PENGARUH HARGA MINYAK MENTAH DUNIA DAN INDEKS DOW JONES TERHADAP INDEKS HARGA SAHAM GABUNGAN ( Studi kasus pada IHSG di BEI selama periode 2008 – 2010 )

MULYANA, TUBAGUS (2012) PENGARUH HARGA MINYAK MENTAH DUNIA DAN INDEKS DOW JONES TERHADAP INDEKS HARGA SAHAM GABUNGAN ( Studi kasus pada IHSG di BEI selama periode 2008 – 2010 ). S1 thesis, Universitas Negeri Jakarta.

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Abstract

ABSTRACT Tubagus Mulyana: The Correlation Between World’s Oil Price And Dow Jones’s Index With Jakarta Composite Index in the Indonesia Stock Exchange. Thesis, Jakarta. Concentration of Cooperative Economic Education, Economic Studies Program, Department of Economics and Administration, Faculty of Economics, State University of Jakarta, December 2011. This study aimed to get valid empirical data, and trustworthy (reliable) about The Correlation Between World’s Oil Price And Dow Jones’s Index With Jakarta Composite Index in the Indonesia Stock Exchange. This research was conducted on June 2011 in the Indonesia Stock Exchange. The research method used expos facto. The data used secondary data for 156 weeks, or from January 2008 until December 2010. obtained from the Indonesia Stock Exchange, New York Merchatile Exchange (NYME) and www.finance.yahoo.com. Test requirements analysis is normality. Asymp value. Sig. (2-tailed) X1 = 0055 and Asymp value. Sig. (2-tailed) X2 = 0355, while the value Asymp. Sig. (2tailed) Y= 0302, because the Value Asymp. Sig. (2-tailed)> 0.05then the variable data used normal distribution. Linearity Test between Y and X1 F Deviation value from Linearity = 1141 with a significant level of 0317. While the linearity test between Y and X2 F Deviation value from Linearity = 1013 with a significant level of 0542. Because the Sig value> 0.05 then it has a linear data. Which is derived regression equation is Yt = 6895 + 5171 + 0156 X1t X2t + et partial correlation between world’s oil price with the Composite Stock Price index for 0262. While the value of the partial correlation between the Dow Jones’s index with the Composite Stock Price Index. Simultaneous correlation with the R value of 0614. From the F test result the value of Fcalculate 45.992 > Ftable 3.06 with a significance of 0.000, so it can be concluded regression equation significantly influence the Composite Stock Price Index. T test for world’s oil price variable produces tcalculate 3350> ttable 1654, with a significance level of 0.001. so it can be summed up that world’s oil price have a significant effect on Composite Stock Price index. T test for Dow Jones’s index variables produces tcalculate 7338> ttable 1654 with a significance level for 0000 so it can be concluded that Dow Jones’s index have a significant effect with Composite Stock Price index. Determination Coefficient value Adjusted R square is about 36.9% shows that 36.9% variation of Composite Stock Price index influences world’s oil price and Dow Jones’s index. The results of classical assumption indicate regression equation model is free from autocorrelation, multicollinearity, heterocesdaticity. Calculation results concluded there is a positive influence between world’s oil price, the Dow Jones’s index with Composite Stock Price index.

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