68 173.51 214.16 203.66 169.57 158.31 144.60 125.16 120.13 117.62 111.60 125.18 110.96 103.80 101.06 136.56 190.37 163.31 128.74
Nov-07 Dec-07 Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08 Jan-09 Feb-09 Mar-09 Apr-09 May-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct-09 Nov-09 Dec-09
6.11 6.04 6.13 5.99 5.72 5.77 5.94 6.42 6.84 6.52 6.57 11.51 12.43 10.10 9.07 8.97 9.42 8.11 6.94 6.65 6.20 5.47 5.13 4.44 4.72 4.21
9,264.27 9,333.60 9,406.35 9,181.15 9,184.94 9,208.64 9,290.80 9,295.71 9,163.45 9,149.25 9,340.65 10,048.35 11,711.15 11,324.84 11,167.21 11,852.75 11,849.55 11,025.10 10,392.65 10,206.64 10,111.33 9,977.60 9,900.72 9,482.73 9,469.95 9,457.75
Sumber data : diolah dari situs Bank Indonesia dan Bloomberg.
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6.71 6.59 7.36 7.40 8.17 8.96 10.38 11.03 11.90 11.85 12.14 11.77 11.68 11.06 9.17 8.60 7.92 7.31 6.04 3.65 2.71 2.75 2.83 2.57 2.41 2.78
169.40 158.45 202.88 233.67 248.90 233.35 233.90 267.48 273.27 254.10 298.57 778.76 746.69 692.21 612.47 625.29 637.52 486.93 345.62 315.76 274.81 210.64 194.80 179.05 203.82 195.48
Lampiran 2:
Correlations YieldINDO14 Pearson Correlation
Sig. (1-tailed)
N
YieldINDO14
Kurs
Inflasi
CDS
1.000
.693
.358
.881
Kurs
.693
1.000
.012
.833
Inflasi
.358
.012
1.000
.111
CDS
.881
.833
.111
1.000
.
.000
.003
.000
Kurs
.000
.
.465
.000
Inflasi
.003
.465
.
.200
CDS
.000
.000
.200
.
YieldINDO14
60
60
60
60
Kurs
60
60
60
60
Inflasi
60
60
60
60
CDS
60
60
60
60
YieldINDO14
68
Lampiran 3:
Model Summary
Model 1
R
R Square .920a
Adjusted R
Std. Error of the
Square
Estimate
.846
.838
Change Statistics R Square Change
.56840
.846
a. Predictors: (Constant), CDS, Inflasi, Kurs
69
F Change 102.899
df1
df2 3
Sig. F Change 56
.000
Lampiran 4:
Coefficientsa
Model 1
Unstandardized
Standardized
Coefficients
Coefficients
B
Std. Error
(Constant)
5.086
1.569
Kurs
-.130
.186
Inflasi
.084
CDS
.008
95% Confidence Interval for B t
Beta
Sig.
Lower Bound
Upper Bound
Correlations Zero-order
Partial
Collinearity Statistics Part
Tolerance
VIF
3.241
.002
1.942
8.230
-.067
-.700
.487
-.502
.242
.693
-.093
-.037
.299
3.339
.017
.258
4.841
.000
.049
.119
.358
.543
.254
.967
1.035
.001
.909
9.437
.000
.006
.010
.881
.784
.494
.296
3.380
a. Dependent Variable: YieldINDO14
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Lampiran 5:
ANOVAb Model 1
Sum of Squares
df
Mean Square
Regression
99.733
3
33.244
Residual
18.092
56
.323
117.825
59
Total
a. Predictors: (Constant), CDS, Inflasi, Kurs b. Dependent Variable: YieldINDO14
71
F 102.899
Sig. .000a
