IM2 ICPI IEQ KESIMPULAN DAN SARAN

d. ICPI

Date: 082706 Time: 11:00 Sample: 1995:01 2005:12 Included observations: 131 Correlations are asymptotically consistent approximations ICPI,ISP-i ICPI,ISP+i i lag lead . | | . | | 0.3242 0.3242 . | | . | | 1 0.3063 0.4048 . | | . | | 2 0.2620 0.3515 . | | . | | 3 0.2869 0.3343 . | | . | | 4 0.3294 0.2815 . | | . |. | 5 0.3950 0.0685 . | | .| . | 6 0.3395 -0.0857 . | | .| . | 7 0.1784 -0.0965 . |. | . | . | 8 0.0694 0.0036 . | . | | . | 9 0.0446 -0.2075 . | . | | . | 10 0.0425 -0.4276 . |. | | . | 11 0.0776 -0.4975 . | . | | . | 12 -0.0405 -0.5402 e. IEQ Date: 082706 Time: 11:01 Sample: 1995:01 2005:12 Included observations: 131 Correlations are asymptotically consistent approximations IEQ,ISP-i IEQ,ISP+i i lag lead | . | | . | -0.2112 -0.2112 .| . | | . | 1 -0.0722 -0.3686 | . | | . | 2 -0.3461 -0.3706 | . | .| . | 3 -0.2447 -0.1192 .| . | .| . | 4 -0.0588 -0.0839 . | . | . | . | 5 0.0429 0.0183 . | . | . | . | 6 -0.0075 -0.0153 . |. | . | . | 7 0.0771 -0.0307 . |. | . | . | 8 0.1192 0.0016 . |. | . | | 9 0.0780 0.1725 . |. | . | . | 10 0.0628 -0.0071 . | . | . | . | 11 0.0283 -0.0355 . | . | . |. | 12 -0.0146 0.0984

f. IMV

Date: 082706 Time: 11:02 Sample: 1995:01 2005:12 Included observations: 131 Correlations are asymptotically consistent approximations IIMV,ISP-i IIMV,ISP+i i lag lead . | | . | | 0.1981 0.1981 . | | .| . | 1 0.3245 -0.1105 . | . | .| . | 2 0.0434 -0.0532 .| . | . |. | 3 -0.0813 0.0984 . |. | . |. | 4 0.1518 0.0576 . | | .| . | 5 0.1637 -0.1456 . | | .| . | 6 0.2436 -0.0921 . |. | . | . | 7 0.1497 -0.0310 . |. | . | . | 8 0.1519 0.0279 .| . | | . | 9 -0.0714 -0.2103 .| . | | . | 10 -0.0586 -0.3528 . |. | | . | 11 0.0586 -0.2745 . |. | | . | 12 0.1532 -0.1765 Lampiran 5. Lanjutan

B. Hasil Uji Korelasi Silang Setiap Indikator IBV dengan IBC

a. ILDR

Date: 082706 Time: 11:03 Sample: 1995:01 2005:12 Included observations: 131 Correlations are asymptotically consistent approximations ILDR,IBC-i ILDR,IBC+i i lag lead .| . | .| . | -0.1057 -0.1057 . |. | . | . | 1 0.1434 -0.0037 . |. | . | | 2 0.0867 0.3323 . |. | . | | 3 0.0558 0.1801 . | . | . |. | 4 -0.0365 0.0759 .| . | . | | 5 -0.1425 0.1640 .| . | . | | 6 -0.0736 0.1777 | . | . |. | 7 -0.3128 0.0901 .| . | . | . | 8 -0.1090 -0.0148 .| . | . |. | 9 -0.1420 0.1153 | . | . |. | 10 -0.1479 0.0903 | . | .| . | 11 -0.2908 -0.0821 | . | . | | 12 -0.2137 0.1581 b. IROA Date: 082706 Time: 11:03 Sample: 1995:01 2005:12 Included observations: 131 Correlations are asymptotically consistent approximations IROA,IBC-i IROA,IBC+i i lag lead | . | | . | -0.4382 -0.4382 | . | .| . | 1 -0.4635 -0.0659 | . | . | . | 2 -0.2821 -0.0198 | . | . | . | 3 -0.2666 0.0066 | . | . |. | 4 -0.5483 0.1022 | . | . |. | 5 -0.5329 0.0843 | . | . | | 6 -0.4412 0.2087 | . | . | | 7 -0.2731 0.2667 | . | . | | 8 -0.2338 0.2471 .| . | . |. | 9 -0.1131 0.1487 . |. | . |. | 10 0.0995 0.0629 . | . | . | | 11 -0.0221 0.2610 . |. | . | | 12 0.1377 0.2305

c. IOCOR

Date: 082706 Time: 11:04 Sample: 1995:01 2005:12 Included observations: 131 Correlations are asymptotically consistent approximations IOCOR,IBC-i IOCOR,IBC+i i lag lead . | . | . | . | -0.0309 -0.0309 . |. | .| . | 1 0.1318 -0.1234 . | | . | | 2 0.4078 0.1726 . | . | . |. | 3 0.0191 0.1160 . |. | | . | 4 0.0932 -0.2206 . | | | . | 5 0.3012 -0.2689 . | | . | . | 6 0.4108 0.0429 . |. | . |. | 7 0.1456 0.0812 .| . | | . | 8 -0.0474 -0.1674 . | | | . | 9 0.2309 -0.1927 . |. | . | . | 10 0.1186 0.0160 . | . | . | . | 11 -0.0342 0.0153 .| . | .| . | 12 -0.0576 -0.1329 Lampiran 5. Lanjutan