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105 www.bri.co.id www.btn.co.id www.ojk.co.id
106 LAMPIRAN 1.Statistik Deskriptif ROA CAR LDR NPL BOPO Mean 2.924500 17.30950 84.72750 2.721500 72.03750 Median 2.975000 17.08000 86.68500 2.810000 70.81000 Maximum 3.550000 19.87000 92.85000 3.580000 87.41000 Minimum 1.480000 15.09000 73.61000 1.960000 66.69000 Std. Dev. 0.515553 1.424797 5.542336 0.464761 5.029092 Skewness -1.114378 0.344793-0.704000 0.135202 1.509745 Kurtosis 4.089572 2.005011 2.461760 2.093003 5.386044 Jarque-Bera 5.128764 1.221276 1.893470 0.746467 12.34211 Probability 0.076967 0.543004 0.388006 0.688504 0.002089 Sum 58.49000 346.1900 1694.550 54.43000 1440.750 Sum Sq. Dev. 5.050095 38.57090 583.6324 4.104055 480.5436 Observations 20 20 20 20 20 2. Common effect Dependent Variable: ROA Method: Panel Least Squares Date: 08/04/17 Time: 22:55 Sample: 2012Q1 2016Q4 Periods included: 20 Cross-sections included: 4 Total panel (balanced) observations: 80 Variable Coefficient Std. Error t-statistic Prob. CAR 0.108540 0.027963 3.881580 0.0002 NPL -0.134830 0.118796-1.134972 0.2600 LDR 0.016984 0.008923 1.903276 0.0608 BOPO -0.123670 0.015123-8.177701 0.0000 C 8.973000 0.910513 9.854887 0.0000 R-squared 0.837241 Mean dependent var 3.098875 Adjusted R-squared 0.828561 S.D. dependent var 1.191495 S.E. of regression 0.493341 Akaike info criterion 1.485229
107 Sum squared resid 18.25389 Schwarz criterion 1.634105 Log likelihood -54.40915 Hannan-Quinn criter. 1.544918 F-statistic 96.45133 Durbin-Watson stat 0.334590 Prob(F-statistic) 0.000000 3. Fixed Effect Dependent Variable: ROA Method: Panel Least Squares Date: 08/04/17 Time: 23:03 Sample: 2012Q1 2016Q4 Periods included: 20 Cross-sections included: 4 Total panel (balanced) observations: 80 Variable Coefficient Std. Error t-statistic Prob. CAR -0.008331 0.013721-0.607186 0.5456 LDR -0.009950 0.005952-1.671635 0.0989 NPL -0.111954 0.052540-2.130809 0.0365 BOPO -0.072442 0.007114-10.18325 0.0000 C 9.691300 0.582697 16.63180 0.0000 Cross-section fixed (dummy variables) Effects Specification R-squared 0.973043 Mean dependent var 3.098875 Adjusted R-squared 0.970422 S.D. dependent var 1.191495 S.E. of regression 0.204917 Akaike info criterion -0.237779 Sum squared resid 3.023365 Schwarz criterion 0.000424 Log likelihood 17.51117 Hannan-Quinn criter. -0.142277 F-statistic 371.2679 Durbin-Watson stat 1.166271 Prob(F-statistic) 0.000000
108 4. Uji Chow Redundant Fixed Effects Tests Equation: MODEL2 Test cross-section fixed effects Effects Test Statistic d.f. Prob. Cross-section F 120.902576 (3,72) 0.0000 Cross-section Chi-square 143.840624 3 0.0000 Cross-section fixed effects test equation: Dependent Variable: ROA Method: Panel Least Squares Date: 08/04/17 Time: 23:18 Sample: 2012Q1 2016Q4 Periods included: 20 Cross-sections included: 4 Total panel (balanced) observations: 80 Variable Coefficient Std. Error t-statistic Prob. CAR 0.108540 0.027963 3.881580 0.0002 LDR 0.016984 0.008923 1.903276 0.0608 NPL -0.134830 0.118796-1.134972 0.2600 BOPO -0.123670 0.015123-8.177701 0.0000 C 8.973000 0.910513 9.854887 0.0000 R-squared 0.837241 Mean dependent var 3.098875 Adjusted R-squared 0.828561 S.D. dependent var 1.191495 S.E. of regression 0.493341 Akaike info criterion 1.485229 Sum squared resid 18.25389 Schwarz criterion 1.634105 Log likelihood -54.40915 Hannan-Quinn criter. 1.544918 F-statistic 96.45133 Durbin-Watson stat 0.334590 Prob(F-statistic) 0.000000
109 5. Tabel Residual Periode Residual BBNI BMRI BBTN BBRI 12Q1-0,365735222-0,534081576-0,087944752 0,775921304 12Q2-0,237368624-0,506710227-0,097553067 0,730448966 12Q3-0,349318012-0,526879557-0,068703703 0,670301416 12Q4-0,281446086-0,281303250-0,130129921 0,632661218 13Q1-0,258814257-0,772588420-0,00042452 0,06369517 13Q2-0,067043353-0,650412422-0,119533926 0,023754799 13Q3 0,225503293-0,599157956 0,021502313 0,123554539 13Q4 0,281776188-0,408645016 0,058693107 0,410105962 14Q1 0,410021841-0,546617075 0,343970012 0,52758789 14Q2 0,499322735-0,435611478 0,42264887 0,514535257 14Q3 0,327255888-0,404154794 0,25684241 0,797684895 14Q4 0,114500446-0,337849203 0,279953043 0,704598836 15Q1-0,505620487-0,510754249 0,282201301 1,166165350 15Q2-0,17097392-0,437370715 0,300737222 1,151703879 15Q3-0,282726126-0,323294053 0,204386631 1,525919347 15Q4-0,4339422-0,395400123-0,100337564 0,183613059 16Q1-0,176384514-0,179502786-0,109480502 0,634535527 16Q2-0,123833538-0,448001783-0,776035941 0,558743754 16Q3-0,104872262-0,569876329-0,519099673 0,468157911 16Q4-0,308634239-0,255828968-0,581002126-0,312005865 Rata-Rata -0,090416622-0,456201999-0,020965539 0,567584161 Rata-Rata Kuadrat 0,008175166 0,208120264 0,000439554 0,322151779 Jumlah Rata-rata Kuadrat Residual 0,538886763
110 6. Tabel Rediual Kuadrat Periode Residual Kuadrat BBNI BMRI BBTN BBRI 12Q1 0,133762 0,285243 0,007734 0,602054 12Q2 0,056344 0,256755 0,009517 0,533556 12Q3 0,122023 0,277602 0,00472 0,449304 12Q4 0,079212 0,079132 0,016934 0,40026 13Q1 0,066985 0,596893 1,8E-07 0,004057 13Q2 0,004495 0,423036 0,014288 0,000564 13Q3 0,050852 0,35899 0,000462 0,015266 13Q4 0,079398 0,166991 0,003445 0,168187 14Q1 0,168118 0,29879 0,118315 0,278349 14Q2 0,249323 0,189757 0,178632 0,264747 14Q3 0,107096 0,163341 0,065968 0,636301 14Q4 0,01311 0,114142 0,078374 0,49646 15Q1 0,255652 0,26087 0,079638 1,359942 15Q2 0,029232 0,191293 0,090443 1,326422 15Q3 0,079934 0,104519 0,041774 2,32843 15Q4 0,188306 0,156341 0,010068 0,033714 16Q1 0,031111 0,032221 0,011986 0,402635 16Q2 0,015335 0,200706 0,602232 0,312195 16Q3 0,010998 0,324759 0,269464 0,219172 16Q4 0,095255 0,065448 0,337563 0,097348 Jumlah 1,836542 4,546831 1,941557 9,92896 Jumlah Residual Kuadrat 18,25389
111 7. Uji Heteroskedastisitas pada model CE dengan Weigthed Dependent Variable: ROA Method: Panel EGLS (Cross-section weights) Date: 08/05/17 Time: 01:21 Sample: 2012Q1 2016Q4 Periods included: 20 Cross-sections included: 4 Total panel (balanced) observations: 80 Linear estimation after one-step weighting matrix Variable Coefficient Std. Error t-statistic Prob. CAR 0.029011 0.020724 1.399869 0.1657 NPL -0.136874 0.073886-1.852507 0.0679 LDR 0.004954 0.005837 0.848721 0.3987 BOPO -0.101973 0.010378-9.825546 0.0000 C 9.752173 0.634229 15.37643 0.0000 Weighted Statistics R-squared 0.889309 Mean dependent var 3.355683 Adjusted R-squared 0.883405 S.D. dependent var 0.955695 S.E. of regression 0.426259 Sum squared resid 13.62726 F-statistic 150.6399 Durbin-Watson stat 0.212198 Prob(F-statistic) 0.000000 Unweighted Statistics R-squared 0.797882 Mean dependent var 3.098875 Sum squared resid 22.66820 Durbin-Watson stat 0.161826
112 8. Uji Heteroskedastisitas pada model FE dengan Weighted Dependent Variable: ROA Method: Panel EGLS (Cross-section weights) Date: 08/11/17 Time: 20:48 Sample: 2012Q1 2016Q4 Periods included: 20 Cross-sections included: 4 Total panel (balanced) observations: 80 Linear estimation after one-step weighting matrix Variable Coefficient Std. Error t-statistic Prob. CAR -0.002939 0.007092-0.414488 0.6797 NPL -0.059130 0.027485-2.151324 0.0348 LDR 0.000743 0.003821 0.194539 0.8463 BOPO -0.082786 0.004592-18.02774 0.0000 C 9.232683 0.353629 26.10841 0.0000 Cross-section fixed (dummy variables) Effects Specification Weighted Statistics R-squared 0.986571 Mean dependent var 4.002166 Adjusted R-squared 0.985265 S.D. dependent var 1.518471 S.E. of regression 0.191794 Sum squared resid 2.648526 F-statistic 755.6359 Durbin-Watson stat 0.976397 Prob(F-statistic) 0.000000 Unweighted Statistics R-squared 0.971501 Mean dependent var 3.098875 Sum squared resid 3.196280 Durbin-Watson stat 1.056007
113