IMV IROA IOCOR KESIMPULAN DAN SARAN

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