Pengaruh Nilai Tukar, Tingkat Suku Bunga, dan Inflasi Terhadap Profitabilitas Perusahaan Perbankan yang Terdaftar di Bursa Efek Indonesia
LAMPIRAN
LAMPIRAN 1
Sampel Penelitian Perusahaan Perbankan
di Bursa Efek Indonesia
Periode 2011-2014
No
Nama
Perusahaan
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
AGRO
AGRS
BABP
BACA
BBCA
BBHI
BBKP
BBMD
BBNI
BBNP
BBRI
BBTN
BBYB
BCIC
BDMN
BEKS
BINA
BJBR
BJTM
BKSW
BMAS
BMRI
BNBA
1
√
x
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x
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Kriteria
2
3
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4
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x
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x
x
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x
x
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x
x
x
√
√
Memenuhi
Kriteria
Sampel (S1)
Tidak
Tidak
Sampel (S2)
Sampel (S3)
Tidak
Sampel (S4)
Tidak
Sampel (S5)
Sampel (S6)
Sampel (S7)
Sampel (S8)
Tidak
Tidak
Sampel (S9)
Tidak
Tidak
Sampel (S10)
Tidak
Tidak
Tidak
Sampel (S11)
Sampel (S12)
79
Universitas Sumatera Utara
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
DNAR
INPC
MAYA
MCOR
MEGA
NAGA
NISP
NOBU
PNBN
PNBS
SDRA
√
√
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x
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x
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x
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x
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x
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x
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x
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x
√
Sampel (S13)
Sampel (S14)
Sampel (S15)
Sampel (S16)
Sampel (S17)
Sampel (S18)
Sampel (S19)
Tidak
Sampel (20)
Sampel (21)
Tidak
Sampel (S22)
Tidak
Sampel (S23)
Tidak
Sampel (S24)
Tidak
Sampel (25)
80
Universitas Sumatera Utara
LAMPIRAN 2
Data Nilai Tukar, Suku Bunga Dan Inflasi Tahun 2011-2014
No
Indikator
1
Nilai Tukar
(Kurs)
Suku Bunga (BI
Rate)
Inflasi
2
3
Tahun
2012
2013
8.880,39
9.951,37
2011
8.279,49
2014
11.378,30
6,58%
5,77%
6,79%
7,54%
5,38%
4,27%
6,96%
6,42%
81
Universitas Sumatera Utara
LAMPIRAN 3
Perhitugan nilai Return on Assets (ROA) perusahaan perbankan
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
Nama Perusahaan
Nilai Return on Assets (ROA)
2011
2012
2013
2014
Bank Rakyat Indonesia Agro
Niaga Tbk
Bank Capital Indonesia Tbk
Bank Central Asia Tbk
Bank Bukopin Tbk
Bank Negara Indonesia
(Persero)Tbk
Bank Nusantara Parahyangan Tbk
Bank Rakyat Indonesia
(Persero)Tbk
Bank Tabungan Negara (Persero)
Tbk
Bank Danamon Indonesia Tbk
Bank Jabar Banten Tbk
Bank Mandiri (Persero) Tbk
Bank Bumi Arta Tbk
Bank CIMB Niaga Tbk
Bank Internasional Indonesia Tbk
Bank Permata Tbk
Bank Sinarmas Tbk
Bank Swadesi Tbk
Bank Tabungan Pensiunan
Nasional Tbk
Bank Victoria International Tbk
Bank Artha Graha International
Tbk
Bank Mayapada International Tbk
Bank Mega Tbk
Bank NISP OCBC Tbk
Bank Pan Indonesia Tbk
Bank Himpunan Saudara 1906
Tbk
0.01292 0.01273 0.01397 0.01336
0.0142 0.0132 0.0159 0.0133
0.038
0.036
0.038
0.039
0.0168 0.0164 0.0175 0.0124
0.0294
0.0153
0.0292
0.0157
0.0336
0.0158
0.0349
0.0132
0.0399
0.0433
0.0349
0.0311
0.0171
0.0319
0.0265
0.0299
0.0211
0.0263
0.0111
0.0166
0.0107
0.0310
0.0379
0.0167
0.0352
0.0246
0.0309
0.0247
0.0293
0.0146
0.0170
0.0174
0.0290
0.0420
0.0163
0.030
0.0261
0.0329
0.0205
0.0260
0.0155
0.0155
0.0171
0.0304
0.0411
0.0107
0.0181
0.0194
0.0319
0.0152
0.0137
0.0066
0.0116
0.0102
0.0273
0.0336
0.0265
0.0073
0.0217
0.0066
0.0197
0.0139
0.0080
0.0078
0.0104
0.0229
0.0168
0.0202
0.0239
0.0204
0.0274
0.0154
0.0196
0.0210
0.0212
0.0114
0.0156
0.0185
0.0430
0.0160
0.0116
0.0172
0.0179
0.0114
82
Universitas Sumatera Utara
LAMPIRAN 4
HASIL UJI MENGGUNAKAN EVIEWS 7
Hasil Analisis Deskriptif
Mean
Maximum
Minimum
Std. Dev.
Observations
NIlai Tukar
(x1)
9941.250
11002.00
8820.000
865.8071
100
Suku Bunga
(x2)
0.057750
0.070000
0.043000
0.010308
100
Inflasi
(x3)
0.059258
0.070430
0.044170
0.009873
100
ROA
(y)
0.022236
0.066000
0.006600
0.010391
100
83
Universitas Sumatera Utara
Uji Normalitas dengan Uji Jarque-Bera
12
Series: RESID
Sample 1 100
Observations 100
10
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
8
6
4
-0.001536
-0.002929
0.014706
-0.017999
0.007411
0.389564
2.163020
Jarque-Bera 5.448235
Probability
0.065604
2
0
-0.015
-0.010
-0.005
0.000
0.005
0.010
0.015
Hasil Uji Multikolienaritas
Uji Multikolinearitas dengan Matriks Korelasi
Nilai Tukar
Nilai Tukar
Suku Bunga
Inflasi
1
Suku Bunga
Inflasi
0.717357624636193 0.3660169295538978
0.717357624636193
1
0.3660169295538978 0.6240625003210119
0.6240625003210119
1
84
Universitas Sumatera Utara
Hasil Uji Heteroskedastisitas
Heteroskedasticity Test: White
F-statistic
Obs*R-squared
Scaled explained SS
0.866384
2.636079
5.308701
Prob. F(3,96)
Prob. Chi-Square(3)
Prob. Chi-Square(3)
0.4614
0.4512
0.1505
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/09/16 Time: 11:03
Sample: 1 100
Included observations: 100
Collinear test regressors dropped from specification
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X1
X1^2
X1*X2
0.004846
-1.00E-06
5.36E-11
-2.18E-07
0.004959
1.01E-06
5.15E-11
3.29E-07
0.977361
-0.991631
1.039763
-0.660832
0.3308
0.3239
0.3011
0.5103
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.026361
-0.004065
0.000222
4.72E-06
701.5725
0.866384
0.461384
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.000105
0.000221
-13.95145
-13.84724
-13.90928
1.903380
85
Universitas Sumatera Utara
Hasil Uji Autokorelasi dengan Uji Durbin-Watson
Dependent Variable: Y
Method: Least Squares
Date: 01/09/16 Time: 10:51
Sample: 1 100
Included observations: 100
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1
X2
X3
C
-1.10E-06
0.123510
-0.147576
0.034765
1.76E-06
0.176559
0.138009
0.013757
-0.622199
0.699542
-1.069322
2.527023
0.5353
0.4859
0.2876
0.0131
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.014910
-0.015875
0.010473
0.010530
316.0426
0.484327
0.693959
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.022236
0.010391
-6.240852
-6.136645
-6.198677
1.134478
Common Effect Model (CEM)
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 01/09/16 Time: 11:48
Sample: 2011 2014
Included observations: 4
Cross-sections included: 25
Total pool (balanced) observations: 100
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
C
-3.90E-07
0.172767
-0.366355
0.036857
1.49E-06
0.139566
0.109282
0.011649
-0.262489
1.237886
-3.352381
3.163863
0.7935
0.2188
0.0011
0.0021
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.106213
0.078283
0.008874
0.007560
332.6080
3.802727
0.012652
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.020919
0.009243
-6.572159
-6.467953
-6.529985
0.819629
86
Universitas Sumatera Utara
Fixed Effect Model (FEM)
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 01/09/16 Time: 11:49
Sample: 2011 2014
Included observations: 4
Cross-sections included: 25
Total pool (balanced) observations: 100
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
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
-2.95E-07
0.130657
-0.294086
0.033999
9.79E-07
0.092942
0.075576
0.007730
-0.301349
1.405792
-3.891279
4.398055
0.7640
0.1641
0.0002
0.0000
-0.008006
-0.007033
0.016567
-0.005408
0.010592
-0.006183
0.008642
-0.005983
0.002142
0.002967
0.010217
-0.000808
0.002642
-0.007883
-0.006008
-0.004745
0.008242
0.010992
-0.002208
-0.010084
-0.004183
-0.002858
-0.004933
-0.000315
0.003642
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
0.708859
0.599681
0.005848
0.002463
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
0.020919
0.009243
-7.213818
-6.484371
87
Universitas Sumatera Utara
Log likelihood
F-statistic
Prob(F-statistic)
388.6909
6.492693
0.000000
Hannan-Quinn criter.
Durbin-Watson stat
-6.918598
2.473068
Uji Chow
Redundant Fixed Effects Tests
Pool: DPANEL_DEVI_P
Test cross-section fixed effects
Effects Test
Statistic
Cross-section F
Cross-section Chi-square
d.f.
Prob.
6.209828
112.165885
(24,72)
24
0.0000
0.0000
Cross-section fixed effects test equation:
Dependent Variable: Y?
Method: Panel Least Squares
Date: 01/09/16 Time: 11:50
Sample: 2011 2014
Included observations: 4
Cross-sections included: 25
Total pool (balanced) observations: 100
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
C
-3.90E-07
0.172767
-0.366355
0.036857
1.49E-06
0.139566
0.109282
0.011649
-0.262489
1.237886
-3.352381
3.163863
0.7935
0.2188
0.0011
0.0021
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.106213
0.078283
0.008874
0.007560
332.6080
3.802727
0.012652
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.020919
0.009243
-6.572159
-6.467953
-6.529985
0.819629
88
Universitas Sumatera Utara
Random Effect Model (REM)
Dependent Variable: Y?
Method: Pooled EGLS (Cross-section random effects)
Date: 01/09/16 Time: 11:51
Sample: 2011 2014
Included observations: 4
Cross-sections included: 25
Total pool (balanced) observations: 100
Swamy and Arora estimator of component variances
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
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
-3.12E-07
0.138199
-0.307030
0.034511
9.79E-07
0.092770
0.074951
0.007832
-0.318706
1.489695
-4.096392
4.406418
0.7506
0.1396
0.0001
0.0000
-0.006692
-0.005880
0.013817
-0.004524
0.008830
-0.005171
0.007203
-0.005004
0.001778
0.002466
0.008517
-0.000684
0.002195
-0.006589
-0.005024
-0.003875
0.006869
0.009164
-0.001853
-0.008345
-0.003501
-0.002395
-0.004127
-0.000206
0.003030
Effects Specification
S.D.
Cross-section random
Idiosyncratic random
0.006569
0.005848
Rho
0.5579
0.4421
Weighted Statistics
89
Universitas Sumatera Utara
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)
0.150686
0.124145
0.005872
5.677458
0.001270
Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
0.008507
0.006275
0.003310
1.841657
Unweighted Statistics
R-squared
Sum squared resid
0.103470
0.007583
Mean dependent var
Durbin-Watson stat
0.020919
0.803918
Uji Hausman
Correlated Random Effects - Hausman Test
Pool: DPANEL_DEVI_P
Test cross-section random effects
Test Summary
Cross-section random
Chi-Sq.
Statistic
Chi-Sq. d.f.
Prob.
0.000000
3
1.0000
* Cross-section test variance is invalid. Hausman statistic set to zero.
Cross-section random effects test comparisons:
Variable
X1?
X2?
X3?
Fixed
-0.000000
0.130657
-0.294086
Random
Var(Diff.)
Prob.
-0.000000
0.138199
-0.307030
0.000000
0.000032
0.000094
0.1818
0.1818
0.1818
Cross-section random effects test equation:
Dependent Variable: Y?
Method: Panel Least Squares
Date: 01/09/16 Time: 11:51
Sample: 2011 2014
Included observations: 4
Cross-sections included: 25
Total pool (balanced) observations: 100
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X1?
X2?
0.033999
-2.95E-07
0.130657
0.007730
9.79E-07
0.092942
4.398055
-0.301349
1.405792
0.0000
0.7640
0.1641
90
Universitas Sumatera Utara
X3?
-0.294086
0.075576
-3.891279
0.0002
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)
0.708859
0.599681
0.005848
0.002463
388.6909
6.492693
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.020919
0.009243
-7.213818
-6.484371
-6.918598
2.473068
91
Universitas Sumatera Utara
LAMPIRAN 1
Sampel Penelitian Perusahaan Perbankan
di Bursa Efek Indonesia
Periode 2011-2014
No
Nama
Perusahaan
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
AGRO
AGRS
BABP
BACA
BBCA
BBHI
BBKP
BBMD
BBNI
BBNP
BBRI
BBTN
BBYB
BCIC
BDMN
BEKS
BINA
BJBR
BJTM
BKSW
BMAS
BMRI
BNBA
1
√
x
√
√
√
x
√
x
√
√
√
√
x
√
√
√
x
√
x
√
x
√
√
Kriteria
2
3
√
√
x
x
√
√
√
√
√
√
x
x
√
√
x
x
√
√
√
√
√
√
√
√
x
x
√
√
√
√
√
√
x
x
√
√
x
x
√
√
x
x
√
√
√
√
4
√
x
x
√
√
x
√
x
√
√
√
√
x
x
√
x
x
√
x
x
x
√
√
Memenuhi
Kriteria
Sampel (S1)
Tidak
Tidak
Sampel (S2)
Sampel (S3)
Tidak
Sampel (S4)
Tidak
Sampel (S5)
Sampel (S6)
Sampel (S7)
Sampel (S8)
Tidak
Tidak
Sampel (S9)
Tidak
Tidak
Sampel (S10)
Tidak
Tidak
Tidak
Sampel (S11)
Sampel (S12)
79
Universitas Sumatera Utara
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
DNAR
INPC
MAYA
MCOR
MEGA
NAGA
NISP
NOBU
PNBN
PNBS
SDRA
√
√
√
√
√
√
√
x
√
√
√
√
x
√
x
√
x
√
√
√
√
√
√
√
√
x
√
√
x
√
x
√
x
√
x
√
√
√
√
√
√
√
√
x
√
√
x
√
x
√
x
√
x
√
√
√
√
√
√
√
√
x
√
√
x
√
x
√
x
√
x
√
Sampel (S13)
Sampel (S14)
Sampel (S15)
Sampel (S16)
Sampel (S17)
Sampel (S18)
Sampel (S19)
Tidak
Sampel (20)
Sampel (21)
Tidak
Sampel (S22)
Tidak
Sampel (S23)
Tidak
Sampel (S24)
Tidak
Sampel (25)
80
Universitas Sumatera Utara
LAMPIRAN 2
Data Nilai Tukar, Suku Bunga Dan Inflasi Tahun 2011-2014
No
Indikator
1
Nilai Tukar
(Kurs)
Suku Bunga (BI
Rate)
Inflasi
2
3
Tahun
2012
2013
8.880,39
9.951,37
2011
8.279,49
2014
11.378,30
6,58%
5,77%
6,79%
7,54%
5,38%
4,27%
6,96%
6,42%
81
Universitas Sumatera Utara
LAMPIRAN 3
Perhitugan nilai Return on Assets (ROA) perusahaan perbankan
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
Nama Perusahaan
Nilai Return on Assets (ROA)
2011
2012
2013
2014
Bank Rakyat Indonesia Agro
Niaga Tbk
Bank Capital Indonesia Tbk
Bank Central Asia Tbk
Bank Bukopin Tbk
Bank Negara Indonesia
(Persero)Tbk
Bank Nusantara Parahyangan Tbk
Bank Rakyat Indonesia
(Persero)Tbk
Bank Tabungan Negara (Persero)
Tbk
Bank Danamon Indonesia Tbk
Bank Jabar Banten Tbk
Bank Mandiri (Persero) Tbk
Bank Bumi Arta Tbk
Bank CIMB Niaga Tbk
Bank Internasional Indonesia Tbk
Bank Permata Tbk
Bank Sinarmas Tbk
Bank Swadesi Tbk
Bank Tabungan Pensiunan
Nasional Tbk
Bank Victoria International Tbk
Bank Artha Graha International
Tbk
Bank Mayapada International Tbk
Bank Mega Tbk
Bank NISP OCBC Tbk
Bank Pan Indonesia Tbk
Bank Himpunan Saudara 1906
Tbk
0.01292 0.01273 0.01397 0.01336
0.0142 0.0132 0.0159 0.0133
0.038
0.036
0.038
0.039
0.0168 0.0164 0.0175 0.0124
0.0294
0.0153
0.0292
0.0157
0.0336
0.0158
0.0349
0.0132
0.0399
0.0433
0.0349
0.0311
0.0171
0.0319
0.0265
0.0299
0.0211
0.0263
0.0111
0.0166
0.0107
0.0310
0.0379
0.0167
0.0352
0.0246
0.0309
0.0247
0.0293
0.0146
0.0170
0.0174
0.0290
0.0420
0.0163
0.030
0.0261
0.0329
0.0205
0.0260
0.0155
0.0155
0.0171
0.0304
0.0411
0.0107
0.0181
0.0194
0.0319
0.0152
0.0137
0.0066
0.0116
0.0102
0.0273
0.0336
0.0265
0.0073
0.0217
0.0066
0.0197
0.0139
0.0080
0.0078
0.0104
0.0229
0.0168
0.0202
0.0239
0.0204
0.0274
0.0154
0.0196
0.0210
0.0212
0.0114
0.0156
0.0185
0.0430
0.0160
0.0116
0.0172
0.0179
0.0114
82
Universitas Sumatera Utara
LAMPIRAN 4
HASIL UJI MENGGUNAKAN EVIEWS 7
Hasil Analisis Deskriptif
Mean
Maximum
Minimum
Std. Dev.
Observations
NIlai Tukar
(x1)
9941.250
11002.00
8820.000
865.8071
100
Suku Bunga
(x2)
0.057750
0.070000
0.043000
0.010308
100
Inflasi
(x3)
0.059258
0.070430
0.044170
0.009873
100
ROA
(y)
0.022236
0.066000
0.006600
0.010391
100
83
Universitas Sumatera Utara
Uji Normalitas dengan Uji Jarque-Bera
12
Series: RESID
Sample 1 100
Observations 100
10
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
8
6
4
-0.001536
-0.002929
0.014706
-0.017999
0.007411
0.389564
2.163020
Jarque-Bera 5.448235
Probability
0.065604
2
0
-0.015
-0.010
-0.005
0.000
0.005
0.010
0.015
Hasil Uji Multikolienaritas
Uji Multikolinearitas dengan Matriks Korelasi
Nilai Tukar
Nilai Tukar
Suku Bunga
Inflasi
1
Suku Bunga
Inflasi
0.717357624636193 0.3660169295538978
0.717357624636193
1
0.3660169295538978 0.6240625003210119
0.6240625003210119
1
84
Universitas Sumatera Utara
Hasil Uji Heteroskedastisitas
Heteroskedasticity Test: White
F-statistic
Obs*R-squared
Scaled explained SS
0.866384
2.636079
5.308701
Prob. F(3,96)
Prob. Chi-Square(3)
Prob. Chi-Square(3)
0.4614
0.4512
0.1505
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/09/16 Time: 11:03
Sample: 1 100
Included observations: 100
Collinear test regressors dropped from specification
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X1
X1^2
X1*X2
0.004846
-1.00E-06
5.36E-11
-2.18E-07
0.004959
1.01E-06
5.15E-11
3.29E-07
0.977361
-0.991631
1.039763
-0.660832
0.3308
0.3239
0.3011
0.5103
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.026361
-0.004065
0.000222
4.72E-06
701.5725
0.866384
0.461384
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.000105
0.000221
-13.95145
-13.84724
-13.90928
1.903380
85
Universitas Sumatera Utara
Hasil Uji Autokorelasi dengan Uji Durbin-Watson
Dependent Variable: Y
Method: Least Squares
Date: 01/09/16 Time: 10:51
Sample: 1 100
Included observations: 100
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1
X2
X3
C
-1.10E-06
0.123510
-0.147576
0.034765
1.76E-06
0.176559
0.138009
0.013757
-0.622199
0.699542
-1.069322
2.527023
0.5353
0.4859
0.2876
0.0131
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.014910
-0.015875
0.010473
0.010530
316.0426
0.484327
0.693959
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.022236
0.010391
-6.240852
-6.136645
-6.198677
1.134478
Common Effect Model (CEM)
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 01/09/16 Time: 11:48
Sample: 2011 2014
Included observations: 4
Cross-sections included: 25
Total pool (balanced) observations: 100
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
C
-3.90E-07
0.172767
-0.366355
0.036857
1.49E-06
0.139566
0.109282
0.011649
-0.262489
1.237886
-3.352381
3.163863
0.7935
0.2188
0.0011
0.0021
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.106213
0.078283
0.008874
0.007560
332.6080
3.802727
0.012652
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.020919
0.009243
-6.572159
-6.467953
-6.529985
0.819629
86
Universitas Sumatera Utara
Fixed Effect Model (FEM)
Dependent Variable: Y?
Method: Pooled Least Squares
Date: 01/09/16 Time: 11:49
Sample: 2011 2014
Included observations: 4
Cross-sections included: 25
Total pool (balanced) observations: 100
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
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
-2.95E-07
0.130657
-0.294086
0.033999
9.79E-07
0.092942
0.075576
0.007730
-0.301349
1.405792
-3.891279
4.398055
0.7640
0.1641
0.0002
0.0000
-0.008006
-0.007033
0.016567
-0.005408
0.010592
-0.006183
0.008642
-0.005983
0.002142
0.002967
0.010217
-0.000808
0.002642
-0.007883
-0.006008
-0.004745
0.008242
0.010992
-0.002208
-0.010084
-0.004183
-0.002858
-0.004933
-0.000315
0.003642
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
0.708859
0.599681
0.005848
0.002463
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
0.020919
0.009243
-7.213818
-6.484371
87
Universitas Sumatera Utara
Log likelihood
F-statistic
Prob(F-statistic)
388.6909
6.492693
0.000000
Hannan-Quinn criter.
Durbin-Watson stat
-6.918598
2.473068
Uji Chow
Redundant Fixed Effects Tests
Pool: DPANEL_DEVI_P
Test cross-section fixed effects
Effects Test
Statistic
Cross-section F
Cross-section Chi-square
d.f.
Prob.
6.209828
112.165885
(24,72)
24
0.0000
0.0000
Cross-section fixed effects test equation:
Dependent Variable: Y?
Method: Panel Least Squares
Date: 01/09/16 Time: 11:50
Sample: 2011 2014
Included observations: 4
Cross-sections included: 25
Total pool (balanced) observations: 100
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
C
-3.90E-07
0.172767
-0.366355
0.036857
1.49E-06
0.139566
0.109282
0.011649
-0.262489
1.237886
-3.352381
3.163863
0.7935
0.2188
0.0011
0.0021
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.106213
0.078283
0.008874
0.007560
332.6080
3.802727
0.012652
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.020919
0.009243
-6.572159
-6.467953
-6.529985
0.819629
88
Universitas Sumatera Utara
Random Effect Model (REM)
Dependent Variable: Y?
Method: Pooled EGLS (Cross-section random effects)
Date: 01/09/16 Time: 11:51
Sample: 2011 2014
Included observations: 4
Cross-sections included: 25
Total pool (balanced) observations: 100
Swamy and Arora estimator of component variances
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1?
X2?
X3?
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
-3.12E-07
0.138199
-0.307030
0.034511
9.79E-07
0.092770
0.074951
0.007832
-0.318706
1.489695
-4.096392
4.406418
0.7506
0.1396
0.0001
0.0000
-0.006692
-0.005880
0.013817
-0.004524
0.008830
-0.005171
0.007203
-0.005004
0.001778
0.002466
0.008517
-0.000684
0.002195
-0.006589
-0.005024
-0.003875
0.006869
0.009164
-0.001853
-0.008345
-0.003501
-0.002395
-0.004127
-0.000206
0.003030
Effects Specification
S.D.
Cross-section random
Idiosyncratic random
0.006569
0.005848
Rho
0.5579
0.4421
Weighted Statistics
89
Universitas Sumatera Utara
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)
0.150686
0.124145
0.005872
5.677458
0.001270
Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
0.008507
0.006275
0.003310
1.841657
Unweighted Statistics
R-squared
Sum squared resid
0.103470
0.007583
Mean dependent var
Durbin-Watson stat
0.020919
0.803918
Uji Hausman
Correlated Random Effects - Hausman Test
Pool: DPANEL_DEVI_P
Test cross-section random effects
Test Summary
Cross-section random
Chi-Sq.
Statistic
Chi-Sq. d.f.
Prob.
0.000000
3
1.0000
* Cross-section test variance is invalid. Hausman statistic set to zero.
Cross-section random effects test comparisons:
Variable
X1?
X2?
X3?
Fixed
-0.000000
0.130657
-0.294086
Random
Var(Diff.)
Prob.
-0.000000
0.138199
-0.307030
0.000000
0.000032
0.000094
0.1818
0.1818
0.1818
Cross-section random effects test equation:
Dependent Variable: Y?
Method: Panel Least Squares
Date: 01/09/16 Time: 11:51
Sample: 2011 2014
Included observations: 4
Cross-sections included: 25
Total pool (balanced) observations: 100
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X1?
X2?
0.033999
-2.95E-07
0.130657
0.007730
9.79E-07
0.092942
4.398055
-0.301349
1.405792
0.0000
0.7640
0.1641
90
Universitas Sumatera Utara
X3?
-0.294086
0.075576
-3.891279
0.0002
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)
0.708859
0.599681
0.005848
0.002463
388.6909
6.492693
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.020919
0.009243
-7.213818
-6.484371
-6.918598
2.473068
91
Universitas Sumatera Utara