Analisis Tingkat Persaingan Pasar Kredit Perbankan Terhadap Pinjaman Di Indonesia
LAMPIRAN
Lampiran 1
Data Mentah
Obs
_BP-2012M01
_BP-2012M02
_BP-2012M03
_BP-2012M04
_BP-2012M05
_BP-2012M06
_BP-2012M07
_BP-2012M08
_BP-2012M09
_BP-2012M10
_BP-2012M11
_BP-2012M12
_BP-2013M01
_BP-2013M02
_BP-2013M03
_BP-2013M04
_BP-2013M05
_BP-2013M06
_BP-2013M07
_BP-2013M08
_BP-2013M09
_BP-2013M10
_BP-2013M11
_BP-2013M12
_BP-2014M01
_BP-2014M02
_BP-2014M03
_BP-2014M04
_BP-2014M05
_BP-2014M06
_BP-2014M07
_BP-2014M08
_BP-2014M09
_BP-2014M10
_BP-2014M11
_BP-2014M12
_BUSNDEV-2012M01
_BUSNDEV-2012M02
_BUSNDEV-2012M03
_BUSNDEV-2012M04
_BUSNDEV-2012M05
_BUSNDEV-2012M06
_BUSNDEV-2012M07
_BUSNDEV-2012M08
_BUSNDEV-2012M09
JK
764685.0
767508.0
792719.0
811030.0
832330.0
854674.0
850583.0
865367.0
888985.0
897082.0
920147.0
959128.0
945499.0
958571.0
976289.0
998187.0
1025125.
1066945.
1077916.
1088499.
1125090.
1125057.
1145988.
1181726.
1159580.
1166047.
1178302.
1199339.
1206035.
1234235.
1245669.
1254133.
1275444.
1267022.
1284068.
1325087.
914763.0
921643.0
949216.0
970465.0
996625.0
1026096.
1053903.
1047497.
1059131.
JB
I
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
77
NPL
11.82
11.81
11.70
11.61
11.58
11.56
11.55
11.33
11.30
11.26
11.23
11.37
11.36
11.18
11.31
11.29
11.27
11.33
11.38
11.33
11.35
11.48
11.53
11.55
11.65
11.64
11.65
11.73
11.86
11.89
11.97
12.02
12.04
12.10
12.16
12.17
12.84
12.83
12.75
12.70
12.61
12.47
12.51
12.45
12.43
2.963
2.852
2.730
2.795
2.746
2.612
2.659
2.630
2.485
2.694
2.426
2.215
2.424
2.446
2.352
2.348
2.294
2.184
2.228
2.286
2.154
2.143
2.043
1.901
2.165
2.224
2.149
2.165
2.264
2.212
2.269
2.314
2.273
2.188
2.178
1.935
2.040
2.080
2.070
2.049
2.014
1.943
1.963
1.916
1.747
Y
6.50
6.50
6.50
6.50
6.30
6.30
6.30
6.40
6.40
6.40
6.17
6.17
6.17
6.23
6.23
6.23
6.02
6.02
6.02
5.81
5.81
5.81
5.62
5.62
5.62
5.78
5.78
5.78
5.20
5.20
5.20
5.12
5.12
5.12
5.01
5.01
6.50
6.50
6.50
6.50
6.30
6.30
6.30
6.40
6.40
_BUSNDEV-2012M10
_BUSNDEV-2012M11
_BUSNDEV-2012M12
_BUSNDEV-2013M01
_BUSNDEV-2013M02
_BUSNDEV-2013M03
_BUSNDEV-2013M04
_BUSNDEV-2013M05
_BUSNDEV-2013M06
_BUSNDEV-2013M07
_BUSNDEV-2013M08
_BUSNDEV-2013M09
_BUSNDEV-2013M10
_BUSNDEV-2013M11
_BUSNDEV-2013M12
_BUSNDEV-2014M01
_BUSNDEV-2014M02
_BUSNDEV-2014M03
_BUSNDEV-2014M04
_BUSNDEV-2014M05
_BUSNDEV-2014M06
_BUSNDEV-2014M07
_BUSNDEV-2014M08
_BUSNDEV-2014M09
_BUSNDEV-2014M10
_BUSNDEV-2014M11
_BUSNDEV-2014M12
_BUSNNDEV-2012M01
_BUSNNDEV-2012M02
_BUSNNDEV-2012M03
_BUSNNDEV-2012M04
_BUSNNDEV-2012M05
_BUSNNDEV-2012M06
_BUSNNDEV-2012M07
_BUSNNDEV-2012M08
_BUSNNDEV-2012M09
_BUSNNDEV-2012M10
_BUSNNDEV-2012M11
_BUSNNDEV-2012M12
_BUSNNDEV-2013M01
_BUSNNDEV-2013M02
_BUSNNDEV-2013M03
_BUSNNDEV-2013M04
_BUSNNDEV-2013M05
_BUSNNDEV-2013M06
_BUSNNDEV-2013M07
_BUSNNDEV-2013M08
_BUSNNDEV-2013M09
_BUSNNDEV-2013M10
_BUSNNDEV-2013M11
_BUSNNDEV-2013M12
_BUSNNDEV-2014M01
_BUSNNDEV-2014M02
_BUSNNDEV-2014M03
1071848.
1085626.
1114279.
1106845.
1118930.
1136637.
1151702.
1174225.
1190263.
1216555.
1233648.
1255994.
1275573.
1285761.
1311522.
1303765.
1309430.
1330329.
1346741.
1363998.
1386170.
1388486.
1408786.
1432433.
1438972.
1453468.
1481808.
68749.00
69998.00
71655.00
73069.00
74836.00
77753.00
97296.00
81651.00
83848.00
85317.00
86978.00
89451.00
90127.00
91353.00
94056.00
95191.00
97791.00
101253.0
102789.0
102226.0
104646.0
104423.0
105760.0
108228.0
107131.0
108394.0
110697.0
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
35.00
35.00
35.00
35.00
35.00
38.00
38.00
38.00
38.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
78
12.36
12.29
12.18
12.18
12.15
12.10
12.05
12.02
12.98
12.16
12.20
12.34
12.44
12.56
12.66
12.76
12.86
12.90
12.91
13.11
13.14
13.19
13.23
13.26
13.27
13.29
13.28
12.84
12.83
12.75
12.70
12.61
12.47
12.51
12.45
12.43
12.36
12.29
12.18
12.18
12.15
12.10
12.05
12.02
12.98
12.16
12.20
12.34
12.44
12.56
12.66
12.76
12.86
12.90
1.752
1.707
1.566
1.658
1.690
1.665
1.661
1.686
1.614
1.523
1.651
1.585
1.642
1.669
1.568
1.648
1.739
1.772
1.882
2.046
2.054
2.170
2.273
2.280
2.474
2.493
2.238
1.868
2.061
2.139
2.039
2.032
2.073
2.270
2.099
2.091
2.031
2.065
2.055
2.004
2.095
1.982
2.025
1.996
1.864
1.965
1.915
1.804
1.951
1.861
1.791
2.036
1.988
1.927
6.40
6.17
6.17
6.17
6.23
6.23
6.23
6.02
6.02
6.02
5.81
5.81
5.81
5.62
5.62
5.62
5.78
5.78
5.78
5.20
5.20
5.20
5.12
5.12
5.12
5.01
5.01
6.50
6.50
6.50
6.50
6.30
6.30
6.30
6.40
6.40
6.40
6.17
6.17
6.17
6.23
6.23
6.23
6.02
6.02
6.02
5.81
5.81
5.81
5.62
5.62
5.62
5.78
5.78
_BUSNNDEV-2014M04
_BUSNNDEV-2014M05
_BUSNNDEV-2014M06
_BUSNNDEV-2014M07
_BUSNNDEV-2014M08
_BUSNNDEV-2014M09
_BUSNNDEV-2014M10
_BUSNNDEV-2014M11
_BUSNNDEV-2014M12
_BPD-2012M01
_BPD-2012M02
_BPD-2012M03
_BPD-2012M04
_BPD-2012M05
_BPD-2012M06
_BPD-2012M07
_BPD-2012M08
_BPD-2012M09
_BPD-2012M10
_BPD-2012M11
_BPD-2012M12
_BPD-2013M01
_BPD-2013M02
_BPD-2013M03
_BPD-2013M04
_BPD-2013M05
_BPD-2013M06
_BPD-2013M07
_BPD-2013M08
_BPD-2013M09
_BPD-2013M10
_BPD-2013M11
_BPD-2013M12
_BPD-2014M01
_BPD-2014M02
_BPD-2014M03
_BPD-2014M04
_BPD-2014M05
_BPD-2014M06
_BPD-2014M07
_BPD-2014M08
_BPD-2014M09
_BPD-2014M10
_BPD-2014M11
_BPD-2014M12
_BA-2012M01
_BA-2012M02
_BA-2012M03
_BA-2012M04
_BA-2012M05
_BA-2012M06
_BA-2012M07
_BA-2012M08
_BA-2012M09
113081.0
115619.0
118732.0
120127.0
119860.0
121904.0
121638.0
123216.0
126001.0
174872.0
177886.0
182268.0
186736.0
192197.0
198634.0
218732.0
204939.0
208726.0
213024.0
216726.0
218851.0
218300.0
222991.0
227278.0
233279.0
238337.0
244815.0
249821.0
251775.0
257175.0
260985.0
264014.0
264541.0
260323.0
263662.0
268692.0
273212.0
278900.0
283448.0
286459.0
289017.0
294511.0
298145.0
301614.0
301456.0
138261.0
141249.0
141860.0
144162.0
153764.0
154916.0
160064.0
163569.0
167774.0
30.00
30.00
30.00
30.00
30.00
29.00
29.00
29.00
29.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
79
12.91
13.11
13.14
13.19
13.23
13.26
13.27
13.29
13.28
13.25
11.22
13.34
13.28
13.28
13.31
13.31
13.32
13.34
13.33
13.31
13.23
13.17
13.19
13.05
13.16
13.14
13.10
13.07
13.09
13.08
13.01
13.00
12.98
12.96
13.01
12.97
12.99
12.85
12.88
12.90
12.88
12.89
13.19
13.21
13.14
16.32
16.16
16.22
16.03
15.86
16.06
15.93
16.13
16.18
2.157
2.194
2.153
2.273
2.326
2.330
2.407
2.358
2.168
1.981
1.962
1.928
2.033
2.036
2.023
2.176
2.533
2.387
2.464
2.446
2.296
2.798
2.589
2.445
2.545
2.619
2.615
2.676
2.718
2.814
2.947
2.936
2.814
2.845
2.999
3.060
3.477
3.703
3.487
3.711
3.754
3.444
3.473
3.661
3.452
2.390
2.324
2.318
2.307
2.178
2.093
2.084
2.008
1.892
5.78
5.20
5.20
5.20
5.12
5.12
5.12
5.01
5.01
6.50
6.50
6.50
6.50
6.30
6.30
6.30
6.40
6.40
6.40
6.17
6.17
6.17
6.23
6.23
6.23
6.02
6.02
6.02
5.81
5.81
5.81
5.62
5.62
5.62
5.78
5.78
5.78
5.20
5.20
5.20
5.12
5.12
5.12
5.01
5.01
6.50
6.50
6.50
6.50
6.30
6.30
6.30
6.40
6.40
_BA-2012M10
_BA-2012M11
_BA-2012M12
_BA-2013M01
_BA-2013M02
_BA-2013M03
_BA-2013M04
_BA-2013M05
_BA-2013M06
_BA-2013M07
_BA-2013M08
_BA-2013M09
_BA-2013M10
_BA-2013M11
_BA-2013M12
_BA-2014M01
_BA-2014M02
_BA-2014M03
_BA-2014M04
_BA-2014M05
_BA-2014M06
_BA-2014M07
_BA-2014M08
_BA-2014M09
_BA-2014M10
_BA-2014M11
_BA-2014M12
_BC-2012M01
_BC-2012M02
_BC-2012M03
_BC-2012M04
_BC-2012M05
_BC-2012M06
_BC-2012M07
_BC-2012M08
_BC-2012M09
_BC-2012M10
_BC-2012M11
_BC-2012M12
_BC-2013M01
_BC-2013M02
_BC-2013M03
_BC-2013M04
_BC-2013M05
_BC-2013M06
_BC-2013M07
_BC-2013M08
_BC-2013M09
_BC-2013M10
_BC-2013M11
_BC-2013M12
_BC-2014M01
_BC-2014M02
_BC-2014M03
169344.0
173255.0
172859.0
172738.0
171259.0
175326.0
180697.0
183270.0
181482.0
193661.0
203521.0
212784.0
205968.0
217144.0
225500.0
225759.0
221684.0
223546.0
225876.0
232290.0
234835.0
224229.0
243138.0
252838.0
247827.0
244021.0
244031.0
122976.0
124746.0
128457.0
131747.0
136393.0
140784.0
145104.0
147628.0
147374.0
148720.0
148269.0
153295.0
154633.0
155612.0
158786.0
165160.0
168730.0
174365.0
180383.0
187733.0
191521.0
187471.0
195730.0
201357.0
201863.0
198604.0
195332.0
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
80
16.22
16.03
16.09
15.14
15.07
15.02
15.00
15.26
15.24
15.24
15.37
15.64
15.72
15.83
15.97
16.06
16.17
16.28
16.25
16.33
16.37
16.39
16.31
16.43
16.34
16.54
16.61
16.32
16.16
16.22
16.03
15.86
16.06
15.93
16.13
16.18
16.22
16.03
16.09
15.14
15.07
15.02
15.00
15.26
15.24
15.24
15.37
15.64
15.72
15.83
15.97
16.06
16.17
16.28
1.813
1.695
1.543
1.536
1.661
1.598
1.490
1.446
1.569
1.501
1.483
1.464
1.512
1.628
1.506
1.404
1.807
1.940
1.264
1.150
1.169
1.216
1.003
1.250
1.228
1.161
1.223
1.691
1.723
1.702
1.649
1.601
1.592
1.570
1.602
1.656
1.658
1.600
1.545
1.503
1.476
1.465
1.307
1.270
1.109
1.219
1.228
1.114
1.238
1.183
1.227
1.231
1.162
1.276
6.40
6.17
6.17
6.17
6.23
6.23
6.23
6.02
6.02
6.02
5.81
5.81
5.81
5.62
5.62
5.62
5.78
5.78
5.78
5.20
5.20
5.20
5.12
5.12
5.12
5.01
5.01
6.50
6.50
6.50
6.50
6.30
6.30
6.30
6.40
6.40
6.40
6.17
6.17
6.17
6.23
6.23
6.23
6.02
6.02
6.02
5.81
5.81
5.81
5.62
5.62
5.62
5.78
5.78
_BC-2014M04
_BC-2014M05
_BC-2014M06
_BC-2014M07
_BC-2014M08
_BC-2014M09
_BC-2014M10
_BC-2014M11
_BC-2014M12
_BPR-2012M01
_BPR-2012M02
_BPR-2012M03
_BPR-2012M04
_BPR-2012M05
_BPR-2012M06
_BPR-2012M07
_BPR-2012M08
_BPR-2012M09
_BPR-2012M10
_BPR-2012M11
_BPR-2012M12
_BPR-2013M01
_BPR-2013M02
_BPR-2013M03
_BPR-2013M04
_BPR-2013M05
_BPR-2013M06
_BPR-2013M07
_BPR-2013M08
_BPR-2013M09
_BPR-2013M10
_BPR-2013M11
_BPR-2013M12
_BPR-2014M01
_BPR-2014M02
_BPR-2014M03
_BPR-2014M04
_BPR-2014M05
_BPR-2014M06
_BPR-2014M07
_BPR-2014M08
_BPR-2014M09
_BPR-2014M10
_BPR-2014M11
_BPR-2014M12
203099.0
206307.0
210741.0
210059.0
183430.0
184165.0
184467.0
190228.0
195925.0
41424.00
42485.00
43557.00
44472.00
45448.00
46637.00
47605.00
47947.00
48500.00
48895.00
49425.00
49818.00
50396.00
51709.00
52633.00
53749.00
55023.00
56248.00
57462.00
57634.00
58218.00
58677.00
59770.00
59176.00
59503.00
60812.00
62055.00
63036.00
64209.00
65507.00
66268.00
66264.00
67061.00
67359.00
67648.00
68391.00
14.00
14.00
14.00
14.00
14.00
12.00
12.00
12.00
12.00
1663.
1665.
1665.
1667.
1668.
1667.
1669.
1669.
1669.
1669.
1667.
1653.
1653.
1654.
1653.
1639.
1641.
1641.
1641.
1641.
1641.
1639.
1637.
1635.
1636.
1636.
1636.
1635.
1634.
1634.
1635.
1634.
1634.
1635.
1637.
1643.
16.25
16.33
16.37
16.39
16.31
16.43
16.34
16.54
16.61
29.20
29.13
28.96
28.91
28.80
28.76
28.62
28.44
28.32
28.23
28.11
27.83
27.79
27.71
27.59
27.39
27.26
27.18
27.19
27.12
27.10
26.92
27.25
27.01
27.08
28.29
29.36
29.82
26.87
26.93
26.98
26.99
26.99
26.98
27.03
26.94
1.365
1.722
1.847
1.778
1.960
2.106
2.070
1.979
2.275
5.555
5.571
5.561
5.592
5.430
5.273
5.281
5.441
5.353
5.389
5.325
4.755
5.133
5.167
5.251
5.211
5.094
4.974
4.969
5.221
5.120
5.131
4.910
4.411
4.943
4.988
4.960
5.061
5.172
5.076
5.238
5.368
5.282
5.396
5.363
4.755
Keterangan :
- BP = Bank Persero
- BC = Bank Campuran
- BUSNDEV = BUSN (Devisa)
- BPR= Bank Perkreditan Rakyat
- BUSNNDEV = BUSN (Non Devisa)
- BPD = Bank Pemerintah Daerah
- BA = Bank Asing
81
5.78
5.20
5.20
5.20
5.12
5.12
5.12
5.01
5.01
6.50
6.50
6.50
6.50
6.30
6.30
6.30
6.40
6.40
6.40
6.17
6.17
6.17
6.23
6.23
6.23
6.02
6.02
6.02
5.81
5.81
5.81
5.62
5.62
5.62
5.78
5.78
5.78
5.20
5.20
5.20
5.12
5.12
5.12
5.01
5.01
Lampiran 2
Uji Data Data Panel
1. Hasil Estimasi ddengan Pooled Least Square (PLS)
Dependent Variable: JK?
Method: Pooled Least Squares
Date: 11/13/15 Time: 10:06
Sample: 2012M01 2014M12
Included observations: 36
Cross-sections included: 7
Total pool (balanced) observations: 252
Variable
Coefficient
Std. Error
t-Statistic
Prob.
JB?
101.1608
163.9347
0.617080
0.5377
I?
-61139.14
12963.24
-4.716347
0.0000
NPL?
88890.06
48486.62
1.833290
0.0680
Y?
191641.5
35909.57
5.336781
0.0000
R-squared
0.175730
Mean dependent var
430591.8
Adjusted R-squared
0.165759
S.D. dependent var
455200.3
S.E. of regression
415765.4
Akaike info criterion
28.72938
Sum squared resid
4.29E+13
Schwarz criterion
28.78540
Log likelihood
-3615.901
Hannan-Quinn criter.
28.75192
Durbin-Watson stat
0.008177
82
2. Hasil Estimasi dengan Fixed Effect Model (FEM)
Dependent Variable: JK?
Method: Pooled Least Squares
Date: 11/13/15 Time: 10:25
Sample: 2012M01 2014M12
Included observations: 36
Cross-sections included: 7
Total pool (balanced) observations: 252
White cross-section standard errors & covariance (d.f. corrected)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
241812.3
107587.1
2.247596
0.0255
JB?
3985.401
523.8967
7.607227
0.0000
I?
10549.81
5357.926
1.969010
0.0501
NPL?
-57301.30
5632.498
-10.17334
0.0000
Y?
-142703.5
6685.965
-21.34375
0.0000
Fixed Effects (Cross)
_BP—C
1643012.
_BUSNDEV--C
1631783.
_BUSNNDEV--C
563280.7
_BPD--C
758279.0
_BA—C
679226.7
_BC—C
635167.2
_BPR--C
-5910748.
Effects Specification
Cross-section fixed (dummy variables)
R-squared
0.981090
Mean dependent var
430591.8
Adjusted R-squared
0.980306
S.D. dependent var
455200.3
S.E. of regression
63881.41
Akaike info criterion
25.01011
Sum squared resid
9.83E+11
Schwarz criterion
25.16418
Log likelihood
-3140.274
Hannan-Quinn criter.
25.07211
Durbin-Watson stat
0.108465
F-statistic
1250.371
Prob(F-statistic)
0.000000
83
3. Hasil Estimasi dengan Random Effect Model (REM)
Dependent Variable: JK?
Method: Pooled EGLS (Cross-section random effects)
Date: 11/13/15 Time: 10:31
Sample: 2012M01 2014M12
Included observations: 36
Cross-sections included: 7
Total pool (balanced) observations: 252
Swamy and Arora estimator of component variances
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JB?
I?
NPL?
Y?
Random Effects (Cross)
_BP--C
_BUSNDEV--C
_BUSNNDEV--C
_BPD--C
_BA--C
_BC--C
_BPR--C
899195.0
35.98481
25297.22
-51424.75
-126663.8
222746.4
305.2745
8851.161
12593.44
8569.211
4.036856
0.117877
2.858068
-4.083456
-14.78127
0.0001
0.9063
0.0046
0.0001
0.0000
721745.1
824405.5
-269075.4
-99817.02
-277619.3
-306227.8
-593411.1
Effects Specification
S.D.
Cross-section random
Idiosyncratic random
452091.7
63881.41
Rho
0.9804
0.0196
Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)
0.488139
0.479850
66486.83
58.88821
0.000000
Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
10137.76
92187.32
1.09E+12
0.085165
Unweighted Statistics
R-squared
Sum squared resid
-0.271715
6.61E+13
Mean dependent var
Durbin-Watson stat
84
430591.8
0.001406
Lampiran 3
Pemilihan Uji Data Panel
1. Hasil Estimasi Uji Chow
Redundant Fixed Effects Tests
Pool: POOL1
Test cross-section fixed effects
Effects Test
Statistic
Cross-section F
d.f.
Prob.
1155.488636
(6,241)
0.0000
855.139879
6
0.0000
Cross-section Chi-square
Cross-section fixed effects test equation:
Dependent Variable: JK?
Method: Panel Least Squares
Date: 11/13/15 Time: 10:45
Sample: 2012M01 2014M12
Included observations: 36
Cross-sections included: 7
Total pool (balanced) observations: 252
White cross-section standard errors & covariance (d.f. corrected)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
4203553.
309167.1
13.59638
0.0000
JB?
1597.068
138.2539
11.55170
0.0000
I?
-170396.0
10622.59
-16.04090
0.0000
NPL?
-198822.6
32605.28
-6.097865
0.0000
Y?
-171824.6
20373.50
-8.433732
0.0000
R-squared
0.437105
Mean dependent var
430591.8
Adjusted R-squared
0.427989
S.D. dependent var
455200.3
S.E. of regression
344274.3
Akaike info criterion
28.35591
Sum squared resid
2.93E+13
Schwarz criterion
28.42594
Log likelihood
-3567.844
Hannan-Quinn criter.
28.38408
Durbin-Watson stat
0.041902
F-statistic
47.95073
Prob(F-statistic)
0.000000
85
2. Hasil Estimasi Uji Hausman
Correlated Random Effects - Hausman Test
Pool: Untitled
Test cross-section random effects
Test Summary
Chi-Sq. Statistic
Chi-Sq. d.f.
Prob.
8.83276
4
0.9269
Random
Var(Diff.)
Prob.
-0.163367
1.043912
-0.131224
-2.024984
0.838825
0.003200
0.000187
0.002625
0.4791
0.5005
0.6140
0.5222
Cross-section random
Cross-section random effects test comparisons:
Variable
JB?
I?
NPL?
Y?
Fixed
0.484772
1.005802
-0.124318
-2.057778
Cross-section random effects test equation:
Dependent Variable: JK?
Method: Panel Least Squares
Date: 01/26/16 Time: 04:38
Sample: 2012 2014
Included observations: 3
Cross-sections included: 7
Total pool (balanced) observations: 21
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JB?
I?
NPL?
Y?
17.21548
0.484772
1.005802
-0.124318
-2.057778
3.335797
0.946374
0.397468
0.068120
0.126284
5.160831
0.512242
2.530526
-1.824986
-16.29489
0.0004
0.6196
0.0298
0.0980
0.0000
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.999463
0.998927
0.035875
0.012870
47.87461
1862.897
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
86
12.40693
1.095187
-3.511868
-2.964737
-3.393126
3.047502
Lampiran 1
Data Mentah
Obs
_BP-2012M01
_BP-2012M02
_BP-2012M03
_BP-2012M04
_BP-2012M05
_BP-2012M06
_BP-2012M07
_BP-2012M08
_BP-2012M09
_BP-2012M10
_BP-2012M11
_BP-2012M12
_BP-2013M01
_BP-2013M02
_BP-2013M03
_BP-2013M04
_BP-2013M05
_BP-2013M06
_BP-2013M07
_BP-2013M08
_BP-2013M09
_BP-2013M10
_BP-2013M11
_BP-2013M12
_BP-2014M01
_BP-2014M02
_BP-2014M03
_BP-2014M04
_BP-2014M05
_BP-2014M06
_BP-2014M07
_BP-2014M08
_BP-2014M09
_BP-2014M10
_BP-2014M11
_BP-2014M12
_BUSNDEV-2012M01
_BUSNDEV-2012M02
_BUSNDEV-2012M03
_BUSNDEV-2012M04
_BUSNDEV-2012M05
_BUSNDEV-2012M06
_BUSNDEV-2012M07
_BUSNDEV-2012M08
_BUSNDEV-2012M09
JK
764685.0
767508.0
792719.0
811030.0
832330.0
854674.0
850583.0
865367.0
888985.0
897082.0
920147.0
959128.0
945499.0
958571.0
976289.0
998187.0
1025125.
1066945.
1077916.
1088499.
1125090.
1125057.
1145988.
1181726.
1159580.
1166047.
1178302.
1199339.
1206035.
1234235.
1245669.
1254133.
1275444.
1267022.
1284068.
1325087.
914763.0
921643.0
949216.0
970465.0
996625.0
1026096.
1053903.
1047497.
1059131.
JB
I
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
4.000
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
77
NPL
11.82
11.81
11.70
11.61
11.58
11.56
11.55
11.33
11.30
11.26
11.23
11.37
11.36
11.18
11.31
11.29
11.27
11.33
11.38
11.33
11.35
11.48
11.53
11.55
11.65
11.64
11.65
11.73
11.86
11.89
11.97
12.02
12.04
12.10
12.16
12.17
12.84
12.83
12.75
12.70
12.61
12.47
12.51
12.45
12.43
2.963
2.852
2.730
2.795
2.746
2.612
2.659
2.630
2.485
2.694
2.426
2.215
2.424
2.446
2.352
2.348
2.294
2.184
2.228
2.286
2.154
2.143
2.043
1.901
2.165
2.224
2.149
2.165
2.264
2.212
2.269
2.314
2.273
2.188
2.178
1.935
2.040
2.080
2.070
2.049
2.014
1.943
1.963
1.916
1.747
Y
6.50
6.50
6.50
6.50
6.30
6.30
6.30
6.40
6.40
6.40
6.17
6.17
6.17
6.23
6.23
6.23
6.02
6.02
6.02
5.81
5.81
5.81
5.62
5.62
5.62
5.78
5.78
5.78
5.20
5.20
5.20
5.12
5.12
5.12
5.01
5.01
6.50
6.50
6.50
6.50
6.30
6.30
6.30
6.40
6.40
_BUSNDEV-2012M10
_BUSNDEV-2012M11
_BUSNDEV-2012M12
_BUSNDEV-2013M01
_BUSNDEV-2013M02
_BUSNDEV-2013M03
_BUSNDEV-2013M04
_BUSNDEV-2013M05
_BUSNDEV-2013M06
_BUSNDEV-2013M07
_BUSNDEV-2013M08
_BUSNDEV-2013M09
_BUSNDEV-2013M10
_BUSNDEV-2013M11
_BUSNDEV-2013M12
_BUSNDEV-2014M01
_BUSNDEV-2014M02
_BUSNDEV-2014M03
_BUSNDEV-2014M04
_BUSNDEV-2014M05
_BUSNDEV-2014M06
_BUSNDEV-2014M07
_BUSNDEV-2014M08
_BUSNDEV-2014M09
_BUSNDEV-2014M10
_BUSNDEV-2014M11
_BUSNDEV-2014M12
_BUSNNDEV-2012M01
_BUSNNDEV-2012M02
_BUSNNDEV-2012M03
_BUSNNDEV-2012M04
_BUSNNDEV-2012M05
_BUSNNDEV-2012M06
_BUSNNDEV-2012M07
_BUSNNDEV-2012M08
_BUSNNDEV-2012M09
_BUSNNDEV-2012M10
_BUSNNDEV-2012M11
_BUSNNDEV-2012M12
_BUSNNDEV-2013M01
_BUSNNDEV-2013M02
_BUSNNDEV-2013M03
_BUSNNDEV-2013M04
_BUSNNDEV-2013M05
_BUSNNDEV-2013M06
_BUSNNDEV-2013M07
_BUSNNDEV-2013M08
_BUSNNDEV-2013M09
_BUSNNDEV-2013M10
_BUSNNDEV-2013M11
_BUSNNDEV-2013M12
_BUSNNDEV-2014M01
_BUSNNDEV-2014M02
_BUSNNDEV-2014M03
1071848.
1085626.
1114279.
1106845.
1118930.
1136637.
1151702.
1174225.
1190263.
1216555.
1233648.
1255994.
1275573.
1285761.
1311522.
1303765.
1309430.
1330329.
1346741.
1363998.
1386170.
1388486.
1408786.
1432433.
1438972.
1453468.
1481808.
68749.00
69998.00
71655.00
73069.00
74836.00
77753.00
97296.00
81651.00
83848.00
85317.00
86978.00
89451.00
90127.00
91353.00
94056.00
95191.00
97791.00
101253.0
102789.0
102226.0
104646.0
104423.0
105760.0
108228.0
107131.0
108394.0
110697.0
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
36.00
35.00
35.00
35.00
35.00
35.00
38.00
38.00
38.00
38.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
30.00
78
12.36
12.29
12.18
12.18
12.15
12.10
12.05
12.02
12.98
12.16
12.20
12.34
12.44
12.56
12.66
12.76
12.86
12.90
12.91
13.11
13.14
13.19
13.23
13.26
13.27
13.29
13.28
12.84
12.83
12.75
12.70
12.61
12.47
12.51
12.45
12.43
12.36
12.29
12.18
12.18
12.15
12.10
12.05
12.02
12.98
12.16
12.20
12.34
12.44
12.56
12.66
12.76
12.86
12.90
1.752
1.707
1.566
1.658
1.690
1.665
1.661
1.686
1.614
1.523
1.651
1.585
1.642
1.669
1.568
1.648
1.739
1.772
1.882
2.046
2.054
2.170
2.273
2.280
2.474
2.493
2.238
1.868
2.061
2.139
2.039
2.032
2.073
2.270
2.099
2.091
2.031
2.065
2.055
2.004
2.095
1.982
2.025
1.996
1.864
1.965
1.915
1.804
1.951
1.861
1.791
2.036
1.988
1.927
6.40
6.17
6.17
6.17
6.23
6.23
6.23
6.02
6.02
6.02
5.81
5.81
5.81
5.62
5.62
5.62
5.78
5.78
5.78
5.20
5.20
5.20
5.12
5.12
5.12
5.01
5.01
6.50
6.50
6.50
6.50
6.30
6.30
6.30
6.40
6.40
6.40
6.17
6.17
6.17
6.23
6.23
6.23
6.02
6.02
6.02
5.81
5.81
5.81
5.62
5.62
5.62
5.78
5.78
_BUSNNDEV-2014M04
_BUSNNDEV-2014M05
_BUSNNDEV-2014M06
_BUSNNDEV-2014M07
_BUSNNDEV-2014M08
_BUSNNDEV-2014M09
_BUSNNDEV-2014M10
_BUSNNDEV-2014M11
_BUSNNDEV-2014M12
_BPD-2012M01
_BPD-2012M02
_BPD-2012M03
_BPD-2012M04
_BPD-2012M05
_BPD-2012M06
_BPD-2012M07
_BPD-2012M08
_BPD-2012M09
_BPD-2012M10
_BPD-2012M11
_BPD-2012M12
_BPD-2013M01
_BPD-2013M02
_BPD-2013M03
_BPD-2013M04
_BPD-2013M05
_BPD-2013M06
_BPD-2013M07
_BPD-2013M08
_BPD-2013M09
_BPD-2013M10
_BPD-2013M11
_BPD-2013M12
_BPD-2014M01
_BPD-2014M02
_BPD-2014M03
_BPD-2014M04
_BPD-2014M05
_BPD-2014M06
_BPD-2014M07
_BPD-2014M08
_BPD-2014M09
_BPD-2014M10
_BPD-2014M11
_BPD-2014M12
_BA-2012M01
_BA-2012M02
_BA-2012M03
_BA-2012M04
_BA-2012M05
_BA-2012M06
_BA-2012M07
_BA-2012M08
_BA-2012M09
113081.0
115619.0
118732.0
120127.0
119860.0
121904.0
121638.0
123216.0
126001.0
174872.0
177886.0
182268.0
186736.0
192197.0
198634.0
218732.0
204939.0
208726.0
213024.0
216726.0
218851.0
218300.0
222991.0
227278.0
233279.0
238337.0
244815.0
249821.0
251775.0
257175.0
260985.0
264014.0
264541.0
260323.0
263662.0
268692.0
273212.0
278900.0
283448.0
286459.0
289017.0
294511.0
298145.0
301614.0
301456.0
138261.0
141249.0
141860.0
144162.0
153764.0
154916.0
160064.0
163569.0
167774.0
30.00
30.00
30.00
30.00
30.00
29.00
29.00
29.00
29.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
26.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
79
12.91
13.11
13.14
13.19
13.23
13.26
13.27
13.29
13.28
13.25
11.22
13.34
13.28
13.28
13.31
13.31
13.32
13.34
13.33
13.31
13.23
13.17
13.19
13.05
13.16
13.14
13.10
13.07
13.09
13.08
13.01
13.00
12.98
12.96
13.01
12.97
12.99
12.85
12.88
12.90
12.88
12.89
13.19
13.21
13.14
16.32
16.16
16.22
16.03
15.86
16.06
15.93
16.13
16.18
2.157
2.194
2.153
2.273
2.326
2.330
2.407
2.358
2.168
1.981
1.962
1.928
2.033
2.036
2.023
2.176
2.533
2.387
2.464
2.446
2.296
2.798
2.589
2.445
2.545
2.619
2.615
2.676
2.718
2.814
2.947
2.936
2.814
2.845
2.999
3.060
3.477
3.703
3.487
3.711
3.754
3.444
3.473
3.661
3.452
2.390
2.324
2.318
2.307
2.178
2.093
2.084
2.008
1.892
5.78
5.20
5.20
5.20
5.12
5.12
5.12
5.01
5.01
6.50
6.50
6.50
6.50
6.30
6.30
6.30
6.40
6.40
6.40
6.17
6.17
6.17
6.23
6.23
6.23
6.02
6.02
6.02
5.81
5.81
5.81
5.62
5.62
5.62
5.78
5.78
5.78
5.20
5.20
5.20
5.12
5.12
5.12
5.01
5.01
6.50
6.50
6.50
6.50
6.30
6.30
6.30
6.40
6.40
_BA-2012M10
_BA-2012M11
_BA-2012M12
_BA-2013M01
_BA-2013M02
_BA-2013M03
_BA-2013M04
_BA-2013M05
_BA-2013M06
_BA-2013M07
_BA-2013M08
_BA-2013M09
_BA-2013M10
_BA-2013M11
_BA-2013M12
_BA-2014M01
_BA-2014M02
_BA-2014M03
_BA-2014M04
_BA-2014M05
_BA-2014M06
_BA-2014M07
_BA-2014M08
_BA-2014M09
_BA-2014M10
_BA-2014M11
_BA-2014M12
_BC-2012M01
_BC-2012M02
_BC-2012M03
_BC-2012M04
_BC-2012M05
_BC-2012M06
_BC-2012M07
_BC-2012M08
_BC-2012M09
_BC-2012M10
_BC-2012M11
_BC-2012M12
_BC-2013M01
_BC-2013M02
_BC-2013M03
_BC-2013M04
_BC-2013M05
_BC-2013M06
_BC-2013M07
_BC-2013M08
_BC-2013M09
_BC-2013M10
_BC-2013M11
_BC-2013M12
_BC-2014M01
_BC-2014M02
_BC-2014M03
169344.0
173255.0
172859.0
172738.0
171259.0
175326.0
180697.0
183270.0
181482.0
193661.0
203521.0
212784.0
205968.0
217144.0
225500.0
225759.0
221684.0
223546.0
225876.0
232290.0
234835.0
224229.0
243138.0
252838.0
247827.0
244021.0
244031.0
122976.0
124746.0
128457.0
131747.0
136393.0
140784.0
145104.0
147628.0
147374.0
148720.0
148269.0
153295.0
154633.0
155612.0
158786.0
165160.0
168730.0
174365.0
180383.0
187733.0
191521.0
187471.0
195730.0
201357.0
201863.0
198604.0
195332.0
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
14.00
80
16.22
16.03
16.09
15.14
15.07
15.02
15.00
15.26
15.24
15.24
15.37
15.64
15.72
15.83
15.97
16.06
16.17
16.28
16.25
16.33
16.37
16.39
16.31
16.43
16.34
16.54
16.61
16.32
16.16
16.22
16.03
15.86
16.06
15.93
16.13
16.18
16.22
16.03
16.09
15.14
15.07
15.02
15.00
15.26
15.24
15.24
15.37
15.64
15.72
15.83
15.97
16.06
16.17
16.28
1.813
1.695
1.543
1.536
1.661
1.598
1.490
1.446
1.569
1.501
1.483
1.464
1.512
1.628
1.506
1.404
1.807
1.940
1.264
1.150
1.169
1.216
1.003
1.250
1.228
1.161
1.223
1.691
1.723
1.702
1.649
1.601
1.592
1.570
1.602
1.656
1.658
1.600
1.545
1.503
1.476
1.465
1.307
1.270
1.109
1.219
1.228
1.114
1.238
1.183
1.227
1.231
1.162
1.276
6.40
6.17
6.17
6.17
6.23
6.23
6.23
6.02
6.02
6.02
5.81
5.81
5.81
5.62
5.62
5.62
5.78
5.78
5.78
5.20
5.20
5.20
5.12
5.12
5.12
5.01
5.01
6.50
6.50
6.50
6.50
6.30
6.30
6.30
6.40
6.40
6.40
6.17
6.17
6.17
6.23
6.23
6.23
6.02
6.02
6.02
5.81
5.81
5.81
5.62
5.62
5.62
5.78
5.78
_BC-2014M04
_BC-2014M05
_BC-2014M06
_BC-2014M07
_BC-2014M08
_BC-2014M09
_BC-2014M10
_BC-2014M11
_BC-2014M12
_BPR-2012M01
_BPR-2012M02
_BPR-2012M03
_BPR-2012M04
_BPR-2012M05
_BPR-2012M06
_BPR-2012M07
_BPR-2012M08
_BPR-2012M09
_BPR-2012M10
_BPR-2012M11
_BPR-2012M12
_BPR-2013M01
_BPR-2013M02
_BPR-2013M03
_BPR-2013M04
_BPR-2013M05
_BPR-2013M06
_BPR-2013M07
_BPR-2013M08
_BPR-2013M09
_BPR-2013M10
_BPR-2013M11
_BPR-2013M12
_BPR-2014M01
_BPR-2014M02
_BPR-2014M03
_BPR-2014M04
_BPR-2014M05
_BPR-2014M06
_BPR-2014M07
_BPR-2014M08
_BPR-2014M09
_BPR-2014M10
_BPR-2014M11
_BPR-2014M12
203099.0
206307.0
210741.0
210059.0
183430.0
184165.0
184467.0
190228.0
195925.0
41424.00
42485.00
43557.00
44472.00
45448.00
46637.00
47605.00
47947.00
48500.00
48895.00
49425.00
49818.00
50396.00
51709.00
52633.00
53749.00
55023.00
56248.00
57462.00
57634.00
58218.00
58677.00
59770.00
59176.00
59503.00
60812.00
62055.00
63036.00
64209.00
65507.00
66268.00
66264.00
67061.00
67359.00
67648.00
68391.00
14.00
14.00
14.00
14.00
14.00
12.00
12.00
12.00
12.00
1663.
1665.
1665.
1667.
1668.
1667.
1669.
1669.
1669.
1669.
1667.
1653.
1653.
1654.
1653.
1639.
1641.
1641.
1641.
1641.
1641.
1639.
1637.
1635.
1636.
1636.
1636.
1635.
1634.
1634.
1635.
1634.
1634.
1635.
1637.
1643.
16.25
16.33
16.37
16.39
16.31
16.43
16.34
16.54
16.61
29.20
29.13
28.96
28.91
28.80
28.76
28.62
28.44
28.32
28.23
28.11
27.83
27.79
27.71
27.59
27.39
27.26
27.18
27.19
27.12
27.10
26.92
27.25
27.01
27.08
28.29
29.36
29.82
26.87
26.93
26.98
26.99
26.99
26.98
27.03
26.94
1.365
1.722
1.847
1.778
1.960
2.106
2.070
1.979
2.275
5.555
5.571
5.561
5.592
5.430
5.273
5.281
5.441
5.353
5.389
5.325
4.755
5.133
5.167
5.251
5.211
5.094
4.974
4.969
5.221
5.120
5.131
4.910
4.411
4.943
4.988
4.960
5.061
5.172
5.076
5.238
5.368
5.282
5.396
5.363
4.755
Keterangan :
- BP = Bank Persero
- BC = Bank Campuran
- BUSNDEV = BUSN (Devisa)
- BPR= Bank Perkreditan Rakyat
- BUSNNDEV = BUSN (Non Devisa)
- BPD = Bank Pemerintah Daerah
- BA = Bank Asing
81
5.78
5.20
5.20
5.20
5.12
5.12
5.12
5.01
5.01
6.50
6.50
6.50
6.50
6.30
6.30
6.30
6.40
6.40
6.40
6.17
6.17
6.17
6.23
6.23
6.23
6.02
6.02
6.02
5.81
5.81
5.81
5.62
5.62
5.62
5.78
5.78
5.78
5.20
5.20
5.20
5.12
5.12
5.12
5.01
5.01
Lampiran 2
Uji Data Data Panel
1. Hasil Estimasi ddengan Pooled Least Square (PLS)
Dependent Variable: JK?
Method: Pooled Least Squares
Date: 11/13/15 Time: 10:06
Sample: 2012M01 2014M12
Included observations: 36
Cross-sections included: 7
Total pool (balanced) observations: 252
Variable
Coefficient
Std. Error
t-Statistic
Prob.
JB?
101.1608
163.9347
0.617080
0.5377
I?
-61139.14
12963.24
-4.716347
0.0000
NPL?
88890.06
48486.62
1.833290
0.0680
Y?
191641.5
35909.57
5.336781
0.0000
R-squared
0.175730
Mean dependent var
430591.8
Adjusted R-squared
0.165759
S.D. dependent var
455200.3
S.E. of regression
415765.4
Akaike info criterion
28.72938
Sum squared resid
4.29E+13
Schwarz criterion
28.78540
Log likelihood
-3615.901
Hannan-Quinn criter.
28.75192
Durbin-Watson stat
0.008177
82
2. Hasil Estimasi dengan Fixed Effect Model (FEM)
Dependent Variable: JK?
Method: Pooled Least Squares
Date: 11/13/15 Time: 10:25
Sample: 2012M01 2014M12
Included observations: 36
Cross-sections included: 7
Total pool (balanced) observations: 252
White cross-section standard errors & covariance (d.f. corrected)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
241812.3
107587.1
2.247596
0.0255
JB?
3985.401
523.8967
7.607227
0.0000
I?
10549.81
5357.926
1.969010
0.0501
NPL?
-57301.30
5632.498
-10.17334
0.0000
Y?
-142703.5
6685.965
-21.34375
0.0000
Fixed Effects (Cross)
_BP—C
1643012.
_BUSNDEV--C
1631783.
_BUSNNDEV--C
563280.7
_BPD--C
758279.0
_BA—C
679226.7
_BC—C
635167.2
_BPR--C
-5910748.
Effects Specification
Cross-section fixed (dummy variables)
R-squared
0.981090
Mean dependent var
430591.8
Adjusted R-squared
0.980306
S.D. dependent var
455200.3
S.E. of regression
63881.41
Akaike info criterion
25.01011
Sum squared resid
9.83E+11
Schwarz criterion
25.16418
Log likelihood
-3140.274
Hannan-Quinn criter.
25.07211
Durbin-Watson stat
0.108465
F-statistic
1250.371
Prob(F-statistic)
0.000000
83
3. Hasil Estimasi dengan Random Effect Model (REM)
Dependent Variable: JK?
Method: Pooled EGLS (Cross-section random effects)
Date: 11/13/15 Time: 10:31
Sample: 2012M01 2014M12
Included observations: 36
Cross-sections included: 7
Total pool (balanced) observations: 252
Swamy and Arora estimator of component variances
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JB?
I?
NPL?
Y?
Random Effects (Cross)
_BP--C
_BUSNDEV--C
_BUSNNDEV--C
_BPD--C
_BA--C
_BC--C
_BPR--C
899195.0
35.98481
25297.22
-51424.75
-126663.8
222746.4
305.2745
8851.161
12593.44
8569.211
4.036856
0.117877
2.858068
-4.083456
-14.78127
0.0001
0.9063
0.0046
0.0001
0.0000
721745.1
824405.5
-269075.4
-99817.02
-277619.3
-306227.8
-593411.1
Effects Specification
S.D.
Cross-section random
Idiosyncratic random
452091.7
63881.41
Rho
0.9804
0.0196
Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)
0.488139
0.479850
66486.83
58.88821
0.000000
Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
10137.76
92187.32
1.09E+12
0.085165
Unweighted Statistics
R-squared
Sum squared resid
-0.271715
6.61E+13
Mean dependent var
Durbin-Watson stat
84
430591.8
0.001406
Lampiran 3
Pemilihan Uji Data Panel
1. Hasil Estimasi Uji Chow
Redundant Fixed Effects Tests
Pool: POOL1
Test cross-section fixed effects
Effects Test
Statistic
Cross-section F
d.f.
Prob.
1155.488636
(6,241)
0.0000
855.139879
6
0.0000
Cross-section Chi-square
Cross-section fixed effects test equation:
Dependent Variable: JK?
Method: Panel Least Squares
Date: 11/13/15 Time: 10:45
Sample: 2012M01 2014M12
Included observations: 36
Cross-sections included: 7
Total pool (balanced) observations: 252
White cross-section standard errors & covariance (d.f. corrected)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
4203553.
309167.1
13.59638
0.0000
JB?
1597.068
138.2539
11.55170
0.0000
I?
-170396.0
10622.59
-16.04090
0.0000
NPL?
-198822.6
32605.28
-6.097865
0.0000
Y?
-171824.6
20373.50
-8.433732
0.0000
R-squared
0.437105
Mean dependent var
430591.8
Adjusted R-squared
0.427989
S.D. dependent var
455200.3
S.E. of regression
344274.3
Akaike info criterion
28.35591
Sum squared resid
2.93E+13
Schwarz criterion
28.42594
Log likelihood
-3567.844
Hannan-Quinn criter.
28.38408
Durbin-Watson stat
0.041902
F-statistic
47.95073
Prob(F-statistic)
0.000000
85
2. Hasil Estimasi Uji Hausman
Correlated Random Effects - Hausman Test
Pool: Untitled
Test cross-section random effects
Test Summary
Chi-Sq. Statistic
Chi-Sq. d.f.
Prob.
8.83276
4
0.9269
Random
Var(Diff.)
Prob.
-0.163367
1.043912
-0.131224
-2.024984
0.838825
0.003200
0.000187
0.002625
0.4791
0.5005
0.6140
0.5222
Cross-section random
Cross-section random effects test comparisons:
Variable
JB?
I?
NPL?
Y?
Fixed
0.484772
1.005802
-0.124318
-2.057778
Cross-section random effects test equation:
Dependent Variable: JK?
Method: Panel Least Squares
Date: 01/26/16 Time: 04:38
Sample: 2012 2014
Included observations: 3
Cross-sections included: 7
Total pool (balanced) observations: 21
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JB?
I?
NPL?
Y?
17.21548
0.484772
1.005802
-0.124318
-2.057778
3.335797
0.946374
0.397468
0.068120
0.126284
5.160831
0.512242
2.530526
-1.824986
-16.29489
0.0004
0.6196
0.0298
0.0980
0.0000
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.999463
0.998927
0.035875
0.012870
47.87461
1862.897
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
86
12.40693
1.095187
-3.511868
-2.964737
-3.393126
3.047502