DAFTAR RIWAYAT HIDUP

BAB V KESIMPULAN DAN SARAN

Nama : Ragil Teki Mulyani

Tempat/

Tanggal Lahir : Magelang, 29 Oktober 1992

Agama : Islam Alamat Nomor Hp E-mail : : :

Deles 10/03 Jogonayan, Ngablak, Magelang 085799041435

Teki.mulyani@gmail.com

Pendidikan : 1. SD Negeri Jogonayan tahun 1998-2004 2. SMP Negeri 1 Ngablak 2004-2007 3. SMK Negeri 3 Magelang 2007-2010 4. IAIN Salatiga 2012-2016

Organisasi : 1. Karang Taruna LPP Putra Pertiwi Dusun Deles

2. Kelompok Studi Ekonomi Islam (KSEI) IAIN Salatiga Pengalaman : 1. 2010-2012 Operator Sewing PT Ungaran Sari Garment

2. Maret 2013 Magang BMT Rama

3. Maret 2016 Magang Otoritas Jasa Keuangan Solo

Hobi : 1. Membaca

2. Menggambar

3. Mendengarkan Musik

UJI STASIONARITAS

Uji unit root variabel ROA pada level

Uji unit root variabel GDPgr pada level

Panel unit root test: Summary Series: GDPGR

Date: 06/27/16 Time: 08:37 Sample: 2011Q1 2014Q4

Exogenous variables: Individual effects Automatic selection of maximum lags

Automatic lag length selection based on SIC: 2

Newey-West automatic bandwidth selection and Bartlett kernel Balanced observations for each test

Cross-

Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process)

Levin, Lin & Chu t* -28.9335 0.0000 3 39

Null: Unit root (assumes individual unit root process)

Im, Pesaran and Shin W-stat -21.6086 0.0000 3 39 ADF - Fisher Chi-square 70.1667 0.0000 3 39 PP - Fisher Chi-square 43.9459 0.0000 3 45

** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality. Panel unit root test: Summary

Series: ROA

Date: 06/27/16 Time: 08:33 Sample: 2011Q1 2014Q4

Exogenous variables: Individual effects Automatic selection of maximum lags

Automatic lag length selection based on SIC: 0 to 1

Newey-West automatic bandwidth selection and Bartlett kernel

Cross-

Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process)

Levin, Lin & Chu t* 0.59430 0.7238 3 44

Null: Unit root (assumes individual unit root process)

Im, Pesaran and Shin W-stat 0.45095 0.6740 3 44 ADF - Fisher Chi-square 13.8704 0.0311 3 44 PP - Fisher Chi-square 15.5284 0.0165 3 45

** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.

Uji unit root variabel Inflasi pada level

Panel unit root test: Summary Series: INFLASI

Date: 06/27/16 Time: 08:35 Sample: 2011Q1 2014Q4

Exogenous variables: Individual effects Automatic selection of maximum lags

Automatic lag length selection based on SIC: 0

Newey-West automatic bandwidth selection and Bartlett kernel Balanced observations for each test

Cross-

Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process)

Levin, Lin & Chu t* 0.50401 0.6929 3 45

Null: Unit root (assumes individual unit root process)

Im, Pesaran and Shin W-stat -0.11469 0.4543 3 45 ADF - Fisher Chi-square 4.54508 0.6033 3 45 PP - Fisher Chi-square 4.48713 0.6111 3 45

** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.

Uji unit root variabel Inflasi pada 1st difference

Panel unit root test: Summary Series: D(INFLASI)

Date: 06/27/16 Time: 08:36 Sample: 2011Q1 2014Q4

Exogenous variables: Individual effects Automatic selection of maximum lags

Automatic lag length selection based on SIC: 0

Newey-West automatic bandwidth selection and Bartlett kernel Balanced observations for each test

Cross-

Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process)

Levin, Lin & Chu t* -1.08719 0.1385 3 42

Null: Unit root (assumes individual unit root process)

Im, Pesaran and Shin W-stat -3.20098 0.0007 3 42 ADF - Fisher Chi-square 20.2439 0.0025 3 42 PP - Fisher Chi-square 19.9071 0.0029 3 42

** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.

Uji unit root variabel Kurs pada level

Panel unit root test: Summary Series: KURS

Date: 06/27/16 Time: 08:34 Sample: 2011Q1 2014Q4

Exogenous variables: Individual effects Automatic selection of maximum lags

Automatic lag length selection based on SIC: 0

Newey-West automatic bandwidth selection and Bartlett kernel Balanced observations for each test

Cross-

Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process)

Levin, Lin & Chu t* 0.13824 0.5550 3 45

Null: Unit root (assumes individual unit root process)

Im, Pesaran and Shin W-stat 2.28141 0.9887 3 45 ADF - Fisher Chi-square 0.55305 0.9971 3 45 PP - Fisher Chi-square 0.09154 1.0000 3 45

** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.

Uji unit root variabel Kurs pada 1st difference

Panel unit root test: Summary Series: D(KURS)

Date: 06/27/16 Time: 08:35 Sample: 2011Q1 2014Q4

Exogenous variables: Individual effects Automatic selection of maximum lags

Automatic lag length selection based on SIC: 1

Newey-West automatic bandwidth selection and Bartlett kernel Balanced observations for each test

Cross-

Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process)

Levin, Lin & Chu t* -5.68601 0.0000 3 39

Null: Unit root (assumes individual unit root process)

Im, Pesaran and Shin W-stat -3.89481 0.0000 3 39 ADF - Fisher Chi-square 25.6329 0.0003 3 39 PP - Fisher Chi-square 46.5383 0.0000 3 42

** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.

Uji unit root variabel BI rate pada level

Panel unit root test: Summary Series: BIRATE

Date: 06/27/16 Time: 08:38 Sample: 2011Q1 2014Q4

Exogenous variables: Individual effects Automatic selection of maximum lags

Automatic lag length selection based on SIC: 0

Newey-West automatic bandwidth selection and Bartlett kernel Balanced observations for each test

Cross-

Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process)

Levin, Lin & Chu t* 1.66758 0.9523 3 45

Null: Unit root (assumes individual unit root process)

Im, Pesaran and Shin W-stat 1.98848 0.9766 3 45 ADF - Fisher Chi-square 0.74135 0.9936 3 45 PP - Fisher Chi-square 1.14300 0.9796 3 45

** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.

Uji unit root variabel BI rate pada 1st difference

Panel unit root test: Summary Series: D(BIRATE)

Date: 06/27/16 Time: 08:38 Sample: 2011Q1 2014Q4

Exogenous variables: Individual effects Automatic selection of maximum lags

Automatic lag length selection based on SIC: 0

Newey-West automatic bandwidth selection and Bartlett kernel Balanced observations for each test

Cross-

Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process)

Levin, Lin & Chu t* -3.52802 0.0002 3 42

Null: Unit root (assumes individual unit root process)

Im, Pesaran and Shin W-stat -1.62759 0.0518 3 42 ADF - Fisher Chi-square 11.3053 0.0794 3 42 PP - Fisher Chi-square 11.5108 0.0738 3 42

** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.

Uji unit root variabel BI rate pada 2nd difference

Panel unit root test: Summary Series: D(BIRATE,2) Date: 06/27/16 Time: 08:38 Sample: 2011Q1 2014Q4

Exogenous variables: Individual effects Automatic selection of maximum lags

Automatic lag length selection based on SIC: 0

Newey-West automatic bandwidth selection and Bartlett kernel Balanced observations for each test

Cross-

Method Statistic Prob.** sections Obs Null: Unit root (assumes common unit root process)

Levin, Lin & Chu t* -7.07984 0.0000 3 39

Null: Unit root (assumes individual unit root process)

Im, Pesaran and Shin W-stat -4.77046 0.0000 3 39 ADF - Fisher Chi-square 29.4835 0.0000 3 39 PP - Fisher Chi-square 57.2183 0.0000 3 39

** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.

UJI STASIONERITAS METODE AD Fisher Chi-Square Hasil pengujian unit root pada level

variabel Probability** Keterangan ROA 0.0311 Stasioner GDPgr 0.0000 Stasioner Inflasi 0.6033 Tidak Stasioner Kurs 0.9971 Tidak Stasioner BI rate 0.9936 Tidak Stasioner

Hasil pengujian unit root pada 1st difference

variabel Probability** Keterangan Inflasi 0.0025 Stasioner Kurs 0.0003 Stasioner BI rate 0.0794 Tidak Stasioner

Hasil pengujian unit root pada 2nd difference

Variabel Probability** Keterangan BI rate 0.0000 Stasioner

REGRESI LINEAR BERGANDA 1. Model regresi Common Effect(OLS)

Dependent Variable: ROA Method: Panel Least Squares Date: 06/28/16 Time: 05:49 Sample (adjusted): 2011Q3 2014Q4 Periods included: 14

Cross-sections included: 3

Total panel (balanced) observations: 42

Variable Coefficient Std. Error t-Statistic Prob.

GDPGR 0.124597 0.169921 0.733267 0.4680 D(INFLASI) 0.120225 0.208429 0.576817 0.5676 D(KURS) -0.000576 0.000454 -1.268365 0.2126 D(BIRATE,2) -0.322010 0.738004 -0.436326 0.6651 C 2.148931 0.315970 6.801051 0.0000 R-squared 0.050395 Mean dependent var 2.174524 Adjusted R-squared -0.052265 S.D. dependent var 1.236346 S.E. of regression 1.268244 Akaike info criterion 3.424486 Sum squared resid 59.51234 Schwarz criterion 3.631352 Log likelihood -66.91422 Hannan-Quinn criter. 3.500311 F-statistic 0.490894 Durbin-Watson stat 0.594680 Prob(F-statistic) 0.742371

2. Model regresi Fixed Effect (LSDV)

Dependent Variable: ROA Method: Panel Least Squares Date: 06/28/16 Time: 05:51 Sample (adjusted): 2011Q3 2014Q4 Periods included: 14

Cross-sections included: 3

Total panel (balanced) observations: 42

Variable Coefficient Std. Error t-Statistic Prob.

GDPGR 0.124597 0.102379 1.217020 0.2317 D(INFLASI) 0.120225 0.125580 0.957357 0.3450 D(KURS) -0.000576 0.000274 -2.105132 0.0425 D(BIRATE,2) -0.322010 0.444655 -0.724179 0.4738 C 2.148931 0.190376 11.28785 0.0000 Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.673909 Mean dependent var 2.174524 Adjusted R-squared 0.618008 S.D. dependent var 1.236346 S.E. of regression 0.764130 Akaike info criterion 2.450855 Sum squared resid 20.43632 Schwarz criterion 2.740466 Log likelihood -44.46795 Hannan-Quinn criter. 2.557009 F-statistic 12.05534 Durbin-Watson stat 1.731758 Prob(F-statistic) 0.000000

Pemilihan model regresi data panel dengan chow test (F test) untuk memilih model mana yang terbaik antara common effect dan fixed effect

Redundant Fixed Effects Tests Equation: Untitled

Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 33.461513 (2,35) 0.0000 Cross-section Chi-square 44.892532 2 0.0000

Cross-section fixed effects test equation: Dependent Variable: ROA

Method: Panel Least Squares Date: 06/28/16 Time: 05:54 Sample (adjusted): 2011Q3 2014Q4 Periods included: 14

Cross-sections included: 3

Total panel (balanced) observations: 42

Variable Coefficient Std. Error t-Statistic Prob.

R-squared 0.050395 Mean dependent var 2.174524 Adjusted R-squared -0.052265 S.D. dependent var 1.236346 S.E. of regression 1.268244 Akaike info criterion 3.424486 Sum squared resid 59.51234 Schwarz criterion 3.631352 Log likelihood -66.91422 Hannan-Quinn criter. 3.500311 F-statistic 0.490894 Durbin-Watson stat 0.594680 Prob(F-statistic) 0.742371

Dari hasil uji di atas dapat diperhatikan nilai Prob Cross-section F jika niainya > 0,05 maka model CE yang dipilih, jikaF < 0,05 maka model FE yang dipilih.

UJI MULTIKOLINEARITAS

Dependent Variable: ROA Method: Panel Least Squares Date: 07/24/16 Time: 22:19 Sample (adjusted): 2011Q3 2014Q4 Periods included: 14

Cross-sections included: 3

Total panel (balanced) observations: 42

Variable Coefficient Std. Error t-Statistic Prob.

Cross-section fixed (dummy variables)

R-squared 0.673909 Mean dependent var 2.174524

Adjusted R-squared 0.618008 S.D. dependent var 1.236346 S.E. of regression 0.764130 Akaike info criterion 2.450855 Sum squared resid 20.43632 Schwarz criterion 2.740466 Log likelihood -44.46795 Hannan-Quinn criter. 2.557009 F-statistic 12.05534 Durbin-Watson stat 1.731758 Prob(F-statistic) 0.000000

Dependent Variable: GDPGR Method: Panel Least Squares Date: 07/24/16 Time: 22:17 Sample (adjusted): 2011Q3 2014Q4 Periods included: 14

Cross-sections included: 3

Total panel (balanced) observations: 42

Variable Coefficient Std. Error t-Statistic Prob.

D(INFLASI) -0.828868 0.150700 -5.500114 0.0000

D(KURS) 0.000516 0.000437 1.181312 0.2452

D(BIRATE,2) 3.242632 0.481575 6.733392 0.0000

C 1.293100 0.222716 5.806040 0.0000

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.624502 Mean dependent var 1.325714

Adjusted R-squared 0.572350 S.D. dependent var 1.902218 S.E. of regression 1.243956 Akaike info criterion 3.406033 Sum squared resid 55.70731 Schwarz criterion 3.654272 Log likelihood -65.52670 Hannan-Quinn criter. 3.497022 F-statistic 11.97454 Durbin-Watson stat 2.895425 Prob(F-statistic) 0.000001

Dependent Variable: D(INFLASI) Method: Panel Least Squares Date: 07/24/16 Time: 22:20 Sample (adjusted): 2011Q3 2014Q4 Periods included: 14

Cross-sections included: 3

Total panel (balanced) observations: 42

Variable Coefficient Std. Error t-Statistic Prob.

GDPGR -0.550889 0.100159 -5.500114 0.0000

D(KURS) 0.000690 0.000344 2.005033 0.0525

D(BIRATE,2) 2.419363 0.430888 5.614826 0.0000

C 0.699056 0.224194 3.118081 0.0036

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.602655 Mean dependent var 0.201429

Adjusted R-squared 0.547468 S.D. dependent var 1.507541 S.E. of regression 1.014131 Akaike info criterion 2.997504 Sum squared resid 37.02460 Schwarz criterion 3.245743 Log likelihood -56.94759 Hannan-Quinn criter. 3.088494 F-statistic 10.92026 Durbin-Watson stat 2.759622 Prob(F-statistic) 0.000002

Dependent Variable: D(KURS) Method: Panel Least Squares Date: 07/24/16 Time: 22:23 Sample (adjusted): 2011Q3 2014Q4 Periods included: 14

Cross-sections included: 3

Total panel (balanced) observations: 42

Variable Coefficient Std. Error t-Statistic Prob.

D(BIRATE,2) 49.17614 270.8243 0.181579 0.8569

GDPGR 72.30702 61.20911 1.181312 0.2452

D(INFLASI) 145.5187 72.57670 2.005033 0.0525

C 148.4518 113.3351 1.309848 0.1985

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.246153 Mean dependent var 274.5000

Adjusted R-squared 0.141452 S.D. dependent var 502.5142 S.E. of regression 465.6188 Akaike info criterion 15.25618 Sum squared resid 7804833. Schwarz criterion 15.50441 Log likelihood -314.3797 Hannan-Quinn criter. 15.34716 F-statistic 2.351012 Durbin-Watson stat 2.323612 Prob(F-statistic) 0.060381

Dependent Variable: D(BIRATE,2) Method: Panel Least Squares Date: 07/24/16 Time: 22:23 Sample (adjusted): 2011Q3 2014Q4 Periods included: 14

Cross-sections included: 3

Total panel (balanced) observations: 42

Variable Coefficient Std. Error t-Statistic Prob.

GDPGR 0.171899 0.025529 6.733392 0.0000

D(INFLASI) 0.192974 0.034369 5.614826 0.0000

D(KURS) 1.86E-05 0.000102 0.181579 0.8569

C -0.254010 0.057442 -4.422036 0.0001

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.678098 Mean dependent var 0.017857

Adjusted R-squared 0.633389 S.D. dependent var 0.473031 S.E. of regression 0.286413 Akaike info criterion 0.468800 Sum squared resid 2.953168 Schwarz criterion 0.717039 Log likelihood -3.844803 Hannan-Quinn criter. 0.559789 F-statistic 15.16702 Durbin-Watson stat 3.112705 Prob(F-statistic) 0.000000

Auxiliary model regresi

PERSAMAAN r²

GDPgr = Inflasi + Kurs + BIrate + c 0.624502

Inflasi = Kurs + BIrate + GDPgr + c 0.602655

Kurs = BIrate + GDPgr + Inflasi + c 0.246153

BIrate = GDPgr + Inflasi + Kurs c 0.678098

Regresi baru dengan menghilangkan variabel inflasi

Dependent Variable: ROA Method: Panel Least Squares Date: 07/02/16 Time: 07:11 Sample (adjusted): 2011Q3 2014Q4 Periods included: 14

Cross-sections included: 3

Total panel (balanced) observations: 42

Variable Coefficient Std. Error t-Statistic Prob.

D(KURS) -0.000493 0.000259 -1.901847 0.0652

GDPGR 0.058367 0.075381 0.774289 0.4438

D(BIRATE,2) -0.031141 0.324290 -0.096029 0.9240

C 2.232976 0.168731 13.23397 0.0000

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.665370 Mean dependent var 2.174524

Adjusted R-squared 0.618893 S.D. dependent var 1.236346 S.E. of regression 0.763244 Akaike info criterion 2.429085 Sum squared resid 20.97148 Schwarz criterion 2.677324 Log likelihood -45.01079 Hannan-Quinn criter. 2.520075 F-statistic 14.31630 Durbin-Watson stat 1.791550 Prob(F-statistic) 0.000000

Dependent Variable: D(KURS) Method: Panel Least Squares Date: 07/24/16 Time: 22:24 Sample (adjusted): 2011Q3 2014Q4 Periods included: 14

Cross-sections included: 3

Total panel (balanced) observations: 42

Variable Coefficient Std. Error t-Statistic Prob.

GDPGR -8.734992 47.80478 -0.182722 0.8560

D(BIRATE,2) 446.0453 192.2391 2.320263 0.0259

C 278.1150 96.79822 2.873142 0.0067

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.161970 Mean dependent var 274.5000

Adjusted R-squared 0.071373 S.D. dependent var 502.5142 S.E. of regression 484.2494 Akaike info criterion 15.31442 Sum squared resid 8676406. Schwarz criterion 15.52129 Log likelihood -316.6028 Hannan-Quinn criter. 15.39025 F-statistic 1.787796 Durbin-Watson stat 2.368359 Prob(F-statistic) 0.152045

Dependent Variable: GDPGR Method: Panel Least Squares Date: 07/24/16 Time: 22:26 Sample (adjusted): 2011Q3 2014Q4 Periods included: 14

Cross-sections included: 3

Total panel (balanced) observations: 42

Variable Coefficient Std. Error t-Statistic Prob.

D(BIRATE,2) 2.277016 0.600058 3.794657 0.0005

D(KURS) -0.000103 0.000565 -0.182722 0.8560

C 1.313385 0.297981 4.407611 0.0001

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.308966 Mean dependent var 1.325714

Adjusted R-squared 0.234260 S.D. dependent var 1.902218 S.E. of regression 1.664566 Akaike info criterion 3.968350 Sum squared resid 102.5189 Schwarz criterion 4.175215 Log likelihood -78.33534 Hannan-Quinn criter. 4.044174 F-statistic 4.135745 Durbin-Watson stat 2.212149 Prob(F-statistic) 0.007208

Dependent Variable: D(BIRATE,2) Method: Panel Least Squares Date: 07/24/16 Time: 22:26 Sample (adjusted): 2011Q3 2014Q4 Periods included: 14

Cross-sections included: 3

Total panel (balanced) observations: 42

Variable Coefficient Std. Error t-Statistic Prob.

D(KURS) 0.000285 0.000123 2.320263 0.0259

GDPGR 0.123033 0.032423 3.794657 0.0005

C -0.223419 0.077251 -2.892134 0.0064

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.396198 Mean dependent var 0.017857

Adjusted R-squared 0.330922 S.D. dependent var 0.473031 S.E. of regression 0.386926 Akaike info criterion 1.050179 Sum squared resid 5.539344 Schwarz criterion 1.257044 Log likelihood -17.05376 Hannan-Quinn criter. 1.126003 F-statistic 6.069591 Durbin-Watson stat 2.496757 Prob(F-statistic) 0.000737

Auxiliary regresi tanpa variabel inflasi

PERSAMAAN R²

GDPgr = Kurs + BIrate + c 0.308966

Kurs = BIrate + GDPgr + c 0.161970

BIrate = GDPgr + Kurs + c 0.396198

R²persamaan utama 0.665370

UJI HETEROSKENDASTISITAS (UJI PARK)

Dependent Variable: LOG(RES2) Total panel (balanced) observations: 42

Variable Coefficient Std. Error t-Statistic Prob.

GDPGR -0.220525 0.234466 -0.940542 0.3529 D(KURS) -0.000619 0.000806 -0.767867 0.4473 D(BIRATE,2) 0.817260 1.008678 0.810229 0.4229 C -1.753058 0.524822 -3.340291 0.0019

R-squared 0.036467 Mean dependent var -2.200697 Adjusted R-squared -0.039601 S.D. dependent var 2.328350 S.E. of regression 2.374005 Akaike info criterion 4.657427 Sum squared resid 214.1642 Schwarz criterion 4.822919 Log likelihood -93.80596 Hannan-Quinn criter. 4.718086 F-statistic 0.479396 Durbin-Watson stat 1.757901 Prob(F-statistic) 0.698528

koefisien yang dihasilkan dengan uji park yaitu:

Log(res2) = -1,75 - 0,22 GDPgr – 0,0006 d(kurs) + 1,817 d(Birate,2) t-statistik -3,34 -0,94 -0,77 0,81

p-value 0,0019 0,35 0,45 0,43

Dari output di atas dapat dilihat bahwa koefisien masing-masing variabel independen bersifat tidak signifikan, maka dengan demikian dapat disimpulkan bahwa tidak ada masalah heteroskedastisitas pada model.

UJI AUTOKOLERASI Durbin watson test

Dependent Variable: ROA Method: Panel Least Squares Date: 06/28/16 Time: 07:06 Sample (adjusted): 2011Q3 2014Q4 Periods included: 14

Cross-sections included: 3

Total panel (balanced) observations: 42

Variable Coefficient Std. Error t-Statistic Prob.

GDPGR 0.058367 0.075381 0.774289 0.4438 D(BIRATE,2) -0.031141 0.324290 -0.096029 0.9240 D(KURS) -0.000493 0.000259 -1.901847 0.0652 C 2.232976 0.168731 13.23397 0.0000

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.665370 Mean dependent var 2.174524 Adjusted R-squared 0.618893 S.D. dependent var 1.236346 S.E. of regression 0.763244 Akaike info criterion 2.429085 Sum squared resid 20.97148 Schwarz criterion 2.677324 Log likelihood -45.01079 Hannan-Quinn criter. 2.520075 F-statistic 14.31630 Durbin-Watson stat 1.791550 Prob(F-statistic) 0.000000

Nilai dw sebesar 1.79155, bandingkan dengan nilai tabel tingkat signifikan 0,05, jumlah sampel 48 (n) dan jumlah variabel independen 4 (k=4), lihat nilai pada tabel 4. sbb:

Tabel durbin watson tingkat signifikan 0,05

N ^{k = 4} du

42 1,336 1,720

48 1,378 1,721

H0 : tidak ada autokorelasi jika, du < dw < 4-du

Perbandingan nilai durbin watson dengan nilai tabel diperoleh nilai dw 1.792 lebih besar dari batas atas (du) 1,720 dan kurang dari 4 - 1,720 (4 – du), maka dapat disimpulkan bahwa H0 diterima yang menyatakan tidak ada autokolerasi positif maupun negatif/ tidak terdapat autokorelasi.

DATA PENELITIAN

Nama Bank ROA GDPgr Inflasi Kurs BI rate

Maybank Syariah ₂₀₁₁ _2.12 1.69 6.65 ₉₂₀₉ 6.75 _2.67 2.82 5.54 ₉₀₉₇ 6.75 _2.84 3.32 4.61 ₉₃₂₃ 6.75 _3.57 -1.47 3.79 ₉₅₆₈ 6.00 ₂₀₁₂ _3.12 1.58 3.97 ₉₆₈₀ 5.75 _4.35 2.83 4.53 ₉₉₈₀ 5.75 ₄ 3.19 4.31 ₁₀₀₈₈ 5.75 2.88 -1.49 4.30 ₁₀₁₇₀ 5.75 ₂₀₁₃ _5.21 1.39 5.90 ₁₀₂₁₉ 5.75 _2.32 2.56 5.90 ₁₀₄₂₉ 6.00 _2.84 3.07 8.40 ₁₂₁₁₉ 7.25 2.87 -1.43 8.38 ₁₂₆₈₉ 7.50 ₂₀₁₄ _5.61 0.92 7.32 ₁₁₉₀₄ 7.50 _2.36 2.48 6.70 ₁₂₄₆₉ 7.50 _3.75 3.01 4.53 ₁₂₇₁₂ 7.50 _3.61 -1.40 8.36 ₁₂₉₄₀ 7.75

Bank Muamalat Indonesia ₂₀₁₁ _1.38 1.69 6.65 ₉₂₀₉ 6.75

_1.74 2.82 5.54 ₉₀₉₇ 6.75 _1.55 3.32 4.61 ₉₃₂₃ 6.75 1.52 -1.47 3.79 ₉₅₆₈ 6.00 ₂₀₁₂ _1.51 1.58 3.97 ₉₆₈₀ 5.75 _1.61 2.83 4.53 ₉₉₈₀ 5.75 _1.62 3.19 4.31 ₁₀₀₈₈ 5.75 _1.54 -1.49 4.30 ₁₀₁₇₀ 5.75 ₂₀₁₃ _1.72 1.39 5.90 ₁₀₂₁₉ 5.75 _1.69 2.56 5.90 ₁₀₄₂₉ 6.00 _1.68 3.07 8.40 ₁₂₁₁₉ 7.25 1.37 -1.43 8.38 ₁₂₆₈₉ 7.50 ₂₀₁₄ _1.44 0.92 7.32 ₁₁₉₀₄ 7.50 _1.03 2.48 6.70 ₁₂₄₆₉ 7.50 _0.1 3.01 4.53 ₁₂₇₁₂ 7.50 0.17 -1.40 8.36 ₁₂₉₄₀ 7.75

Bank Syariah Mandiri ₂₀₁₁ _2.22 1.69 6.65 ₉₂₀₉ 6.75 2.15 ^2.82 ^5.54 9097 ^6.75 2.03 3.32 4.61 ₉₃₂₃ 6.75 1.95 ^-1.47 ^3.79 9568 ^6.00 2012 2.17 ^1.58 ^3.97 9680 ^5.75 2.25 ^2.83 ^4.53 9980 ^5.75 2.22 3.19 4.31 ₁₀₀₈₈ 5.75

2.25 ^-1.49 ^4.30 10170 ^5.75 2013 2.56 ^1.39 ^5.90 10219 ^5.75 1.79 ^2.56 ^5.90 10429 ^6.00 1.51 3.07 8.40 ₁₂₁₁₉ 7.25 1.53 ^-1.43 ^8.38 12689 ^7.50 2014 1.77 ^0.92 ^7.32 11904 ^7.50 0.66 2.48 6.70 ₁₂₄₆₉ 7.50 0.8 3.01 4.53 ₁₂₇₁₂ 7.50 -0.04 ^-1.40 ^8.36 12940 ^7.75 DESKRIPSI STATISTIK

ROA KURS INFLASI GDPGR BIRATE Mean 2.158542 10787.25 5.824375 1.441875 6.625000 Median 1.990000 10194.50 5.720000 2.085000 6.750000 Maximum 5.610000 12940.00 8.400000 3.320000 7.750000 Minimum -0.040000 9097.000 3.790000 -1.490000 5.750000 Std. Dev. 1.164452 1383.379 1.605681 1.814861 0.773566 Skewness 0.823670 0.392137 0.416006 -0.741418 0.071852 Kurtosis 4.128180 1.505600 1.779607 1.946935 1.335467 Jarque-Bera 7.973042 5.696629 4.363204 6.615495 5.582644 Probability 0.018564 0.057942 0.112861 0.036599 0.061340 Sum 103.6100 517788.0 279.5700 69.21000 318.0000 Sum Sq. Dev. 63.72960 89945673 121.1760 154.8049 28.12500 Observations 48 48 48 48 48

Dalam dokumen ANALISIS PENGARUH VARIABEL MAKROEKONOMI TERHADAP PROFITABILITAS BANK UMUM SYARIAH DI INDONESIA Studi pada Bank Umum Syariah Domestik dan Campuran di IndonesiaPeriode 2011-2014 - Test Repository (Halaman 96-115)