LAMPIRAN-LAMPIRAN - Selamat Datang - Digital Librarydigilib.unila.ac.id/1512/8/LAMPIRAN.pdf · 2014-05-08 · lampiran ii. daftar data variabel bebas dan variabel terikat perusahaan

LAMPIRAN-LAMPIRAN

LAMPIRAN II. DAFTAR DATA VARIABEL BEBAS DAN VARIABEL TERIKAT PERUSAHAAN MANUFAKTUR DI BEI tahun 2006-2008

No Emiten

TAHUN TAHUN TAHUN TAHUN RATA-RATA

2006 2007 2008 2006-2008

EPS HRG DIV EPS HRG DIV EPS HRG DIV EPS HRG DIV

1 Merck 386 4000 200 399 5250 230 440 3550 535 408.33 42667 321.6

2 United Tractor 326 6550 85 524 10900 150 800 4400 220 550 7283.3 151.6

3 Tunas Ridean 16 710 5 136 1240 55 176 750 168 109.33 900 76

4 Indo Kordsa 41 1900 12 87 1900 63 211 1800 125 113 1866.7 66.66

5 Metrodata Electronics 10 80 3 14 184 3 15 71 1 13 1117 2.667

6 Sumi Indo Kabel 145 820 35 253 1150 100 319 50 125 239 823.33 86.67

7 Colorpak Indonesia 25 980 5 32 1520 10 66 1650 20 41 1383.3 11.66

8 Sepatu Bata 1,551 14000 435 266 23000 6361 1212 20500 816 544.33 19167 629

9 Gudang Garam 524 10200 250 750 8500 250 977 4250 350 750.33 7650 283.33

10 Sinar Mas 219 3650 46 344 6000 5 364 1700 180 309 3783.3 77

11 Multi Bintang 3492 55000 264 4005 55000 36 10551 49500 15 4968.3 53167 105

12 Mayora Indah 122 1620 35 185 1750 40 256 1140 50 187.67 1503.3 41.66

13 Fast Food Indonesia 154 1820 20 230 2450 45 281 3100 57 221.67 2456.7 40.66

14 Tempo Sca 61 900 25 62 750 25 71 400 15 64.66 683.33 21.667

LAMPIRAN III-1HASIL PERHITUNGAN ANALISIS REGRESI BERGANDA BERDASARKAN DATA CROSSECTIONTAHUN 2006-2008REGRESI EPS, HARGA SAHAM TERHADAP DIVIDEN TAHUN 2006

Descriptive Statistics

101.4286 133.13135 14

180.9286 159.65129 14

9925.0000 16676.37654 14

DIV

EPS

HRG

Mean Std. Deviation N

Correlations

1.000 .547 .104

.547 1.000 -.550

.104 -.550 1.000

. .021 .361

.021 . .021

.361 .021 .

14 14 14

14 14 14

14 14 14

DIV

EPS

HRG

DIV

EPS

HRG

DIV

EPS

HRG

Pearson Correlation

Sig. (1-tailed)

N

DIV EPS HRG

Variables Entered/Removedb

HRG, EPSa . EnterModel1

VariablesEntered

VariablesRemoved Method

All requested variables entered.a.

Dependent Variable: DIVb.

LAMPIRAN III-2

Model Summaryb

.731a .535 .450 492.39437 .535 6.322 2 11 .015 1.157Model1

R R SquareAdjustedR Square

Std. Error ofthe Estimate

R SquareChange F Change df1 df2 Sig. F Change

Change Statistics

Durbin-Watson

Predictors: (Constant), HRG, EPSa.

Dependent Variable: DIVb.

ANOVAb

3065407 2 1532703.282 6.322 .015a

2666974 11 242452.215

5732381 13

Regression

Residual

Total

Model1

Sum ofSquares df Mean Square F Sig.

Predictors: (Constant), HRG, EPSa.

Dependent Variable: DIVb.

Coefficients a

12.971 335.515 .039 .970 -725.492 751.433

35.211 10.005 .866 3.519 .005 13.190 57.231 .547 .728 .724 .698 1.433

3.866 1.639 .581 2.359 .038 .258 7.473 .104 .580 .485 .698 1.433

(Constant)

EPS

HRG

Model1

B Std. Error

UnstandardizedCoefficients

Beta

StandardizedCoefficients

t Sig. Lower Bound Upper Bound

95% Confidence Interval for B

Zero-order Partial Part

Correlations

Tolerance VIF

Collinearity Statistics

Dependent Variable: DIVa.

LAMPIRAN III-3

Coefficient Correlationsa

1.000 .550

.550 1.000

2.686 9.013

9.013 100.099

HRG

EPS

HRG

EPS

Correlations

Covariances

Model1

HRG EPS

Dependent Variable: DIVa.

Collinearity Diagnosticsa

2.217 1.000 .03 .04 .04

.693 1.789 .00 .24 .21

.091 4.943 .97 .72 .75

Dimension1

2

3

Model1

EigenvalueCondition

Index (Constant) EPS HRG

Variance Proportions

Dependent Variable: DIVa.

Residuals Statisticsa

240.6687 1816.9166 1038.9286 485.59294 14

-801.360 781.72815 .00000 452.93694 14

-1.644 1.602 .000 1.000 14

-1.627 1.588 .000 .920 14

Predicted Value

Residual

Std. Predicted Value

Std. Residual

Minimum Maximum Mean Std. Deviation N

Dependent Variable: DIVa.

LAMPIRAN VI-1REGRESI EPS, HARGA SAHAM TERHADAP DIVIDEN TAHUN 2007

Descriptive Statistics

265.5714 608.57813 14

520.5000 1023.37201 14

12035.71 18669.36146 14

DIV

EPS

HRG

Mean Std. Deviation N

Correlations

1.000 .054 .790

.054 1.000 -.422

.790 -.422 1.000

. .427 .000

.427 . .066

.000 .066 .

14 14 14

14 14 14

14 14 14

DIV

EPS

HRG

DIV

EPS

HRG

DIV

EPS

HRG

Pearson Correlation

Sig. (1-tailed)

N

DIV EPS HRG

Variables Entered/Removedb

HRG, EPSa . EnterModel1

VariablesEntered

VariablesRemoved Method

All requested variables entered.a.

Dependent Variable: DIVb.

LAMPIRAN VI-2

Model Summaryb

.898a .807 .772 534.62125 .807 22.951 2 11 .000 1.495Model1

R R SquareAdjustedR Square

Std. Error ofthe Estimate

R SquareChange F Change df1 df2 Sig. F Change

Change Statistics

Durbin-Watson

Predictors: (Constant), HRG, EPSa.

Dependent Variable: DIVb.

ANOVAb

13119691 2 6559845.433 22.951 .000a

3144019 11 285819.876

16263710 13

Regression

Residual

Total

Model1

Sum ofSquares df Mean Square F Sig.

Predictors: (Constant), HRG, EPSa.

Dependent Variable: DIVb.

Coefficientsa

-181.769 279.449 -.650 .529 -796.833 433.295

32.971 10.228 .471 3.224 .008 10.459 55.482 .054 .697 .427 .822 1.217

5.280 .781 .989 6.763 .000 3.561 6.998 .790 .898 .897 .822 1.217

(Constant)

EPS

HRG

Model1

B Std. Error

UnstandardizedCoefficients

Beta

StandardizedCoefficients

t Sig. Lower Bound Upper Bound

95% Confidence Interval for B

Zero-order Partial Part

Correlations

Tolerance VIF

Collinearity Statistics

Dependent Variable: DIVa.

LAMPIRAN VI-3

Coefficient Correlationsa

1.000 .422

.422 1.000

.610 3.369

3.369 104.613

HRG

EPS

HRG

EPS

Correlations

Covariances

Model1

HRG EPS

Dependent Variable: DIVa.

Collinearity Diagnosticsa

2.054 1.000 .06 .06 .06

.793 1.609 .00 .22 .36

.154 3.657 .94 .72 .58

Dimension1

2

3

Model1

EigenvalueCondition

Index (Constant) EPS HRG

Variance Proportions

Dependent Variable: DIVa.

Residuals Statisticsa

-558.3405 5758.6865 674.5000 1575.82143 14

-1471.03 1484.847 .00000 744.66928 14

-.782 3.226 .000 1.000 14

-1.817 1.834 .000 .920 14

Predicted Value

Residual

Std. Predicted Value

Std. Residual

Minimum Maximum Mean Std. Deviation N

Dependent Variable: DIVa.

LAMPIRAN V-1REGRESI EPS, HARGA SAHAM TERHADAP DIVIDEN TAHUN 2008

Descriptive Statistics

191.2857 233.56680 14

1407.2857 2862.36875 14

8992.9286 15335.21318 14

DIV

EPS

HRG

Mean Std. Deviation N

Correlations

1.000 .432 .168

.432 1.000 -.582

.168 -.582 1.000

. .061 .283

.061 . .015

.283 .015 .

14 14 14

14 14 14

14 14 14

DIV

EPS

HRG

DIV

EPS

HRG

DIV

EPS

HRG

Pearson Correlation

Sig. (1-tailed)

N

DIV EPS HRG

Variables Entered/Removedb

HRG, EPSa . EnterModel1

VariablesEntered

VariablesRemoved Method

All requested variables entered.a.

Dependent Variable: DIVb.

LAMPIRAN V-2

Model Summaryb

.672a .452 .352 518.86965 .452 4.536 2 11 .037 1.320Model1

R R SquareAdjustedR Square

Std. Error ofthe Estimate

R SquareChange F Change df1 df2 Sig. F Change

Change Statistics

Durbin-Watson

Predictors: (Constant), HRG, EPSa.

Dependent Variable: DIVb.

ANOVAb

2442569 2 1221284.750 4.536 .037a

2961483 11 269225.714

5404052 13

Regression

Residual

Total

Model1

Sum ofSquares df Mean Square F Sig.

Predictors: (Constant), HRG, EPSa.

Dependent Variable: DIVb.

Coefficientsa

13.530 354.375 .038 .970 -766.443 793.504

28.943 9.922 .800 2.917 .014 7.104 50.781 .432 .660 .651 .662 1.511

3.992 1.730 .633 2.308 .041 .184 7.799 .168 .571 .515 .662 1.511

(Constant)

EPS

HRG

Model1

B Std. Error

UnstandardizedCoefficients

Beta

StandardizedCoefficients

t Sig. Lower Bound Upper Bound

95% Confidence Interval for B

Zero-order Partial Part

Correlations

Tolerance VIF

Collinearity Statistics

Dependent Variable: DIVa.

LAMPIRAN V-3

Coefficient Correlationsa

1.000 .582

.582 1.000

2.992 9.984

9.984 98.449

HRG

EPS

HRG

EPS

Correlations

Covariances

Model1

HRG EPS

Dependent Variable: DIVa.

Collinearity Diagnosticsa

2.177 1.000 .03 .04 .04

.733 1.723 .00 .21 .21

.089 4.944 .97 .75 .75

Dimension1

2

3

Model1

EigenvalueCondition

Index (Constant) EPS HRG

Variance Proportions

Dependent Variable: DIVa.

Residuals Statisticsa

15.7855 670.7973 191.2143 201.30135 14

-146.822 255.81987 .00000 118.57660 14

-.871 2.382 .000 1.000 14

-1.139 1.985 .000 .920 14

Predicted Value

Residual

Std. Predicted Value

Std. Residual

Minimum Maximum Mean Std. Deviation N

Dependent Variable: DIVa.

LAMPIRAN VI-1Regresi Rata-Rata Selama 3 Tahun (2006-2008)

Descriptive Statistics

136.7981 170.74955 14

608.5443 1273.86979 14

10317.95 16794.94978 14

DIV

EPS

HRG

Mean Std. Deviation N

Correlations

1.000 .616 .482

.616 1.000 -.128

.482 -.128 1.000

. .010 .041

.010 . .331

.041 .331 .

14 14 14

14 14 14

14 14 14

DIV

EPS

HRG

DIV

EPS

HRG

DIV

EPS

HRG

Pearson Correlation

Sig. (1-tailed)

N

DIV EPS HRG

Variables Entered/Removedb

HRG, EPSa . EnterModel1

VariablesEntered

VariablesRemoved Method

All requested variables entered.a.

Dependent Variable: DIVb.

LAMPIRAN VI-2

Model Summaryb

.836a .699 .644 989.27815 .699 12.751 2 11 .001 .715Model1

R R SquareAdjustedR Square

Std. Error ofthe Estimate

R SquareChange F Change df1 df2 Sig. F Change

Change Statistics

Durbin-Watson

Predictors: (Constant), HRG, EPSa.

Dependent Variable: DIVb.

ANOVAb

24958098 2 12479049.24 12.751 .001a

10765384 11 978671.261

35723482 13

Regression

Residual

Total

Model1

Sum ofSquares df Mean Square F Sig.

Predictors: (Constant), HRG, EPSa.

Dependent Variable: DIVb.

Coefficients a

-265.163 734.414 -.361 .725 -1881.597 1351.272

38.627 9.359 .689 4.127 .002 18.029 59.226 .616 .780 .683 .984 1.017

3.931 1.151 .570 3.414 .006 1.397 6.465 .482 .717 .565 .984 1.017

(Constant)

EPS

HRG

Model1

B Std. Error

UnstandardizedCoefficients

Beta

StandardizedCoefficients

t Sig. Lower Bound Upper Bound

95% Confidence Interval for B

Zero-order Partial Part

Correlations

Tolerance VIF

Collinearity Statistics

Dependent Variable: DIVa.

LAMPIRAN VI-3

Coefficient Correlationsa

1.000 .128

.128 1.000

1.326 1.379

1.379 87.588

HRG

EPS

HRG

EPS

Correlations

Covariances

Model1

HRG EPS

Dependent Variable: DIVa.

Collinearity Diagnosticsa

2.626 1.000 .02 .03 .03

.290 3.011 .00 .37 .50

.084 5.584 .98 .60 .46

Dimension1

2

3

Model1

EigenvalueCondition

Index (Constant) EPS HRG

Variance Proportions

Dependent Variable: DIVa.

Residuals Statisticsa

882.4119 5763.7451 3188.2143 1385.58786 14

-1628.66 1555.200 .00000 910.00354 14

-1.664 1.859 .000 1.000 14

-1.646 1.572 .000 .920 14

Predicted Value

Residual

Std. Predicted Value

Std. Residual

Minimum Maximum Mean Std. Deviation N

Dependent Variable: DIVa.

LAMPIRAN VII. Tabel Hasil t-hitung dan t-tabel

VARIABEL TAHUN t-hitung t-tabel n 14, sig 0,025

Keterangan

EPS terhadap Dividen 2006 3,519 2,201 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial EPS mempengaruhi Dividen

HARGA SAHAM terhadap Dividen

2006 2,359 2,201 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial Harga Saham mempengaruhi Dividen

EPS terhadap Dividen 2007 3,224 2,201 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial EPS mempengaruhi Dividen

HARGA SAHAM terhadap Dividen

2007 6,763 2,201 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial Harga Saham mempengaruhi Dividen

EPS terhadap Dividen 2008 2,917 2,201 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial EPS mempengaruhi Dividen

HARGA SAHAM terhadap Dividen

2008 2,308 2,201 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial Harga Saham mempengaruhi Dividen

EPS terhadap Dividen Tahun rata-rata

4,127 2,201 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial EPS mempengaruhi Dividen

HARGA SAHAM terhadap Dividen

Tahun rata-rata

3,414 2,201 t-hitung > t-tabel, Ho ditolak, Ha diterima, secara parsial Harga Saham mempengaruhi Dividen

LAMPIRAN VIII. Tabel Hasil F-hitung dan F-tabel

VARIABEL TAHUN F-hitung F-tabel Sig-F Keterangan

EPS DAN HARGA SAHAM TERHADAP DIVIDEN

2006 6,322 3,59 0.015 F-hitung > F-tabel, Ho ditolak, Ha diterima, secara simultan EPS, dan Harga Saham mempengaruhi Dividen

EPS DAN HARGA SAHAM TERHADAP DIVIDEN

2007 22,951 3,59 0,000 F-hitung > F-tabel, Ho ditolak, Ha diterima, secara simultan EPS, dan Harga Saham mempengaruhi Dividen

EPS DAN HARGA SAHAM TERHADAP DIVIDEN

2008 4,536 3,59 0,037 F-hitung > F-tabel, Ho ditolak, Ha diterima, secara simultan EPS, dan Harga Saham mempengaruhi Dividen

EPS DAN HARGA SAHAM TERHADAP DIVIDEN

Tahun rata-rata

12,751 3,59 0,001 F-hitung > F-tabel, Ho ditolak, Ha diterima, secara simultan EPS, dan Harga Saham mempengaruhi Dividen

LAMPIRAN XI. HASIL UJI ASUMSI MODEL DENGAN UJI NORMALITAS

1.00.80.60.40.20.0

Observed Cum Prob

1.0

0.8

0.6

0.4

0.2

0.0

Expecte

d C

um

Pro

b

Dependent Variable: DIVIDEN

Normal P-P Plot of Regression Standardized Residual

Berdasarkan gambar diatas dapat dilihat bahwa nilai Risidual mendekati garis, jadi Model yang digunakan dalam penelitian ini

berdistribusi normal.

LAMPIRAN X. HASIL UJI ASUMSI MODEL DENGAN UJI AUTOKORELASI

Model Summaryb

.943a .889 .869 459.92322 .889 44.040 2 11 .000 .981Model1

R R SquareAdjustedR Square

Std. Error ofthe Estimate

R SquareChange F Change df1 df2 Sig. F Change

Change Statistics

Durbin-Watson

Predictors: (Constant), HRG, EPSa.

Dependent Variable: DIVb.

Berdasarkan hasil perhitungan regresi linier berganda diperoleh nilai Durbin Watson sebesar 0,981. Dengan

demikian nilai DW tidak lebih dari 2,92, sehingga dapat disimpulkan bahwa model regresi linier berganda tersebut

tidak terjadi gejala Autokorelasi.

LAMPIRAN XI. HASIL UJI ASUMSI MODEL DENGAN UJI MULTIKOLINIERITAS

Coefficients a

-652.286 279.564 -2.333 .040 -1267.603 -36.969

50.596 15.242 .360 3.320 .007 17.049 84.143 .640 .707 .333 .860 1.163

7.274 1.055 .747 6.896 .000 4.952 9.596 .882 .901 .693 .860 1.163

(Constant)

EPS

HRG

Model1

B Std. Error

UnstandardizedCoefficients

Beta

StandardizedCoefficients

t Sig. Lower Bound Upper Bound

95% Confidence Interval for B

Zero-order Partial Part

Correlations

Tolerance VIF

Collinearity Statistics

Dependent Variable: DIVa.

Jika nilai VIF tidak lebih besar dari 10 maka dapat disimpulkan bahwa model regresi tersebut tidak terdapat

problem Multikolinieritas. Berdasarkan hasil perhitungan diatas diperoleh nilai VIF 1,163. Maka dapat

disimpulkan bahwa model regresi dalam penelitian ini tidak terdapat problem Multikolinieritas.

LAMPIRAN XII. HASIL UJI ASUMSI MODEL DENGAN UJI HETEROSKEDASITAS

210-1-2

Regression Standardized Residual

4

3

2

1

0

-1

Reg

ress

ion S

tandar

diz

ed P

redic

ted

Valu

e

Dependent Variable: DIVIDEN

Scatterplot

Pada gambar terlihat titik-titik menyebar secara acak, dan tidak membuat sebuah pola tertentu yang jelas, serta tersebar baik di atas

maupun di bawah angka 0 pada sumbu Y. Hal ini berarti tidak terjadi heteroskedasitas pada model regresi yang diguankan dalam

penelitian ini.

LAMPIRAN XIII. CAPITAL GAIN DAN LOSS CAPITAL

NO PERUSAHAAN2006 2007 2008

1 Merck 10.500 12.500 -17.000

2 United Tractor3550 4.350 -6.500

3 Tunas Ridean350 530 -490

4 Indo Kordsa200 100 -100

5 Metrodata Electronics150 104 -113

6 Sumi Indo Kabel250 330 -650

7 Colorpak Indonesia350 540 130

8 Sepatu Bata7500 9.000 -3500

9 Gudang Garam500 -1700 -4.250

10 Sinar Mas 2100 2350 -4300

11 Multi Bintang 800 1000 -5500

12 Mayora Indah100 130 -610

13 Fast Food Indonesia550 630 650

14 Tempo Sca100 150 -350