DAFTAR ISI
DAFTAR ISI
XXXXXX PERSETUJUAN PEMBIMBING LEMBAR PERSETUJUAN DAN PENGESAHAN | |
ABSTRACT .............................................................................................. | i |
ABSTRAK................................................................................................. | ii |
KATA PENGANTAR............................................................................... | iii |
DAFTAR ISI ............................................................................................. | vi |
DAFTAR TABEL ..................................................................................... | ix |
DAFTAR GAMBAR................................................................................. | xi |
BAB I PENDAHULUAN ...................................................................... | 1 |
1.1 Latar Belakang Masalah..................................................... | 1 |
1.2 Identifikasi Masalah ........................................................... | 10 |
1.3 Pembatasan Masalah .......................................................... | 11 |
1.4 Rumusan Masalah.............................................................. | 11 |
1.5 Tujuan Penelitian ............................................................... | 12 |
1.6 Manfaat Penelitian ............................................................. | 12 |
BAB II TINJAUAN PUSTAKA ............................................................. | 14 |
2.1 Kerangka Teori .................................................................. | 14 |
2.1.1 Teori Makro Ekonomi ............................................ | 14 |
2.1.2 Pasar Modal............................................................ | 16 |
2.1.3 Bursa Berjangka ..................................................... | 17 |
2.1.4 Indeks Harga Saham ............................................... | 19 |
2.1.5 Harga Minyak Internasional (NYMEX) .................. | 21 |
2.1.6 Nilai Tukar Rupiah Pada Dollar (USD)................... | 24 |
2.1.7 Inflasi ..................................................................... | 27 |
3.1 Xxxxxx dan Waktu Penelitian.............................................. 40
3.2 Jenis dan Sumber Data ....................................................... 41
3.3 Populasi dan Sampel .......................................................... 41
3.3.1 Populasi.................................................................. 41
3.3.2 Xxxxxx ................................................................... 41
3.4 Variabel Penelitian dan Definisi Operasional ..................... 42 3.4.1 Variabel Dependen ................................................. 42 3.4.2 Variabel Independen ............................................... 42 3.4.3 Definisi Operasional ............................................... 43
3.5 Teknik Pengumpulan Data ................................................. 45
3.6 Teknik Analisis Data.......................................................... 45
3.6.1 Xxx Xxxxxx Klasik .................................................. 46
3.6.2 Metode Analisis Jalur (Path Analysis) .................... 48 3.6.3 Pengujian Secara Parsial (Uji t) .............................. 50
3.6.4 Pengujian Secara Serentak (Uji F) .......................... 51
BAB IV HASIL DAN PEMBAHASAN PENELITIAN .......................... 53
4.1 Hasil Penelitian .................................................................. 53
4.1.1 Deskripsi Variabel Dependen .................................. 53
4.1.2 Deskripsi Variabel Independen ................................ 54
4.1.3 Analisis Data Penelitian .......................................... 58
4.1.3.1 Xxx Xxxxxx Klasik ...................................... 58
4.1.3.2 Pengujian Analisis Jalur (Path Analysis) .... 61 4.1.3.3 Pengujian Hipotesis.................................... 73
4.2 Pembahasan Hasil Penelitian.............................................. 76
Tabel | 1.1 | Xxxxx Xxxxxx (light sweet), Kurs IDR-USD, Inflasi dan Indeks Harga Saham Sektor Pertambangan (Mining) | |
periode pengamatan 2012 ..................................................... | 7 | ||
Tabel | 4.1 | Statistika Deskriptif Indeks Harga Saham Sektor Pertambangan....................................................................... | 54 |
Tabel | 4.2 | Statistika Deskriptif Harga Minyak Internasional (NYMEX) | 55 |
Tabel | 4.3 | Statistika Deskriptif Nilai Tukar Rupiah Pada Dollar (USD) . | 56 |
Tabel | 4.4 | Statistika Deskriptif Inflasi ................................................... | 57 |
Tabel | 4.5 | Xxxxx Xxx Xxxxxxxxxx Xxxxxxx ............................................ | 59 |
Tabel | 4.6 | Hasil Uji Multikolinearitas.................................................... | 59 |
Tabel | 4.7 | Xxxxx Xxx Xxxxxx-Xxxxxx ...................................................... | 61 |
Tabel | 4.8 | Xxxxxxxi Variabel Harga Minyak Internasional (NYMEX), Nilai Tukar Rupiah Pada Dollar, Inflasi, dan Indeks Harga Saham Sektor Pertambangan ................................................ | 63 |
Tabel | 4.9 | Interpretasi Koefisien Korelasi Nilai r................................... | 64 |
Tabel | 4.10 | Anova ................................................................................... | 66 |
Tabel | 4.11 | Koefisien Jalur (Pengaruh Variabel) Secara Individual ......... | 67 |
Tabel | 4.12 | Xxxxxxxi Variabel Harga Minyak Internasional (NYMEX), Nilai Tukar Rupiah Pada Dollar, dan Indeks Harga Saham Sektor Pertambangan............................................................ | 69 |
Tabel | 4.13 | Anova ................................................................................... | 69 |
Tabel | 4.14 | Koefisien Jalur (Pengaruh Variabel) Secara Individual ......... | 70 |
Tabel | 4.15 | Hasil Pengujian R Square ..................................................... | 70 |
terhadap Indeks Harga Saham Sektor Pertambangan (Y) ...... | 72 | ||
Tabel | 4.17 | Pengaruh Nilai Tukar Rupiah Pada Dollar (X2) terhadap Indeks Harga Saham Sektor Pertambangan (Y) .................... | 72 |
Tabel | 4.18 | Pengaruh Secara Simultan variabel (X1) dan (X2) terhadap (Y) ....................................................................................... | 73 |
Tabel | 4.19 | Hasil Uji t ............................................................................. | 73 |
Tabel | 4.19 | Hasil Uji F ............................................................................ | 75 |
Gambar | 2.1 | Kerangka Berpikir............................................................... | 38 |
Gambar | 3.1 | Diagram Jalur ..................................................................... | 31 |
Gambar | 4.1 | Gambar Uji Normalitas ....................................................... | 58 |
Gambar | 4.2 | Gambar Heterokedastisitas .................................................. | 60 |
Gambar | 4.3 | Kerangka Pengaruh dan Hubungan Antar Variabel............. | 62 |
Gambar | 4.4 | Kerangka Pengaruh dan Hubungan Antar Variabel............. | 68 |
Gambar | 4.5 | Diagram Jalur ..................................................................... | 71 |
Gambar | 4.3 | Gambaran Alur Pengaruh Variabel-Variabel Penelitian....... | 80 |