DAFTAR ISI

JUDUL DALAM................................................................................................................ ii
LEMBAR PENGESAHAN SKRIPSI.............................................................................. iii
LEMBAR PENGESAHAN UJIAN SIDANG SKRIPSI................................................ iii
SURAT PERNYATAAN KEASLIAN SKRIPSI............................................................ iv
SURAT KETERANGAN PERSETUJUAN UJIAN SIDANG SKRIPSI..................... vi
ABSTRAK.......................................................................................................................... vii
ABSTRACT......................................................................................................................... viii
KATA PENGANTAR....................................................................................................... ix
DAFTAR ISI...................................................................................................................... x
DAFTAR GAMBAR......................................................................................................... xii
DAFTAR TABEL.............................................................................................................. xiii
DAFTAR LAMPIRAN...................................................................................................... xiv
BAB I PENDAHULUAN.................................................................................................. 1
1.1 Latar Belakang................................................................................................... 1
1.2 Rumusan Masalah............................................................................................. 3
1.3 Tujuan Penelitian............................................................................................... 3
1.4 Manfaat Penelitian............................................................................................. 3
1.5 Sistematika Penulisan ....................................................................................... 4
BAB II TINJAUAN PUSTAKA....................................................................................... 6
2.1 Landasan Teori.................................................................................................. 6
2.2 Penelitian Terdahulu......................................................................................... 8
2.3 Kerangka Konseptual dan Pengembangan Hipotesis.................................... 13
2.4 Hipotesa Penelitian............................................................................................ 13
BAB III METODE PENELITIAN................................................................................... 15
3.1 Data, Populasi dan Sampel................................................................................. 15
3.2 Batasan Sampel.................................................................................................... 15
3.3 Variabel Operasional.......................................................................................... 17
3.3.1 Variabel Independen (X)............................................................................... 17
3.3.2 Variabel Dependen (Y).................................................................................. 18
 3.4 Metode Analisis Data........................................................................................... 19
1. Common Effect Model........................................................................................... 19
2. Fixed Effet Model.................................................................................................. 19
3. Random Effect Model............................................................................................ 20
3.5 Uji Regresi Data Panel........................................................................................ 20
3.5.1. Uji Chow........................................................................................................... 20
3.5.2 Uji Hausman..................................................................................................... 20
3.5.3 Uji Langranget Multiplier................................................................................ 20
3.6 Uji Data (Asumsi Klasik)...................................................................................... 21
3.6.1. Uji Normalitas.................................................................................................. 21
3.6.2 Uji Multikolinearitas......................................................................................... 21
3.6.3 Uji Heteroskedastisitas..................................................................................... 21
3.7 Uji Hipotesis........................................................................................................... 22
3.7.1. Uji F.................................................................................................................. 22
3.7.2 Uji T.................................................................................................................. 22
3.7.3 R2 ................................................................................................................... 23
3.7.4 Teknik Analisis................................................................................................. 23
BAB IV HASIL DAN PEMBAHASAN........................................................................... 24
4.1 Hasil Penelitian.................................................................................................. 24
4.2 Uji Model Penelitian.......................................................................................... 26
4.2.1 Common Effect Model..................................................................................... 26
4.2.2 Fixed Effet Model............................................................................................. 27
4.2.3 Random Effect Model...................................................................................... 28
4.3 Uji Pemilihan Model Regresi Data Panel......................................................... 29
4.3.1 Uji Chow........................................................................................................... 29
4.3.2 Uji Hausman..................................................................................................... 30
4.3.3 Uji Langrange Multiplier.................................................................................. 30
4.4 Uji Asumsi Klasik.............................................................................................. 31
4.4.1 Uji Normalitas.................................................................................................. 31
4.4.2 Uji Multikolinearitas......................................................................................... 31
4.4.3 Uji Heteroskedastisitas..................................................................................... 32
 4.5 Hasil Uji Kelayakan Model................................................................................ 32
4.4.1 Uji Signifikan Simultan (Uji-F)........................................................................ 32
4.4.2 Uji Signifikan Parsial (Uji-t)............................................................................ 33
4.4.3 Uji Koefisien Determinasi (R2)......................................................................... 36
4.4.3 Uji Analisis Regresi.......................................................................................... 36
BAB V KESIMPULAN DAN SARAN............................................................................. 38
5.1 Kesimpulan......................................................................................................... 38
5.2 Saran................................................................................................................... 38
DAFTAR PUSTAKA........................................................................................................ 39
LAMPIRAN....................................................................................................................... 41
 DAFTAR GAMBAR

Gambar 1.1 Grafik Harga Saham Perusahaan Sektor Consumer Goods ………………2

Gambar 4.1 Hasil Uji Normalitas ……………………………………………………...23

 DAFTAR TABEL

Tabel 2. 1 Penelitian Terdahulu...................................................................................................8

Tabel 2. 2 Kerangka Pemikiran................................................................................................13
Tabel 3. 1 Populasi Penelitian ..................................................................................................15
Tabel 3. 2 Kriteria Penelitian ....................................................................................................15
Tabel 3. 3 Sampel Nama Perusahaan .......................................................................................16
Tabel 4. 1 Hasil Analisis Statistik Deskriptif............................................................................24
Tabel 4. 2 Estimasi Perhitungan Common Effect Model..........................................................26
Tabel 4. 3 Estimasi Perhitungan Fixed Effec Model.................................................................27
Tabel 4. 4 Estimasi Perhitungan Random Effect Model...........................................................28
Tabel 4. 5 Hasil Uji Chow.........................................................................................................29
Tabel 4. 6 Hasil Uji Hausman....................................................................................................30
Tabel 4. 7 Hasil Uji Langrange Multiplier ...............................................................................30
Tabel 4. 8 Hasil Uji Normalitas.................................................................................................31
Tabel 4. 9 Hasil Uji Mulltikolinieritas.......................................................................................31
Tabel 4. 10 Hasil Uji Heteroskedastisitas..................................................................................32
Tabel 4. 11 Hasil Uji-F.............................................................................................................32
Tabel 4. 12 Hasil Uji t................................................................................................................33
Tabel 4. 13 Hasil Uji R2.............................................................................................................35
Tabel 4. 14 Analisis Regresi......................................................................................................36
 DAFTAR LAMPIRAN

Lampiran 1 Data Asli Perusahaan ……………………………………………………..41

Lampiran 2 Data Diolah Kembali ……………………………………………………..44
xi