One-Sample Kolmogorov-Smirnov Test

AR_10_SEBEL AR_10_SESUD
UM AH
N 10 10
a,b
Normal Parameters Mean -,01797250 -,00233004
Std. Deviation ,043588915 ,007348268
Most Extreme Differences Absolute ,222 ,149
Positive ,222 ,149
Negative -,204 -,121
Test Statistic ,222 ,149
Asymp. Sig. (2-tailed) ,178c ,200c,d
a. Test distribution is Normal.
b. Calculated from data.
c. Lilliefors Significance Correction.
d. This is a lower bound of the true significance.

One-Sample Kolmogorov-Smirnov Test

TVA_10_SEBEL TVA_10_SESU
UM DAH
N 10 10
a,b
Normal Parameters Mean ,00983825 ,00470029
Std. Deviation ,002919266 ,001188052
Most Extreme Differences Absolute ,156 ,170
Positive ,156 ,170
Negative -,132 -,124
Test Statistic ,156 ,170
c,d
Asymp. Sig. (2-tailed) ,200 ,200c,d
a. Test distribution is Normal.
b. Calculated from data.
c. Lilliefors Significance Correction.
d. This is a lower bound of the true significance.
 One-Sample Kolmogorov-Smirnov Test
AR_5_SEBELU AR_5_SESUDA
M H
N 5 5
a,b
Normal Parameters Mean -,04903873 -,00409313
Std. Deviation ,033282356 ,007368911
Most Extreme Differences Absolute ,211 ,255
Positive ,178 ,255
Negative -,211 -,146
Test Statistic ,211 ,255
c,d
Asymp. Sig. (2-tailed) ,200 ,200c,d
a. Test distribution is Normal.
b. Calculated from data.
c. Lilliefors Significance Correction.
d. This is a lower bound of the true significance.

One-Sample Kolmogorov-Smirnov Test

TVA_5_SEBEL TVA_5_SESUD
UM AH
N 5 5
Normal Parametersa,b Mean ,01143629 ,00423351
Std. Deviation ,002297185 ,000599183
Most Extreme Differences Absolute ,334 ,212
Positive ,334 ,175
Negative -,227 -,212
Test Statistic ,334 ,212
c
Asymp. Sig. (2-tailed) ,071 ,200c,d
a. Test distribution is Normal.
b. Calculated from data.
c. Lilliefors Significance Correction.
d. This is a lower bound of the true significance.

Paired Samples Test

Paired Differences t df Sig. (2-
tailed)
 95% Confidence Interval
Std. Std. Error of the Difference
Mean Deviation Mean Lower Upper
Pai AR_5_SEBELUM -,02180113 , , -,04781317 , - 9 ,090
r1 - 4 036362320 011498775 1 004210903 1,89
AR_5_SESUDA 6
H

Paired Samples Test

Sig. (2-
Paired Differences t df tailed)
95% Confidence Interval
Std. Std. Error of the Difference
Mean Deviation Mean Lower Upper
Pai AR_10_SEBELUM -,02180113 , , -,04781317 , - 9 ,090
r1 - 4 036362320 011498775 1 004210903 1,89
AR_10_SESUDA 6
H

Paired Samples Test

Sig. (2-
Paired Differences t df tailed)
95% Confidence Interval
Std. Std. Error of the Difference
Mean Deviation Mean Lower Upper
Pai TVA_10_SEBELUM , , , , , 4,35 9 ,002
r1 - 005137958 003733966 001180784 002466840 007809076 1
TVA_10_SESUDA
H

ABNORMAL RETURN

One-Sample Test
Test Value = 0
 95% Confidence Interval of the
Difference
T df Sig. (2-tailed) Mean Difference Lower Upper
SEBELUM_H_10 ,637 35 ,528 ,002176787 -,00476095 ,00911452
SEBELUM_H_9 ,041 35 ,967 ,000111385 -,00539599 ,00561876
SEBELUM_H_8 ,170 35 ,866 ,000636860 -,00699057 ,00826429
SEBELUM_H_7 ,057 35 ,955 ,000334810 -,01163276 ,01230238
SEBELUM_H_6 ,095 35 ,924 ,000622088 -,01260322 ,01384740
SEBELUM_H_5 -1,723 35 ,094 -,064555093 -,14060299 ,01149281
SEBELUM_H_4 -1,127 35 ,267 -,038653595 -,10829360 ,03098641
SEBELUM_H_3 -,427 35 ,672 -,006506766 -,03745711 ,02444358
SEBELUM_H_2 -1,117 35 ,272 -,039686675 -,11180346 ,03243011
SEBELUM_H_1 -2,156 35 ,038 -,095791520 -,18600611 -,00557693
PERISTIWA -7,658 35 ,000 -,489571936 -,61935896 -,35978492
SESUDAH_H_1 ,831 35 ,412 ,007116397 -,01027548 ,02450827
SESUDAH_H_2 -,124 35 ,902 -,000995503 -,01731531 ,01532431
SESUDAH_H_3 -1,426 35 ,163 -,011861856 -,02874631 ,00502260
SESUDAH_H_4 -,955 35 ,346 -,007698406 -,02405879 ,00866198
SESUDAH_H_5 -1,399 35 ,171 -,007026298 -,01722507 ,00317248
SESUDAH_H_6 1,273 35 ,211 ,008642048 -,00513755 ,02242164
SESUDAH_H_7 ,022 35 ,983 ,000120393 -,01114017 ,01138096
SESUDAH_H_8 -2,322 35 ,026 -,010891819 -,02041527 -,00136836
SESUDAH_H_9 1,084 35 ,286 ,004428134 -,00386439 ,01272066
SESUDAH_H_10 -,886 35 ,382 -,005133466 -,01689388 ,00662694

ABNORMAL RETURN

One-Sample Test
Test Value = 0
95% Confidence Interval of the
Difference
t df Sig. (2-tailed) Mean Difference Lower Upper
SEBELUM_H_5 -1,723 35 ,094 -,064555093 -,14060299 ,01149281
SEBELUM_H_4 -1,127 35 ,267 -,038653595 -,10829360 ,03098641
SEBELUM_H_3 -,427 35 ,672 -,006506766 -,03745711 ,02444358
SEBELUM_H_2 -1,117 35 ,272 -,039686675 -,11180346 ,03243011
SEBELUM_H_1 -2,156 35 ,038 -,095791520 -,18600611 -,00557693
PERISTIWA -7,658 35 ,000 -,489571936 -,61935896 -,35978492
SESUDAH_H_1 ,831 35 ,412 ,007116397 -,01027548 ,02450827
SESUDAH_H_2 -,124 35 ,902 -,000995503 -,01731531 ,01532431
SESUDAH_H_3 -1,426 35 ,163 -,011861856 -,02874631 ,00502260
SESUDAH_H_4 -,955 35 ,346 -,007698406 -,02405879 ,00866198
SESUDAH_H_5 -1,399 35 ,171 -,007026298 -,01722507 ,00317248

TRADING VOLUME ACTIVITY

One-Sample Test
Test Value = 0
95% Confidence Interval of the
Difference
t df Sig. (2-tailed) Mean Difference Lower Upper
SEBELUM_H_10 2,500 35 ,017 ,008566931 ,00160951 ,01552435
SEBELUM_H_9 4,575 35 ,000 ,004317600 ,00240187 ,00623333
SEBELUM_H_8 3,170 35 ,003 ,007228493 ,00259893 ,01185806
SEBELUM_H_7 3,272 35 ,002 ,009335431 ,00354365 ,01512721
SEBELUM_H_6 1,881 35 ,068 ,011752579 -,00092836 ,02443352
SEBELUM_H_5 2,217 35 ,033 ,010550375 ,00088779 ,02021296
SEBELUM_H_4 2,145 35 ,039 ,015425446 ,00082610 ,03002479
SEBELUM_H_3 2,301 35 ,027 ,011241746 ,00132376 ,02115973
SEBELUM_H_2 2,053 35 ,048 ,009715560 ,00010928 ,01932184
SEBELUM_H_1 2,347 35 ,025 ,010248321 ,00138306 ,01911358
PERISTIWA 1,841 35 ,074 ,004899830 -,00050208 ,01030174
SESUDAH_H_1 1,234 35 ,226 ,004764526 -,00307665 ,01260570
SESUDAH_H_2 1,296 35 ,204 ,004100849 -,00232434 ,01052603
SESUDAH_H_3 1,620 35 ,114 ,003328681 -,00084291 ,00750027
SESUDAH_H_4 1,679 35 ,102 ,004178916 -,00087384 ,00923167
SESUDAH_H_5 1,285 35 ,207 ,004794587 -,00277724 ,01236642
SESUDAH_H_6 1,451 35 ,156 ,003551388 -,00141723 ,00852001
SESUDAH_H_7 1,433 35 ,161 ,003847025 -,00160329 ,00929734
SESUDAH_H_8 1,242 35 ,223 ,005296947 -,00336141 ,01395530
SESUDAH_H_9 1,601 35 ,118 ,005944642 -,00159554 ,01348483
SESUDAH_H_10 1,349 35 ,186 ,007195338 -,00363589 ,01802656

TRADING VOLUME ACTIVITY

One-Sample Test
 Test Value = 0
95% Confidence Interval of the
Difference
t df Sig. (2-tailed) Mean Difference Lower Upper
SEBELUM_H_5 2,217 35 ,033 ,010550375 ,00088779 ,02021296
SEBELUM_H_4 2,145 35 ,039 ,015425446 ,00082610 ,03002479
SEBELUM_H_3 2,301 35 ,027 ,011241746 ,00132376 ,02115973
SEBELUM_H_2 2,053 35 ,048 ,009715560 ,00010928 ,01932184
SEBELUM_H_1 2,347 35 ,025 ,010248321 ,00138306 ,01911358
PERISTIWA 1,841 35 ,074 ,004899830 -,00050208 ,01030174
SESUDAH_H_1 1,234 35 ,226 ,004764526 -,00307665 ,01260570
SESUDAH_H_2 1,296 35 ,204 ,004100849 -,00232434 ,01052603
SESUDAH_H_3 1,620 35 ,114 ,003328681 -,00084291 ,00750027
SESUDAH_H_4 1,679 35 ,102 ,004178916 -,00087384 ,00923167
SESUDAH_H_5 1,285 35 ,207 ,004794587 -,00277724 ,01236642

Paired Samples Test

Sig. (2-
Paired Differences t df tailed)
95% Confidence Interval
Std. Std. Error of the Difference
Mean Deviation Mean Lower Upper
Pai SEBELUM_H_1 , , , , , 4,164 35 ,000
r1 - 005483795 007902648 001317108 002809924 008157666
SESUDAH_H_1
Pai SEBELUM_H_2 , , , , , 3,184 35 ,003
r2 - 005614711 010581139 001763523 002034569 009194853
SESUDAH_H_2
Pai SEBELUM_H_3 , , , , , 2,688 35 ,011
r3 - 007913065 017664045 002944007 001936412 013889718
SESUDAH_H_3
Pai SEBELUM_H_4 , , , , , 2,236 35 ,032
r4 - 011246530 030174419 005029070 001036976 021456085
SESUDAH_H_4
Pai SEBELUM_H_5 , , , , , 3,910 35 ,000
r5 - 005755788 008831564 001471927 002767616 008743959
SESUDAH_H_5