PENGARUH INFLASI, KURS RUPIAH-DOLLAR (Rp/$), DAN TINGKAT SUKU BUNGA DEPOSITO TERHADAP INDEKS LQ45 DI BURSA EFEK IDONESIA
ABSTRACT: This thesis aim to
analyze the impact of inflation change, rate of exchange change (RP to $), and
deposit rate interest to LQ45 index of year 2004 period until 2006. The data is
secondary of time series. The numbers of observation in this study are same
with the population that are all of LQ45 business are registered in Jakarta
Stock Exchange. Analyze method used is based on the multiple linear regression
mode and processed using SPSS program. It is found out that independent
variables that areinflation, and deposit interest rate are individually proven
significantly impact toLQ45 index. Rate of exchange variable has no impact to
LQ45 index. The resultof study shows that interest rate variable value of 8.660
is the most significant variable. Based on F-test, it is obtained that F count
= 32.945 higher than 4 or sig F= 0.000 lower than a = 0, 01. The result of
F-test shows that the model is used is appropriate or exists to be used. Determination
coefficient (R2) shows that inflation, Rupiah-Dollar rate of exchange, and
deposit interest of rate to LQ45 share is appropriate, because R2 is resulted
near to 1. From the estimation result, the number of determination coefficient
(R2) is 0.755 means that 75.5 % of LQ45 variation can be explained by variation
of inflation, rate of exchange, and deposit rate interest variables. While the
remain of about 24.5% explained by other variation of variable. The result of
classic assumption test on normality test, heteroskedastisity test, and
multikolinearity test find no problem or deviation in the model. Otocorrelation
test experience positive otocorrelation.
Keywords: Inflation, RP-$ rate
of exchange, deposit rate of interest, LQ45 index
Penulis: Yanita, Wahyuddin
Kode Jurnal: jpmanajemendd100156
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