LAMPIRAN 3: REGRESI PERSAMAAN 1

Variables Entered/Removed (b)

Variables
Model Variables Entered Method
Removed
1

Return On Equity,
Risiko Tidak
Sistematis, Current
. Enter
Ratio, Price to Book
Value, Risiko
Sistematis(a)

a. All requested variables entered.

b. Dependent Variable: Harga Saham

Model Summary (b)

Adjusted Std. Error of Durbin-

Model R R Square
R Square the Estimate Watson
1 ,249(a) ,062 ,036 ,58652 1,638
a. Predictors: (Constant), Return On Equity, Risiko Tidak Sistematis, Current
Ratio, Price to Book Value, Risiko Sistematis
b. Dependent Variable: Harga Saham

UJI AUTOKORELASI

Runs Test

Unstandardized
Residual
Test Value(a) 1,74797(b)
Cases < Test Value 181
Cases >= Test Value 1
Total Cases 182
Number of Runs 3
Z ,105
Asymp. Sig. (2-tailed) ,916
a. Median
 ANOVA (b)

Sum of Mean
Model df F Sig.
Squares Square
1 Regression 4,018 5 ,804 2,336 ,044(a)
Residual 60,545 176 ,344
Total 64,563 181
a. Predictors: (Constant), Return On Equity, Risiko Tidak Sistematis, Current
Ratio, Price to Book Value, Risiko Sistematis
b. Dependent Variable: Harga Saham

UJI MULTIKOLINEARITAS

Coefficients (a)

Standard
Mo Unstandardize ized Collinearity
t Sig.
del d Coefficients Coefficie Statistics
nts
Std.
B Beta Tolerance VIF
Error
1 (Const
1,256 ,052 24,200 ,000
ant)
Risiko
Sistem -,002 ,035 -,005 -,063 ,950 ,738 1,355
atis
Risiko
Tidak
-,007 ,049 -,012 -,147 ,883 ,787 1,270
Sistem
atis
Price
to
,154 ,053 ,223 2,899 ,004 ,901 1,110
Book
Value
Curren
,085 ,080 ,080 1,069 ,287 ,953 1,049
t Ratio
Return
On -,042 ,029 -,118 -1,466 ,145 ,826 1,210
Equity
a. Dependent Variable: Harga Saham
UJI NORMALITAS

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual
N 182
Normal Mean
,0000000
Parameters(a,b)
Std. Deviation ,57836370
Most Extreme Absolute
,076
Differences
Positive ,076
Negative -,044
Kolmogorov-Smirnov Z 1,026
Asymp. Sig. (2-tailed) ,243
a. Test distribution is Normal.
b. Calculated from data.

UJI HETEROSKEDASTISITAS

Coefficients (a)

Unstandardized Standardized
Model t Sig.
Coefficients Coefficients
Std.
B Beta
Error
1 (Constant) ,433 ,033 13,013 ,000
Risiko
,004 ,022 ,016 ,179 ,858
Sistematis
Risiko Tidak
,005 ,031 ,013 ,154 ,878
Sistematis
Price to Book
-,007 ,034 -,017 -,212 ,832
Value
Current Ratio -,084 ,051 -,126 -1,650 ,101
Return On
,016 ,019 ,072 ,875 ,383
Equity
a. Dependent Variable: Heteroskedastisitas
LAMPIRAN 4: REGRESI PERSAMAAN 2

Variables Entered/Removed (b)

Variables
Model Variables Entered Method
Removed
1

Return On Equity, Risiko

Tidak Sistematis, Current
. Enter
Ratio, Price to Book Value,
Risiko Sistematis(a)

a. All requested variables entered.

b. Dependent Variable: Harga Saham

Model Summary (b)

Adjusted Std. Error of Durbin-

Model R R Square
R Square the Estimate Watson
1 ,380(a) ,144 ,120 ,56031 1,582
a. Predictors: (Constant), Return On Equity, Risiko Tidak Sistematis, Current
Ratio, Price to Book Value, Risiko Sistematis
b. Dependent Variable: Harga Saham

UJI AUTOKORELASI

Runs Test

Unstandardized
Residual
Test Value(a) ,00474
Cases < Test Value 91
Cases >= Test Value 91
Total Cases 182
Number of Runs 80
Z -1,784
Asymp. Sig. (2-tailed) ,074
a. Median
 ANOVA (b)

Sum of Mean
Model df F Sig.
Squares Square
1 Regression 9,300 5 1,860 5,924 ,000(a)
Residual 55,255 176 ,314
Total 64,555 181
a. Predictors: (Constant), Return On Equity, Risiko Tidak Sistematis, Current
Ratio, Price to Book Value, Risiko Sistematis
b. Dependent Variable: Harga Saham

UJI MULTIKOLINEARITAS

Coefficients (a)

Mo Unstandardize Standardized Collinearity

t Sig.
del d Coefficients Coefficients Statistics
Std. Tolera
B Beta VIF
Error nce
1 (Const
1,599 ,055 28,822 ,000
ant)
Risiko
Sistem ,006 ,032 ,015 ,177 ,860 ,724 1,382
atis
Risiko
Tidak
-,030 ,058 -,043 -,520 ,604 ,726 1,376
Sistem
atis
Price
to
,175 ,037 ,346 4,702 ,000 ,898 1,113
Book
Value
Curren
,030 ,049 ,045 ,614 ,540 ,904 1,107
t Ratio
Return
On ,024 ,023 ,072 1,017 ,310 ,958 1,044
Equity
a. Dependent Variable: Harga Saham
UJI NORMALITAS

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual
N 182
Normal Mean
,0000000
Parameters(a,b)
Std. Deviation ,55251837
Most Extreme Absolute
,027
Differences
Positive ,027
Negative -,022
Kolmogorov-Smirnov Z ,360
Asymp. Sig. (2-tailed) ,999
a. Test distribution is Normal.
b. Calculated from data.

UJI HETEROSKEDASTISITAS

Coefficients (a)

Unstandardized Standardized
Model t Sig.
Coefficients Coefficients
Std.
B Beta
Error
1 (Constant) ,448 ,034 13,271 ,000
Risiko
-,009 ,019 -,041 -,468 ,641
Sistematis
Risiko Tidak
,017 ,035 ,042 ,482 ,630
Sistematis
Price to Book
,020 ,023 ,070 ,890 ,374
Value
Current Ratio -,039 ,030 -,103 -1,303 ,194
Return On
-,001 ,014 -,006 -,080 ,936
Equity
a. Dependent Variable: Heteroskedastisitas