92
Lampiran 1 Waktu Penelitian No
1 2 3 4 5 6
Kegiatan
2012– 2014 Mei
Juni
Juli
Agustus
September
Oktober
November
Penyusunan dan pengajuan proposal Bimbingan Proposal Kolokium Bimbingan tesis Seminar hasil Sidang akhir tesis
Universitas Sumatera Utara
Januari
93
Lampiran 2 Daftar Populasi dan Sampel Perusahaan Manufaktur Tahun 2010– 2012
No
Kode
1
ADES
2 3 4 5 6 7 8
AISA AQUA CEKA DAVO DLTA DVLA GGRM
9
HMSP
10
ICBP
11
INAF
12
INDF
13
KAEF
14 15 16
KDSI KICI KLBF
17
LMPI
18 19 20 21 22 23 24
MBTO MERK MLBI MRAT MYOR PSDN PYFA
25
RMBA
26
ROTI
27
SCPI
28
SKLT
29
SQBI
30
SQBB
31 32 33
STTP TCID TSPC
Nama Perusahaan
PT.Akashi Wira International Tbk. PT. Tiga Pilar Sejahtera Food Tbk PT. Aqua Goldem Missispi Tbk PT.ahaya Kalbar Tbk PT. Davomas Abadi Tbk PT. Delta Djakarta Tbk PT. Darya-Varia Laboratoria Tbk PT. Gudang Garam Tbk PT. Hanjaya Mandala Sampoerna Tbk PT. Indofood CBP Sukses Makmur Tbk PT. Indofarma Tbk PT. Indofood Sukses Makmur Tbk PT. Kimia Farma Tbk PT. Kedaung Setia Industrial Tbk. PT. Kedaung Industri Can Tbk. PT. Kalbefarma Tbk PT. Langgeng Makmur Industri Tbk. PT. Martina Berto Tbk. PT. Merck Tbk PT. Multi Bintang Indonesia Tbk PT. Mustika Ratu Tbk. PT. Mayora Indah Tbk. PT. Prasidha Aneka NiagaTbk. PT. Pyridam Farma Tbk. PT. Bentoel International Investama Tbk PT. Nippon Indosari Corporindo Tbk PT. Schering Plough Indonesia Tbk. PT. Sekar Laut Tbk PT. Taisho Pharmaceutical Indonesia Tbk (PS) PT. Taisho Pharmaceutical Indonesia Tbk (S) PT. Siantar Top Tbk PT. Mandon Indonesia Tbk PT. Tempo Scan Pacific Tbk
Tanggal Listed BEI
Listed di BEI sejak 2010
Menyerah kan laporan keuangan selama 3 tahun (20102012)
Saha m aktif 20102012
Sampel
13.06.1994
S1
11.061.1997 01.03.1990 09.07.1996 22.12.1994 27.02.1984 11.11.1994 27.08.1990
S2 S3 S4
15.08.1990
S5
07.10.2010
S6
17.04.2001
-
14.07.1994
S7
04.07.2001
S8
29.07.1996 28.10.1993 30.07.1991
S9 S10 S11
17.10.1994
S12
13.01.2011 23.07.1981 25.12.1981 27.07.1995 04.07.1990 18.10.1994 16.10.2001
S13 S14 S15 S16 S17
05.03.1990
S18
28.06.2010
-
08.06.1990
S19
08.09.1993
S20
29.03.1983
-
29.03.1983
-
-
16.12.1996 30.09.1993 17.06.1994
-
S21 S22
-
-
Universitas Sumatera Utara
94
34
ULTJ
35
UNVR
PT. Ultrajaya Milk Industri & Trading Co. Tbk PT. Unilever Indonesia Tbk
02.07.1990
S23
11.01.1982
S24
Sumber : www.idx.com
Universitas Sumatera Utara
95
Lampiran 3 Data Keputusan Investasi (Y) Perusahaan Manufaktur 2010-2012 Sebelum Transformasi No
Nama Perusahaan
Singkatan
2010 Aktiva Tetap 2010
2011 Aktiva Tetap 2011
2012 Aktiva Tetap 2012
1
PT.Akashi Wira International Tbk. PT. Delta Djakarta Tbk PT. Darya-Varia Laboratoria Tbk PT. Gudang Garam Tbk PT. Sampoerna Agro Tbk PT. Indofood CBP Sukses Makmur Tbk PT. Indofood Sukses Makmur Tbk PT. Kimia Farma Tbk PT. Kedaung Setia Industrial Tbk. PT. Kedaung Industri Can Tbk. PT. Kalbefarma Tbk PT. Langgeng Makmur Industri Tbk. PT. Merck Tbk PT. Multi Bintang Indonesia Tbk PT. Mustika Ratu Tbk.
ADES
100904000000
102574000000
1009553000000
DLTA
113940099000
98160265000
95121198000
DVLA
177505399000
199878090000
218295222000
GGRM
7406632000000
8189881000000
10389326000000
HMSP
4087338000000
3850665000000
4115078000000
ICBP
2304588000000
2590036000000
3839756000000
INDF
11737142000000 12921013000000
15775741000000
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
PT. Mayora Indah Tbk. PT. Pyridam Farma Tbk. PT. Bentoel International Investama Tbk PT. Schering Plough Indonesia Tbk. PT. Sekar Laut Tbk PT. Mandon Indonesia Tbk PT. Tempo Scan Pacific Tbk PT. Ultrajaya Milk Industri & Trading Co. Tbk PT. Unilever Indonesia Tbk
KAEF
413196818855
426719769958
449140317883
KDSI
177453591117
180174436949
171839026968
KICI
8609278457
7984973765
9439337673
KLBF
1605266031098
1860288483732
2254763272886
LMPI
183886160793
229799514619
274266729051
MERK
67053016000
61536084000
63317809000
MLBI
528879000000
547202000000
652832000000
MRAT MYOR
68343347512 1489560955852
74624457208 2038406656429
79716536484 2857932917034
PYFA
52826675604
55114227514
66153646271
RMBA
1713400000000
1921194000000
2191488000000
SCPI
30687338000
41425107000
154521651000
SKLT
97002153118
100331701554
101728706257
TCID
396755925487
416328119478
440132920673
TSPC
760788196333
886134968731
1000822028797
ULTJ
941931552988
1069735963102
979511601619
UNVR
4148778000000
5314311000000
6283479000000
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
96
Lampiran 4 Data Laba Bersih (X1) Perusahaan Manufaktur 2010-2012 Sebelum Transformasi No 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
Nama Perusahaan PT.Akashi Wira International Tbk. PT. Delta Djakarta Tbk PT. Darya-Varia Laboratoria Tbk PT. Gudang Garam Tbk PT. Sampoerna Agro Tbk PT. Indofood CBP Sukses Makmur Tbk PT. Indofood Sukses Makmur Tbk PT. Kimia Farma Tbk PT. Kedaung Setia Industrial Tbk. PT. Kedaung Industri Can Tbk. PT. Kalbefarma Tbk PT. Langgeng Makmur Industri Tbk. PT. Merck Tbk PT. Multi Bintang Indonesia Tbk PT. Mustika Ratu Tbk. PT. Mayora Indah Tbk. PT. Pyridam Farma Tbk. PT. Bentoel International Investama Tbk PT. Schering Plough Indonesia Tbk. PT. Sekar Laut Tbk PT. Mandon Indonesia Tbk PT. Tempo Scan Pacific Tbk PT. Ultrajaya Milk Industri & Trading Co. Tbk PT. Unilever Indonesia Tbk
Singkatan
2010 Laba Bersih
2011 Laba Bersih
2012 Laba Bersih
ADES
31659000000
25868000000
83376000000
DLTA
139566900000
145084912000
208120871000
DVLA
110880522000
120915340000
148909089000
GGRM
4146282000000
4894057000000
4013758000000
HMSP
6421429000000
8065414000000
9945296000000
ICBP
1704047000000
INDF
2952858000000
3077180000000
3261176000000
KAEF
138716044100
171765487458
205133316635
KDSI
16892153755
23628732460
36837060793
KICI
3259699213
356739464
2259475494
KLBF
1286330026012
1482236969778
1733928105603
LMPI
2794104212
5424322790
2340674019
MERK
118794278000
231158647000
107808155000
MLBI
442916000000
507238000000
453343000000
MRAT
24418796930
27867834532
30751407882
MYOR
484086202515
471027871566
729634186606
PYFA
4199202953
5172045680
5308221363
RMBA
218621000000
305997000000
-323351000000
SCPI
-8043270000
-25420338000
-12366677000
SKLT
4833531934
5976223920
7962087247
TCID
131445098783
140038819641
150373851969
TSPC
488889258921
566048397448
627950145504
ULTJ
107123243835
101232456048
352965099993
UNVR
3386970000000
4163369000000
4839277000000
1975345000000
2179592000000
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
97
Lampiran 5 Data Dividen (D1)Perusahaan Manufaktur 2010-2012Sebelum Transformasi No 1 2 3 4 5 6 7 8 9 10 11 12 13 14
Nama Perusahaan PT.Akashi Wira International Tbk. PT. Delta Djakarta Tbk PT. Darya-Varia Laboratoria Tbk PT. Gudang Garam Tbk PT. Sampoerna Agro Tbk PT. Indofood CBP Sukses Makmur TBK PT. Indofood Sukses Makmur Tbk PT. Kimia Farma Tbk PT. Kedaung Setia Industrial Tbk. PT. Kedaung Industri Can Tbk. PT. Kalbefarma Tbk PT. Langgeng Makmur Industri Tbk. PT. Merck Tbk PT. Multi Bintang Indonesia Tbk
Singkatan ADES DLTA DVLA GGRM HMSP ICBP INDF KAEF KDSI KICI KLBF LMPI MERK MLBI
2010 0 1 1 1 1 1 1 1 0 0 1 0 1 1
2011 0 1 1 1 1 1 1 1 0 0 1 0 1 1
2012 0 0 1 0 0 0 0 0 0 0 0 0 0 1
15
PT. Mustika Ratu Tbk.
MRAT
1
1
0
16
PT. Mayora Indah Tbk.
MYOR
0
1
0
17 18 19
PT. Pyridam Farma Tbk.
PYFA RMBA SCPI
0 1 0
0 0 0
0 0 0
20 21 22 23 24
PT. Sekar Laut Tbk
SKLT TCID TSPC ULTJ UNVR
1 1 1 0 1
1 1 1 1 1
0 0 0 0 1
PT. Bentoel International Investama Tbk PT. Schering Plough Indonesia Tbk.
PT. Mandon Indonesia Tbk PT. Tempo Scan Pacific Tbk PT. Ultrajaya Milk Industri & Trading Co. Tbk PT. Unilever Indonesia Tbk
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
98
Lampiran 6 Data Hutang (X2)Perusahaan Manufaktur 2010-2012 Sebelum Transformasi No 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
Nama Perusahaan PT.Akashi Wira International Tbk. PT. Delta Djakarta Tbk PT. Darya-Varia Laboratoria Tbk PT. Gudang Garam Tbk PT. Sampoerna Agro Tbk PT. Indofood CBP Sukses Makmur Tbk PT. Indofood Sukses Makmur Tbk PT. Kimia Farma Tbk PT. Kedaung Setia Industrial Tbk. PT. Kedaung Industri Can Tbk. PT. Kalbefarma Tbk PT. Langgeng Makmur Industri Tbk. PT. Merck Tbk PT. Multi Bintang Indonesia Tbk PT. Mustika Ratu Tbk. PT. Mayora Indah Tbk. PT. Pyridam Farma Tbk. PT. Bentoel International Investama Tbk PT. Schering Plough Indonesia Tbk. PT. Sekar Laut Tbk PT. Mandon Indonesia Tbk PT. Tempo Scan Pacific Tbk PT. Ultrajaya Milk Industri & Trading Co. Tbk PT. Unilever Indonesia Tbk
Singkatan
2010 Total Kewajiban
2011
ADES
224615000000
190302000000
179972000000
DLTA
115224947000
123236249000
147095322000
DVLA
213507941000
200373603000
233144997000
GGRM
9421403000000
14537777000000
14903612000000
HMSP
10309671000000
9174554000000
12939107000000
ICBP
3999132000000
4513084000000
5766682000000
INDF
22423117000000
21975708000000
25181533000000
KAEF KDSI
543257475734 302184493096
541736739279 308397930892
634813891119 254557936376
KICI
22001345739
23121512108
28398892246
KLBF
1260579634452
1758619054414
2046313566061
LMPI
207224495511
278775688530
405692420520
MERK
71751830000
90206868000
152689086000
MLBI
665714000000
690545000000
822195000000
MRAT
48828866257
64063972371
69586067037
MYOR
2359027500267
4175176240894
5234655914665
PYFA
23361793395
35636351337
48144037183
RMBA
2773070000000
4086673000000
5011668000000
SCPI
221633029000
290921862000
423212410000
SKLT
81070404211
91337531247
120263906808
TCID
98758035129
110452261687
164751376547
TSPC
944862700629
1204438648313
1279828890909
ULTJ
705472336001
776735279582
744274268607
UNVR
4652409000000
6801375000000
8016614000000
Total Kewajiban
2012 Total Kewajiban
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
99
Lampiran 7 Data Arus Kas Bebas (X3)Perusahaan Manufaktur 2010-2012 Sebelum Transformasi No
Nama Perusahaan
Arus Kas Bebas
Kode 2010
2011
2012
1
PT.Akashi Wira International Tbk.
ADES
-1911000000
31360000000
3898000000
2
PT. Delta Djakarta Tbk
DLTA
38001471000
1.98E+11
2.23E+11
3
PT. Darya-Varia Laboratoria Tbk
DVLA
37174696000
-14797325000
5578350000
4
PT. Gudang Garam Tbk
GGRM
-65137000000
-3.32E+12
1.90E+12
5
PT. Sampoerna Agro Tbk
HMSP
7.31E+12
1.11E+13
9.81E+11
6
PT. Indofood CBP Sukses Makmur Tbk
ICBP
-5.4854E+12
8.26835E+11
1.76459E+12
7
PT. Indofood Sukses Makmur Tbk
INDF
-2.37E+12
-1.79E+12
4.87E+12
8
PT. Kimia Farma Tbk
KAEF
20400615525
-56918572144
-2.30E+12
9
PT. Kedaung Setia Industrial Tbk.
KDSI
-39366266663
21986936413
-1.39E+11
10
PT. Kedaung Industri Can Tbk.
KICI
4033807987
-3741977075
-36588886120
11
PT. Kalbefarma Tbk
KLBF
2.73E+11
7.29E+11
1.37E+12
12
PT. Langgeng Makmur Industri Tbk.
LMPI
16992231619
-8951921677
-8.70E+11
13
PT. Merck Tbk
MERK
1.51E+11
25065578000
54383967396
14
PT. Multi Bintang Indonesia Tbk
MLBI
-45969000000
6.13E+11
6.17E+11
15
PT. Mustika Ratu Tbk.
MRAT
-16485355659
-19762422310
2.13E+11
16
PT. Mayora Indah Tbk.
MYOR
-1.79E+11
-9.92E+11
8.03E+11
17
PT. Pyridam Farma Tbk.
PYFA
5338883288
-3483985633
-6.44E+11
18
PT. Bentoel International Investama Tbk
RMBA
3.45E+11
25461000000
-3.49E+11
19
PT. Schering Plough Indonesia Tbk.
SCPI
8611205000
-63260612000
3.41E+11
20
PT. Sekar Laut Tbk
SKLT
3255415023
5637271642
19571662786
21
PT. Mandon Indonesia Tbk PT. Tempo Scan Pacific Tbk
TCID
89527997422
1208419374
2.44E+11
TSPC
61209787397
1.87E+11
5.59E+11
22 23
PT. Ultrajaya Milk Industri & Trading Co. Tbk
ULTJ
1.56E+11
2.22E+11
1.84E+11
24
PT. Unilever Indonesia Tbk
UNVR
3.28E+12
5.83E+12
4.92E+12
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
100
Lampiran 8 Data Modal Kerja Bersih (Net Working Capital) (X4)Perusahaan Manufaktur 2010-2012 Sebelum Transformasi No 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
Nama Perusahaan PT.Akashi Wira International Tbk. PT. Delta Djakarta Tbk PT. Darya-Varia Laboratoria Tbk PT. Gudang Garam Tbk PT. Sampoerna Agro Tbk PT. Indofood CBP Sukses Makmur Tbk PT. Indofood Sukses Makmur Tbk PT. Kimia Farma Tbk PT. Kedaung Setia Industrial Tbk. PT. Kedaung Industri Can Tbk. PT. Kalbefarma Tbk PT. Langgeng Makmur Industri Tbk. PT. Merck Tbk PT. Multi Bintang Indonesia Tbk PT. Mustika Ratu Tbk. PT. Mayora Indah Tbk. PT. Pyridam Farma Tbk. PT. Bentoel International Investama Tbk PT. Schering Plough Indonesia Tbk. PT. Sekar Laut Tbk PT. Mandon Indonesia Tbk PT. Tempo Scan Pacific Tbk PT. Ultrajaya Milk Industri & Trading Co. Tbk PT. Unilever Indonesia Tbk
2010
Modal Kerja Bersih 2011
2012
ADES
44656000000
53441000000
92865000000
DLTA
4.76557E+11
4.81515E+11
5.11414E+11
DVLA
4.75219E+11
5.52646E+11
6.34625E+11
GGRM HMSP
1.44264E+13 5.98962E+12
1.68474E+13 6.36156E+12
1.61517E+13 9.23034E+12
ICBP
4.31664E+12
5.59177E+12
6.30895E+12
INDF
1.02189E+13
1.16704E+13
1.31224E+13
KAEF
5.96291E+11
7.21293E+11
9.68614E+11
KDSI
71005326311
95935014186
1.37261E+11
KICI
46815182676
48363939883
49149954955
KLBF
3.88506E+12
4.36329E+12
4.55009E+12
LMPI
1.31027E+11
1.04361E+11
83502823402
MERK
2.74858E+11
4.26295E+11
3.44055E+11
MLBI
-34785000000
-3834000000
-3.59724E+11
MRAT MYOR PYFA
2.51385E+11 1.64452E+12 31428306526
2.72655E+11 2.24951E+12 37522409819
2.94234E+11 3.38917E+12 37167988314
RMBA
1.83184E+12
4.58124E+11
1.7498E+12
SCPI
53527066000
1.8924E+11
94192071000
SKLT TCID TSPC
44115616781 5.53623E+11 1.83896E+12
43200702579 6.14666E+11 2.07557E+12
36841915960 6.03864E+11 2.29664E+12
ULTJ
4.77884E+11
3.16486E+11
6.03604E+11
UNVR
-6.5481E+11
-2.02838E+12
-2.49993E+12
Singkatan
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
101
Lampiran 9 Data Seluruh Variabel Perusahaan Manufaktur 2010-2012 Sebelum Transformasi (SPSS) No 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39
Y 1.01E+11 1.03E+11 1.01E+12 1.14E+11 9.82E+10 9.51E+10 1.78E+11 2.00E+11 2.18E+11 7.41E+12 8.19E+12 1.04E+13 4.09E+12 3.85E+12 4.12E+12 2.30E+12 2.59E+12 3.84E+12 1.17E+13 1.29E+13 1.58E+13 4.13E+11 4.27E+11 4.49E+11 1.77E+11 1.80E+11 1.72E+11 8.61E+09 7.98E+09 9.44E+09 1.61E+12 1.86E+12 2.25E+12 1.84E+11 2.30E+11 2.74E+11 6.71E+10 6.15E+10 6.33E+10
X1 3.17E+10 2.59E+10 8.34E+10 1.40E+11 1.45E+11 2.08E+11 1.11E+11 1.21E+11 1.49E+11 4.15E+12 4.89E+12 4.01E+12 6.42E+12 8.07E+12 9.95E+12 1.70E+12 1.98E+12 2.18E+12 2.95E+12 3.08E+12 3.26E+12 1.39E+11 1.72E+11 2.05E+11 1.69E+10 2.36E+10 3.68E+10 3.26E+09 3.57E+08 2.26E+09 1.29E+12 1.48E+12 1.73E+12 2.79E+09 5.42E+09 2.34E+09 1.19E+11 2.31E+11 1.08E+11
X2 0 0 0 1 1 0 1 1 1 1 1 0 1 1 0 1 1 0 1 1 0 1 1 0 0 0 0 0 0 0 1 1 0 0 0 0 1 1 0
X3
X4
X5
Res_1
2.25E+11 1.90E+11 1.80E+11 1.15E+11 1.23E+11 1.47E+11 2.14E+11 2.00E+11 2.33E+11 9.42E+12 1.45E+13 1.49E+13 1.03E+13 9.17E+12 1.29E+13 4.00E+12 4.51E+12 5.77E+12 2.24E+13 2.20E+13 2.52E+13 5.43E+11 5.42E+11 6.35E+11 3.02E+11 3.08E+11 2.55E+11 2.20E+10 2.31E+10 2.84E+10 1.26E+12 1.76E+12 2.05E+12 2.07E+11 2.79E+11 4.06E+11 7.18E+10 9.02E+10 1.53E+11
-1.91E+09 3.14E+10 3.90E+09 3.80E+10 1.98E+11 2.23E+11 3.72E+10 -1.48E+10 5.58E+09 -6.51E+10 -3.32E+12 1.90E+12 7.31E+12 1.11E+13 9.81E+11 -5.49E+12 8.27E+11 1.76E+12 -2.37E+12 -1.79E+12 4.87E+12 2.04E+10 -5.69E+10 -2.30E+12 -3.94E+10 2.20E+10 -1.39E+11 4.03E+09 -3.74E+09 -3.66E+10 2.73E+11 7.29E+11 1.37E+12 1.70E+10 -8.95E+09 -8.70E+11 1.51E+11 2.51E+10 5.44E+10
4.47E+10 5.34E+10 9.29E+10 4.77E+11 4.82E+11 5.11E+11 4.75E+11 5.53E+11 6.35E+11 1.44E+13 1.68E+13 1.62E+13 5.99E+12 6.36E+12 9.23E+12 4.32E+12 5.59E+12 6.31E+12 1.02E+13 1.17E+13 1.31E+13 5.96E+11 7.21E+11 9.69E+11 7.10E+10 9.59E+10 1.37E+11 4.68E+10 4.84E+10 4.91E+10 3.89E+12 4.36E+12 4.55E+12 1.31E+11 1.04E+11 8.35E+10 2.75E+11 4.26E+11 3.44E+11
-1.14E+11 -9.99E+10 8.31E+11 -2.67E+11 -3.09E+11 -9.44E+10 -2.68E+11 -2.34E+11 -2.36E+11 1.69E+12 7.26E+09 1.25E+12 -1.82E+12 -1.48E+12 -1.38E+12 6.27E+11 -3.27E+11 2.82E+11 -1.16E+12 1.14E+11 3.01E+11 -2.23E+11 -1.98E+11 3.05E+11 -8.36E+10 -9.34E+10 -4.69E+10 -9.90E+10 -1.00E+11 -9.64E+10 5.84E+11 5.04E+11 9.17E+11 -3.98E+10 -2.84E+10 6.86E+10 -2.94E+11 -2.71E+11 -1.21E+11
Universitas Sumatera Utara
102
40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72
5.29E+11 5.47E+11 6.53E+11 6.83E+10 7.46E+10 7.97E+10 1.49E+12 2.04E+12 2.86E+12 5.28E+10 5.51E+10 6.62E+10 1.71E+12 1.92E+12 2.19E+12 3.07E+10 4.14E+10 1.55E+11 9.70E+10 1.00E+11 1.02E+11 3.97E+11 4.16E+11 4.40E+11 7.61E+11 8.86E+11 1.00E+12 9.42E+11 1.07E+12 9.80E+11 4.15E+12 5.31E+12 6.28E+12
4.43E+11 5.07E+11 4.53E+11 2.44E+10 2.79E+10 3.08E+10 4.84E+11 4.71E+11 7.30E+11 4.20E+09 5.17E+09 5.31E+09 2.19E+11 3.06E+11 -3.23E+11 -8.04E+09 -2.54E+10 -1.24E+10 4.83E+09 5.98E+09 7.96E+09 1.31E+11 1.40E+11 1.50E+11 4.89E+11 5.66E+11 6.28E+11 1.07E+11 1.01E+11 3.53E+11 3.39E+12 4.16E+12 4.84E+12
1 1 1 1 1 0 0 1 0 0 0 0 1 0 0 0 0 0 1 1 0 1 1 0 1 1 0 0 1 0 1 1 1
6.66E+11 6.91E+11 8.22E+11 4.88E+10 6.41E+10 6.96E+10 2.36E+12 4.18E+12 5.23E+12 2.34E+10 3.56E+10 4.81E+10 2.77E+12 4.09E+12 5.01E+12 2.22E+11 2.91E+11 4.23E+11 8.11E+10 9.13E+10 1.20E+11 9.88E+10 1.10E+11 1.65E+11 9.45E+11 1.20E+12 1.28E+12 7.05E+11 7.77E+11 7.44E+11 4.65E+12 6.80E+12 8.02E+12
-4.60E+10 6.13E+11 6.17E+11 -1.65E+10 -1.98E+10 2.13E+11 -1.79E+11 -9.92E+11 8.03E+11 5.34E+09 -3.48E+09 -6.44E+11 3.45E+11 2.55E+10 -3.49E+11 8.61E+09 -6.33E+10 3.41E+11 3.26E+09 5.64E+09 1.96E+10 8.95E+10 1.21E+09 2.44E+11 6.12E+10 1.87E+11 5.59E+11 1.56E+11 2.22E+11 1.84E+11 3.28E+12 5.83E+12 4.92E+12
-3.48E+10 -3.83E+09 -3.60E+11 2.51E+11 2.73E+11 2.94E+11 1.64E+12 2.25E+12 3.39E+12 3.14E+10 3.75E+10 3.72E+10 1.83E+12 4.58E+11 1.75E+12 5.35E+10 1.89E+11 9.42E+10 4.41E+10 4.32E+10 3.68E+10 5.54E+11 6.15E+11 6.04E+11 1.84E+12 2.08E+12 2.30E+12 4.78E+11 3.16E+11 6.04E+11 -6.55E+11 -2.03E+12 -2.50E+12
-2.29E+10 -9.79E+10 -5.49E+10 -2.82E+11 -2.84E+11 -9.84E+10 6.78E+10 -5.88E+11 -4.41E+11 -5.41E+10 -5.79E+10 3.90E+10 -3.38E+11 -4.81E+11 -9.89E+11 -1.97E+11 -2.32E+11 -2.42E+11 -2.63E+11 -2.65E+11 -6.26E+10 9.06E+09 3.21E+10 2.12E+11 -1.13E+11 -1.53E+11 8.31E+10 4.12E+11 2.82E+11 4.87E+11 1.75E+12 1.65E+12 2.30E+12
Universitas Sumatera Utara
103
Lampiran 10 Hasil Pengolahan Data SPSS Sebelum Transformasi REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT Y /METHOD=ENTER X1 X2 X3 X4 X5 /SCATTERPLOT=(*SRESID ,*ZPRED) /RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID) /SAVE RESID. Regression NPAR TESTS /K-S(NORMAL)=RES_1 /MISSING ANALYSIS. NPar Tests Notes Output Created Comments Input
Missing Value Handling
20-Nov-2013 00:05:06 Active Dataset Filter Weight Split File N of Rows in Working Data File Definition of Missing Cases Used
Syntax
Resources
Processor Time Elapsed Time Number of Cases Alloweda a. Based on availability of workspace memory.
DataSet0 <none> <none> <none> 72 User-defined missing values are treated as missing. Statistics for each test are based on all cases with valid data for the variable(s) used in that test. NPAR TESTS /K-S(NORMAL)=RES_1 /MISSING ANALYSIS. 00:00:00.031 00:00:00.008 196608
Universitas Sumatera Utara
104
[DataSet0] One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N Normal Parametersa Most Extreme Differences
72 .0001967 6.58392338E11 .200 .200 -.193 1.695 .006
Mean Std. Deviation Absolute Positive Negative
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a. Test distribution is Normal.
Notes Output Created Comments Input
Missing Value Handling
20-Nov-2013 00:04:52 Active Dataset Filter Weight Split File N of Rows in Working Data File Definition of Missing Cases Used
Syntax
Resources
Variables Created or Modified
Processor Time Elapsed Time Memory Required Additional Memory Required for Residual Plots RES_1
DataSet0 <none> <none> <none> 72 User-defined missing values are treated as missing. Statistics are based on cases with no missing values for any variable used. REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT Y /METHOD=ENTER X1 X2 X3 X4 X5 /SCATTERPLOT=(*SRESID ,*ZPRED) /RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID) /SAVE RESID. 00:00:02.745 00:00:02.498 2676 bytes 880 bytes Unstandardized Residual
[DataSet0]
Universitas Sumatera Utara
105
Variables Entered/Removedb Variables Entered
Model
Variables Removed
NWC, ArusKasBebas, Div, LabBer, Hutanga a. All requested variables entered. b. Dependent Variable: KepInves
Method
1
. Enter
Model Summaryb Model
R
Adjusted R Square
R Square
Std. Error of the Estimate Durbin-Watson
1 .979a .958 .955 6.829E11 a. Predictors: (Constant), NWC, ArusKasBebas, Div, LabBer, Hutang b. Dependent Variable: KepInves
1.151
ANOVAb Model 1
Sum of Squares
Df
Mean Square
Regression
7.048E26
5
1.410E26
Residual
3.078E25
66
4.663E23
F
Sig. .000a
302.275
Total 7.356E26 71 a. Predictors: (Constant), NWC, ArusKasBebas, Div, LabBer, Hutang b. Dependent Variable: KepInves Coefficientsa Unstandardized Coefficients Model 1
B (Constant) LabBer Div
Std. Error
Standardized Coefficients Beta
t
9.127E10 1.198E11 -.301
Collinearity Statistics Sig. Tolerance
VIF
.762 .449
.075
-.186
-3.993 .000
.292
3.424
2.189E11 1.648E11
.034
1.328 .189
.954
1.048
Hutang
.577
.029
.989 19.979 .000
.259
3.864
ArusKasBebas
.145
.052
.097
2.789 .007
.528
1.894
NWC .085 a. Dependent Variable: KepInves
.039
.108
2.155 .035
.253
3.946
Universitas Sumatera Utara
106
Coefficient Correlationsa Model 1
NWC Correlations
Covariances
NWC
ArusKasBebas
Div
LabBer
Hutang
1.000
.430
.049
-.362
-.668
ArusKasBebas
.430
1.000
.055
-.627
-.109
Div
.049
.055
1.000
-.165
-.005
LabBer
-.362
-.627
-.165
1.000
-.249
Hutang
-.668
-.109
-.005
-.249
1.000
NWC
.002
.001 3.208E8
-.001
.000
ArusKasBebas
.001
.003 4.746E8
-.002
.000
4.746E8 2.715E22 -2.053E9
-2.167E7
Div
3.208E8
LabBer
-.001
-.002 -2.053E9
.006
.000
Hutang a. Dependent Variable: KepInves
.000
.000 -2.167E7
.000
.001
Collinearity Diagnosticsa Variance Proportions Condition Index (Constant) LabBer Div Hutang ArusKasBebas NWC
Model
Dimens ion
1
1
3.495
1.000
.02
.01
.02
.01
.01
.01
2
1.020
1.851
.09
.02
.10
.00
.24
.00
3
.919
1.950
.06
.00
.10
.03
.15
.06
4
.292
3.460
.82
.02
.73
.00
.02
.00
5
.161
4.664
.02
.84
.05
.33
.33
.00
6 .113 a. Dependent Variable: KepInves
5.566
.00
.11
.01
.62
.25
.93
Eigenvalue
Residuals Statisticsa Minimum Predicted Value Std. Predicted Value Standard Error of Predicted Value Adjusted Predicted Value Residual Std. Residual Stud. Residual Deleted Residual Stud. Deleted Residual Mahal. Distance Cook's Distance Centered Leverage Value a. Dependent Variable: KepInves
Maximum
Mean
Std. Deviation
N
2.72E10 -.588
1.55E13 4.315
1.88E12 .000
3.151E12 1.000
72 72
1.155E11
5.297E11
1.717E11
9.758E10
72
2.58E10 -1.816E12 -2.659 -3.212 -3.476E12 -3.470 1.045 .000 .015
1.52E13 2.297E12 3.364 3.911 3.105E12 4.428 41.739 2.598 .588
1.90E12 .000 .000 -.009 -1.952E10 -.004 4.931 .089 .069
3.201E12 6.584E11 .964 1.118 9.145E11 1.186 8.179 .345 .115
72 72 72 72 72 72 72 72 72
Universitas Sumatera Utara
107
Charts
Universitas Sumatera Utara
108
Lampiran 11 Data Seluruh Variabel Perusahaan Manufaktur 2010-2012 No 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41
Kode Perusahaan ADES ADES ADES DLTA DLTA DLTA DVLA DVLA DVLA GGRM GGRM GGRM HMSP HMSP HMSP ICBP ICBP ICBP INDF INDF INDF KAEF KAEF KAEF KDSI KDSI KDSI KICI KICI KICI KLBF KLBF KLBF LMPI LMPI LMPI MERK MERK MERK MLBI MLBI
Tahun
Y
X1
D1
X2
X3
X4
2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011
11.5219 11.5383 13.8250 11.6434 11.4944 11.4629 12.0868 12.2055 12.2936 15.8179 15.9184 16.1563 15.2234 15.1638 15.2302 14.6504 14.7672 15.1609 16.2783 16.3744 16.5740 12.9317 12.9639 13.0151 12.0865 12.1017 12.0543 9.0606 8.9853 9.1526 14.2888 14.4362 14.6286 12.1221 12.3450 12.5219 11.1132 11.0274 11.0559 13.1785 13.2126
12.8523 12.8370 12.9794 13.1013 13.1125 13.2323 13.0409 13.0624 13.1202 15.3188 15.4726 15.2888 15.7282 15.9456 16.1472 14.5353 14.6594 14.7436 15.0103 15.0472 15.0995 13.0995 13.1650 13.2270 12.8128 12.8310 12.8658 12.7750 12.7667 12.7721 14.3080 14.4210 14.5498 12.7665 12.7811 12.7724 13.0579 13.2728 13.0342 13.5835 13.6615
0 0 0 1 1 0 1 1 1 1 1 0 1 1 0 1 1 0 1 1 0 1 1 0 0 0 0 0 0 0 1 1 0 0 0 0 1 1 0 1 1
12.3221 12.1564 12.1006 11.6546 11.7219 11.8988 12.2714 12.2079 12.3594 16.0585 16.4923 16.5171 16.1486 16.0319 16.3758 15.2016 15.3225 15.5676 16.9256 16.9054 17.0416 13.2053 13.2025 13.3611 12.6188 12.6391 12.4473 9.9989 10.0485 10.2541 14.0471 14.3800 14.5316 12.2416 12.5382 12.9134 11.1810 11.4099 11.9362 13.4086 13.4452
15.5199 15.5259 15.5210 15.5271 15.5556 15.5600 15.5270 15.5176 15.5213 15.5083 14.5944 15.8168 16.3658 16.6250 15.6844 9.5888 15.6603 15.7985 14.9575 15.1270 16.1549 15.5240 15.5099 14.9781 15.5131 15.5242 15.4947 15.5210 15.5196 15.5136 15.5687 15.6448 15.7433 15.5233 15.5186 15.3480 15.5473 15.5248 15.5301 15.5119 15.6259
14.7495 14.7530 14.7683 14.9063 14.9079 14.9179 14.9058 14.9315 14.9580 16.6444 16.7781 16.7414 15.9544 15.9972 16.2777 15.7349 15.9064 15.9913 16.3586 16.4667 16.5642 14.9457 13.4888 13.7836 11.1705 11.4714 11.8296 10.7540 10.7865 10.8026 15.1726 15.7417 15.7686 14.7829 14.7727 14.7647 14.8361 14.8892 14.8607 14.7178 14.7303
Universitas Sumatera Utara
109
42 43 44 45 56 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72
MLBI MRAT MRAT MRAT MYOR MYOR MYOR PYFA PYFA PYFA RMBA RMBA RMBA SCPI SCPI SCPI SKLT SKLT SKLT TCID TCID TCID TSPC TSPC TSPC ULTJ ULTJ ULTJ UNVR UNVR UNVR
2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012 2010 2011 2012
13.3891 11.1323 11.2202 11.2862 14.2140 14.5277 14.8656 10.8748 10.9172 11.0997 14.3540 14.4685 14.6001 10.3316 10.6316 11.9481 11.4825 11.5162 11.5301 12.8911 12.9392 12.9948 13.5421 13.6946 13.8163 13.7557 13.8829 13.7948 15.2383 15.4859 15.6534
13.5965 12.8331 12.8423 12.8499 13.6341 13.6183 13.8921 12.7776 12.7804 12.7807 13.2510 15.1521 10.1905 12.7424 12.6903 12.7297 12.7794 12.7826 12.7882 13.0845 13.1022 13.1231 13.6398 13.7278 13.7932 13.0327 13.0197 13.4631 15.1338 15.3226 15.4621
1 1 1 0 0 1 0 0 0 0 1 0 0 0 0 0 1 1 0 1 1 0 1 1 0 0 1 0 1 1 1
13.6197 10.7961 11.0676 11.1503 14.6738 15.2447 15.4708 10.0589 10.4811 10.7820 14.8355 15.2232 15.4273 12.3088 12.5808 12.9556 11.3031 11.4223 11.6974 11.5004 11.6123 12.0122 13.7588 14.0015 14.0622 13.4666 13.5629 13.5202 15.3529 15.7326 15.8970
15.6266 15.5173 15.5167 15.5583 15.4872 15.3213 15.6565 15.5212 15.5196 15.3958 15.5811 15.5249 15.4546 15.5218 15.5087 15.5804 15.5209 15.5213 15.5238 15.5364 15.5205 15.5636 15.5313 15.5536 15.6170 15.5482 15.5598 15.5532 15.9879 16.2429 16.1590
14.5764 14.8276 14.8353 14.8431 15.2373 15.3736 15.5886 14.7443 14.7467 14.7466 15.2815 14.9001 15.2624 14.7530 14.8048 14.7688 14.7493 14.7489 14.7464 14.9318 14.9516 14.9482 15.2831 15.3362 15.3834 14.9067 14.8510 14.9481 14.4281 13.0639 4.1897
Sumber : diolah dari www.idx.com.
Universitas Sumatera Utara
110
Lampiran 12 Data Seluruh Variabel Perusahaan Manufaktur 2010-2012 Setelah Transformasi (SPSS) No 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39
Y
X1
D1
X2
X3
X4
Res_1
11.5219 11.5383 13.825 11.6434 11.4944 11.4629 12.0868 12.2055 12.2936 15.8179 15.9184 16.1563 15.2234 15.1638 15.2302 14.6504 14.7672 15.1609 16.2783 16.3744 16.574 12.9317 12.9639 13.0151 12.0865 12.1017 12.0543 9.0606 8.9853 9.1526 14.2888 14.4362 14.6286 12.1221 12.345 12.5219 11.1132 11.0274 11.0559
12.8523 12.837 12.9794 13.1013 13.1125 13.2323 13.0409 13.0624 13.1202 15.3188 15.4726 15.2888 15.7282 15.9456 16.1472 14.5353 14.6594 14.7436 15.0103 15.0472 15.0995 13.0995 13.165 13.227 12.8128 12.831 12.8658 12.775 12.7667 12.7721 14.308 14.421 14.5498 12.7665 12.7811 12.7724 13.0579 13.2728 13.0342
0 0 0 1 1 0 1 1 1 1 1 0 1 1 0 1 1 0 1 1 0 1 1 0 0 0 0 0 0 0 1 1 0 0 0 0 1 1 0
12.3221 12.1564 12.1006 11.6546 11.7219 11.8988 12.2714 12.2079 12.3594 16.0585 16.4923 16.5171 16.1486 16.0319 16.3758 15.2016 15.3225 15.5676 16.9256 16.9054 17.0416 13.2053 13.2025 13.3611 12.6188 12.6391 12.4473 9.9989 10.0485 10.2541 14.0471 14.38 14.5316 12.2416 12.5382 12.9134 11.181 11.4099 11.9362
15.5199 15.5259 15.521 15.5271 15.5556 15.56 15.527 15.5176 15.5213 15.5083 14.5944 15.8168 16.3658 16.625 15.6844 9.5888 15.6603 15.7985 14.9575 15.127 16.1549 15.524 15.5099 14.9781 15.5131 15.5242 15.4947 15.521 15.5196 15.5136 15.5687 15.6448 15.7433 15.5233 15.5186 15.348 15.5473 15.5248 15.5301
14.7495 14.753 14.7683 14.9063 14.9079 14.9179 14.9058 14.9315 14.958 16.6444 16.7781 16.7414 15.9544 15.9972 16.2777 15.7349 15.9064 15.9913 16.3586 16.4667 16.5642 14.9457 13.4888 13.7836 11.1705 11.4714 11.8296 10.754 10.7865 10.8026 15.1726 15.7417 15.7686 14.7829 14.7727 14.7647 14.8361 14.8892 14.8607
-0.50386 -0.34592 1.979092 -0.1304 -0.3389 -0.2374 -0.20873 -0.03834 -0.08456 0.054082 -0.18701 0.274032 -0.64162 -0.63032 -0.54785 0.013205 -0.2923 0.167178 -0.16069 -0.06467 0.250443 -0.16512 -0.04386 0.168421 0.031534 0.009239 0.102493 -0.73522 -0.85421 -0.86305 0.386489 0.204686 0.545387 0.167803 0.138055 0.004847 -0.25127 -0.54705 -0.6594
Universitas Sumatera Utara
111
40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72
13.1785 13.2126 13.3891 11.1323 11.2202 11.2862 14.214 14.5277 14.8656 10.8748 10.9172 11.0997 14.354 14.4685 14.6001 10.3316 10.6316 11.9481 11.4825 11.5162 11.5301 12.8911 12.9392 12.9948 13.5421 13.6946 13.8163 13.7557 13.8829 13.7948 15.2383 15.4859 15.6534
13.5835 13.6615 13.5965 12.8331 12.8423 12.8499 13.6341 13.6183 13.8921 12.7776 12.7804 12.7807 13.251 15.1521 10.1905 12.7424 12.6903 12.7297 12.7794 12.7826 12.7882 13.0845 13.1022 13.1231 13.6398 13.7278 13.7932 13.0327 13.0197 13.4631 15.1338 15.3226 15.4621
1 1 1 1 1 0 0 1 0 0 0 0 1 0 0 0 0 0 1 1 0 1 1 0 1 1 0 0 1 0 1 1 1
13.4086 13.4452 13.6197 10.7961 11.0676 11.1503 14.6738 15.2447 15.4708 10.0589 10.4811 10.782 14.8355 15.2232 15.4273 12.3088 12.5808 12.9556 11.3031 11.4223 11.6974 11.5004 11.6123 12.0122 13.7588 14.0015 14.0622 13.4666 13.5629 13.5202 15.3529 15.7326 15.897
15.5119 15.6259 15.6266 15.5173 15.5167 15.5583 15.4872 15.3213 15.6565 15.5212 15.5196 15.3958 15.5811 15.5249 15.4546 15.5218 15.5087 15.5804 15.5209 15.5213 15.5238 15.5364 15.5205 15.5636 15.5313 15.5536 15.617 15.5482 15.5598 15.5532 15.9879 16.2429 16.159
14.7178 14.7303 14.5764 14.8276 14.8353 14.8431 15.2373 15.3736 15.5886 14.7443 14.7467 14.7466 15.2815 14.9001 15.2624 14.753 14.8048 14.7688 14.7493 14.7489 14.7464 14.9318 14.9516 14.9482 15.2831 15.3362 15.3834 14.9067 14.851 14.9481 14.4281 13.0639 4.1897
-0.10576 -0.11393 -0.07272 0.111131 -0.03322 0.251013 0.109895 -0.3536 0.037126 0.781505 0.464048 0.39638 -0.164 -0.17538 0.060103 -1.67658 -1.60769 -0.61413 0.037341 -0.03068 0.040272 1.247617 1.198912 1.202385 -0.07966 -0.14353 0.208176 0.733185 0.490319 0.698098 0.1995 0.183909 0.754737
Universitas Sumatera Utara
112
Lampiran 13 Hasil Pengolahan Data SPSS Setelah Transformasi REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT Y /METHOD=ENTER X1 X2 X3 X4 X5 /SCATTERPLOT=(*SRESID ,*ZPRED) /RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID) /SAVE RESID. NPAR TESTS /K-S(NORMAL)=RES_1 /MISSING ANALYSIS. SAVE OUTFILE='D:\data maryam\Documents\SPSS 7 Loan data -juta.sav' /COMPRESSED.
NPar Tests Notes Output Created Comments Input
Missing Value Handling
05-Dec-2013 06:19:05 Active Dataset Filter Weight Split File N of Rows in Working Data File Definition of Missing Cases Used
Syntax
Resources
Processor Time Elapsed Time Number of Cases Alloweda a. Based on availability of workspace memory.
DataSet0 <none> <none> <none> 72 User-defined missing values are treated as missing. Statistics for each test are based on all cases with valid data for the variable(s) used in that test. NPAR TESTS /K-S(NORMAL)=RES_1 /MISSING ANALYSIS. 00:00:00.000 00:00:00.000 196608
Universitas Sumatera Utara
113
[DataSet0]
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N Normal Parametersa Most Extreme Differences
72 .0000000 .56743349 .135 .135 -.107 1.143 .147
Mean Std. Deviation Absolute Positive Negative
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed) a. Test distribution is Normal.
Regression Notes Output Created Comments Input
Missing Value Handling
05-Dec-2013 06:18:52 Active Dataset Filter Weight Split File N of Rows in Working Data File Definition of Missing Cases Used
Syntax
Resources
Variables Created or Modified
Processor Time Elapsed Time Memory Required Additional Memory Required for Residual Plots RES_1
DataSet0 <none> <none> <none> 72 User-defined missing values are treated as missing. Statistics are based on cases with no missing values for any variable used. REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT Y /METHOD=ENTER X1 X2 X3 X4 X5 /SCATTERPLOT=(*SRESID ,*ZPRED) /RESIDUALS DURBIN HIST(ZRESID) NORM(ZRESID) /SAVE RESID. 00:00:02.667 00:00:02.558 2676 bytes 880 bytes Unstandardized Residual
[DataSet0]
Universitas Sumatera Utara
114
Variables Entered/Removedb Model 1
Variables Entered
Variables Removed
NWC, Div, ArusKasBebas, LabBer, Huta
Method . Enter
a. All requested variables entered. b. Dependent Variable: KepInv
Model Summaryb Model
R
R Square a
1
.952
Std. Error of the Estimate
Adjusted R Square
.907
.900
Durbin-Watson
.5885348
1.113
a. Predictors: (Constant), NWC, Div, ArusKasBebas, LabBer, Hut b. Dependent Variable: KepInv
ANOVAb Model 1
Sum of Squares Regression
Mean Square
F
223.137
5
44.627
22.861
66
.346
245.997
71
Residual Total
Df
Sig. .000a
128.842
a. Predictors: (Constant), NWC, Div, ArusKasBebas, LabBer, Hut b. Dependent Variable: KepInv
Coefficientsa Unstandardized Coefficients Model 1
B (Constant)
Std. Error
-.919
1.800
LabBer
.060
.104
Div
.292
Hut ArusKasBebas NWC
Standardized Coefficients
Collinearity Statistics
Beta
t
Sig.
Tolerance
VIF
-.510
.612
.034
.576
.567
.401
2.494
.146
.079
1.994
.050
.899
1.112
.852
.057
.888
14.945
.000
.399
2.505
.050
.094
.020
.530
.598
.970
1.030
.062
.041
.060
1.502
.138
.889
1.124
a. Dependent Variable: KepInv
Universitas Sumatera Utara
115
Coefficient Correlationsa Model 1
NWC Correlations
ArusKasBebas
LabBer
Hut
NWC
1.000 -.064
.106
.073
-.246
Div
-.064 1.000
.096
-.234
.057
.096
1.000
-.097
.056
.073 -.234
ArusKasBebas LabBer
.106
-.097
1.000
-.739
-.246
.057
.056
-.739
1.000
NWC
.002
.000
.000
.000
.000
Div
.000
.021
.001
-.004
.000
ArusKasBebas
.000
.001
.009
.000
.000
LabBer
.000 -.004
.000
.011
-.004
Hut
.000
.000
-.004
.003
Hut Covariances
Div
.000
a. Dependent Variable: KepInv
Collinearity Diagnosticsa Variance Proportions Model
Dimensio n
Condition Index (Constant)
1
1
5.531
1.000
.00
.00
.01
.00
.00
.00
2
.440
3.545
.00
.00
.91
.00
.00
.00
3
.014
19.673
.01
.00
.03
.38
.02
.08
4
.011
22.092
.01
.01
.00
.00
.03
.82
5
.002
53.375
.00
.82
.05
.55
.25
.00
.001
76.295
.98
.17
.00
.07
.70
.10
Eigenvalue
6 a. Dependent Variable: KepInv
LabBer
Div
Hut
ArusKas Bebas
NWC
Residuals Statisticsa Minimum Predicted Value Std. Predicted Value Standard Error of Predicted Value Adjusted Predicted Value Residual Std. Residual Stud. Residual Deleted Residual Stud. Deleted Residual Mahal. Distance Cook's Distance Centered Leverage Value
Maximum
9.795822 -1.837 .101 9.889562
1.643907E1 1.911 .556 1.645203E1
-1.6765767E0
1.9790919E0
-2.849 -2.896 -1.7329032E0 -3.076 1.108 .000 .016
3.363 3.418 2.1904311E0 3.739 62.489 1.513 .880
Mean 1.305205E1 .000 .151 1.303371E1 -1.1749860E15 .000 .010 .0183344 .013 4.931 .030 .069
Std. Deviation
N
1.7727864 1.000 .078 1.7580401
72 72 72 72
.5674335
72
.964 1.011 .6456280 1.049 9.662 .178 .136
72 72 72 72 72 72 72
a. Dependent Variable: KepInv
Universitas Sumatera Utara
116
Charts
Universitas Sumatera Utara
117
Lampiran 14 Tabel Durbin Watson, α = 5%
n
K=1 dL
K=2 dU
dL
K=3 dU
dL
K=4 dU
dL
K=5 dU
dL
dU
65 1.5670 1.6294 1.5355 1.6621 1.5035 1.6960 1.4709 1.7311 1.4378 1.7673 66 1.5704 1.6318 1.5395 1.6640 1.5079 1.6974 1.4758 1.7319 1.4433 1.7675 67 1.5738 1.6343 1.5433 1.6660 1.5122 1.6988 1.4806 1.7327 1.4486 1.7676 68 1.5771 1.6367 1.5470 1.6678 1.5164 1.7001 1.4853 1.7335 1.4537 1.7678 69 1.5803 1.6390 1.5507 1.6697 1.5205 1.7015 1.4899 1.7343 1.4588 1.7680 70 1.5834 1.6413 1.5542 1.6715 1.5245 1.7028 1.4943 1.7351 1.4637 1.7683 71 1.5865 1.6435 1.5577 1.6733 1.5284 1.7041 1.4987 1.7358 1.4685 1.7685 72 1.5895 1.6457 1.5611 1.6751 1.5323 1.7054 1.5029 1.7366 1.4732 1.7688 73 1.5924 1.6479 1.5645 1.6768 1.5360 1.7067 1.5071 1.7375 1.4778 1.7691 74 1.5953 1.6500 1.5677 1.6785 1.5397 1.7079 1.5112 1.7383 1.4822 1.7694 Sumber: http://junaidichaniago.wordpress.com
Universitas Sumatera Utara