PENGARUH KURS MATA UANG ASING TERHADAP SAHAM IHSG (INDEKS HARGA SAHAM GABUNGAN)

  • Djoko Prasetyo Meinarto STIE Yadika Bangil

Abstract


The economic condition of the Indonesian State is influenced by domestic conditions and also influenced by foreign conditions, Indonesia in meeting domestic needs can not be separated from Imports, when domestic needs are met from Imports, the influence of foreign exchange rates greatly affects the condition of the Indonesian economy , specifically the US $) against the Rupiah used as the world's number one payment instrument, and also the Australian currency (AUD) rate against the Rupiah, where Australia is next to Indonesia. This study has three hypotheses, namely there are simultaneous influences of variables X1 (US $ / Rp) and X2 (AUD / Rp) to Y (IHSG), there are influences of variables X1 (US $ / Rp) to Y (IHSG) and there are variables X2 (AUD) against Y (CSPI). This study uses purposive sampling as a sample, with several criteria, including data taken 36 data towards the end of 2018. In data analysis using multiple regression analysis, before being analyzed multiple regression must be tested with the classical assumption test. The results of research studies on four classic assumption tests, three tests passed, but the autocorrelation test contained autocorrelation symptoms, because the value of Durbin Watson is far = 0.694 (far below 2 and the significance value on the run test = 0.001 is below 0.05. So it needs to be done the Cochrane-orcutt procedure.The result after the step is done the data passed the autocorrelation test, because the DW value = 1.702 (close to number 2) and the significance value in the test run test = 1,000 (above 0.05). passed all the tests, so that the data is ready to be analyzed in multiple regression tests, in this study has a regression equation Y = 4592.61 - 0.343X1 - 0.214X2. In the Simultaneous F test shows the value of sig. = 0,000 (less than 0.05) means simultaneous variables X1 and X2 have significant effect on Y variable, on the partial t test for X1 has the value sig. = 0.004 (below 0.05) means that variable X1 has a significant effect on Y, and at variable X2 has a sig value. = 0.128 (more than 0.05) means that the variable X2 influences but is not significant to Y. Suggestions for researchers to add another X variable, which later the variable X has a positive effect on the variable Y, because if the effect is positive, then when US $ goes up against the rupiah, the government can use the currencies of other countries that have this positive influence as a tool for world trade.

 

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Published
Sep 2, 2019
How to Cite
MEINARTO, Djoko Prasetyo. PENGARUH KURS MATA UANG ASING TERHADAP SAHAM IHSG (INDEKS HARGA SAHAM GABUNGAN). Media Mahardhika, [S.l.], v. 18, n. 1, p. 92-102, sep. 2019. ISSN 2407-4950. Available at: <http://ojs.stiemahardhika.ac.id/index.php/mahardika/article/view/118>. Date accessed: 08 dec. 2019. doi: http://dx.doi.org/10.29062/mahardika.v18i1.118.