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