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