DAFTAR ISI

BAB II KAJIAN PUSTAKA DAN LANDASAN TEORI........................7

2.1. Kajian Pustaka........................................................................................7

2.2. Landasan teori.........................................................................................9

2.2.1. Pasar Modal.........................................................................................11

2.2.1.1. Pengertian pasar modal.....................................................................11

2.2.1.2. Teori pasar modal efisien..................................................................13

2.2.2. Pengertian Saham…………………………………………………….15

2.2.3. Teori Investasi......................................................................................18

2.2.4. Jenis-jenis Indeks di BEI.....................................................................20

2.2.5. IHSG Dan Perhitungan IHSG..............................................................23

2.2.6 Tentang BEI...…………………………………………………………25

2.2.7. Inflasi...................................................................................................26

2.2..7.1 Pengertian Inflasi..............................................................................26

2.2.7.2 Efek inflasi.........................................................................................27

2.2.7.3. Hubungan inflasi dengan IHSG........................................................30

2.2.8. Suku Bunga Deposito..........................................................................30

2.2.8.1.Pengertian Suku Bunga Deposito......................................................30

2.2.8.2 Hubungan Suku Bunga Deposito dengan IHSG................................35

2.2.9. Kurs Valuta Asing……………………………………………………36

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2.2.9.1 Pengertian kurs Valuta asing………………………………………..36

2,2,9.2 Hubungan Kurs Dollar US terhadap Rupiah dengan IHSG…………39

2.2.10. Jumlah Uang Beredar………………………………………………..40

2.2.10.1Pengertian Jumlah Uang Beredar…………………………………..40

2.2.10.2 Hubungan Jumlah Uang Beredar dengan IHSG………………..….43

2.3. Hipotesis ..………………………………………………………………44

BAB III METODE PENELITIAN.............................................................45

3.1. Jenis dan Sumber Data............................................................................45

3.2. Metode Pengumpulan Data.....................................................................46

3.3. Variabel – Variabel Penelitian................................................................46

3.4. Metode Analisis Data..............................................................................47

3.5 Pengujian Hipotesis.................................................................................50

BAB IV ANALISIS DATA DAN PEMBAHASAN...................................59

4.1. Analisis Data Deskriptif..........................................................................59

4.2. Pemilihan Model Regresi........................................................................63

4.3. Pengujian Regresi Berganda...................................................................66

4.4. Pengujian Hipotesis................................................................................68

4.4.1. Hasil Uji t.............................................................................................68

4.4.2. Hasil Uji F ...........................................................................................74

4.4.3. Hasil R2................................................................................................75

4.5 Hasil Uji Asumsi Klasik..........................................................................76

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4.5.1. Multikolinieritas...................................................................................76

4.5.2. Heteroskedastisitas...............................................................................77

4.5.3. Autokorelasi.........................................................................................78

4.6. Interpretasi Ekonomi...............................................................................80

4.7. Pembahasan.............................................................................................82

BAB V KESIMPULAN DAN SARAN.......................................................84

5.1. Kesimpulan.............................................................................................84

5.2. Saran.......................................................................................................85

DAFTAR PUSTAKA

LAMPIRAN

DAFTAR TABEL

Tabel Halaman

1.1. Tabel pergerakan IHSG..........................................................................3

4.1. Data Variabel Penelitian.........................................................................60

4.2. Statistik Deskriptif..................................................................................60

4.3. Hasil Uji MWD Linier............................................................................64

4.4. Hasil Uji MWD Log Linier.....................................................................65

4.5. Hasil Regresi Linier Berganda................................................................67

4.6. Uji Multikolinieritas................................................................................76

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4.7.Uji Heteroskedastisitas.............................................................................77

4.8. Hasil Uji Autokorelasi denga Durbin-Watson........................................79

DAFTAR GAMBAR

Gambar Halaman

4.1. Uji Distribusi t Inflasi ............................................................................69

4.2. Uji Distribusi t Suku bunga deposito......................................................70

4.3. Uji Distribusi t Kurs Dollar Amerika......................................................71

4.4. Uji Distribusi t Jumlah Uang Beredar.....................................................72

4.5. Uji Distribusi F Variabel Suku Bunga Deposito, Kurs Dollar

Amerika, Produk Domestik Bruto, Jumlah Uang Beredar.....................74

4.6. Hasil Pengujian DW test.........................................................................80

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