Faktor-faktor yang Mempengaruhi Loan To Deposit Ratio (Studi Pada 10 Bank yang Terbesar di Bursa Efek Indonesia Periode 2010-2015)

102

LAMPIRAN
Lampiran 1. Uji Normalitas
12

Series: Residuals
Sample 1 60
Observations 60

10

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

8


6

4

Jarque-Bera
Probability

2

-1.13e-14
0.306201
18.93679
-18.53233
8.615224
0.052731
3.046419
0.033192
0.983541


0
-20

-15

-10

-5

0

5

10

15

20

Lampiran 2. Uji Multikolinearitas


X1_CAR
X2_SIZE
X3_KAP
X4_BOPO
X5_PDN

X1_CAR
1.000000
-0.337964
0.016552
-0.146564
-0.351209

X2_SIZE
-0.337964
1.000000
-0.216687
0.777596
0.292156


X3_KAP
0.016552
-0.216687
1.000000
-0.211007
0.045770

X4_BOPO
-0.146564
0.777596
-0.211007
1.000000
0.145106

X5_PDN
-0.351209
0.292156
0.045770
0.145106

1.000000

Lampiran 3. Uji Autokorelasi
Log likelihood

-179.3586

Hannan-Quinn
criter.
Durbin-Watson stat

6.683424
1.201238

Universitas Sumatera Utara

103

Lampiran 4. Uji Heteroskedastisitas
Heteroskedasticity Test: White

F-statistic
Obs*R-squared
Scaled
explained SS

2.433305
27.20479

Prob. F(15,44)
Prob. Chi-Square(15)

0.0112
0.0271

21.66578

Prob. Chi-Square(15)

0.1169


Lampiran 5. Uji Chow
Redundant Fixed Effects Tests
Pool: DATAPANEL
Test cross-section fixed effects
Effects Test

Statistic

Cross-section F
Cross-section Chi-square

d.f.

Prob.

(9,45)
9

0.0000
0.0000


Chi-Sq.
Statistic

Chi-Sq. d.f.

Prob.

7.693625

5

0.1739

10.783251
68.970684

Lampiran 6. Uji Hausman
Correlated Random Effects - Hausman Test
Pool: DATAPANEL

Test cross-section random effects

Test Summary
Cross-section random

Lampiran 7. Analisis Regresi Data Panel
Dependent Variable: Y?
Method: Pooled EGLS (Cross-section random effects)
Date: 04/19/17 Time: 19:09
Sample: 2010 2015
Included observations: 6
Cross-sections included: 10
Total pool (balanced) observations: 60
Swamy and Arora estimator of component variances
Variable

Coefficient

Std. Error


t-Statistic

Prob.

CAR_X1?
SIZE_X2?
KAP_X3?
BOPO_X4?
PDN_X5?

1.600366
0.522287
0.628979
0.506791
-0.677835

0.647844
0.424817
1.411367
0.188459

0.672917

2.470294
1.229439
0.445653
2.689128
-1.007308

0.0167
0.2242
0.6576
0.0095
0.3183

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104

C

0.157402

15.43355

1.019874

0.3123

Lampiran 8. Uji Signifikansi Simultan (Uji F)

R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)

0.413664
0.359374
9.005249
7.619470
0.000018

Mean dependent var
S.D. dependent var
Sum squared resid

86.52600
11.25106
4379.103

Lampiran 9. Uji Signifikansi Parsial (Uji t)
Dependent Variable: Y?
Method: Pooled EGLS (Cross-section random effects)
Date: 04/19/17 Time: 19:09
Sample: 2010 2015
Included observations: 6
Cross-sections included: 10
Total pool (balanced) observations: 60
Swamy and Arora estimator of component variances
Variable

Coefficient

Std. Error

t-Statistic

Prob.

CAR_X1?
SIZE_X2?
KAP_X3?
BOPO_X4?
PDN_X5?
C

1.600366
0.522287
0.628979
0.506791
-0.677835
0.157402

0.647844
0.424817
1.411367
0.188459
0.672917
15.43355

2.470294
1.229439
0.445653
2.689128
-1.007308
1.019874

0.0167
0.2242
0.6576
0.0095
0.3183
0.3123

Universitas Sumatera Utara

105

Lampiran 10. Koefisien Determinasi (R2)

R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)

0.413664
0.359374
9.005249
7.619470
0.000018

Mean dependent var
S.D. dependent var
Sum squared resid

86.52600
11.25106
4379.103

Universitas Sumatera Utara

106

Data Excel
y
65.94
71.65
77.66
82.97
82.02
87.05
75.17
76.2
79.85
88.54
81.68
86.88
55.2
61.7
68.6
75.4
76.8
81.1
70.15
70.4
77.5
85.3
87.8
87.8
88.04
94.41
95.04
94.49
99.46
97.98
93.8
98.3
100.7
95.1
92.6
87.5
87.46
83.06

x1
13.34
15.34
15.48
14.93
16.6
18.6
13.76
14.96
16.95
16.99
18.31
20.59
13.5
12.7
14.2
15.7
16.9
18.7
18.63
17.6
16.7
15.1
16.2
19.5
13.47
13.16
15.16
15.36
15.58
16.28
16
17.6
18.9
17.9
17.8
19.7
14.05
14.07

x2
8.56
8.74
8.8
8.86
8.93
8.96
5.61
5.67
5.74
4.82
5.9
5.94
5.51
5.58
5.64
5.69
5.74
5.77
12.43
12.6
12.71
12.86
12.93
13.31
18.78
18.93
19.1
19.2
19.26
19.29
11.68
11.86
11.95
12.12
12.18
12.14
18.11
18.43

x3
3.22
2.84
2.77
2.86
2.61
3.1
4.56
4.51
3.43
2.9
2.4
2.37
1.9
1.4
1.2
1.5
1.6
2
1.17
1.18
1.23
1.26
1.21
1.31
3.08
2.68
2.53
2.39
3.06
3.74
2.9
2.3
2.2
2.3
2.3
2.4
2.31
1.67

x4
66.43
63.93
67.22
67.66
70.02
74.29
70.86
66.69
59.93
60.58
65.42
67.96
65.1
60.9
62.4
61.5
62.4
63.2
76
72.6
71
67.1
69.8
75.5
76.8
76.1
71.7
73.79
87.86
97.38
81.1
79.3
75
82.86
76.61
85.56
84.01
85.42

x5
1.85
1.5
1.72
2.4
2.01
2.91
4.45
5.49
3
3.15
3.86
2.33
1
0.5
0.9
0.2
0.6
0.4
4.39
2.82
2.24
3.4
1.6
1.7
3.54
1.72
0.99
2.32
0.76
1.19
0.6
0.5
0.5
0.6
1.1
0.3
6.7
3.94

tahun
2010
2011
2012
2013
2014
2015
2010
2011
2012
2013
2014
2015
2010
2011
2012
2013
2014
2015
2010
2011
2012
2013
2014
2015
2010
2011
2012
2013
2014
2015
2010
2011
2012
2013
2014
2015
2010
2011

perusahaan
1
1
1
1
1
1
2
2
2
2
2
2
3
3
3
3
3
3
4
4
4
4
4
4
5
5
5
5
5
5
6
6
6
6
6
6
7
7

Universitas Sumatera Utara

107

89.52
89.2
89.1
87.8
74.22
80.36
88.46
87.71
90.51
94.22
108.42
102.57
100.9
104.42
108.86
108.78
83.18
88.86
87.32
87.04
92.67
86.14

15.86
14.3
13.6
15
16.65
17.5
14.67
15.32
15.62
19.94
16.74
15.03
17.69
15.62
14.64
16.97
12.64
11.83
12.83
12.74
15.76
15.17

18.69
18.92
19.04
19.02
11.59
11.73
11.91
12.01
12.05
12.11
11.13
11.39
11.62
11.78
11.88
12.05
18.13
18.36
18.56
18.76
18.78
18.87

1.28
1
1.2
2.4
1.63
1.91
1.14
1.3
1.4
1.88
2.27
1.17
1.1
1.01
1.21
1.38
2.27
1.66
1.35
1.05
1.32
1.6

84.51
85
89.8
98.9
83.49
80.26
78.74
79.78
82.88
87.12
82.39
81.75
80.74
82.19
88.97
84.83
92.19
92.64
87.22
84.1
92.94
90.77

7.85
2.5
2.8
1.2
0.31
0.6
1.17
3.54
0.61
0.9
2.18
1.73
0.7
1.01
1.92
1.74
4.26
4.16
9.61
4.41
0.88
4.69

2012
2013
2014
2015
2010
2011
2012
2013
2014
2015
2010
2011
2012
2013
2014
2015
2010
2011
2012
2013
2014
2015

7
7
7
7
8
8
8
8
8
8
9
9
9
9
9
9
10
10
10
10
10
10

Universitas Sumatera Utara

108

Data Excel
Y
LDR
65.94
71.65
77.66
82.97
82.02
87.05
75.17
76.2
79.85
88.54
81.68
86.88
55.2
61.7
68.6
75.4
76.8
81.1
70.15
70.4
77.5
85.3
87.8
87.8
88.04
94.41
95.04
94.49
99.46
97.98
93.8
98.3
100.7
95.1
92.6
87.5
87.46

X1
CAR
13.34
15.34
15.48
14.93
16.6
18.6
13.76
14.96
16.95
16.99
18.31
20.59
13.5
12.7
14.2
15.7
16.9
18.7
18.63
17.6
16.7
15.1
16.2
19.5
13.47
13.16
15.16
15.36
15.58
16.28
16
17.6
18.9
17.9
17.8
19.7
14.05

X2
X3
SIZE
KAP
8.56
3.22
8.74
2.84
8.8
2.77
8.86
2.86
8.93
2.61
8.96
3.1
5.61
4.56
5.67
4.51
5.74
3.43
4.82
2.9
5.9
2.4
5.94
2.37
5.51
1.9
5.58
1.4
5.64
1.2
5.69
1.5
5.74
1.6
5.77
2
12.43
1.17
12.6
1.18
12.71
1.23
12.86
1.26
12.93
1.21
13.31
1.31
18.78
3.08
18.93
2.68
19.1
2.53
19.2
2.39
19.26
3.06
19.29
3.74
11.68
2.9
11.86
2.3
11.95
2.2
12.12
2.3
12.18
2.3
12.14
2.4
18.11
2.31

X4
BOPO

X5
PDN
66.43
63.93
67.22
67.66
70.02
74.29
70.86
66.69
59.93
60.58
65.42
67.96
65.1
60.9
62.4
61.5
62.4
63.2
76
72.6
71
67.1
69.8
75.5
76.8
76.1
71.7
73.79
87.86
97.38
81.1
79.3
75
82.86
76.61
85.56
84.01

1.85
1.5
1.72
2.4
2.01
2.91
4.45
5.49
3
3.15
3.86
2.33
1
0.5
0.9
0.2
0.6
0.4
4.39
2.82
2.24
3.4
1.6
1.7
3.54
1.72
0.99
2.32
0.76
1.19
0.6
0.5
0.5
0.6
1.1
0.3
6.7

Universitas Sumatera Utara

109

83.06
89.52
89.2
89.1
87.8
74.22
80.36
88.46
87.71
90.51
94.22
108.42
102.57
100.9
104.42
108.86
108.78
83.18
88.86
87.32
87.04
92.67
86.14

14.07
15.86
14.3
13.6
15
16.65
17.5
14.67
15.32
15.62
19.94
16.74
15.03
17.69
15.62
14.64
16.97
12.64
11.83
12.83
12.74
15.76
15.17

18.43
18.69
18.92
19.04
19.02
11.59
11.73
11.91
12.01
12.05
12.11
11.13
11.39
11.62
11.78
11.88
12.05
18.13
18.36
18.56
18.76
18.78
18.87

1.67
1.28
1
1.2
2.4
1.63
1.91
1.14
1.3
1.4
1.88
2.27
1.17
1.1
1.01
1.21
1.38
2.27
1.66
1.35
1.05
1.32
1.6

85.42
84.51
85
89.8
98.9
83.49
80.26
78.74
79.78
82.88
87.12
82.39
81.75
80.74
82.19
88.97
84.83
92.19
92.64
87.22
84.1
92.94
90.77

3.94
7.85
2.5
2.8
1.2
0.31
0.6
1.17
3.54
0.61
0.9
2.18
1.73
0.7
1.01
1.92
1.74
4.26
4.16
9.61
4.41
0.88
4.69

Universitas Sumatera Utara