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Lampiran 2 Uji Data Data Panel
1. Hasil Estimasi ddengan Pooled Least Square PLS
Dependent Variable: JK? Method: Pooled Least Squares
Date: 111315 Time: 10:06 Sample: 2012M01 2014M12
Included observations: 36 Cross-sections included: 7
Total pool balanced observations: 252
Variable Coefficient
Std. Error t-Statistic
Prob.
JB? 101.1608
163.9347 0.617080
0.5377 I?
-61139.14 12963.24
-4.716347 0.0000
NPL? 88890.06
48486.62 1.833290
0.0680 Y?
191641.5 35909.57
5.336781 0.0000
R-squared 0.175730 Mean dependent var
430591.8 Adjusted R-squared
0.165759 S.D. dependent var 455200.3
S.E. of regression 415765.4 Akaike info criterion
28.72938 Sum squared resid
4.29E+13 Schwarz criterion 28.78540
Log likelihood -3615.901 Hannan-Quinn criter.
28.75192 Durbin-Watson stat
0.008177
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2. Hasil Estimasi dengan Fixed Effect Model FEM
Dependent Variable: JK? Method: Pooled Least Squares
Date: 111315 Time: 10:25 Sample: 2012M01 2014M12
Included observations: 36 Cross-sections included: 7
Total pool balanced observations: 252 White cross-section standard errors covariance d.f. corrected
Variable Coefficient
Std. Error t-Statistic
Prob. C
241812.3 107587.1
2.247596 0.0255
JB? 3985.401
523.8967 7.607227
0.0000 I?
10549.81 5357.926
1.969010 0.0501
NPL? -57301.30
5632.498 -10.17334
0.0000 Y?
-142703.5 6685.965
-21.34375 0.0000
Fixed Effects Cross _BP—C
1643012. _BUSNDEV--C
1631783. _BUSNNDEV--C
563280.7 _BPD--C
758279.0 _BA—C
679226.7 _BC—C
635167.2 _BPR--C
-5910748. Effects Specification
Cross-section fixed dummy variables R-squared
0.981090 Mean dependent var 430591.8
Adjusted R-squared 0.980306 S.D. dependent var
455200.3 S.E. of regression
63881.41 Akaike info criterion 25.01011
Sum squared resid 9.83E+11 Schwarz criterion
25.16418 Log likelihood
-3140.274 Hannan-Quinn criter. 25.07211
F-statistic 1250.371 Durbin-Watson stat
0.108465 ProbF-statistic
0.000000
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3. Hasil Estimasi dengan Random Effect Model REM
Dependent Variable: JK? Method: Pooled EGLS Cross-section random effects
Date: 111315 Time: 10:31 Sample: 2012M01 2014M12
Included observations: 36 Cross-sections included: 7
Total pool balanced observations: 252 Swamy and Arora estimator of component variances
Variable Coefficient
Std. Error t-Statistic
Prob. C
899195.0 222746.4
4.036856 0.0001
JB? 35.98481
305.2745 0.117877
0.9063 I?
25297.22 8851.161
2.858068 0.0046
NPL? -51424.75
12593.44 -4.083456
0.0001 Y?
-126663.8 8569.211
-14.78127 0.0000
Random Effects Cross _BP--C
721745.1 _BUSNDEV--C
824405.5 _BUSNNDEV--C
-269075.4 _BPD--C
-99817.02 _BA--C
-277619.3 _BC--C
-306227.8 _BPR--C
-593411.1 Effects Specification
S.D. Rho
Cross-section random 452091.7
0.9804 Idiosyncratic random
63881.41 0.0196
Weighted Statistics R-squared
0.488139 Mean dependent var 10137.76
Adjusted R-squared 0.479850 S.D. dependent var
92187.32 S.E. of regression
66486.83 Sum squared resid 1.09E+12
F-statistic 58.88821 Durbin-Watson stat
0.085165 ProbF-statistic
0.000000 Unweighted Statistics
R-squared -0.271715 Mean dependent var
430591.8 Sum squared resid
6.61E+13 Durbin-Watson stat 0.001406
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Lampiran 3 Pemilihan Uji Data Panel
1. Hasil Estimasi Uji Chow
