Analisis Risk Profile, Earnings, dan Capital Terhadap Pertumbuhan Laba Pada Perusahaan Perbankan yang Terdaftar di Bursa Efek Indonesia Periode 2010-2015
LAMPIRAN 1
Jumlah Populasi dan Sampel Penelitian
No
1
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6
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9
10
11
12
13
14
15
16
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31
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35
Kode
Emiten
AGRO
AGRS
BABP
BACA
BBCA
BBHI
BBKP
BBMD
BBNI
BBNP
BBRI
BBTN
BBYB
BCIC
BDMN
BEKS
BINA
BJBR
BJTM
BKSW
BMAS
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
DNAR
INPC
MAYA
MCOR
MEGA
Nama Perusahaan
Bank Rakyat Indonesia Agro Niaga Tbk
Bank Agris Tbk
Bank ICB Bumi Putra Tbk
Bank Capital Indonesia Tbk
Bank Central Asia Tbk
Bank Harda Internasional Tbk
Bank Bukopin Tbk
Bank Mestika Dharma Tbk
Bank Negara Indonesia (Persero) Tbk
Bank Nusantara Parahyangan Tbk
Bank Rakyat Indonesia (Persero) Tbk
Bank Tabungan Negara (Persero) Tbk
Bank Yudha Bhakti Tbk
Bank Mutiara Tbk
Bank Danamon Indonesia Tbk
Bank Pundi Indonesia Tbk
Bank Ina Perdana Tbk
Bank Jabar Banten Tbk
Bank Pembangunan Daerah Jawa Timur Tbk
Bank Kesawan Tbk
Bank Maspion Indonesia Tbk
Bank Mandiri (Persero) Tbk
Bank Bumi Arta Tbk
Bank CIMB Niaga Tbk
Bank Internasional Indonesia Tbk
Bank Permata Tbk
Bank Sinar Mas Tbk
Bank Swadesi Tbk
Bank Tabungan Pensiunan Nasional Tbk
Bank Victoria Internasional Tbk
Bank Dinar Indonesia Tbk
Bank Artha Graha Internasional Tbk
Bank Mayapada Internasional Tbk
Bank Windu Kentjana Internasional Tbk
Bank Mega Tbk
1
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Kriteria
2
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Sampel
3
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1
2
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5
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8
9
10
11
12
13
14
15
16
17
18
19
20
21
Universitas Sumatera Utara
36
37
38
39
40
41
NAGA
NISP
NOBU
PNBN
PNBS
SDRA
Bank Mitraniaga Tbk
Bank NISP OCBC Tbk
Bank Nationalnobu Tbk
Bank Pan Indonesia Tbk
Bank Pan Indonesia Syariah Tbk
Bank Himpunan Saudara 1906 Tbk
√
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22
23
24
Universitas Sumatera Utara
LAMPIRAN 2
Data Variabel Non Performing Loan (NPL) (%) Tahun 2010-2015 Pada
Perusahaan Perbankan di Bursa Efek Indonesia
No
Kode
Emiten
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
AGRO
BACA
BBCA
BBKP
BBNI
BBRI
BBTN
BDMN
BJBR
BMRI
BNBA
BNGA
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
(Data dalam bentuk persen)
Tahun
2010 2011 2012 2013 2014
8.82 3.55 3.68 2.27 2.02
1.03 0.81 2.11 0.37 0.34
0.64 0.49 0.38 0.44 0.6
3.22 2.88 2.66 2.26 2.78
4.28 3.61 2.84 2.17 1.96
2.78 2.30 1.78 1.55 1.69
3.26 2.75 4.09 4.05 4.01
0
0.25 2.3
1.9
2.3
1.86 1.21 2.07 2.83 4.15
2.21 2.18 1.74 1.60 1.66
2.25 1.07 0.63 0.21 0.25
2.59 2.64 2.29 2.23 3.90
2.65 2.04 1.37 1.04 1.7
1.26 0.88 3.18 2.50 3.00
3.55 1.98 0.40 1.59 1.17
1.14 0.72 0.58 0.67 0.7
5.04 2.38 2.30 0.70 3.52
2.58 2.83 0.85 1.76 1.69
3.27 2.51 3.02 1.04 1.46
2.08 2.18 1.98 1.69 2.71
0.9 0.98 2.09 2.17 2.09
2
1.26 0.91 0.73 1.34
4.36 3.56 1.69 2.13 2.01
1.76 1.65 0.65 0.48 2.51
2015
1.90
0.79
0.7
2.83
2.7
2.02
3.42
3.0
2.91
2.29
0.78
3.74
2.7
3.95
8.90
0.7
4.48
1.25
2.52
1.98
2.81
1.30
2.44
1.98
Universitas Sumatera Utara
Data Variabel Loan to Deposit Ratio (LDR) (%) tahun 2010-2015 Pada
Perusahaan Perbankan di Bursa Efek Indonesia
No
Kode
Emiten
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
AGRO
BACA
BBCA
BBKP
BBNI
BBRI
BBTN
BDMN
BJBR
BMRI
BNBA
BNGA
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
(Data dalam bentuk persen)
Tahun
2010
2011
2012
2013
2014
85.68 65.79 82.48 87.11 88.49
50.60 44.24 59.06 63.35 58.13
55.2
61.7
68.6
75.4
76.8
71.85 85.01 83.81 85.80 83.89
70.15 70.37 77.52 85.30 87.81
75.17 76.20 79.85 88.54 81.68
108.42 102.56 100.90 104.42 107.39
93.80 98.30 100.7 95.1
91.66
71.54 72.95 74.09 96.47 93.18
65.44 71.65 77.66 82.97 82.02
54.18 67.53 77.95 83.96 79.45
88.04 94.41 95.04 94.49 99.46
87.46 83.06 89.52 89.1
89.2
73.64 69.50 80.78 78.72 83.88
87.36 85.71 93.21 93.76 88.06
91
85
86
88
97
40.22 63.62 67.59 73.39 70.25
76.13 82.21 87.42 88.87 87.62
78.38 82.10 80.58 85.61 81.25
81.29 79.30 80.22 82.73 84.03
56.30 63.75 52.39 57.41 65.85
80.00 87.04 86.79 92.49 93.59
74.22 80.36 88.46 87.71 95.47
100.20 81.70 84.39 90.59 100.02
2015
87.15
55.78
81.1
86.34
87.80
86.88
108.78
87.5
88.13
87.05
82.78
97.98
87.8
78.04
82.06
97
70.17
80.75
82.99
86.82
65.05
98.05
98.83
97.22
Universitas Sumatera Utara
Data Variabel Return on Assets (ROA) (%) Tahun 2010-2015 Pada Perusahaan
Perbankan di Bursa Efek Indonesia
No
Kode
Emiten
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
AGRO
BACA
BBCA
BBKP
BBNI
BBRI
BBTN
BDMN
BJBR
BMRI
BNBA
BNGA
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
(Data dalam bentuk persen)
Tahun
2010 2011 2012 2013 2014
0.67 1.39 1.63 1.66 1.47
0.74 0.84 1.32 1.59 1.33
3.51 3.82 3.6
3.84 3.9
1.62 1.87 1.83 1.78 1.23
2.49 2.94 2.9
3.36 3.49
4.64 4.93 5.15 5.03 4.73
2.05 2.03 1.94 1.79 1.12
3.87 3.59 3.7
3.4
1.82
3.15 2.65 2.46 2.61 1.94
3.63 3.37 3.6
3.66 3.57
1.47 2.11 2.5
2.05 1.52
2.75 2.85 3.18 2.76 1.44
1.89 1.66 1.70 1.55 1.2
1.44 1.07 1.74 1.71 1.02
3.06 3.66 3.14 3.80 3.36
3.99 3.82 4.7
4.54 3.6
1.71 2.65 2.17 1.97 0.80
0.76 0.72 0.7
1.39 0.78
1.22 2.07 2.4
2.53 1.95
1.11 0.96 2.04 1.74 0.79
2.45 2.29 2.7
1.14 1.16
1.09 1.91 1.79 1.81 1.79
1.87 2.02 2.00 1.85 2.01
2.78 3
3.57 5.14 2.81
2015
1.55
1.10
3.8
1.39
2.6
4.19
1.61
1.2
2.04
3.15
1.33
0.24
0.2
0.95
-.77
3.1
0.65
0.33
2.10
1.03
1.97
1.68
1.31
1.94
Universitas Sumatera Utara
Data Variabel Net Interest Margin (NIM) (%) Tahun 2010-2015 Pada
Perusahaan Perbankan di Bursa Efek Indonesia
No
Kode
Emiten
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
AGRO
BACA
BBCA
BBKP
BBNI
BBRI
BBTN
BDMN
BJBR
BMRI
BNBA
BNGA
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
2010
5.72
3.95
5.3
4.75
5.78
10.77
5.99
11.77
7.32
5.39
6.10
6.46
5.34
6.19
8.12
12.47
1.77
3.97
6.21
4.61
4.88
5.04
5.69
10.14
(Data dalam bentuk persen)
Tahun
2011 2012 2013 2014
4.54 6.00 5.31 4.62
3.62 4.66 4.67 3.96
5.7
5.6
6.2
6.5
4.55 4.56 3.82 3.70
6.03 5.93 6.11 6.20
9.58 8.42 8.55 8.51
5.76 5.83 5.44 4.47
9.9
10.1 9.6
8.4
6.89 6.44 7.96 6.79
5.29 5.58 5.68 5.94
6.56 7.13 6.61 5.81
5.63 5.87 5.34 5.36
5.13 5.39 4.2
3.6
5.65 5.72 5.23 5.87
6.39 5.12 5.92 4.97
12.06 13.1 12.7 11.4
1.86 3.12 2.33 1.88
3.55 4.22 5.31 4.75
5.84 6
5.75 4.57
4.62 5.18 4.87 3.76
5.40 6.45 5.38 5.27
4.80 4.17 4.11 4.15
5.76 5.46 5.40 4.09
8.06 3.77 3.83 1.89
2015
4.77
4.73
6.7
3.58
6.4
8.13
4.87
8.2
6.32
5.90
5.49
5.21
4.0
5.77
3.70
11.3
2.08
4.56
4.78
4.44
6.04
4.07
4.61
4.74
Universitas Sumatera Utara
Data Variabel Capital Adequacy Ratio (CAR) (%) Tahun 2010-2015 Pada
Perusahaan Perbankan di Bursa Efek Indonesia
Kode
No
Emiten
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
AGRO
BACA
BBCA
BBKP
BBNI
BBRI
BBTN
BDMN
BJBR
BMRI
BNBA
BNGA
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
2010
14.42
29.29
13.5
12.06
18.63
13.76
16.74
16.04
22.85
13.36
25.01
13.47
14.13
14.10
26.87
13.4
11
13.65
20.40
17.12
15.03
16.04
16.58
19.69
(Data dalam bentuk persen)
Tahun
2011 2012 2013 2014
16.39 14.8
21.60 19.06
21.58 18
20.13 16.43
12.75 14.24 15.66 16.9
12.71 16.34 13.26 14.21
17.63 16.67 15.09 16.22
14.96 16.95 16.99 18.31
15.03 17.69 15.62 14.64
17.55 18.90 17.90 17.86
18.36 18.11 16.51 16.39
15.13 15.48 14.93 16.60
19.96 19.18 16.99 15.07
13.16 15.16 15.36 15.58
14.07 15.86 14.28 13.6
13.98 18.09 21.82 18.38
23.19 21.10 15.26 15.39
20.47 21.49 23.09 23.3
14.86 17.96 18.2 18.4
12.65 16.45 17.31 15.76
14.68 10.93 14.07 10.44
11.67 13.86 14.68 14.15
11.86 16.83 15.74 15.23
13.75 16.49 19.28 18.74
17.45 14.67 15.32 17.30
13.38 42.52 27.91 21.71
2015
22.12
17.7
18.7
13.56
19.5
20.59
16.97
19.7
15.85
18.60
25.57
16.28
15
14.37
23.85
23.8
19.30
15.20
12.97
16.39
22.85
17.32
20.13
18.82
Universitas Sumatera Utara
Data Variabel Pertumbuhan Laba (%) Tahun 2010-2015 Pada Perusahaan
Perbankan di Bursa Efek Indonesia
No
Kode
Emiten
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
AGRO
BACA
BBCA
BBKP
BBNI
BBRI
BBTN
BDMN
BJBR
BMRI
BNBA
BNGA
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
2010
537.88
3.24
24.57
36.12
65.19
56.98
86.93
94.78
25.54
30.95
-0.36
62.50
110.57
108.76
-5.03
99.04
130.97
99.89
87.24
22.50
77.24
-3.98
39.99
68.16
(Data dalam bentuk persen)
Tahun
2011
2012
2013
2014
134.24
16.06
58.78 18.23
20.03
71.59
47.71
5.75
27.58
8.33
21.66 14.46
50.47
12.58
11.97 -22.24
41.55
21.35
28.51 19.56
31.52
23.86
14.27 13.58
22.13
21.93
14.53 -28.59
14.01
21.02
1.02 -35.49
8.14
23.95
15.34 -18.62
35.51
26.37
17.37
9.69
51.62
34.19
-3.50
-6.11
24.68
33.77
1.09 -45.44
14.42
18.26
26.15 18.26
10.65
102.31
-2.99 -29.93
36.99
14.40
48.18 26.56
67.31
41.35
7.69 -12.30
75.47
9.69
27.76 -59.75
20.03
32.78
67.08 -50.37
122.57
53.72
46.36 13.03
28.00
159.79 -16.77 -32.48
12.77
28.33
-61.9 14.19
79.78
21.63
24.83 16.58
41.70
10.97
7.73
5.22
50.22
31.98
4.06
11.65
2015
29.82
21.86
9.13
32.63
-20.33
4.77
65.92
-7.98
23.30
2.41
9.88
-81.74
-84.44
19.51
-56.69
-6.23
-11.00
-35.53
49.77
27.43
75.72
12.66
-39.29
92.09
Universitas Sumatera Utara
LAMPIRAN III
Hasil Pengujian Eviews 7
1.
Analisis Data Statistik
Pertumbuhan
Laba
0.349310
0.216450
5.738800
-0.844400
0.956989
6.817664
60.46143
NPL
2.930069
2.075000
8.900000
0.000000
7.766301
9.931718
107.6834
LDR
81.97819
83.88500
108.7800
40.22000
12.93463
-0.665231
3.541336
ROA
2.255972
1.970000
5.150000
-0.770000
1.167913
0.455227
2.726004
NIM
5.818681
5.450000
13.10000
1.770000
2.156693
1.287152
5.114343
CAR
17.18014
16.44000
42.52000
10.44000
4.040722
2.234370
12.96708
Jarque-Bera
Probability
20926.43
0.000000
68118.97
0.000000
12.37904
0.002051
5.424007
0.066404
66.58491
0.000000
715.8736
0.000000
Sum
Sum Sq. Dev.
50.30060
130.9635
421.9300
8625.106
11804.86
23924.56
324.8600
195.0549
837.8900
665.1392
2473.940
2334.823
Observations
144
144
144
144
144
144
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
2.
Analisis Regresi Data Panel
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 07/26/16 Time: 15:39
Sample: 2010 2015
Included observations: 6
Cross-sections included: 24
Total pool (balanced) observations: 144
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
X4?
X5?
C
0.306629
-0.003646
0.491426
0.058737
-0.031367
-0.978671
0.050205
0.006314
0.087423
0.050527
0.012837
0.698651
6.107508
-0.577530
5.621231
1.162470
-2.443441
-1.400800
0.0000
0.5647
0.0000
0.2475
0.0161
0.1640
Universitas Sumatera Utara
3. Pemilihan Model Data Panel
3.1 Common Effect Model (CEM)
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 07/31/16 Time: 21:11
Sample: 2010 2015
Included observations: 6
Cross-sections included: 24
Total pool (balanced) observations: 144
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
X4?
X5?
C
0.151540
-0.007230
0.081255
0.026232
-0.019557
0.556093
0.038190
0.003759
0.053083
0.027936
0.011661
0.367166
3.968094
-1.923492
1.530703
0.938990
-1.677127
1.514553
0.0001
0.0565
0.1281
0.3494
0.0958
0.1322
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.138876
0.107676
0.555894
42.64456
-116.7094
4.451124
0.000863
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.285230
0.588479
1.704297
1.828039
1.754579
1.159235
3.2 Fixed Effect Model (FEM)
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 07/31/16 Time: 21:12
Sample: 2010 2015
Included observations: 6
Cross-sections included: 24
Total pool (balanced) observations: 144
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
X4?
X5?
C
Fixed Effects (Cross)
_1--C
_2--C
_3--C
0.306629
-0.003646
0.491426
0.058737
-0.031367
-0.978671
0.050205
0.006314
0.087423
0.050527
0.012837
0.698651
6.107508
-0.577530
5.621231
1.162470
-2.443441
-1.400800
0.0000
0.5647
0.0000
0.2475
0.0161
0.1640
1.046988
1.011442
-0.469854
Universitas Sumatera Utara
_4--C
_5--C
_6--C
_7--C
_8--C
_9--C
_10--C
_11--C
_12--C
_13--C
_14--C
_15--C
_16--C
_17--C
_18--C
_19--C
_20--C
_21--C
_22--C
_23--C
_24--C
0.022155
-0.638702
-1.447829
-0.109643
-0.472423
-0.418100
-0.687831
0.495522
-0.521582
0.394854
0.393452
-0.499743
-0.596918
0.138716
0.781847
0.298867
0.510438
0.101279
0.621384
-0.098176
0.143855
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.479781
0.353119
0.473307
25.76225
-80.42212
3.787889
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.285230
0.588479
1.519752
2.117839
1.762781
1.719063
Uji Chow
Redundant Fixed Effects Tests
Pool: DATAPANEL
Test cross-section fixed effects
Effects Test
Cross-section F
Cross-section Chi-square
Statistic
3.276560
72.574494
d.f.
Prob.
(23,115)
23
0.0000
0.0000
Cross-section fixed effects test equation:
Dependent Variable: Y?
Method: Panel Least Squares
Date: 07/31/16 Time: 21:14
Sample: 2010 2015
Included observations: 6
Universitas Sumatera Utara
Cross-sections included: 24
Total pool (balanced) observations: 144
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
X4?
X5?
C
0.151540
-0.007230
0.081255
0.026232
-0.019557
0.556093
0.038190
0.003759
0.053083
0.027936
0.011661
0.367166
3.968094
-1.923492
1.530703
0.938990
-1.677127
1.514553
0.0001
0.0565
0.1281
0.3494
0.0958
0.1322
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.138876
0.107676
0.555894
42.64456
-116.7094
4.451124
0.000863
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.285230
0.588479
1.704297
1.828039
1.754579
1.159235
3.3 Random Effect Model (REM)
Dependent Variable: Y?
Method: Pooled EGLS (Cross-section random effects)
Date: 07/31/16 Time: 21:15
Sample: 2010 2015
Included observations: 6
Cross-sections included: 24
Total pool (balanced) observations: 144
Swamy and Arora estimator of component variances
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
X4?
X5?
C
Random Effects (Cross)
_1--C
_2--C
_3--C
_4--C
_5--C
_6--C
_7--C
_8--C
_9--C
_10--C
0.173239
-0.007850
0.147369
0.022892
-0.026083
0.543194
0.036519
0.003852
0.054669
0.028750
0.010843
0.379667
4.743854
-2.037844
2.695657
0.796262
-2.405377
1.430711
0.0000
0.0435
0.0079
0.4272
0.0175
0.1548
0.418785
0.126926
-0.090877
-0.066102
-0.129040
-0.215086
0.001735
-0.054059
-0.112857
-0.134553
Universitas Sumatera Utara
_11--C
_12--C
_13--C
_14--C
_15--C
_16--C
_17--C
_18--C
_19--C
_20--C
_21--C
_22--C
_23--C
_24--C
0.066583
-0.168017
0.025084
0.043393
-0.104396
0.022430
-0.063972
0.090148
0.114534
0.063502
-0.061320
0.129310
-0.072483
0.170332
Effects Specification
S.D.
Cross-section random
Idiosyncratic random
0.173708
0.473307
Rho
0.1187
0.8813
Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)
0.175659
0.145792
0.521614
5.881305
0.000059
Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
0.212117
0.564374
37.54719
1.282413
Unweighted Statistics
R-squared
Sum squared resid
0.124840
43.33961
Mean dependent var
Durbin-Watson stat
0.285230
1.111016
Uji Hausman
Correlated Random Effects - Hausman Test
Pool: DATAPANEL
Test cross-section random effects
Test Summary
Cross-section random
Chi-Sq.
Statistic
Chi-Sq. d.f.
Prob.
34.606763
5
0.0000
Var(Diff.)
Prob.
Cross-section random effects test comparisons:
Variable
Fixed
Random
Universitas Sumatera Utara
X1?
X2?
X3?
X4?
X5?
0.306629
-0.003646
0.491426
0.058737
-0.031367
0.173239
-0.007850
0.147369
0.022892
-0.026083
0.001187
0.000025
0.004654
0.001726
0.000047
0.0001
0.4008
0.0000
0.3883
0.4419
Cross-section random effects test equation:
Dependent Variable: Y?
Method: Panel Least Squares
Date: 07/31/16 Time: 21:16
Sample: 2010 2015
Included observations: 6
Cross-sections included: 24
Total pool (balanced) observations: 144
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X1?
X2?
X3?
X4?
X5?
-0.978671
0.306629
-0.003646
0.491426
0.058737
-0.031367
0.698651
0.050205
0.006314
0.087423
0.050527
0.012837
-1.400800
6.107508
-0.577530
5.621231
1.162470
-2.443441
0.1640
0.0000
0.5647
0.0000
0.2475
0.0161
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.479781
0.353119
0.473307
25.76225
-80.42212
3.787889
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.285230
0.588479
1.519752
2.117839
1.762781
1.719063
Universitas Sumatera Utara
4. Uji Asumsi Klasik
4.1 Uji Normalitas
30
Series: RESID01
Sample 1 144
Observations 144
25
20
15
10
5
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
-0.024508
-0.076662
1.291154
-1.446475
0.422178
0.010008
3.932465
Jarque-Bera
Probability
5.219355
0.073558
0
-1.5
-1.0
-0.5
0.0
0.5
1.0
4.2 Uji Multikolinearitas
NPL_X1
LDR_X2
ROA_X3
NIM_X4
CAR_X5
NPL_X1
1.000000
0.135500
-0.095342
-0.097134
0.010389
LDR_X2
0.135500
1.000000
0.099541
0.248978
0.028690
ROA_X3
-0.095342
0.099541
1.000000
0.605376
0.128434
NIM_X4
-0.097134
0.248978
0.605376
1.000000
0.127590
CAR_X5
0.010389
0.028690
0.128434
0.127590
1.000000
4.3 Uji Autokorelasi
Uji Durbin-Watson
Dependent Variable: PERTUMBUHAN_LABA_Y
Method: Least Squares
Date: 07/26/16 Time: 15:27
Sample: 1 144
Included observations: 144
F-statistic
Prob(F-statistic)
1.020054
0.408321
Durbin-Watson stat
1.769530
Universitas Sumatera Utara
4.4 Uji Heteroskedastisitas
Uji Breusch-Pagan-Godfrey
Heteroskedasticity Test: Breusch-Pagan-Godfrey
F-statistic
Obs*R-squared
Scaled explained SS
5.
2.009824
9.774276
235.3438
Prob. F(5,138)
Prob. Chi-Square(5)
Prob. Chi-Square(5)
0.0810
0.0819
0.0000
Pengujian Hipotesis
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 07/26/16 Time: 15:39
Sample: 2010 2015
Included observations: 6
Cross-sections included: 24
Total pool (balanced) observations: 144
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
X4?
X5?
C
0.306629
-0.003646
0.491426
0.058737
-0.031367
-0.978671
0.050205
0.006314
0.087423
0.050527
0.012837
0.698651
6.107508
-0.577530
5.621231
1.162470
-2.443441
-1.400800
0.0000
0.5647
0.0000
0.2475
0.0161
0.1640
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.479781
0.353119
0.473307
25.76225
-80.42212
3.787889
0.000000
Universitas Sumatera Utara
Jumlah Populasi dan Sampel Penelitian
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
Kode
Emiten
AGRO
AGRS
BABP
BACA
BBCA
BBHI
BBKP
BBMD
BBNI
BBNP
BBRI
BBTN
BBYB
BCIC
BDMN
BEKS
BINA
BJBR
BJTM
BKSW
BMAS
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
DNAR
INPC
MAYA
MCOR
MEGA
Nama Perusahaan
Bank Rakyat Indonesia Agro Niaga Tbk
Bank Agris Tbk
Bank ICB Bumi Putra Tbk
Bank Capital Indonesia Tbk
Bank Central Asia Tbk
Bank Harda Internasional Tbk
Bank Bukopin Tbk
Bank Mestika Dharma Tbk
Bank Negara Indonesia (Persero) Tbk
Bank Nusantara Parahyangan Tbk
Bank Rakyat Indonesia (Persero) Tbk
Bank Tabungan Negara (Persero) Tbk
Bank Yudha Bhakti Tbk
Bank Mutiara Tbk
Bank Danamon Indonesia Tbk
Bank Pundi Indonesia Tbk
Bank Ina Perdana Tbk
Bank Jabar Banten Tbk
Bank Pembangunan Daerah Jawa Timur Tbk
Bank Kesawan Tbk
Bank Maspion Indonesia Tbk
Bank Mandiri (Persero) Tbk
Bank Bumi Arta Tbk
Bank CIMB Niaga Tbk
Bank Internasional Indonesia Tbk
Bank Permata Tbk
Bank Sinar Mas Tbk
Bank Swadesi Tbk
Bank Tabungan Pensiunan Nasional Tbk
Bank Victoria Internasional Tbk
Bank Dinar Indonesia Tbk
Bank Artha Graha Internasional Tbk
Bank Mayapada Internasional Tbk
Bank Windu Kentjana Internasional Tbk
Bank Mega Tbk
1
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
Kriteria
2
√
−
√
√
√
−
√
−
√
−
√
√
−
√
√
−
−
√
−
√
−
√
√
√
√
√
√
√
√
√
−
√
√
√
√
Sampel
3
√
−
−
√
√
−
√
−
√
−
√
√
−
−
√
−
−
√
−
−
−
√
√
√
−
√
√
√
√
√
−
√
√
√
√
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
Universitas Sumatera Utara
36
37
38
39
40
41
NAGA
NISP
NOBU
PNBN
PNBS
SDRA
Bank Mitraniaga Tbk
Bank NISP OCBC Tbk
Bank Nationalnobu Tbk
Bank Pan Indonesia Tbk
Bank Pan Indonesia Syariah Tbk
Bank Himpunan Saudara 1906 Tbk
√
√
√
√
√
√
−
√
−
√
−
√
−
√
−
√
−
√
22
23
24
Universitas Sumatera Utara
LAMPIRAN 2
Data Variabel Non Performing Loan (NPL) (%) Tahun 2010-2015 Pada
Perusahaan Perbankan di Bursa Efek Indonesia
No
Kode
Emiten
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
AGRO
BACA
BBCA
BBKP
BBNI
BBRI
BBTN
BDMN
BJBR
BMRI
BNBA
BNGA
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
(Data dalam bentuk persen)
Tahun
2010 2011 2012 2013 2014
8.82 3.55 3.68 2.27 2.02
1.03 0.81 2.11 0.37 0.34
0.64 0.49 0.38 0.44 0.6
3.22 2.88 2.66 2.26 2.78
4.28 3.61 2.84 2.17 1.96
2.78 2.30 1.78 1.55 1.69
3.26 2.75 4.09 4.05 4.01
0
0.25 2.3
1.9
2.3
1.86 1.21 2.07 2.83 4.15
2.21 2.18 1.74 1.60 1.66
2.25 1.07 0.63 0.21 0.25
2.59 2.64 2.29 2.23 3.90
2.65 2.04 1.37 1.04 1.7
1.26 0.88 3.18 2.50 3.00
3.55 1.98 0.40 1.59 1.17
1.14 0.72 0.58 0.67 0.7
5.04 2.38 2.30 0.70 3.52
2.58 2.83 0.85 1.76 1.69
3.27 2.51 3.02 1.04 1.46
2.08 2.18 1.98 1.69 2.71
0.9 0.98 2.09 2.17 2.09
2
1.26 0.91 0.73 1.34
4.36 3.56 1.69 2.13 2.01
1.76 1.65 0.65 0.48 2.51
2015
1.90
0.79
0.7
2.83
2.7
2.02
3.42
3.0
2.91
2.29
0.78
3.74
2.7
3.95
8.90
0.7
4.48
1.25
2.52
1.98
2.81
1.30
2.44
1.98
Universitas Sumatera Utara
Data Variabel Loan to Deposit Ratio (LDR) (%) tahun 2010-2015 Pada
Perusahaan Perbankan di Bursa Efek Indonesia
No
Kode
Emiten
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
AGRO
BACA
BBCA
BBKP
BBNI
BBRI
BBTN
BDMN
BJBR
BMRI
BNBA
BNGA
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
(Data dalam bentuk persen)
Tahun
2010
2011
2012
2013
2014
85.68 65.79 82.48 87.11 88.49
50.60 44.24 59.06 63.35 58.13
55.2
61.7
68.6
75.4
76.8
71.85 85.01 83.81 85.80 83.89
70.15 70.37 77.52 85.30 87.81
75.17 76.20 79.85 88.54 81.68
108.42 102.56 100.90 104.42 107.39
93.80 98.30 100.7 95.1
91.66
71.54 72.95 74.09 96.47 93.18
65.44 71.65 77.66 82.97 82.02
54.18 67.53 77.95 83.96 79.45
88.04 94.41 95.04 94.49 99.46
87.46 83.06 89.52 89.1
89.2
73.64 69.50 80.78 78.72 83.88
87.36 85.71 93.21 93.76 88.06
91
85
86
88
97
40.22 63.62 67.59 73.39 70.25
76.13 82.21 87.42 88.87 87.62
78.38 82.10 80.58 85.61 81.25
81.29 79.30 80.22 82.73 84.03
56.30 63.75 52.39 57.41 65.85
80.00 87.04 86.79 92.49 93.59
74.22 80.36 88.46 87.71 95.47
100.20 81.70 84.39 90.59 100.02
2015
87.15
55.78
81.1
86.34
87.80
86.88
108.78
87.5
88.13
87.05
82.78
97.98
87.8
78.04
82.06
97
70.17
80.75
82.99
86.82
65.05
98.05
98.83
97.22
Universitas Sumatera Utara
Data Variabel Return on Assets (ROA) (%) Tahun 2010-2015 Pada Perusahaan
Perbankan di Bursa Efek Indonesia
No
Kode
Emiten
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
AGRO
BACA
BBCA
BBKP
BBNI
BBRI
BBTN
BDMN
BJBR
BMRI
BNBA
BNGA
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
(Data dalam bentuk persen)
Tahun
2010 2011 2012 2013 2014
0.67 1.39 1.63 1.66 1.47
0.74 0.84 1.32 1.59 1.33
3.51 3.82 3.6
3.84 3.9
1.62 1.87 1.83 1.78 1.23
2.49 2.94 2.9
3.36 3.49
4.64 4.93 5.15 5.03 4.73
2.05 2.03 1.94 1.79 1.12
3.87 3.59 3.7
3.4
1.82
3.15 2.65 2.46 2.61 1.94
3.63 3.37 3.6
3.66 3.57
1.47 2.11 2.5
2.05 1.52
2.75 2.85 3.18 2.76 1.44
1.89 1.66 1.70 1.55 1.2
1.44 1.07 1.74 1.71 1.02
3.06 3.66 3.14 3.80 3.36
3.99 3.82 4.7
4.54 3.6
1.71 2.65 2.17 1.97 0.80
0.76 0.72 0.7
1.39 0.78
1.22 2.07 2.4
2.53 1.95
1.11 0.96 2.04 1.74 0.79
2.45 2.29 2.7
1.14 1.16
1.09 1.91 1.79 1.81 1.79
1.87 2.02 2.00 1.85 2.01
2.78 3
3.57 5.14 2.81
2015
1.55
1.10
3.8
1.39
2.6
4.19
1.61
1.2
2.04
3.15
1.33
0.24
0.2
0.95
-.77
3.1
0.65
0.33
2.10
1.03
1.97
1.68
1.31
1.94
Universitas Sumatera Utara
Data Variabel Net Interest Margin (NIM) (%) Tahun 2010-2015 Pada
Perusahaan Perbankan di Bursa Efek Indonesia
No
Kode
Emiten
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
AGRO
BACA
BBCA
BBKP
BBNI
BBRI
BBTN
BDMN
BJBR
BMRI
BNBA
BNGA
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
2010
5.72
3.95
5.3
4.75
5.78
10.77
5.99
11.77
7.32
5.39
6.10
6.46
5.34
6.19
8.12
12.47
1.77
3.97
6.21
4.61
4.88
5.04
5.69
10.14
(Data dalam bentuk persen)
Tahun
2011 2012 2013 2014
4.54 6.00 5.31 4.62
3.62 4.66 4.67 3.96
5.7
5.6
6.2
6.5
4.55 4.56 3.82 3.70
6.03 5.93 6.11 6.20
9.58 8.42 8.55 8.51
5.76 5.83 5.44 4.47
9.9
10.1 9.6
8.4
6.89 6.44 7.96 6.79
5.29 5.58 5.68 5.94
6.56 7.13 6.61 5.81
5.63 5.87 5.34 5.36
5.13 5.39 4.2
3.6
5.65 5.72 5.23 5.87
6.39 5.12 5.92 4.97
12.06 13.1 12.7 11.4
1.86 3.12 2.33 1.88
3.55 4.22 5.31 4.75
5.84 6
5.75 4.57
4.62 5.18 4.87 3.76
5.40 6.45 5.38 5.27
4.80 4.17 4.11 4.15
5.76 5.46 5.40 4.09
8.06 3.77 3.83 1.89
2015
4.77
4.73
6.7
3.58
6.4
8.13
4.87
8.2
6.32
5.90
5.49
5.21
4.0
5.77
3.70
11.3
2.08
4.56
4.78
4.44
6.04
4.07
4.61
4.74
Universitas Sumatera Utara
Data Variabel Capital Adequacy Ratio (CAR) (%) Tahun 2010-2015 Pada
Perusahaan Perbankan di Bursa Efek Indonesia
Kode
No
Emiten
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
AGRO
BACA
BBCA
BBKP
BBNI
BBRI
BBTN
BDMN
BJBR
BMRI
BNBA
BNGA
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
2010
14.42
29.29
13.5
12.06
18.63
13.76
16.74
16.04
22.85
13.36
25.01
13.47
14.13
14.10
26.87
13.4
11
13.65
20.40
17.12
15.03
16.04
16.58
19.69
(Data dalam bentuk persen)
Tahun
2011 2012 2013 2014
16.39 14.8
21.60 19.06
21.58 18
20.13 16.43
12.75 14.24 15.66 16.9
12.71 16.34 13.26 14.21
17.63 16.67 15.09 16.22
14.96 16.95 16.99 18.31
15.03 17.69 15.62 14.64
17.55 18.90 17.90 17.86
18.36 18.11 16.51 16.39
15.13 15.48 14.93 16.60
19.96 19.18 16.99 15.07
13.16 15.16 15.36 15.58
14.07 15.86 14.28 13.6
13.98 18.09 21.82 18.38
23.19 21.10 15.26 15.39
20.47 21.49 23.09 23.3
14.86 17.96 18.2 18.4
12.65 16.45 17.31 15.76
14.68 10.93 14.07 10.44
11.67 13.86 14.68 14.15
11.86 16.83 15.74 15.23
13.75 16.49 19.28 18.74
17.45 14.67 15.32 17.30
13.38 42.52 27.91 21.71
2015
22.12
17.7
18.7
13.56
19.5
20.59
16.97
19.7
15.85
18.60
25.57
16.28
15
14.37
23.85
23.8
19.30
15.20
12.97
16.39
22.85
17.32
20.13
18.82
Universitas Sumatera Utara
Data Variabel Pertumbuhan Laba (%) Tahun 2010-2015 Pada Perusahaan
Perbankan di Bursa Efek Indonesia
No
Kode
Emiten
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
AGRO
BACA
BBCA
BBKP
BBNI
BBRI
BBTN
BDMN
BJBR
BMRI
BNBA
BNGA
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
2010
537.88
3.24
24.57
36.12
65.19
56.98
86.93
94.78
25.54
30.95
-0.36
62.50
110.57
108.76
-5.03
99.04
130.97
99.89
87.24
22.50
77.24
-3.98
39.99
68.16
(Data dalam bentuk persen)
Tahun
2011
2012
2013
2014
134.24
16.06
58.78 18.23
20.03
71.59
47.71
5.75
27.58
8.33
21.66 14.46
50.47
12.58
11.97 -22.24
41.55
21.35
28.51 19.56
31.52
23.86
14.27 13.58
22.13
21.93
14.53 -28.59
14.01
21.02
1.02 -35.49
8.14
23.95
15.34 -18.62
35.51
26.37
17.37
9.69
51.62
34.19
-3.50
-6.11
24.68
33.77
1.09 -45.44
14.42
18.26
26.15 18.26
10.65
102.31
-2.99 -29.93
36.99
14.40
48.18 26.56
67.31
41.35
7.69 -12.30
75.47
9.69
27.76 -59.75
20.03
32.78
67.08 -50.37
122.57
53.72
46.36 13.03
28.00
159.79 -16.77 -32.48
12.77
28.33
-61.9 14.19
79.78
21.63
24.83 16.58
41.70
10.97
7.73
5.22
50.22
31.98
4.06
11.65
2015
29.82
21.86
9.13
32.63
-20.33
4.77
65.92
-7.98
23.30
2.41
9.88
-81.74
-84.44
19.51
-56.69
-6.23
-11.00
-35.53
49.77
27.43
75.72
12.66
-39.29
92.09
Universitas Sumatera Utara
LAMPIRAN III
Hasil Pengujian Eviews 7
1.
Analisis Data Statistik
Pertumbuhan
Laba
0.349310
0.216450
5.738800
-0.844400
0.956989
6.817664
60.46143
NPL
2.930069
2.075000
8.900000
0.000000
7.766301
9.931718
107.6834
LDR
81.97819
83.88500
108.7800
40.22000
12.93463
-0.665231
3.541336
ROA
2.255972
1.970000
5.150000
-0.770000
1.167913
0.455227
2.726004
NIM
5.818681
5.450000
13.10000
1.770000
2.156693
1.287152
5.114343
CAR
17.18014
16.44000
42.52000
10.44000
4.040722
2.234370
12.96708
Jarque-Bera
Probability
20926.43
0.000000
68118.97
0.000000
12.37904
0.002051
5.424007
0.066404
66.58491
0.000000
715.8736
0.000000
Sum
Sum Sq. Dev.
50.30060
130.9635
421.9300
8625.106
11804.86
23924.56
324.8600
195.0549
837.8900
665.1392
2473.940
2334.823
Observations
144
144
144
144
144
144
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
2.
Analisis Regresi Data Panel
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 07/26/16 Time: 15:39
Sample: 2010 2015
Included observations: 6
Cross-sections included: 24
Total pool (balanced) observations: 144
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
X4?
X5?
C
0.306629
-0.003646
0.491426
0.058737
-0.031367
-0.978671
0.050205
0.006314
0.087423
0.050527
0.012837
0.698651
6.107508
-0.577530
5.621231
1.162470
-2.443441
-1.400800
0.0000
0.5647
0.0000
0.2475
0.0161
0.1640
Universitas Sumatera Utara
3. Pemilihan Model Data Panel
3.1 Common Effect Model (CEM)
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 07/31/16 Time: 21:11
Sample: 2010 2015
Included observations: 6
Cross-sections included: 24
Total pool (balanced) observations: 144
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
X4?
X5?
C
0.151540
-0.007230
0.081255
0.026232
-0.019557
0.556093
0.038190
0.003759
0.053083
0.027936
0.011661
0.367166
3.968094
-1.923492
1.530703
0.938990
-1.677127
1.514553
0.0001
0.0565
0.1281
0.3494
0.0958
0.1322
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.138876
0.107676
0.555894
42.64456
-116.7094
4.451124
0.000863
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.285230
0.588479
1.704297
1.828039
1.754579
1.159235
3.2 Fixed Effect Model (FEM)
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 07/31/16 Time: 21:12
Sample: 2010 2015
Included observations: 6
Cross-sections included: 24
Total pool (balanced) observations: 144
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
X4?
X5?
C
Fixed Effects (Cross)
_1--C
_2--C
_3--C
0.306629
-0.003646
0.491426
0.058737
-0.031367
-0.978671
0.050205
0.006314
0.087423
0.050527
0.012837
0.698651
6.107508
-0.577530
5.621231
1.162470
-2.443441
-1.400800
0.0000
0.5647
0.0000
0.2475
0.0161
0.1640
1.046988
1.011442
-0.469854
Universitas Sumatera Utara
_4--C
_5--C
_6--C
_7--C
_8--C
_9--C
_10--C
_11--C
_12--C
_13--C
_14--C
_15--C
_16--C
_17--C
_18--C
_19--C
_20--C
_21--C
_22--C
_23--C
_24--C
0.022155
-0.638702
-1.447829
-0.109643
-0.472423
-0.418100
-0.687831
0.495522
-0.521582
0.394854
0.393452
-0.499743
-0.596918
0.138716
0.781847
0.298867
0.510438
0.101279
0.621384
-0.098176
0.143855
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.479781
0.353119
0.473307
25.76225
-80.42212
3.787889
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.285230
0.588479
1.519752
2.117839
1.762781
1.719063
Uji Chow
Redundant Fixed Effects Tests
Pool: DATAPANEL
Test cross-section fixed effects
Effects Test
Cross-section F
Cross-section Chi-square
Statistic
3.276560
72.574494
d.f.
Prob.
(23,115)
23
0.0000
0.0000
Cross-section fixed effects test equation:
Dependent Variable: Y?
Method: Panel Least Squares
Date: 07/31/16 Time: 21:14
Sample: 2010 2015
Included observations: 6
Universitas Sumatera Utara
Cross-sections included: 24
Total pool (balanced) observations: 144
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
X4?
X5?
C
0.151540
-0.007230
0.081255
0.026232
-0.019557
0.556093
0.038190
0.003759
0.053083
0.027936
0.011661
0.367166
3.968094
-1.923492
1.530703
0.938990
-1.677127
1.514553
0.0001
0.0565
0.1281
0.3494
0.0958
0.1322
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.138876
0.107676
0.555894
42.64456
-116.7094
4.451124
0.000863
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.285230
0.588479
1.704297
1.828039
1.754579
1.159235
3.3 Random Effect Model (REM)
Dependent Variable: Y?
Method: Pooled EGLS (Cross-section random effects)
Date: 07/31/16 Time: 21:15
Sample: 2010 2015
Included observations: 6
Cross-sections included: 24
Total pool (balanced) observations: 144
Swamy and Arora estimator of component variances
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
X4?
X5?
C
Random Effects (Cross)
_1--C
_2--C
_3--C
_4--C
_5--C
_6--C
_7--C
_8--C
_9--C
_10--C
0.173239
-0.007850
0.147369
0.022892
-0.026083
0.543194
0.036519
0.003852
0.054669
0.028750
0.010843
0.379667
4.743854
-2.037844
2.695657
0.796262
-2.405377
1.430711
0.0000
0.0435
0.0079
0.4272
0.0175
0.1548
0.418785
0.126926
-0.090877
-0.066102
-0.129040
-0.215086
0.001735
-0.054059
-0.112857
-0.134553
Universitas Sumatera Utara
_11--C
_12--C
_13--C
_14--C
_15--C
_16--C
_17--C
_18--C
_19--C
_20--C
_21--C
_22--C
_23--C
_24--C
0.066583
-0.168017
0.025084
0.043393
-0.104396
0.022430
-0.063972
0.090148
0.114534
0.063502
-0.061320
0.129310
-0.072483
0.170332
Effects Specification
S.D.
Cross-section random
Idiosyncratic random
0.173708
0.473307
Rho
0.1187
0.8813
Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)
0.175659
0.145792
0.521614
5.881305
0.000059
Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
0.212117
0.564374
37.54719
1.282413
Unweighted Statistics
R-squared
Sum squared resid
0.124840
43.33961
Mean dependent var
Durbin-Watson stat
0.285230
1.111016
Uji Hausman
Correlated Random Effects - Hausman Test
Pool: DATAPANEL
Test cross-section random effects
Test Summary
Cross-section random
Chi-Sq.
Statistic
Chi-Sq. d.f.
Prob.
34.606763
5
0.0000
Var(Diff.)
Prob.
Cross-section random effects test comparisons:
Variable
Fixed
Random
Universitas Sumatera Utara
X1?
X2?
X3?
X4?
X5?
0.306629
-0.003646
0.491426
0.058737
-0.031367
0.173239
-0.007850
0.147369
0.022892
-0.026083
0.001187
0.000025
0.004654
0.001726
0.000047
0.0001
0.4008
0.0000
0.3883
0.4419
Cross-section random effects test equation:
Dependent Variable: Y?
Method: Panel Least Squares
Date: 07/31/16 Time: 21:16
Sample: 2010 2015
Included observations: 6
Cross-sections included: 24
Total pool (balanced) observations: 144
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X1?
X2?
X3?
X4?
X5?
-0.978671
0.306629
-0.003646
0.491426
0.058737
-0.031367
0.698651
0.050205
0.006314
0.087423
0.050527
0.012837
-1.400800
6.107508
-0.577530
5.621231
1.162470
-2.443441
0.1640
0.0000
0.5647
0.0000
0.2475
0.0161
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.479781
0.353119
0.473307
25.76225
-80.42212
3.787889
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.285230
0.588479
1.519752
2.117839
1.762781
1.719063
Universitas Sumatera Utara
4. Uji Asumsi Klasik
4.1 Uji Normalitas
30
Series: RESID01
Sample 1 144
Observations 144
25
20
15
10
5
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
-0.024508
-0.076662
1.291154
-1.446475
0.422178
0.010008
3.932465
Jarque-Bera
Probability
5.219355
0.073558
0
-1.5
-1.0
-0.5
0.0
0.5
1.0
4.2 Uji Multikolinearitas
NPL_X1
LDR_X2
ROA_X3
NIM_X4
CAR_X5
NPL_X1
1.000000
0.135500
-0.095342
-0.097134
0.010389
LDR_X2
0.135500
1.000000
0.099541
0.248978
0.028690
ROA_X3
-0.095342
0.099541
1.000000
0.605376
0.128434
NIM_X4
-0.097134
0.248978
0.605376
1.000000
0.127590
CAR_X5
0.010389
0.028690
0.128434
0.127590
1.000000
4.3 Uji Autokorelasi
Uji Durbin-Watson
Dependent Variable: PERTUMBUHAN_LABA_Y
Method: Least Squares
Date: 07/26/16 Time: 15:27
Sample: 1 144
Included observations: 144
F-statistic
Prob(F-statistic)
1.020054
0.408321
Durbin-Watson stat
1.769530
Universitas Sumatera Utara
4.4 Uji Heteroskedastisitas
Uji Breusch-Pagan-Godfrey
Heteroskedasticity Test: Breusch-Pagan-Godfrey
F-statistic
Obs*R-squared
Scaled explained SS
5.
2.009824
9.774276
235.3438
Prob. F(5,138)
Prob. Chi-Square(5)
Prob. Chi-Square(5)
0.0810
0.0819
0.0000
Pengujian Hipotesis
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 07/26/16 Time: 15:39
Sample: 2010 2015
Included observations: 6
Cross-sections included: 24
Total pool (balanced) observations: 144
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
X4?
X5?
C
0.306629
-0.003646
0.491426
0.058737
-0.031367
-0.978671
0.050205
0.006314
0.087423
0.050527
0.012837
0.698651
6.107508
-0.577530
5.621231
1.162470
-2.443441
-1.400800
0.0000
0.5647
0.0000
0.2475
0.0161
0.1640
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.479781
0.353119
0.473307
25.76225
-80.42212
3.787889
0.000000
Universitas Sumatera Utara