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
d. IFL
Date: 082706 Time: 11:05 Sample: 1995:01 2005:12
Included observations: 131 Correlations are asymptotically consistent approximations
IFL,IBC-i IFL,IBC+i
i lag
lead .| . |
.| . | -0.1274
-0.1274 | . |
. | . | 1
-0.2837 0.0356
.| . | .| . |
2 -0.0718
-0.0584 . |. |
.| . | 3
0.0584 -0.1338
.| . | . |. |
4 -0.1128
0.0760 | . |
. | | 5
-0.1916 0.3234
.| . | . | |
6 -0.1456
0.2017 .| . |
. | . | 7
-0.0780 0.0446
. | . | . |. |
8 -0.0154
0.1293 . | . |
. | | 9
-0.0114 0.2793
. | . | . |. |
10 -0.0147
0.0789 .| . |
. | | 11
-0.0435 0.2649
| . | . | |
12 -0.1571
0.3179
e. IIPI