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