_AMHI _AMHI
_AMHI _AMHI
A. UJI STASIONERITAS 1. Capital Adequacy Ratio CAR
Tahap Level
Null Hypothesis: CAR has a unit root Exogenous: Constant
Lag Length: 0 Automatic - based on SIC, maxlag=11 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.822549 0.3672
Test critical values: 1 level
-3.515536 5 level
-2.898623 10 level
-2.586605
Tahap 1
st
Difference
Null Hypothesis: DCAR has a unit root Exogenous: Constant
Lag Length: 0 Automatic - based on SIC, maxlag=11 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-8.712326 0.0000
Test critical values: 1 level
-3.516676 5 level
-2.899115 10 level
-2.586866 MacKinnon 1996 one-sided p-values.
2. Non Performing Financing NPF
Tahap Level
Null Hypothesis: NPF has a unit root Exogenous: Constant
Lag Length: 0 Automatic - based on SIC, maxlag=11 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-2.304644 0.1731
Test critical values: 1 level
-3.515536 5 level
-2.898623 10 level
-2.586605 MacKinnon 1996 one-sided p-values.
Tahap 1
st
Difference
Null Hypothesis: DNPF has a unit root Exogenous: Constant
Lag Length: 0 Automatic - based on SIC, maxlag=11 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-10.94633 0.0001
Test critical values: 1 level
-3.516676 5 level
-2.899115 10 level
-2.586866 MacKinnon 1996 one-sided p-values.
3. Financing to Deposit Ratio FDR
Tahap Level
Null Hypothesis: FDR has a unit root Exogenous: Constant
Lag Length: 2 Automatic - based on SIC, maxlag=11 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.458891 0.5490
Test critical values: 1 level
-3.517847 5 level
-2.899619 10 level
-2.587134 MacKinnon 1996 one-sided p-values.
Tahap 1
st
Difference
Null Hypothesis: DFDR has a unit root Exogenous: Constant
Lag Length: 1 Automatic - based on SIC, maxlag=11 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-11.29082 0.0001
Test critical values: 1 level
-3.517847 5 level
-2.899619 10 level
-2.587134 MacKinnon 1996 one-sided p-values.
4. Return On Asset ROA
Tahap Level
Null Hypothesis: ROA has a unit root Exogenous: Constant
Lag Length: 0 Automatic - based on SIC, maxlag=11 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.637946 0.4586
Test critical values: 1 level
-3.515536 5 level
-2.898623 10 level
-2.586605 MacKinnon 1996 one-sided p-values.
Tahap 1
st
Difference
Null Hypothesis: DROA has a unit root Exogenous: Constant
Lag Length: 0 Automatic - based on SIC, maxlag=11 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-10.13186 0.0000
Test critical values: 1 level
-3.516676 5 level
-2.899115 10 level
-2.586866 MacKinnon 1996 one-sided p-values.
5. Return On Equity ROE
Tahap Level
Null Hypothesis: ROE has a unit root Exogenous: Constant
Lag Length: 0 Automatic - based on SIC, maxlag=11 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-2.603471 0.0965
Test critical values: 1 level
-3.515536 5 level
-2.898623 10 level
-2.586605 MacKinnon 1996 one-sided p-values.
Tahap 1
st
Difference
Null Hypothesis: DROE has a unit root Exogenous: Constant
Lag Length: 0 Automatic - based on SIC, maxlag=11 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-9.740280 0.0000
Test critical values: 1 level
-3.516676 5 level
-2.899115 10 level
-2.586866 MacKinnon 1996 one-sided p-values.
B. Indikator Return On Asset