Analisis Penerapan Basel Accord terhadap Portofolio Investasipada Bank pembangunan Daerah
Lampiran 1 : Pemilihan Bank Melalui Kriteria Berdasarkan Purposive
Sampling
No
Nama Bank
Kriteria 1
Kriteria 2
-
Yang memenuhi
kriteria 1 dan 2
1
PT. BPD Aceh
2
PT. BPD Bali
3
PT. BPD Bengkulu
4
PT. Bank DKI
5
PT. BPD Jambi
6
PT. BPD Jawa Tengah
7
PT. BPD Jawa Barat dan Banten, Tbk
8
PT. BPD Jawa Timur, Tbk
9
PT. BPD Kalimantan Tengah
10
PD.BPD Kalimantan Timur
11
PT. BPD Kalimantan Barat
12
PT. BPD Kalimantan Selatan
13
PT. BPD Lampung
14
PT. BPD Maluku
15
PT. BPD Nusa Tenggara Barat
16
PT. BPD Nusa Tenggara Timur
17
PT. BPD Papua
18
PT. BPD Riau Kepri
19
PT. BPD Sulawesi Tengah
20
PT. BPD Sulawesi Tenggara
21
PT. BPD Sulawesi Utara
22
PT. BPD Sulawesi Selatan dan Sulawesi Barat
23
PT. BPD Sumatera Barat
PT. BPD Sumatera Selatan dan Bangka
24
Belitung
25
PT. BPD Sumatera Utara
26
PT. BPD Yogyakarta
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Universitas Sumatera Utara
Lampiran 2: Hasil olahan data populasi, Tabel Input Data
No.
Tahun
1
2007
2
Nama Bank
AG
CAR
IS
K
OP
PDRB
TA
PT. BPD Aceh
1.05
26.31
5.02
27
21.47
-2.36
13.05
2007
PT. BPD Bali
13.69
18.7
3.16
24
0.76
5.91
13.14
3
2007
PT. Bank DKI
11.38
15.09
5.67
12
19.63
6.44
13.07
4
2007
PT. BPD Jambi
7.02
35.73
6.53
11.19
11.19
6.82
12.19
5
2007
PT. BPD Jawa Tengah
7.59
18.94
8.91
63
5.42
5.59
13.09
6
2007
PT. BPD Jawa Barat dan Banten, Tbk
8.25
16.81
5.26
57
3
6.39
13.36
7
2007
PT. BPD Jawa Timur
11.05
34.45
6.51
35
29
6.1
13.19
8
2007
PD.BPD Kalimantan Timur
14
27.14
4.38
20
11
1.84
13.15
9
2007
PT. BPD Kalimantan Selatan
8.29
21.29
5.76
32
4
-5.67
12.53
10
2007
PT. BPD Kalimantan Barat
9.35
21.89
7.23
41
4
6.03
12.51
11
2007
PT. BPD Nusa Tenggara Barat
5.37
16.09
9.43
75
2
4.9
12.28
12
2007
PT. BPD Riau Kepri
-8.3
31.81
4.07
24
0
4.42
13.11
13
2007
PT. BPD Sumatera Barat
17.38
20.39
7.18
63
0.07
6.34
12.81
14
2007
PT. BPD Yogyakarta
22.75
16.42
6.99
44
0.46
4.31
12.48
15
2007
PT. BPD Sumatera Utara
14.09
21.1
7.44
99
0.64
6.9
12.94
16
2008
PT. BPD Aceh
16.72
26.57
6.19
35
17.98
-5.27
13.11
17
2008
PT. BPD Bali
-56.15
15.18
8.65
76
1.73
5.97
12.78
18
2008
PT. Bank DKI
13.55
17.21
4.96
12
25.81
6.22
13.13
19
2008
PT. BPD Jambi
-1.04
18.61
9.09
4.69
4.69
7.17
12.19
20
2008
PT. BPD Jawa Tengah
8.33
18.49
9.7
73
5.14
5.45
13.12
21
2008
PT. BPD Jawa Barat dan Banten, Tbk
13
15.06
7.01
63
3
5.82
13.42
22
2008
PT. BPD Jawa Timur
16.29
25.54
7.95
46
25
5.94
13.21
23
2008
PD.BPD Kalimantan Timur
15.03
25.13
5.38
30
9
4.79
13.18
24
2008
PT. BPD Kalimantan Selatan
9.44
16.49
6,998
48
5
1.26
12.57
25
2008
PT. BPD Kalimantan Barat
23.59
18.9
8.2
51
2
5.41
12.6
26
2008
PT. BPD Nusa Tenggara Barat
-2.51
14.22
11.92
89
2
2.63
12.27
27
2008
PT. BPD Riau Kepri
7.24
24.03
5.18
37
0
-1.65
13.12
28
2008
PT. BPD Sumatera Barat
6.36
18.31
8.29
73
0.7
6.36
12.83
29
2008
PT. BPD Yogyakarta
-12.03
18.97
9.84
59
1.5
5.01
12.44
30
2008
PT. BPD Sumatera Utara
0.88
16.55
10.38
73
1.38
6.39
12.95
Universitas Sumatera Utara
31
2009
PT. BPD Aceh
5.07
22.94
6.54
47
17.14
-5.58
13.14
32
2009
PT. BPD Bali
6.65
13.75
8.78
84
1.56
5.33
12.82
33
2009
PT. Bank DKI
15.34
15.13
5.23
13
17.57
5.01
13.19
34
2009
PT. BPD Jambi
13.54
29.98
9
65
2.05
6.37
12.24
35
2009
PT. BPD Jawa Tengah
11.7
20.67
1.07
71
1.84
4.7
13.17
36
2009
PT. BPD Jawa Barat dan Banten, Tbk
32.46
21.2
6.48
60
2
4.37
13.51
37
2009
PT. BPD Jawa Timur
17.45
21.38
7.96
58
11
5.01
13.24
38
2009
PD.BPD Kalimantan Timur
-11.43
22.03
6.79
55
11
2.32
13.12
39
2009
PT. BPD Kalimantan Selatan
11.1
16.09
7.41
59
4
5.01
12.61
40
2009
PT. BPD Kalimantan Barat
22.28
17.86
8.6
63
2
4.76
12.69
41
2009
PT. BPD Nusa Tenggara Barat
18.24
15.61
11.07
75
2
8.98
12.35
42
2009
PT. BPD Riau Kepri
-21.95
22.29
7.09
64
3
1.09
13.01
43
2009
PT. BPD Sumatera Barat
19.5
17.08
7.64
73
0.7
4.16
12.96
44
2009
PT. BPD Yogyakarta
26.29
18.64
8.22
56
1.7
4.38
12.54
45
2009
PT. BPD Sumatera Utara
21.32
12.28
9.93
76
1.08
5.07
13.03
46
2010
PT. BPD Aceh
-10.84
18.38
6.36
67
3.01
215.52
13.09
47
2010
PT. BPD Bali
9.08
12.79
6.66
69
1.13
257.44
12.96
48
2010
PT. Bank DKI
15.56
8.34
5.17
27
3.58
189.5
13.19
49
2010
PT. BPD Jambi
26.08
22.22
10.79
60
2.43
456.89
12.34
50
2010
PT. BPD Jawa Tengah
27.31
17.23
6.88
62
1.43
254.74
13.27
51
2010
PT. BPD Jawa Barat dan Banten, Tbk
33.86
22.85
6.07
54
0
375.89
13.64
52
2010
PT. BPD Jawa Timur
19.97
19.47
9.98
65
2
97.66
13.3
53
2010
PD.BPD Kalimantan Timur
13.96
18.58
7.32
63
3.03
53.45
13.18
54
2010
PT. BPD Kalimantan Selatan
11.91
18.09
8.59
63
0.85
197.32
12.66
55
2010
PT. BPD Kalimantan Barat
19.79
17.53
8.611
67
1.33
110.12
12.77
56
2010
PT. BPD Nusa Tenggara Barat
24.58
14.18
11.38
71
1.76
282.98
12.44
57
2010
PT. BPD Riau Kepri
26
26.67
7.94
56
5.65
278.49
13.11
58
2010
PT. BPD Sumatera Barat
26.65
14.13
8.08
69
3.5
187.99
10.03
59
2010
PT. BPD Yogyakarta
19.45
15.31
7.26
54
0.8
222.57
12.62
60
2010
PT. BPD Sumatera Utara
19.18
13.06
8.86
74
2.95
196.78
13.11
61
2011
PT. BPD Aceh
13.05
18.27
7.02
70
3.19
3.27
13.12
62
2011
PT. BPD Bali
10.49
11.73
8.74
69
0.97
6.66
13.02
Universitas Sumatera Utara
63
2011
PT. Bank DKI
19.5
9.57
4.74
25
1.79
6.73
13.29
64
2011
PT. BPD Jambi
39.8
23.47
7.06
52
2.68
7.86
12.49
65
2011
PT. BPD Jawa Tengah
22.17
15.02
5.79
59
1.17
5.3
13.36
66
2011
PT. BPD Jawa Barat dan Banten, Tbk
25.33
18.36
5.62
53
0
6.62
13.74
67
2011
PT. BPD Jawa Timur
24.85
16.53
8.02
64
3
6.44
13.39
68
2011
PD.BPD Kalimantan Timur
52.45
18.37
5.17
48
7
6.47
13.36
69
2011
PT. BPD Kalimantan Selatan
40.81
17.65
5.43
55
1
6.97
12.81
70
2011
PT. BPD Kalimantan Barat
21.42
17.74
7.09
67
1
5.5
12.85
71
2011
PT. BPD Nusa Tenggara Barat
25.63
12.89
9.06
76
2
-3.9
12.54
72
2011
PT. BPD Riau Kepri
31.46
20.62
6.04
51
3
5.88
13.23
73
2011
PT. BPD Sumatera Barat
25.1
12.6
7.12
71
0.9
6.34
13.11
74
2011
PT. BPD Yogyakarta
15.26
13.07
6.3
61
0.71
5.21
12.68
75
2011
PT. BPD Sumatera Utara
48.48
14.66
5.97
62
15.89
6.66
13.28
76
2012
PT. BPD Aceh
13.49
17.82
6.35
71
3.4
3.85
13.13
77
2012
PT. BPD Bali
12.53
16.79
9.56
67
0.82
6.96
13.1
78
2012
PT. Bank DKI
26.62
12.30
4.54
21
50.67
6.53
13.43
79
2012
PT. BPD Jambi
18.62
24.41
6.09
61
1.3
7.03
12.56
80
2012
PT. BPD Jawa Tengah
15.23
14.38
6.75
68
1.02
5.34
13.42
81
2012
PT. BPD Jawa Barat dan Banten, Tbk
30.11
18.11
5.16
54
3
6.57
13.85
82
2012
PT. BPD Jawa Timur
29.11
26.56
6.73
64
3
6.64
13.46
83
2012
PD.BPD Kalimantan Timur
38.05
20.83
6.13
45
7
5.48
13.5
84
2012
PT. BPD Kalimantan Selatan
46.86
18.22
3.92
49
1
5.97
12.98
85
2012
PT. BPD Kalimantan Barat
17.79
16.87
8.39
71
1
5.91
12.92
86
2012
PT. BPD Nusa Tenggara Barat
18.71
12.92
9.74
73
1
-1.54
12.61
87
2012
PT. BPD Riau Kepri
16.83
19.56
5.34
51
4
4.63
13.29
88
2012
PT. BPD Sumatera Barat
11.44
15.12
6.35
76
0.9
6.31
13.16
89
2012
PT. BPD Yogyakarta
16.7
14.40
6.99
60
5.1
5.37
12.75
90
2012
PT. BPD Sumatera Utara
5.35
13.24
7.73
75
3.7
6.45
13.3
91
2013
PT. BPD Aceh
15.25
17.56
5.6
66.87
2.42
2.83
13.18
92
2013
PT. BPD Bali
14.37
18.71
6.98
71
0.09
6.69
13
93
2013
PT. Bank DKI
30.75
14.21
5.41
21
2.81
6.11
13.49
94
2013
PT. BPD Jambi
16.58
28.1
7.35
73
7.03
7.07
12.63
Universitas Sumatera Utara
95
2013
PT. BPD Jawa Tengah
15.9
15.45
6.86
70
0.88
5.14
13.49
96
2013
PT. BPD Jawa Barat dan Banten, Tbk
16.56
16.51
6.74
69
5
6.52
12.85
97
2013
PT. BPD Jawa Timur
33.05
23.72
7.48
67
4
6.08
13.52
98
2013
PD.BPD Kalimantan Timur
-13.51
19.03
8.95
67
2.09
-6.66
13.44
99
2013
PT. BPD Kalimantan Selatan
0.05
17.92
5.73
65
1.79
5.35
12.98
100
2013
PT. BPD Kalimantan Barat
14.87
16.99
8.76
73
0.8
6.04
12.98
101
2013
PT. BPD Nusa Tenggara Barat
4.88
17.21
9.6
76
2.49
5.15
12.64
102
2013
PT. BPD Riau Kepri
-1.92
18.68
6.72
61
5.31
3.63
13.29
103
2013
PT. BPD Sumatera Barat
12.99
15.59
5.87
75
0.5
6.02
13.21
104
2013
PT. BPD Yogyakarta
16.27
15.69
6.61
63
3.2
5.49
12.81
105
2013
PT. BPD Sumatera Utara
7.66
14.46
8.43
77
1.8
6.08
13.33
106
2014
PT. BPD Aceh
16.37
17.79
5.95
67.87
2.4
1.65
13.21
107
2014
PT. BPD Bali
18.27
20.71
6.2
69
0.73
6.72
13.26
108
2014
PT. Bank DKI
36.44
17.96
5.35
21
2.38
5.95
13.22
109
2014
PT. BPD Jambi
35.16
27.11
5.79
64
12.6
7.76
12.76
110
2014
PT. BPD Jawa Tengah
15.61
14.17
6.02
73
1.11
5.42
13.55
111
2014
PT. BPD Jawa Barat dan Banten, Tbk
6.87
16.39
5.88
71
2
20.96
13.88
112
2014
PT. BPD Jawa Timur
37.99
22.17
7.58
69
4
5.85
13.58
113
2014
PD.BPD Kalimantan Timur
6.59
18.06
4.44
60.98
3
1.4
13.47
114
2014
PT. BPD Kalimantan Selatan
14.26
21.12
6.22
65
3
4.85
13.03
115
2014
PT. BPD Kalimantan Barat
16.33
19.21
8.12
73
2
5.02
13.05
116
2014
PT. BPD Nusa Tenggara Barat
34.45
19.34
7.97
70
3
5.05
12.76
117
2014
PT. BPD Riau Kepri
17.44
18.27
5.94
58
6
3.67
13.36
118
2014
PT. BPD Sumatera Barat
10.95
15.76
5.61
75
1.3
5.85
13.26
119
2014
PT. BPD Yogyakarta
19.89
16.6
7.02
66
3.77
5.18
12.89
120
2014
PT. BPD Sumatera Utara
8.81
14.38
7.25
74
0.86
5.23
13.37
Universitas Sumatera Utara
Lampiran 3 : Statistik Deskriptif Variabel Penelitian
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
AG
15.70150
15.58500
52.45000
-56.15000
14.06181
-1.001540
8.260301
CAR
18.56775
17.94000
35.73000
8.340000
4.712511
1.087348
4.774570
IS
7.056667
6.985000
11.92000
1.070000
1.762982
0.127090
3.604264
K
64.92917
66.96000
150.4200
20.73000
17.06511
0.605639
7.700772
OP
4.437186
2.315000
50.67000
0.000000
6.795292
3.856941
21.86238
PDRB
32.41158
5.910000
456.8900
-6.660000
81.26389
3.114602
12.47811
TA
13.00308
13.11000
13.88000
10.03000
0.455655
-2.395127
16.43190
Jarque-Bera
Probability
158.4155
0.000000
39.39199
0.000000
2.148708
0.341518
117.8223
0.000000
2076.467
0.000000
643.1875
0.000000
1016.813
0.000000
Sum
Sum Sq. Dev.
1884.180
23530.40
2228.130
2642.724
846.8000
369.8647
7791.500
34654.93
532.4623
5494.943
3889.390
785854.6
1560.370
24.70696
Observations
120
120
120
120
120
120
120
Universitas Sumatera Utara
Lampiran 4: Hasil Olahan Data Eviews, Hasil Uji Chow dan Uji Hausman
pada Hipotesis 1
1.
Uji Chow dengan variable CAR
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Statistic
Cross-section F
Cross-section Chi-square
1.376952
20.961560
d.f.
Prob.
(14,101)
14
0.1783
0.1026
Cross-section fixed effects test equation:
Dependent Variable: TA
Method: Panel Least Squares
Date: 03/25/16 Time: 22:07
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
IS
AG
PDRB
13.90346
-0.008820
-0.104534
0.001128
-0.000514
0.252461
0.008249
0.022974
0.002806
0.000488
55.07176
-1.069168
-4.550183
0.402157
-1.053583
0.0000
0.2872
0.0000
0.6883
0.2943
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.187753
0.159501
0.417739
20.06815
-62.97116
6.645642
0.000076
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
13.00308
0.455655
1.132853
1.248998
1.180020
1.824167
Universitas Sumatera Utara
Lampiran 4: Hasil Olahan Data Eviews, Hasil Uji Chow dan Uji Hausman pada
Hipotesis 2
1.
Uji Chow dengan variable CAR
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Statistic
Cross-section F
Cross-section Chi-square
2.279227
32.945459
d.f.
Prob.
(14,101)
14
0.0095
0.0029
Cross-section fixed effects test equation:
Dependent Variable: K
Method: Panel Least Squares
Date: 03/25/16 Time: 22:34
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
IS
AG
PDRB
48.18586
-1.115230
4.627794
0.254709
0.024513
7.920688
0.258802
0.720772
0.088025
0.015315
6.083544
-4.309196
6.420611
2.893590
1.600618
0.0000
0.0000
0.0000
0.0046
0.1122
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.429993
0.410166
13.10611
19753.57
-476.4885
21.68794
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
64.92917
17.06511
8.024808
8.140954
8.071975
1.664906
Universitas Sumatera Utara
2.
Uji Hausman dengan variable CAR
Correlated Random Effects - Hausman Test
Equation: Untitled
Test cross-section random effects
Chi-Sq.
Statistic Chi-Sq. d.f.
Test Summary
Cross-section random
5.158528
Prob.
4
0.2714
Random
Var(Diff.)
Prob.
-0.989009
4.658540
0.270089
0.021149
0.008425
0.047731
0.001659
0.000172
0.1322
0.8467
0.7957
0.5761
Cross-section random effects test comparisons:
Variable
CAR
IS
AG
PDRB
Fixed
-0.850827
4.616296
0.280637
0.013820
Cross-section random effects test equation:
Dependent Variable: K
Method: Panel Least Squares
Date: 03/25/16 Time: 22:37
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
IS
AG
PDRB
43.29709
-0.850827
4.616296
0.280637
0.013820
7.839204
0.270875
0.728814
0.097939
0.021300
5.523149
-3.141039
6.333985
2.865427
0.648845
0.0000
0.0022
0.0000
0.0051
0.5179
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)
0.566841
0.489645
12.19117
15011.08
-460.0158
7.342830
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
64.92917
17.06511
7.983596
8.424949
8.162831
2.182445
Universitas Sumatera Utara
Lampiran 4: Hasil Olahan Data Eviews, Hasil Uji Chow dan Uji Hausman
pada Hipotesis 3
1.
Uji Chow dengan variable CAR
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Statistic
Cross-section F
Cross-section Chi-square
1.805851
26.807557
d.f.
Prob.
(14,101)
14
0.0476
0.0204
Cross-section fixed effects test equation:
Dependent Variable: OP
Method: Panel Least Squares
Date: 03/25/16 Time: 23:01
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
IS
AG
PDRB
3.991261
0.306732
-0.713451
0.008932
-0.006644
4.060801
0.132683
0.369527
0.045129
0.007852
0.982875
2.311759
-1.930714
0.197925
-0.846160
0.3277
0.0226
0.0560
0.8435
0.3992
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.102292
0.071067
6.719279
5192.101
-396.3167
3.276004
0.013899
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
4.576917
6.971569
6.688612
6.804758
6.735780
2.271355
Universitas Sumatera Utara
2.
Uji Hausman dengan variable CAR
Correlated Random Effects - Hausman Test
Equation: Untitled
Test cross-section random effects
Chi-Sq.
Statistic Chi-Sq. d.f.
Test Summary
Cross-section random
6.712375
Prob.
4
0.1519
Random
Var(Diff.)
Prob.
0.283009
-0.664411
0.028411
-0.006108
0.003008
0.016565
0.000582
0.000056
0.1771
0.3565
0.0313
0.5126
Cross-section random effects test comparisons:
Variable
CAR
IS
AG
PDRB
Fixed
0.208986
-0.545743
0.080364
-0.001192
Cross-section random effects test equation:
Dependent Variable: OP
Method: Panel Least Squares
Date: 03/25/16 Time: 23:02
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
IS
AG
PDRB
3.324434
0.208986
-0.545743
0.080364
-0.001192
4.123136
0.142470
0.383330
0.051512
0.011203
0.806288
1.466879
-1.423692
1.560086
-0.106390
0.4220
0.1455
0.1576
0.1219
0.9155
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)
0.282015
0.154057
6.412111
4152.631
-382.9130
2.203971
0.007059
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
4.576917
6.971569
6.698549
7.139902
6.877785
2.713167
Universitas Sumatera Utara
Sampling
No
Nama Bank
Kriteria 1
Kriteria 2
-
Yang memenuhi
kriteria 1 dan 2
1
PT. BPD Aceh
2
PT. BPD Bali
3
PT. BPD Bengkulu
4
PT. Bank DKI
5
PT. BPD Jambi
6
PT. BPD Jawa Tengah
7
PT. BPD Jawa Barat dan Banten, Tbk
8
PT. BPD Jawa Timur, Tbk
9
PT. BPD Kalimantan Tengah
10
PD.BPD Kalimantan Timur
11
PT. BPD Kalimantan Barat
12
PT. BPD Kalimantan Selatan
13
PT. BPD Lampung
14
PT. BPD Maluku
15
PT. BPD Nusa Tenggara Barat
16
PT. BPD Nusa Tenggara Timur
17
PT. BPD Papua
18
PT. BPD Riau Kepri
19
PT. BPD Sulawesi Tengah
20
PT. BPD Sulawesi Tenggara
21
PT. BPD Sulawesi Utara
22
PT. BPD Sulawesi Selatan dan Sulawesi Barat
23
PT. BPD Sumatera Barat
PT. BPD Sumatera Selatan dan Bangka
24
Belitung
25
PT. BPD Sumatera Utara
26
PT. BPD Yogyakarta
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Universitas Sumatera Utara
Lampiran 2: Hasil olahan data populasi, Tabel Input Data
No.
Tahun
1
2007
2
Nama Bank
AG
CAR
IS
K
OP
PDRB
TA
PT. BPD Aceh
1.05
26.31
5.02
27
21.47
-2.36
13.05
2007
PT. BPD Bali
13.69
18.7
3.16
24
0.76
5.91
13.14
3
2007
PT. Bank DKI
11.38
15.09
5.67
12
19.63
6.44
13.07
4
2007
PT. BPD Jambi
7.02
35.73
6.53
11.19
11.19
6.82
12.19
5
2007
PT. BPD Jawa Tengah
7.59
18.94
8.91
63
5.42
5.59
13.09
6
2007
PT. BPD Jawa Barat dan Banten, Tbk
8.25
16.81
5.26
57
3
6.39
13.36
7
2007
PT. BPD Jawa Timur
11.05
34.45
6.51
35
29
6.1
13.19
8
2007
PD.BPD Kalimantan Timur
14
27.14
4.38
20
11
1.84
13.15
9
2007
PT. BPD Kalimantan Selatan
8.29
21.29
5.76
32
4
-5.67
12.53
10
2007
PT. BPD Kalimantan Barat
9.35
21.89
7.23
41
4
6.03
12.51
11
2007
PT. BPD Nusa Tenggara Barat
5.37
16.09
9.43
75
2
4.9
12.28
12
2007
PT. BPD Riau Kepri
-8.3
31.81
4.07
24
0
4.42
13.11
13
2007
PT. BPD Sumatera Barat
17.38
20.39
7.18
63
0.07
6.34
12.81
14
2007
PT. BPD Yogyakarta
22.75
16.42
6.99
44
0.46
4.31
12.48
15
2007
PT. BPD Sumatera Utara
14.09
21.1
7.44
99
0.64
6.9
12.94
16
2008
PT. BPD Aceh
16.72
26.57
6.19
35
17.98
-5.27
13.11
17
2008
PT. BPD Bali
-56.15
15.18
8.65
76
1.73
5.97
12.78
18
2008
PT. Bank DKI
13.55
17.21
4.96
12
25.81
6.22
13.13
19
2008
PT. BPD Jambi
-1.04
18.61
9.09
4.69
4.69
7.17
12.19
20
2008
PT. BPD Jawa Tengah
8.33
18.49
9.7
73
5.14
5.45
13.12
21
2008
PT. BPD Jawa Barat dan Banten, Tbk
13
15.06
7.01
63
3
5.82
13.42
22
2008
PT. BPD Jawa Timur
16.29
25.54
7.95
46
25
5.94
13.21
23
2008
PD.BPD Kalimantan Timur
15.03
25.13
5.38
30
9
4.79
13.18
24
2008
PT. BPD Kalimantan Selatan
9.44
16.49
6,998
48
5
1.26
12.57
25
2008
PT. BPD Kalimantan Barat
23.59
18.9
8.2
51
2
5.41
12.6
26
2008
PT. BPD Nusa Tenggara Barat
-2.51
14.22
11.92
89
2
2.63
12.27
27
2008
PT. BPD Riau Kepri
7.24
24.03
5.18
37
0
-1.65
13.12
28
2008
PT. BPD Sumatera Barat
6.36
18.31
8.29
73
0.7
6.36
12.83
29
2008
PT. BPD Yogyakarta
-12.03
18.97
9.84
59
1.5
5.01
12.44
30
2008
PT. BPD Sumatera Utara
0.88
16.55
10.38
73
1.38
6.39
12.95
Universitas Sumatera Utara
31
2009
PT. BPD Aceh
5.07
22.94
6.54
47
17.14
-5.58
13.14
32
2009
PT. BPD Bali
6.65
13.75
8.78
84
1.56
5.33
12.82
33
2009
PT. Bank DKI
15.34
15.13
5.23
13
17.57
5.01
13.19
34
2009
PT. BPD Jambi
13.54
29.98
9
65
2.05
6.37
12.24
35
2009
PT. BPD Jawa Tengah
11.7
20.67
1.07
71
1.84
4.7
13.17
36
2009
PT. BPD Jawa Barat dan Banten, Tbk
32.46
21.2
6.48
60
2
4.37
13.51
37
2009
PT. BPD Jawa Timur
17.45
21.38
7.96
58
11
5.01
13.24
38
2009
PD.BPD Kalimantan Timur
-11.43
22.03
6.79
55
11
2.32
13.12
39
2009
PT. BPD Kalimantan Selatan
11.1
16.09
7.41
59
4
5.01
12.61
40
2009
PT. BPD Kalimantan Barat
22.28
17.86
8.6
63
2
4.76
12.69
41
2009
PT. BPD Nusa Tenggara Barat
18.24
15.61
11.07
75
2
8.98
12.35
42
2009
PT. BPD Riau Kepri
-21.95
22.29
7.09
64
3
1.09
13.01
43
2009
PT. BPD Sumatera Barat
19.5
17.08
7.64
73
0.7
4.16
12.96
44
2009
PT. BPD Yogyakarta
26.29
18.64
8.22
56
1.7
4.38
12.54
45
2009
PT. BPD Sumatera Utara
21.32
12.28
9.93
76
1.08
5.07
13.03
46
2010
PT. BPD Aceh
-10.84
18.38
6.36
67
3.01
215.52
13.09
47
2010
PT. BPD Bali
9.08
12.79
6.66
69
1.13
257.44
12.96
48
2010
PT. Bank DKI
15.56
8.34
5.17
27
3.58
189.5
13.19
49
2010
PT. BPD Jambi
26.08
22.22
10.79
60
2.43
456.89
12.34
50
2010
PT. BPD Jawa Tengah
27.31
17.23
6.88
62
1.43
254.74
13.27
51
2010
PT. BPD Jawa Barat dan Banten, Tbk
33.86
22.85
6.07
54
0
375.89
13.64
52
2010
PT. BPD Jawa Timur
19.97
19.47
9.98
65
2
97.66
13.3
53
2010
PD.BPD Kalimantan Timur
13.96
18.58
7.32
63
3.03
53.45
13.18
54
2010
PT. BPD Kalimantan Selatan
11.91
18.09
8.59
63
0.85
197.32
12.66
55
2010
PT. BPD Kalimantan Barat
19.79
17.53
8.611
67
1.33
110.12
12.77
56
2010
PT. BPD Nusa Tenggara Barat
24.58
14.18
11.38
71
1.76
282.98
12.44
57
2010
PT. BPD Riau Kepri
26
26.67
7.94
56
5.65
278.49
13.11
58
2010
PT. BPD Sumatera Barat
26.65
14.13
8.08
69
3.5
187.99
10.03
59
2010
PT. BPD Yogyakarta
19.45
15.31
7.26
54
0.8
222.57
12.62
60
2010
PT. BPD Sumatera Utara
19.18
13.06
8.86
74
2.95
196.78
13.11
61
2011
PT. BPD Aceh
13.05
18.27
7.02
70
3.19
3.27
13.12
62
2011
PT. BPD Bali
10.49
11.73
8.74
69
0.97
6.66
13.02
Universitas Sumatera Utara
63
2011
PT. Bank DKI
19.5
9.57
4.74
25
1.79
6.73
13.29
64
2011
PT. BPD Jambi
39.8
23.47
7.06
52
2.68
7.86
12.49
65
2011
PT. BPD Jawa Tengah
22.17
15.02
5.79
59
1.17
5.3
13.36
66
2011
PT. BPD Jawa Barat dan Banten, Tbk
25.33
18.36
5.62
53
0
6.62
13.74
67
2011
PT. BPD Jawa Timur
24.85
16.53
8.02
64
3
6.44
13.39
68
2011
PD.BPD Kalimantan Timur
52.45
18.37
5.17
48
7
6.47
13.36
69
2011
PT. BPD Kalimantan Selatan
40.81
17.65
5.43
55
1
6.97
12.81
70
2011
PT. BPD Kalimantan Barat
21.42
17.74
7.09
67
1
5.5
12.85
71
2011
PT. BPD Nusa Tenggara Barat
25.63
12.89
9.06
76
2
-3.9
12.54
72
2011
PT. BPD Riau Kepri
31.46
20.62
6.04
51
3
5.88
13.23
73
2011
PT. BPD Sumatera Barat
25.1
12.6
7.12
71
0.9
6.34
13.11
74
2011
PT. BPD Yogyakarta
15.26
13.07
6.3
61
0.71
5.21
12.68
75
2011
PT. BPD Sumatera Utara
48.48
14.66
5.97
62
15.89
6.66
13.28
76
2012
PT. BPD Aceh
13.49
17.82
6.35
71
3.4
3.85
13.13
77
2012
PT. BPD Bali
12.53
16.79
9.56
67
0.82
6.96
13.1
78
2012
PT. Bank DKI
26.62
12.30
4.54
21
50.67
6.53
13.43
79
2012
PT. BPD Jambi
18.62
24.41
6.09
61
1.3
7.03
12.56
80
2012
PT. BPD Jawa Tengah
15.23
14.38
6.75
68
1.02
5.34
13.42
81
2012
PT. BPD Jawa Barat dan Banten, Tbk
30.11
18.11
5.16
54
3
6.57
13.85
82
2012
PT. BPD Jawa Timur
29.11
26.56
6.73
64
3
6.64
13.46
83
2012
PD.BPD Kalimantan Timur
38.05
20.83
6.13
45
7
5.48
13.5
84
2012
PT. BPD Kalimantan Selatan
46.86
18.22
3.92
49
1
5.97
12.98
85
2012
PT. BPD Kalimantan Barat
17.79
16.87
8.39
71
1
5.91
12.92
86
2012
PT. BPD Nusa Tenggara Barat
18.71
12.92
9.74
73
1
-1.54
12.61
87
2012
PT. BPD Riau Kepri
16.83
19.56
5.34
51
4
4.63
13.29
88
2012
PT. BPD Sumatera Barat
11.44
15.12
6.35
76
0.9
6.31
13.16
89
2012
PT. BPD Yogyakarta
16.7
14.40
6.99
60
5.1
5.37
12.75
90
2012
PT. BPD Sumatera Utara
5.35
13.24
7.73
75
3.7
6.45
13.3
91
2013
PT. BPD Aceh
15.25
17.56
5.6
66.87
2.42
2.83
13.18
92
2013
PT. BPD Bali
14.37
18.71
6.98
71
0.09
6.69
13
93
2013
PT. Bank DKI
30.75
14.21
5.41
21
2.81
6.11
13.49
94
2013
PT. BPD Jambi
16.58
28.1
7.35
73
7.03
7.07
12.63
Universitas Sumatera Utara
95
2013
PT. BPD Jawa Tengah
15.9
15.45
6.86
70
0.88
5.14
13.49
96
2013
PT. BPD Jawa Barat dan Banten, Tbk
16.56
16.51
6.74
69
5
6.52
12.85
97
2013
PT. BPD Jawa Timur
33.05
23.72
7.48
67
4
6.08
13.52
98
2013
PD.BPD Kalimantan Timur
-13.51
19.03
8.95
67
2.09
-6.66
13.44
99
2013
PT. BPD Kalimantan Selatan
0.05
17.92
5.73
65
1.79
5.35
12.98
100
2013
PT. BPD Kalimantan Barat
14.87
16.99
8.76
73
0.8
6.04
12.98
101
2013
PT. BPD Nusa Tenggara Barat
4.88
17.21
9.6
76
2.49
5.15
12.64
102
2013
PT. BPD Riau Kepri
-1.92
18.68
6.72
61
5.31
3.63
13.29
103
2013
PT. BPD Sumatera Barat
12.99
15.59
5.87
75
0.5
6.02
13.21
104
2013
PT. BPD Yogyakarta
16.27
15.69
6.61
63
3.2
5.49
12.81
105
2013
PT. BPD Sumatera Utara
7.66
14.46
8.43
77
1.8
6.08
13.33
106
2014
PT. BPD Aceh
16.37
17.79
5.95
67.87
2.4
1.65
13.21
107
2014
PT. BPD Bali
18.27
20.71
6.2
69
0.73
6.72
13.26
108
2014
PT. Bank DKI
36.44
17.96
5.35
21
2.38
5.95
13.22
109
2014
PT. BPD Jambi
35.16
27.11
5.79
64
12.6
7.76
12.76
110
2014
PT. BPD Jawa Tengah
15.61
14.17
6.02
73
1.11
5.42
13.55
111
2014
PT. BPD Jawa Barat dan Banten, Tbk
6.87
16.39
5.88
71
2
20.96
13.88
112
2014
PT. BPD Jawa Timur
37.99
22.17
7.58
69
4
5.85
13.58
113
2014
PD.BPD Kalimantan Timur
6.59
18.06
4.44
60.98
3
1.4
13.47
114
2014
PT. BPD Kalimantan Selatan
14.26
21.12
6.22
65
3
4.85
13.03
115
2014
PT. BPD Kalimantan Barat
16.33
19.21
8.12
73
2
5.02
13.05
116
2014
PT. BPD Nusa Tenggara Barat
34.45
19.34
7.97
70
3
5.05
12.76
117
2014
PT. BPD Riau Kepri
17.44
18.27
5.94
58
6
3.67
13.36
118
2014
PT. BPD Sumatera Barat
10.95
15.76
5.61
75
1.3
5.85
13.26
119
2014
PT. BPD Yogyakarta
19.89
16.6
7.02
66
3.77
5.18
12.89
120
2014
PT. BPD Sumatera Utara
8.81
14.38
7.25
74
0.86
5.23
13.37
Universitas Sumatera Utara
Lampiran 3 : Statistik Deskriptif Variabel Penelitian
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
AG
15.70150
15.58500
52.45000
-56.15000
14.06181
-1.001540
8.260301
CAR
18.56775
17.94000
35.73000
8.340000
4.712511
1.087348
4.774570
IS
7.056667
6.985000
11.92000
1.070000
1.762982
0.127090
3.604264
K
64.92917
66.96000
150.4200
20.73000
17.06511
0.605639
7.700772
OP
4.437186
2.315000
50.67000
0.000000
6.795292
3.856941
21.86238
PDRB
32.41158
5.910000
456.8900
-6.660000
81.26389
3.114602
12.47811
TA
13.00308
13.11000
13.88000
10.03000
0.455655
-2.395127
16.43190
Jarque-Bera
Probability
158.4155
0.000000
39.39199
0.000000
2.148708
0.341518
117.8223
0.000000
2076.467
0.000000
643.1875
0.000000
1016.813
0.000000
Sum
Sum Sq. Dev.
1884.180
23530.40
2228.130
2642.724
846.8000
369.8647
7791.500
34654.93
532.4623
5494.943
3889.390
785854.6
1560.370
24.70696
Observations
120
120
120
120
120
120
120
Universitas Sumatera Utara
Lampiran 4: Hasil Olahan Data Eviews, Hasil Uji Chow dan Uji Hausman
pada Hipotesis 1
1.
Uji Chow dengan variable CAR
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Statistic
Cross-section F
Cross-section Chi-square
1.376952
20.961560
d.f.
Prob.
(14,101)
14
0.1783
0.1026
Cross-section fixed effects test equation:
Dependent Variable: TA
Method: Panel Least Squares
Date: 03/25/16 Time: 22:07
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
IS
AG
PDRB
13.90346
-0.008820
-0.104534
0.001128
-0.000514
0.252461
0.008249
0.022974
0.002806
0.000488
55.07176
-1.069168
-4.550183
0.402157
-1.053583
0.0000
0.2872
0.0000
0.6883
0.2943
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.187753
0.159501
0.417739
20.06815
-62.97116
6.645642
0.000076
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
13.00308
0.455655
1.132853
1.248998
1.180020
1.824167
Universitas Sumatera Utara
Lampiran 4: Hasil Olahan Data Eviews, Hasil Uji Chow dan Uji Hausman pada
Hipotesis 2
1.
Uji Chow dengan variable CAR
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Statistic
Cross-section F
Cross-section Chi-square
2.279227
32.945459
d.f.
Prob.
(14,101)
14
0.0095
0.0029
Cross-section fixed effects test equation:
Dependent Variable: K
Method: Panel Least Squares
Date: 03/25/16 Time: 22:34
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
IS
AG
PDRB
48.18586
-1.115230
4.627794
0.254709
0.024513
7.920688
0.258802
0.720772
0.088025
0.015315
6.083544
-4.309196
6.420611
2.893590
1.600618
0.0000
0.0000
0.0000
0.0046
0.1122
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.429993
0.410166
13.10611
19753.57
-476.4885
21.68794
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
64.92917
17.06511
8.024808
8.140954
8.071975
1.664906
Universitas Sumatera Utara
2.
Uji Hausman dengan variable CAR
Correlated Random Effects - Hausman Test
Equation: Untitled
Test cross-section random effects
Chi-Sq.
Statistic Chi-Sq. d.f.
Test Summary
Cross-section random
5.158528
Prob.
4
0.2714
Random
Var(Diff.)
Prob.
-0.989009
4.658540
0.270089
0.021149
0.008425
0.047731
0.001659
0.000172
0.1322
0.8467
0.7957
0.5761
Cross-section random effects test comparisons:
Variable
CAR
IS
AG
PDRB
Fixed
-0.850827
4.616296
0.280637
0.013820
Cross-section random effects test equation:
Dependent Variable: K
Method: Panel Least Squares
Date: 03/25/16 Time: 22:37
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
IS
AG
PDRB
43.29709
-0.850827
4.616296
0.280637
0.013820
7.839204
0.270875
0.728814
0.097939
0.021300
5.523149
-3.141039
6.333985
2.865427
0.648845
0.0000
0.0022
0.0000
0.0051
0.5179
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)
0.566841
0.489645
12.19117
15011.08
-460.0158
7.342830
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
64.92917
17.06511
7.983596
8.424949
8.162831
2.182445
Universitas Sumatera Utara
Lampiran 4: Hasil Olahan Data Eviews, Hasil Uji Chow dan Uji Hausman
pada Hipotesis 3
1.
Uji Chow dengan variable CAR
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Statistic
Cross-section F
Cross-section Chi-square
1.805851
26.807557
d.f.
Prob.
(14,101)
14
0.0476
0.0204
Cross-section fixed effects test equation:
Dependent Variable: OP
Method: Panel Least Squares
Date: 03/25/16 Time: 23:01
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
IS
AG
PDRB
3.991261
0.306732
-0.713451
0.008932
-0.006644
4.060801
0.132683
0.369527
0.045129
0.007852
0.982875
2.311759
-1.930714
0.197925
-0.846160
0.3277
0.0226
0.0560
0.8435
0.3992
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.102292
0.071067
6.719279
5192.101
-396.3167
3.276004
0.013899
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
4.576917
6.971569
6.688612
6.804758
6.735780
2.271355
Universitas Sumatera Utara
2.
Uji Hausman dengan variable CAR
Correlated Random Effects - Hausman Test
Equation: Untitled
Test cross-section random effects
Chi-Sq.
Statistic Chi-Sq. d.f.
Test Summary
Cross-section random
6.712375
Prob.
4
0.1519
Random
Var(Diff.)
Prob.
0.283009
-0.664411
0.028411
-0.006108
0.003008
0.016565
0.000582
0.000056
0.1771
0.3565
0.0313
0.5126
Cross-section random effects test comparisons:
Variable
CAR
IS
AG
PDRB
Fixed
0.208986
-0.545743
0.080364
-0.001192
Cross-section random effects test equation:
Dependent Variable: OP
Method: Panel Least Squares
Date: 03/25/16 Time: 23:02
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
IS
AG
PDRB
3.324434
0.208986
-0.545743
0.080364
-0.001192
4.123136
0.142470
0.383330
0.051512
0.011203
0.806288
1.466879
-1.423692
1.560086
-0.106390
0.4220
0.1455
0.1576
0.1219
0.9155
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)
0.282015
0.154057
6.412111
4152.631
-382.9130
2.203971
0.007059
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
4.576917
6.971569
6.698549
7.139902
6.877785
2.713167
Universitas Sumatera Utara