Analisis Faktor-Faktor Yang Mempengaruhi Penyaluran Kredit Perbankan (Studi Pada Bank Umum Go Public Di Indonesia Periode 2012-2014)
LAMPIRAN
AMPIRAN 1
DAFTAR POPULASI &PENENTUAN SAMPEL PENELITIAN
No.
Kode
Emiten
Nama Bank
Kriteria
1
Sampel
2
86
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
AGRO
AGRS
BABP
BACA
BAEK
BBCA
BBHI
BBKP
BBMD
BBNI
BBNP
BBRI
BBTN
BBYB
BCIC
BDMN
BEKS
BINA
BJBR
BJTM
21.
22.
23.
24.
25.
26.
27.
28.
29.
30.
BKSW
BMAS
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
31.
32.
33.
34.
35.
BVIC
DNAR
INPC
MAYA
MCOR
Bank Rakyat Indonesia Agro Niaga Tbk
Bank Agris Tbk
Bank MNC Internasional Tbk
Bank Capital Indonesia Tbk
Bank Ekonomi Raharja 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 J Trust Indonesia Tbk
Bank Danamon Indonesia Tbk
Bank Pundi Indnesia Tbk
Bank Ina Perdana Tbk
Bank Jabar Banten Tbk
Bank Pembangunan Daerah Jawa Timur
Tbk
Bank QNB Indonesia 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 of India Indonesia Tbk
Bank Tabungan Pensiunan Nasional
Tbk
Bank Victoria Internasional Tbk
Bank Dinar Indonesia Tbk
Bank Artha Graha International Tbk
Bank Mayapada International Tbk
Bank Windu Kentjana International Tbk
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×
×
×
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×
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Sampel 1
Sampel 2
Sampel 3
Sampel 4
Sampel 5
Sampel 6
Sampel 7
Sampel 8
Sampel 9
Sampel 10
Sampel 11
Sampel 12
Sampel 13
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Sampel 16
Sampel 17
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Sampel 20
Sampel 21
Sampel 22
LANJUTAN LAMPIRAN 1
No.
36.
37.
Kode
Nama Bank
Emiten
MEGA Bank Mega Tbk
NAGA Bank Mitraniaga Tbk
1
√
√
2
√
×
Sampel
Sampel 23
-
87
√
√
√
√
√
38.
NISP
Bank NISP OCBC Tbk
39.
NOBU Bank Nationalnobu Tbk
40.
PNBN Bank Pan Indonesia Tbk
41.
PNBS
Bank Pan Indonesia Syariah Tbk
42.
SDRA Bank Woori Saudara Indonesia Tbk
Sumber: www.idx.ac.id
√
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×
×
Sampel 24
Sampel 25
Sampel 26
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LAMPIRAN 2
DATA KEUANGAN SAMPEL PENELITIAN (dalam %)
Kode
Tahun
Kredit
DPK
CAR
NPL
LDR
SBI
88
2012
28.55
2013
28.93
2014
29.18
2012
27.40
AGRS 2013
28.20
2014
28.52
2012
33.18
BBCA 2013
33.38
2014
33.48
2012
31.44
BBKP 2013
31.51
2014
31.64
2012
29.28
BBMD 2013
29.42
2014
29.50
2012
32.93
BBNI
2013
33.15
2014
33.25
2012
29.40
BBNP 2013
29.59
2014
29.53
2012
33.52
BBRI
2013
33.73
2014
33.87
2012
31.95
BBTN 2013
32.15
2014
32.30
2012
28.31
BBYB 2013
28.04
2014
28.32
2012
30.43
BDMN 2013
32.53
2014
32.57
BINA
2012
27.71
2013
27.69
2014
27.85
LANJUTAN LAMPIRAN 2
AGRO
Kode
BJBR
Tahun
2012
Kredit
31.28
28.74
29.04
29.29
27.44
28.31
28.85
33.54
33.64
33.73
31.61
31.65
31.81
29.32
29.40
29.50
33.19
33.30
33.39
29.57
29.75
29.70
33.74
33.85
34.06
32.02
32.20
32.30
28.41
28.30
28.48
32.14
32.33
32.40
27.91
27.80
28.11
14.80
21.60
19.06
31.37
18.68
18.41
14.20
15.70
16.90
16.34
15.12
14.21
26.98
26.99
26.66
16.67
15.09
16.22
12.17
15.75
16.60
16.95
16.99
18.31
17.69
15.62
14.64
12.89
16.03
15.23
18.90
17.90
17.90
16.05
16.71
24.94
3.68
2.27
2.02
0.08
0.34
0.67
0.40
0.40
0.60
2.66
2.26
2.78
2.28
2.16
2.16
2.84
2.17
1.96
0.58
0.45
1.41
1.78
1.55
1.69
4.09
4.05
4.01
3.56
3.91
3.74
2.40
1.90
2.30
0.36
0.39
0.80
82.48
87.11
88.49
87.82
85.47
70.02
68.60
75.40
76.80
83.81
85.80
83.89
95.47
102.35
101.30
77.52
85.30
87.81
95.47
102.35
101.30
79.85
88.54
81.68
100.90
104.42
108.86
90.65
76.58
85.71
100.7
96.10
92.60
81.60
87.17
75.07
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
DPK
31.55
CAR
18.11
NPL
2.07
LRD
74.09
SBI
4.80
89
2013
2014
2012
BMRI 2013
2014
2012
BNGA 2013
2014
2012
BNII
2013
2014
2012
BNLI
2013
2014
2012
BSIM
2013
2014
2012
BTPN 2013
2014
2012
INPC
2013
2014
2012
MAYA 2013
2014
2012
MCOR 2013
2014
2012
MEGA 2013
2014
2012
NISP
2013
2014
NOBU 2012
31.44
31.53
33.60
33.79
33.90
32.52
32.60
32.72
32.02
32.25
32.30
32.18
32.40
32.50
29.90
29.93
30.17
31.30
31.47
31.59
30.35
30.37
30.48
30.13
30.50
30.89
29.14
29.33
29.57
30.92
31.03
31.14
31.58
31.77
31.83
26.74
31.48
31.60
33.81
33.95
34.08
32.59
32.69
32.75
32.08
32.30
32.25
32.29
32.52
32.62
30.13
30.21
30.38
31.43
31.59
31.60
30.49
30.49
30.60
30.34
30.65
31.09
39.35
29.51
29.73
31.54
31.59
31.57
31.73
31.87
31.91
27.59
16.51
16.08
15.48
14.93
16.60
15.16
15.36
15.58
12.83
12.72
15.72
15.86
14.28
13.58
18.09
21.82
18.38
21.50
23.10
23.30
16.45
17.31
15.76
10.93
14.07
10.44
15.19
15.88
15.20
19.18
16.63
17.09
16.49
19.28
18.74
68.60
2.83
4.15
1.74
1.60
1.66
2.29
2.23
3.90
0.81
1.55
1.48
1.37
1.02
1.70
3.18
2.50
3.00
0.60
0.70
0.70
0.80
1.76
1.69
3.02
1.04
1.46
1.98
1.69
2.71
2.09
2.17
2.09
0.91
0.73
1.34
0.00
CAR
87.49
48.97
NPL
0.00
0.00
96.47
93.18
77.66
82.97
82.02
95.04
94.49
99.46
87.34
89.70
92.70
89.52
89.24
89.13
80.78
78.72
83.88
86.00
88.00
97.00
87.42
88.87
87.62
80.58
85.61
81.25
80.22
82.73
84.03
52.39
57.41
68.85
86.79
92.49
93.59
43.46
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
LDR
45.72
53.99
SBI
7.22
6.90
LANJUTAN LAMPIRAN 2
Kode
Tahun
2013
2014
Kredit
27.84
28.50
DPK
28.62
29.12
90
PNBN
2012
32.14
32.27
2013
32.27
32.42
2014
32.34
32.47
Sumber: www.idx.co.id&www.bi.go.id
14.67
15.32
15.62
1.69
2.13
2.05
88.46
87.71
90.51
4.80
7.22
6.90
Tabel Perhitungan t-Tabel
Derajat
Tingkat
Bebas
Signifikansi
T Tabel
71
0,05
1,993943341
72
0,05
1,99346354
73
0,05
1,992997097
74
0,05
1,992543466
Sumber: Hasil Penelitian 2016 (data diolah)
LAMPIRAN 3. HASIL PENGUJIAN EVIEWS
1.1 Statistika Deskriptif
91
CAR
DPK
Mean
19.00769 31.10923
Maximum
87.49000 34.08000
Minimum
10.44000 27.44000
Std. Dev.
11.03552 1.813459
Observations
78
78
Sumber: Hasil Penelitian 2016 (data diolah)
KREDIT
30.93179
33.90000
26.74000
1.863814
78
LDR
84.89692
108.8600
43.46000
12.22043
78
NPL
1.842949
4.150000
0.000000
1.101984
78
SBI
6.306667
7.220000
4.800000
1.080301
78
1.2 Uji Normalitas
12
Series: RESID
Sample 1 78
Observations 78
10
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
8
6
4
Jarque-Bera
Probability
2
0.004219
0.006428
0.147989
-0.120502
0.050512
0.096959
4.054621
3.736945
0.154359
0
-0.10
-0.05
0.00
0.05
0.10
0.15
Sumber: Hasil Penelitian 2016 (data diolah)
1.3 Uji Multikolinieritas
CAR
1
-0.3722
-0.5408
-0.3675
0.0276
DPK
-0.3722
1
0.1671
0.1080
0.0732
CAR
DPK
LDR
NPL
SBI
Sumber: Hasil Penelitian 2016 (data diolah)
1.4
LDR
-0.5408
0.1671
1
0.3298
0.1596
NPL
-0.3675
0.1080
0.3298
1
-0.0135
SBI
0.0276
0.0732
0.1596
-0.0135
1
Uji Autokorelasi dengan Uji Durbin-Watson
F-statistic
Prob(F-statistic)
4693.660
0.000000
Durbin-Watson stat
1.358220
92
Sumber: Hasil Penelitian 2016 (data diolah)
1.5 Uji Heterokedastisitas dengan Uji Glejser
Heteroskedasticity Test: Glejser
F-statistic
Obs*R-squared
Scaled explained SS
1.070506
5.397332
10.18487
Prob. F(5,72)
Prob. Chi-Square(5)
Prob. Chi-Square(5)
0.3839
0.3693
0.0702
Test Equation:
Dependent Variable: ARESID
Method: Least Squares
Date: 01/10/16 Time: 18:00
Sample: 1 78
Included observations: 78
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
DPK
LDR
NPL
SBI
0.336527
-0.000554
-0.008538
0.000936
-0.001037
-0.013628
0.221787
0.001204
0.006040
0.001022
0.010008
0.009619
1.517346
-0.460645
-1.413657
0.915732
-0.103607
-1.416756
0.1336
0.6464
0.1618
0.3629
0.9178
0.1609
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.069197
0.004557
0.088638
0.565684
81.45348
1.070506
0.383943
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.051934
0.088841
-1.934705
-1.753419
-1.862133
1.747673
Sumber: Hasil Penelitian 2016 (data diolah)
2.1 CommonEffect Model (CEM)
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 01/11/16 Time: 06:42
93
Sample: 2012 2014
Included observations: 3
Cross-sections included: 26
Total pool (balanced) observations: 78
Variable
Coefficient
X1?
X2?
X3?
X4?
X5?
C
1.004598
-0.002173
-0.005709
0.011742
0.007437
1.312438
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.996941
0.996729
0.106596
0.818119
67.06360
4693.660
0.000000
Std. Error
t-Statistic
0.007264 138.3048
0.001448 -1.501233
0.012036 -0.474325
0.001229 9.557108
0.011568 0.642943
0.266720 4.920651
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
Prob.
0.0000
0.1377
0.6367
0.0000
0.5223
0.0000
30.93179
1.863814
-1.565733
-1.384448
-1.493162
0.820706
Sumber: Hasil Penelitian 2016 (data diolah)
2.2Fix Effect Model(FEM)
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 01/11/16 Time: 06:42
94
Sample: 2012 2014
Included observations: 3
Cross-sections included: 26
Total pool (balanced) observations: 78
Variable
Coefficient
X1?
X2?
X3?
X4?
X5?
C
Fixed Effects
(Cross)
_1—C
_2—C
_3—C
_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
_25--C
_26--C
0.923591
-0.001863
-0.002491
0.011681
0.017471
1.137752
Std. Error
t-Statistic
0.036432 25.35086
0.002459 -0.757520
0.022379 -0.111294
0.002288 5.105233
0.010184 1.715535
1.137833 0.999929
Prob.
0.0000
0.4525
0.9119
0.0000
0.0928
0.3225
-0.130753
-0.157128
0.202738
0.061201
-0.116765
0.172381
-0.282266
0.227342
-0.013022
-0.199624
0.313353
-0.215358
0.047701
0.251135
0.095939
0.171765
0.104406
-0.081539
0.064007
-0.035361
-0.026188
-0.302625
-0.030083
0.048559
-0.254705
0.084892
Effects Specification
Cross-section fixed (dummy variables)
R-squared
0.998977
Mean dependent var
30.93179
95
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.998324
0.076300
0.273619
109.7792
1529.967
0.000000
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
1.863814
-2.019979
-1.083339
-1.645025
2.174899
Sumber: Hasil Penelitian 2016 (data diolah)
2.3 Uji Chow
Redundant Fixed Effects Tests
Pool: DPANEL_PUTRI
Test cross-section fixed effects
96
Effects Test
Statistic
Cross-section F
Cross-section Chi-square
3.741190
85.431188
d.f.
Prob.
(25,47)
25
0.0000
0.0000
Cross-section fixed effects test equation:
Dependent Variable: Y?
Method: Panel Least Squares
Date: 01/11/16 Time: 06:42
Sample: 2012 2014
Included observations: 3
Cross-sections included: 26
Total pool (balanced) observations: 78
Variable
Coefficient
DPK(X1)?
CAR(X2)?
NPL(X3)?
LDR(X4)?
SBI(X5)?
C
1.004598
-0.002173
-0.005709
0.011742
0.007437
-1.312438
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.996941
0.996729
0.106596
0.818119
67.06360
4693.660
0.000000
Std. Error
t-Statistic
0.007264 138.3048
0.001448 -1.501233
0.012036 -0.474325
0.001229 9.557108
0.011568 0.642943
0.266720 -4.920651
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
Prob.
0.0000
0.1377
0.6367
0.0000
0.5223
0.0000
30.93179
1.863814
-1.565733
-1.384448
-1.493162
0.820706
Sumber: Hasil Penelitian 2016 (data diolah)
2.4 Random Effect Model (REM)
Dependent Variable: Y?
Method: Pooled EGLS (Cross-section random effects)
97
Date: 01/11/16 Time: 06:43
Sample: 2012 2014
Included observations: 3
Cross-sections included: 26
Total pool (balanced) observations: 78
Swamy and Arora estimator of component variances
Variable
Coefficient
DPK(X1)?
CAR(X2)?
NPL(X3)?
LDR(X4)?
SBI(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
_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
_25—C
_26—C
1.000304
-0.001944
-0.001484
0.011767
0.007914
1.196109
Std. Error
t-Statistic
0.010144 98.61455
0.001667 -1.166019
0.014320 -0.103635
0.001439 8.177623
0.008647 0.915238
0.344711 3.469892
Prob.
0.0000
0.2475
0.9177
0.0000
0.3631
0.0009
0.021538
0.051879
0.008322
0.011908
0.009772
0.003212
-0.131417
0.011192
-0.075209
0.004766
0.203590
0.022395
0.009731
0.025661
-0.020209
0.066229
-0.000571
-0.011837
0.024328
0.007070
0.004069
-0.151019
-0.048225
-0.005312
-0.031309
-0.010556
Effects Specification
S.D.
Rho
98
Cross-section random
Idiosyncratic random
0.078603
0.076300
0.5149
0.4851
Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)
0.993816
0.993387
0.076938
2314.183
0.000000
Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
15.12234
0.946071
0.426196
1.555169
Unweighted Statistics
R-squared
Sum squared resid
0.996917
0.824744
Mean dependent var
Durbin-Watson stat
30.93179
0.803651
Sumber: Hasil Penelitian 2016 (data diolah)
2.5 Uji Hausman
Correlated Random Effects - Hausman Test
Pool: DPANEL_PUTRI
99
Test cross-section random effects
Chi-Sq.
Statistic Chi-Sq. d.f.
Test Summary
Cross-section random
5.208432
Prob.
5
0.3910
Random Var(Diff.)
Prob.
Cross-section random effects test comparisons:
Variable
X1?
X2?
X3?
X4?
X5?
Fixed
0.923591 1.000304
-0.001863 -0.001944
-0.002491 -0.001484
0.011681 0.011767
0.017471 0.007914
0.001224
0.000003
0.000296
0.000003
0.000029
0.0284
0.9643
0.9533
0.9613
0.0757
t-Statistic
Prob.
Cross-section random effects test equation:
Dependent Variable: Y?
Method: Panel Least Squares
Date: 01/11/16 Time: 06:43
Sample: 2012 2014
Included observations: 3
Cross-sections included: 26
Total pool (balanced) observations: 78
Variable
Coefficient
C
X1?
X2?
X3?
X4?
X5?
1.137752
0.923591
-0.001863
-0.002491
0.011681
0.017471
Std. Error
1.137833 0.999929
0.036432 25.35086
0.002459 -0.757520
0.022379 -0.111294
0.002288 5.105233
0.010184 1.715535
0.3225
0.0000
0.4525
0.9119
0.0000
0.0928
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)
0.998977
0.998324
0.076300
0.273619
109.7792
1529.967
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
30.93179
1.863814
-2.019979
-1.083339
-1.645025
2.174899
100
Sumber: Hasil Penelitian 2016 (data diolah)
2.6 Niilai Statistik dari Uji F, Uji t, dan Koefisien Determinasi
Dependent Variable: Y?
Method: Pooled EGLS (Cross-section random effects)
Date: 01/11/16 Time: 06:43
Sample: 2012 2014
Included observations: 3
Cross-sections included: 26
Total pool (balanced) observations: 78
Swamy and Arora estimator of component variances
Variable
Coefficient
DPK(X1)?
CAR(X2)?
NPL(X3)?
LDR(X4)?
SBI(X5)?
C
1.000304
-0.001944
-0.001484
0.011767
0.007914
1.196109
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)
0.993816
0.993387
0.076938
2314.183
0.000000
Std. Error
t-Statistic
0.010144 98.61455
0.001667 -1.166019
0.014320 -0.103635
0.001439 8.177623
0.008647 0.915238
0.344711 3.469892
Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
Prob.
0.0000
0.2475
0.9177
0.0000
0.3631
0.0009
15.12234
0.946071
0.426196
1.555169
Sumber: Hasil Penelitian 2016 (data diolah)
101
AMPIRAN 1
DAFTAR POPULASI &PENENTUAN SAMPEL PENELITIAN
No.
Kode
Emiten
Nama Bank
Kriteria
1
Sampel
2
86
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
AGRO
AGRS
BABP
BACA
BAEK
BBCA
BBHI
BBKP
BBMD
BBNI
BBNP
BBRI
BBTN
BBYB
BCIC
BDMN
BEKS
BINA
BJBR
BJTM
21.
22.
23.
24.
25.
26.
27.
28.
29.
30.
BKSW
BMAS
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
31.
32.
33.
34.
35.
BVIC
DNAR
INPC
MAYA
MCOR
Bank Rakyat Indonesia Agro Niaga Tbk
Bank Agris Tbk
Bank MNC Internasional Tbk
Bank Capital Indonesia Tbk
Bank Ekonomi Raharja 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 J Trust Indonesia Tbk
Bank Danamon Indonesia Tbk
Bank Pundi Indnesia Tbk
Bank Ina Perdana Tbk
Bank Jabar Banten Tbk
Bank Pembangunan Daerah Jawa Timur
Tbk
Bank QNB Indonesia 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 of India Indonesia Tbk
Bank Tabungan Pensiunan Nasional
Tbk
Bank Victoria Internasional Tbk
Bank Dinar Indonesia Tbk
Bank Artha Graha International Tbk
Bank Mayapada International Tbk
Bank Windu Kentjana International Tbk
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
√
×
×
×
√
×
√
√
√
√
√
√
√
×
√
×
√
√
×
Sampel 1
Sampel 2
Sampel 3
Sampel 4
Sampel 5
Sampel 6
Sampel 7
Sampel 8
Sampel 9
Sampel 10
Sampel 11
Sampel 12
Sampel 13
-
√
√
√
√
√
√
√
√
√
√
×
×
√
×
√
√
√
√
×
√
Sampel 14
Sampel 15
Sampel 16
Sampel 17
Sampel 18
Sampel 19
√
√
√
√
√
×
×
√
√
√
Sampel 20
Sampel 21
Sampel 22
LANJUTAN LAMPIRAN 1
No.
36.
37.
Kode
Nama Bank
Emiten
MEGA Bank Mega Tbk
NAGA Bank Mitraniaga Tbk
1
√
√
2
√
×
Sampel
Sampel 23
-
87
√
√
√
√
√
38.
NISP
Bank NISP OCBC Tbk
39.
NOBU Bank Nationalnobu Tbk
40.
PNBN Bank Pan Indonesia Tbk
41.
PNBS
Bank Pan Indonesia Syariah Tbk
42.
SDRA Bank Woori Saudara Indonesia Tbk
Sumber: www.idx.ac.id
√
√
√
×
×
Sampel 24
Sampel 25
Sampel 26
-
LAMPIRAN 2
DATA KEUANGAN SAMPEL PENELITIAN (dalam %)
Kode
Tahun
Kredit
DPK
CAR
NPL
LDR
SBI
88
2012
28.55
2013
28.93
2014
29.18
2012
27.40
AGRS 2013
28.20
2014
28.52
2012
33.18
BBCA 2013
33.38
2014
33.48
2012
31.44
BBKP 2013
31.51
2014
31.64
2012
29.28
BBMD 2013
29.42
2014
29.50
2012
32.93
BBNI
2013
33.15
2014
33.25
2012
29.40
BBNP 2013
29.59
2014
29.53
2012
33.52
BBRI
2013
33.73
2014
33.87
2012
31.95
BBTN 2013
32.15
2014
32.30
2012
28.31
BBYB 2013
28.04
2014
28.32
2012
30.43
BDMN 2013
32.53
2014
32.57
BINA
2012
27.71
2013
27.69
2014
27.85
LANJUTAN LAMPIRAN 2
AGRO
Kode
BJBR
Tahun
2012
Kredit
31.28
28.74
29.04
29.29
27.44
28.31
28.85
33.54
33.64
33.73
31.61
31.65
31.81
29.32
29.40
29.50
33.19
33.30
33.39
29.57
29.75
29.70
33.74
33.85
34.06
32.02
32.20
32.30
28.41
28.30
28.48
32.14
32.33
32.40
27.91
27.80
28.11
14.80
21.60
19.06
31.37
18.68
18.41
14.20
15.70
16.90
16.34
15.12
14.21
26.98
26.99
26.66
16.67
15.09
16.22
12.17
15.75
16.60
16.95
16.99
18.31
17.69
15.62
14.64
12.89
16.03
15.23
18.90
17.90
17.90
16.05
16.71
24.94
3.68
2.27
2.02
0.08
0.34
0.67
0.40
0.40
0.60
2.66
2.26
2.78
2.28
2.16
2.16
2.84
2.17
1.96
0.58
0.45
1.41
1.78
1.55
1.69
4.09
4.05
4.01
3.56
3.91
3.74
2.40
1.90
2.30
0.36
0.39
0.80
82.48
87.11
88.49
87.82
85.47
70.02
68.60
75.40
76.80
83.81
85.80
83.89
95.47
102.35
101.30
77.52
85.30
87.81
95.47
102.35
101.30
79.85
88.54
81.68
100.90
104.42
108.86
90.65
76.58
85.71
100.7
96.10
92.60
81.60
87.17
75.07
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
DPK
31.55
CAR
18.11
NPL
2.07
LRD
74.09
SBI
4.80
89
2013
2014
2012
BMRI 2013
2014
2012
BNGA 2013
2014
2012
BNII
2013
2014
2012
BNLI
2013
2014
2012
BSIM
2013
2014
2012
BTPN 2013
2014
2012
INPC
2013
2014
2012
MAYA 2013
2014
2012
MCOR 2013
2014
2012
MEGA 2013
2014
2012
NISP
2013
2014
NOBU 2012
31.44
31.53
33.60
33.79
33.90
32.52
32.60
32.72
32.02
32.25
32.30
32.18
32.40
32.50
29.90
29.93
30.17
31.30
31.47
31.59
30.35
30.37
30.48
30.13
30.50
30.89
29.14
29.33
29.57
30.92
31.03
31.14
31.58
31.77
31.83
26.74
31.48
31.60
33.81
33.95
34.08
32.59
32.69
32.75
32.08
32.30
32.25
32.29
32.52
32.62
30.13
30.21
30.38
31.43
31.59
31.60
30.49
30.49
30.60
30.34
30.65
31.09
39.35
29.51
29.73
31.54
31.59
31.57
31.73
31.87
31.91
27.59
16.51
16.08
15.48
14.93
16.60
15.16
15.36
15.58
12.83
12.72
15.72
15.86
14.28
13.58
18.09
21.82
18.38
21.50
23.10
23.30
16.45
17.31
15.76
10.93
14.07
10.44
15.19
15.88
15.20
19.18
16.63
17.09
16.49
19.28
18.74
68.60
2.83
4.15
1.74
1.60
1.66
2.29
2.23
3.90
0.81
1.55
1.48
1.37
1.02
1.70
3.18
2.50
3.00
0.60
0.70
0.70
0.80
1.76
1.69
3.02
1.04
1.46
1.98
1.69
2.71
2.09
2.17
2.09
0.91
0.73
1.34
0.00
CAR
87.49
48.97
NPL
0.00
0.00
96.47
93.18
77.66
82.97
82.02
95.04
94.49
99.46
87.34
89.70
92.70
89.52
89.24
89.13
80.78
78.72
83.88
86.00
88.00
97.00
87.42
88.87
87.62
80.58
85.61
81.25
80.22
82.73
84.03
52.39
57.41
68.85
86.79
92.49
93.59
43.46
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
7.22
6.90
4.80
LDR
45.72
53.99
SBI
7.22
6.90
LANJUTAN LAMPIRAN 2
Kode
Tahun
2013
2014
Kredit
27.84
28.50
DPK
28.62
29.12
90
PNBN
2012
32.14
32.27
2013
32.27
32.42
2014
32.34
32.47
Sumber: www.idx.co.id&www.bi.go.id
14.67
15.32
15.62
1.69
2.13
2.05
88.46
87.71
90.51
4.80
7.22
6.90
Tabel Perhitungan t-Tabel
Derajat
Tingkat
Bebas
Signifikansi
T Tabel
71
0,05
1,993943341
72
0,05
1,99346354
73
0,05
1,992997097
74
0,05
1,992543466
Sumber: Hasil Penelitian 2016 (data diolah)
LAMPIRAN 3. HASIL PENGUJIAN EVIEWS
1.1 Statistika Deskriptif
91
CAR
DPK
Mean
19.00769 31.10923
Maximum
87.49000 34.08000
Minimum
10.44000 27.44000
Std. Dev.
11.03552 1.813459
Observations
78
78
Sumber: Hasil Penelitian 2016 (data diolah)
KREDIT
30.93179
33.90000
26.74000
1.863814
78
LDR
84.89692
108.8600
43.46000
12.22043
78
NPL
1.842949
4.150000
0.000000
1.101984
78
SBI
6.306667
7.220000
4.800000
1.080301
78
1.2 Uji Normalitas
12
Series: RESID
Sample 1 78
Observations 78
10
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
8
6
4
Jarque-Bera
Probability
2
0.004219
0.006428
0.147989
-0.120502
0.050512
0.096959
4.054621
3.736945
0.154359
0
-0.10
-0.05
0.00
0.05
0.10
0.15
Sumber: Hasil Penelitian 2016 (data diolah)
1.3 Uji Multikolinieritas
CAR
1
-0.3722
-0.5408
-0.3675
0.0276
DPK
-0.3722
1
0.1671
0.1080
0.0732
CAR
DPK
LDR
NPL
SBI
Sumber: Hasil Penelitian 2016 (data diolah)
1.4
LDR
-0.5408
0.1671
1
0.3298
0.1596
NPL
-0.3675
0.1080
0.3298
1
-0.0135
SBI
0.0276
0.0732
0.1596
-0.0135
1
Uji Autokorelasi dengan Uji Durbin-Watson
F-statistic
Prob(F-statistic)
4693.660
0.000000
Durbin-Watson stat
1.358220
92
Sumber: Hasil Penelitian 2016 (data diolah)
1.5 Uji Heterokedastisitas dengan Uji Glejser
Heteroskedasticity Test: Glejser
F-statistic
Obs*R-squared
Scaled explained SS
1.070506
5.397332
10.18487
Prob. F(5,72)
Prob. Chi-Square(5)
Prob. Chi-Square(5)
0.3839
0.3693
0.0702
Test Equation:
Dependent Variable: ARESID
Method: Least Squares
Date: 01/10/16 Time: 18:00
Sample: 1 78
Included observations: 78
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
DPK
LDR
NPL
SBI
0.336527
-0.000554
-0.008538
0.000936
-0.001037
-0.013628
0.221787
0.001204
0.006040
0.001022
0.010008
0.009619
1.517346
-0.460645
-1.413657
0.915732
-0.103607
-1.416756
0.1336
0.6464
0.1618
0.3629
0.9178
0.1609
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.069197
0.004557
0.088638
0.565684
81.45348
1.070506
0.383943
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.051934
0.088841
-1.934705
-1.753419
-1.862133
1.747673
Sumber: Hasil Penelitian 2016 (data diolah)
2.1 CommonEffect Model (CEM)
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 01/11/16 Time: 06:42
93
Sample: 2012 2014
Included observations: 3
Cross-sections included: 26
Total pool (balanced) observations: 78
Variable
Coefficient
X1?
X2?
X3?
X4?
X5?
C
1.004598
-0.002173
-0.005709
0.011742
0.007437
1.312438
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.996941
0.996729
0.106596
0.818119
67.06360
4693.660
0.000000
Std. Error
t-Statistic
0.007264 138.3048
0.001448 -1.501233
0.012036 -0.474325
0.001229 9.557108
0.011568 0.642943
0.266720 4.920651
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
Prob.
0.0000
0.1377
0.6367
0.0000
0.5223
0.0000
30.93179
1.863814
-1.565733
-1.384448
-1.493162
0.820706
Sumber: Hasil Penelitian 2016 (data diolah)
2.2Fix Effect Model(FEM)
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 01/11/16 Time: 06:42
94
Sample: 2012 2014
Included observations: 3
Cross-sections included: 26
Total pool (balanced) observations: 78
Variable
Coefficient
X1?
X2?
X3?
X4?
X5?
C
Fixed Effects
(Cross)
_1—C
_2—C
_3—C
_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
_25--C
_26--C
0.923591
-0.001863
-0.002491
0.011681
0.017471
1.137752
Std. Error
t-Statistic
0.036432 25.35086
0.002459 -0.757520
0.022379 -0.111294
0.002288 5.105233
0.010184 1.715535
1.137833 0.999929
Prob.
0.0000
0.4525
0.9119
0.0000
0.0928
0.3225
-0.130753
-0.157128
0.202738
0.061201
-0.116765
0.172381
-0.282266
0.227342
-0.013022
-0.199624
0.313353
-0.215358
0.047701
0.251135
0.095939
0.171765
0.104406
-0.081539
0.064007
-0.035361
-0.026188
-0.302625
-0.030083
0.048559
-0.254705
0.084892
Effects Specification
Cross-section fixed (dummy variables)
R-squared
0.998977
Mean dependent var
30.93179
95
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.998324
0.076300
0.273619
109.7792
1529.967
0.000000
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
1.863814
-2.019979
-1.083339
-1.645025
2.174899
Sumber: Hasil Penelitian 2016 (data diolah)
2.3 Uji Chow
Redundant Fixed Effects Tests
Pool: DPANEL_PUTRI
Test cross-section fixed effects
96
Effects Test
Statistic
Cross-section F
Cross-section Chi-square
3.741190
85.431188
d.f.
Prob.
(25,47)
25
0.0000
0.0000
Cross-section fixed effects test equation:
Dependent Variable: Y?
Method: Panel Least Squares
Date: 01/11/16 Time: 06:42
Sample: 2012 2014
Included observations: 3
Cross-sections included: 26
Total pool (balanced) observations: 78
Variable
Coefficient
DPK(X1)?
CAR(X2)?
NPL(X3)?
LDR(X4)?
SBI(X5)?
C
1.004598
-0.002173
-0.005709
0.011742
0.007437
-1.312438
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.996941
0.996729
0.106596
0.818119
67.06360
4693.660
0.000000
Std. Error
t-Statistic
0.007264 138.3048
0.001448 -1.501233
0.012036 -0.474325
0.001229 9.557108
0.011568 0.642943
0.266720 -4.920651
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
Prob.
0.0000
0.1377
0.6367
0.0000
0.5223
0.0000
30.93179
1.863814
-1.565733
-1.384448
-1.493162
0.820706
Sumber: Hasil Penelitian 2016 (data diolah)
2.4 Random Effect Model (REM)
Dependent Variable: Y?
Method: Pooled EGLS (Cross-section random effects)
97
Date: 01/11/16 Time: 06:43
Sample: 2012 2014
Included observations: 3
Cross-sections included: 26
Total pool (balanced) observations: 78
Swamy and Arora estimator of component variances
Variable
Coefficient
DPK(X1)?
CAR(X2)?
NPL(X3)?
LDR(X4)?
SBI(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
_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
_25—C
_26—C
1.000304
-0.001944
-0.001484
0.011767
0.007914
1.196109
Std. Error
t-Statistic
0.010144 98.61455
0.001667 -1.166019
0.014320 -0.103635
0.001439 8.177623
0.008647 0.915238
0.344711 3.469892
Prob.
0.0000
0.2475
0.9177
0.0000
0.3631
0.0009
0.021538
0.051879
0.008322
0.011908
0.009772
0.003212
-0.131417
0.011192
-0.075209
0.004766
0.203590
0.022395
0.009731
0.025661
-0.020209
0.066229
-0.000571
-0.011837
0.024328
0.007070
0.004069
-0.151019
-0.048225
-0.005312
-0.031309
-0.010556
Effects Specification
S.D.
Rho
98
Cross-section random
Idiosyncratic random
0.078603
0.076300
0.5149
0.4851
Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)
0.993816
0.993387
0.076938
2314.183
0.000000
Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
15.12234
0.946071
0.426196
1.555169
Unweighted Statistics
R-squared
Sum squared resid
0.996917
0.824744
Mean dependent var
Durbin-Watson stat
30.93179
0.803651
Sumber: Hasil Penelitian 2016 (data diolah)
2.5 Uji Hausman
Correlated Random Effects - Hausman Test
Pool: DPANEL_PUTRI
99
Test cross-section random effects
Chi-Sq.
Statistic Chi-Sq. d.f.
Test Summary
Cross-section random
5.208432
Prob.
5
0.3910
Random Var(Diff.)
Prob.
Cross-section random effects test comparisons:
Variable
X1?
X2?
X3?
X4?
X5?
Fixed
0.923591 1.000304
-0.001863 -0.001944
-0.002491 -0.001484
0.011681 0.011767
0.017471 0.007914
0.001224
0.000003
0.000296
0.000003
0.000029
0.0284
0.9643
0.9533
0.9613
0.0757
t-Statistic
Prob.
Cross-section random effects test equation:
Dependent Variable: Y?
Method: Panel Least Squares
Date: 01/11/16 Time: 06:43
Sample: 2012 2014
Included observations: 3
Cross-sections included: 26
Total pool (balanced) observations: 78
Variable
Coefficient
C
X1?
X2?
X3?
X4?
X5?
1.137752
0.923591
-0.001863
-0.002491
0.011681
0.017471
Std. Error
1.137833 0.999929
0.036432 25.35086
0.002459 -0.757520
0.022379 -0.111294
0.002288 5.105233
0.010184 1.715535
0.3225
0.0000
0.4525
0.9119
0.0000
0.0928
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)
0.998977
0.998324
0.076300
0.273619
109.7792
1529.967
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
30.93179
1.863814
-2.019979
-1.083339
-1.645025
2.174899
100
Sumber: Hasil Penelitian 2016 (data diolah)
2.6 Niilai Statistik dari Uji F, Uji t, dan Koefisien Determinasi
Dependent Variable: Y?
Method: Pooled EGLS (Cross-section random effects)
Date: 01/11/16 Time: 06:43
Sample: 2012 2014
Included observations: 3
Cross-sections included: 26
Total pool (balanced) observations: 78
Swamy and Arora estimator of component variances
Variable
Coefficient
DPK(X1)?
CAR(X2)?
NPL(X3)?
LDR(X4)?
SBI(X5)?
C
1.000304
-0.001944
-0.001484
0.011767
0.007914
1.196109
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)
0.993816
0.993387
0.076938
2314.183
0.000000
Std. Error
t-Statistic
0.010144 98.61455
0.001667 -1.166019
0.014320 -0.103635
0.001439 8.177623
0.008647 0.915238
0.344711 3.469892
Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
Prob.
0.0000
0.2475
0.9177
0.0000
0.3631
0.0009
15.12234
0.946071
0.426196
1.555169
Sumber: Hasil Penelitian 2016 (data diolah)
101