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PT BANK PEMBANGUNAN DAERAH BANTEN Tbk

Dalam dokumen BAB I PENDAHULUAN. 1.1 Latar Belakang (Halaman 56-68)

DAFTAR PUSTAKA

37 PT BANK PEMBANGUNAN DAERAH BANTEN Tbk

57 Lampiran 2 Deskriptive Statistik

VARIABEL MEAN MINIMUM MAKSIMUM STANDARD

DEVIASI

LDR 85.2087 43.46 195.85 14.5192

ROA 1.2427 -18.7 5.42 2.39691

SIZE 16.8506 6.56 20.7 2.03427

Lampiran 3 UJI NORMALITAS

58 Uji Normalitas dengan One Sample Kolmogorov Smirnov

One-Sample Kolmogorov-Smirnov Test

Unstandardized

Residual

N 175

Normal Parametersa

Mean 0.0000000

Std.

Deviation 1.19980238 Most Extreme

Differences

Absolute 0.081

Positive 0.078

Negative -0.081

Kolmogorov-Smirnov Z 1.072

Asymp. Sig. (2-tailed) 0.201

a. Test distribution is Normal.

Lampiran 4 UJI MULTIKOLINEARITAS

ROA GB FB LDR SIZE

ROA 1 0.346142851 0.06369841 0.09562081 0.39185579 GB 0.34614285 1 -0.22317444 0.16355145 0.32359758

FB 0.06369841

-0.223174435 1 0.31300739 0.16500445 LDR 0.09562081 0.163551451 0.313007397 1 0.09066663 SIZE 0.3918558 0.323597582 0.16500445 0.09066663 1

59

60

Lampiran 7 UJI CHOW MODEL 1

Redundant Fixed Effects Tests Equation: Untitled

Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 4.439760 (34,137) 0.0000

Cross-section Chi-square 129.992152 34 0.0000

Cross-section fixed effects test equation:

Dependent Variable: LDR Method: Panel Least Squares Date: 10/30/19 Time: 13:55 Sample: 2013 2017

Periods included: 5

Cross-sections included: 35

Total panel (balanced) observations: 175

Variable Coefficient Std. Error t-Statistic Prob.

C 86.70159 6.947687 12.47920 0.0000

GB 9.941922 2.878993 3.453264 0.0007

FB 9.379784 1.825928 5.136997 0.0000

SIZE -0.326129 0.422535 -0.771840 0.4413

R-squared 0.158241 Mean dependent var 85.06566

Adjusted R-squared 0.143473 S.D. dependent var 11.29681 S.E. of regression 10.45506 Akaike info criterion 7.554641 Sum squared resid 18691.71 Schwarz criterion 7.626979 Log likelihood -657.0311 Hannan-Quinn criter. 7.583983

F-statistic 10.71531 Durbin-Watson stat 0.908157

Prob(F-statistic) 0.000002

Lampiran 8 UJI HAUSMAN MODEL 1

Correlated Random Effects - Hausman Test Equation: Untitled

Test cross-section random effects

Test Summary

Chi-Sq.

Statistic Chi-Sq. d.f. Prob.

Cross-section random 4.808701 3 0.1864

61

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

GB 18.316164 10.782278 39.453099 0.2304

FB 9.237017 9.231692 1.951240 0.9970

SIZE 0.662155 0.278698 0.047199 0.0776

Cross-section random effects test equation:

Dependent Variable: LDR Method: Panel Least Squares Date: 10/30/19 Time: 13:56 Sample: 2013 2017

Periods included: 5

Cross-sections included: 35

Total panel (balanced) observations: 175

Variable Coefficient Std. Error t-Statistic Prob.

C 69.21880 7.980124 8.673900 0.0000

GB 18.31616 7.431506 2.464664 0.0150

FB 9.237017 2.459809 3.755177 0.0003

SIZE 0.662155 0.477765 1.385944 0.1680

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.599513 Mean dependent var 85.06566

Adjusted R-squared 0.491352 S.D. dependent var 11.29681 S.E. of regression 8.056838 Akaike info criterion 7.200400 Sum squared resid 8893.031 Schwarz criterion 7.887611 Log likelihood -592.0350 Hannan-Quinn criter. 7.479152 F-statistic 5.542791 Durbin-Watson stat 1.832799 Prob(F-statistic) 0.000000

Lampiran 9 UJI CHOW MODEL 2

Redundant Fixed Effects Tests Equation: Untitled

Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 2.303639 (34,137) 0.0004

Cross-section Chi-square 79.128296 34 0.0000

Cross-section fixed effects test equation:

62

Total panel (balanced) observations: 175

Variable Coefficient Std. Error t-Statistic Prob.

C -1.910064 0.804268 -2.374909 0.0187

GB 1.190366 0.333274 3.571735 0.0005

FB 0.220845 0.211370 1.044825 0.2976

SIZE 0.192833 0.048913 3.942385 0.0001

R-squared 0.212316 Mean dependent var 1.530857

Adjusted R-squared 0.198497 S.D. dependent var 1.351869 S.E. of regression 1.210284 Akaike info criterion 3.242179 Sum squared resid 250.4785 Schwarz criterion 3.314516 Log likelihood -279.6906 Hannan-Quinn criter. 3.271521 F-statistic 15.36407 Durbin-Watson stat 1.268110 Prob(F-statistic) 0.000000

Lampiran 10 UJI HAUSMAN MODEL 2

Correlated Random Effects - Hausman Test Equation: Untitled

Test cross-section random effects

Test Summary

Chi-Sq.

Statistic Chi-Sq. d.f. Prob.

Cross-section random 6.130918 3 0.1054

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

GB 0.430836 1.216115 0.820840 0.3861

FB 0.283725 0.256452 0.052684 0.9054

SIZE 0.061704 0.145625 0.001406 0.0252

Cross-section random effects test equation:

Dependent Variable: ROA Method: Panel Least Squares Date: 10/30/19 Time: 13:59 Sample: 2013 2017

Periods included: 5

63

Cross-sections included: 35

Total panel (balanced) observations: 175

Variable Coefficient Std. Error t-Statistic Prob.

C 0.360142 1.068278 0.337124 0.7365

GB 0.430836 0.994836 0.433072 0.6656

FB 0.283725 0.329288 0.861632 0.3904

SIZE 0.061704 0.063957 0.964777 0.3364

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.498835 Mean dependent var 1.530857

Adjusted R-squared 0.363484 S.D. dependent var 1.351869 S.E. of regression 1.078548 Akaike info criterion 3.178588 Sum squared resid 159.3673 Schwarz criterion 3.865799 Log likelihood -240.1265 Hannan-Quinn criter. 3.457340 F-statistic 3.685492 Durbin-Watson stat 1.910252 Prob(F-statistic) 0.000000

Lampiran 11 UJI CHOW MODEL 3

Redundant Fixed Effects Tests Equation: Untitled

Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 2.461303 (34,136) 0.0001

Cross-section Chi-square 83.918910 34 0.0000

Cross-section fixed effects test equation:

Dependent Variable: ROA Method: Panel Least Squares Date: 10/30/19 Time: 14:01 Sample: 2013 2017

Periods included: 5

Cross-sections included: 35

Total panel (balanced) observations: 175

Variable Coefficient Std. Error t-Statistic Prob.

C -1.930444 1.114989 -1.731358 0.0852

GB 1.188029 0.345710 3.436486 0.0007

FB 0.218640 0.227761 0.959953 0.3384

LDR 0.000235 0.008878 0.026476 0.9789

SIZE 0.192910 0.049142 3.925580 0.0001

64

R-squared 0.212320 Mean dependent var 1.530857

Adjusted R-squared 0.193786 S.D. dependent var 1.351869 S.E. of regression 1.213836 Akaike info criterion 3.253603 Sum squared resid 250.4775 Schwarz criterion 3.344025 Log likelihood -279.6903 Hannan-Quinn criter. 3.290281 F-statistic 11.45589 Durbin-Watson stat 1.267652 Prob(F-statistic) 0.000000

Lampiran 12 UJI HAUSMAN MODEL 3

Correlated Random Effects - Hausman Test Equation: Untitled

Test cross-section random effects

Test Summary

Chi-Sq.

Statistic Chi-Sq. d.f. Prob.

Cross-section random 9.819481 4 0.0436

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

GB 0.027884 1.145025 0.834187 0.2213

FB 0.080513 0.192914 0.054332 0.6297

LDR 0.022000 0.007000 0.000042 0.0213

SIZE 0.047137 0.143354 0.001401 0.0102

Cross-section random effects test equation:

Dependent Variable: ROA Method: Panel Least Squares Date: 10/30/19 Time: 14:01 Sample: 2013 2017

Periods included: 5

Cross-sections included: 35

Total panel (balanced) observations: 175

Variable Coefficient Std. Error t-Statistic Prob.

C -1.162655 1.316375 -0.883225 0.3787

GB 0.027884 1.006510 0.027704 0.9779

FB 0.080513 0.342370 0.235164 0.8144

LDR 0.022000 0.011323 1.942934 0.0541

SIZE 0.047137 0.063761 0.739273 0.4610

Effects Specification

Cross-section fixed (dummy variables)

65

R-squared 0.512371 Mean dependent var 1.530857

Adjusted R-squared 0.376121 S.D. dependent var 1.351869 S.E. of regression 1.067788 Akaike info criterion 3.162638 Sum squared resid 155.0631 Schwarz criterion 3.867933 Log likelihood -237.7308 Hannan-Quinn criter. 3.448726 F-statistic 3.760534 Durbin-Watson stat 1.916613 Prob(F-statistic) 0.000000

Total panel (balanced) observations: 175

Variable Coefficient Std. Error t-Statistic Prob.

C 86.70159 6.947687 12.47920 0.0000

GB 9.941922 2.878993 3.453264 0.0007

FB 9.379784 1.825928 5.136997 0.0000

SIZE -0.326129 0.422535 -0.771840 0.4413

R-squared 0.158241 Mean dependent var 85.06566

Adjusted R-squared 0.143473 S.D. dependent var 11.29681 S.E. of regression 10.45506 Akaike info criterion 7.554641 Sum squared resid 18691.71 Schwarz criterion 7.626979 Log likelihood -657.0311 Hannan-Quinn criter. 7.583983 F-statistic 10.71531 Durbin-Watson stat 0.908157 Prob(F-statistic) 0.000002

Total panel (balanced) observations: 175

Variable Coefficient Std. Error t-Statistic Prob.

C -1.910064 0.804268 -2.374909 0.0187

GB 1.190366 0.333274 3.571735 0.0005

FB 0.220845 0.211370 1.044825 0.2976

SIZE 0.192833 0.048913 3.942385 0.0001

66

R-squared 0.212316 Mean dependent var 1.530857

Adjusted R-squared 0.198497 S.D. dependent var 1.351869 S.E. of regression 1.210284 Akaike info criterion 3.242179 Sum squared resid 250.4785 Schwarz criterion 3.314516 Log likelihood -279.6906 Hannan-Quinn criter. 3.271521 F-statistic 15.36407 Durbin-Watson stat 1.268110 Prob(F-statistic) 0.000000

Lampiran 15 UJI T dan UJI F MODEL 3

Dependent Variable: ROA Method: Panel Least Squares Date: 10/30/19 Time: 13:59 Sample: 2013 2017

Periods included: 5

Cross-sections included: 35

Total panel (balanced) observations: 175

Variable Coefficient Std. Error t-Statistic Prob.

C -1.930444 1.114989 -1.731358 0.0852

GB 1.188029 0.345710 3.436486 0.0007

FB 0.218640 0.227761 0.959953 0.3384

LDR 0.000235 0.008878 0.026476 0.9789

SIZE 0.192910 0.049142 3.925580 0.0001

R-squared 0.212320 Mean dependent var 1.530857

Adjusted R-squared 0.193786 S.D. dependent var 1.351869 S.E. of regression 1.213836 Akaike info criterion 3.253603 Sum squared resid 250.4775 Schwarz criterion 3.344025 Log likelihood -279.6903 Hannan-Quinn criter. 3.290281 F-statistic 11.45589 Durbin-Watson stat 1.267652 Prob(F-statistic) 0.000000

67 Lampiran 16 UJI MEDIASI dengan SOBEL TEST

Kepemilikan Bank terhadap Perilaku Kehati-hatian Bank

Dependent Variable: LDR

Total panel (balanced) observations: 175

Variable Coefficient Std. Error t-Statistic Prob.

C 86.70159 6.947687 12.47920 0.0000

GB 9.941922 2.878993 3.453264 0.0007

FB 9.379784 1.825928 5.136997 0.0000

SIZE -0.326129 0.422535 -0.771840 0.4413

R-squared 0.158241 Mean dependent var 85.06566

Adjusted R-squared 0.143473 S.D. dependent var 11.29681 S.E. of regression 10.45506 Akaike info criterion 7.554641 Sum squared resid 18691.71 Schwarz criterion 7.626979 Log likelihood -657.0311 Hannan-Quinn criter. 7.583983

F-statistic 10.71531 Durbin-Watson stat 0.908157

Prob(F-statistic) 0.000002

Lampiran 17 UJI MEDIASI dengan SOBEL TEST Kepemilikan Bank terhadap Kinerja Bank

Dependent Variable: ROA

Total panel (balanced) observations: 175

Variable Coefficient Std. Error t-Statistic Prob.

C -1.910064 0.804268 -2.374909 0.0187

GB 1.190366 0.333274 3.571735 0.0005

FB 0.220845 0.211370 1.044825 0.2976

SIZE 0.192833 0.048913 3.942385 0.0001

R-squared 0.212316 Mean dependent var 1.530857

Adjusted R-squared 0.198497 S.D. dependent var 1.351869 S.E. of regression 1.210284 Akaike info criterion 3.242179 Sum squared resid 250.4785 Schwarz criterion 3.314516 Log likelihood -279.6906 Hannan-Quinn criter. 3.271521

F-statistic 15.36407 Durbin-Watson stat 1.268110

Prob(F-statistic) 0.000000

68 Lampiran 18 UJI MEDIASI dengan SOBEL TEST

Kepemilikan Bank terhadap Kinerja Bank yang dimediasi oleh Perilaku Kehati - hatian

Dependent Variable: ROA Method: Panel Least Squares Date: 10/30/19 Time: 13:59 Sample: 2013 2017

Periods included: 5

Cross-sections included: 35

Total panel (balanced) observations: 175

Variable Coefficient Std. Error t-Statistic Prob.

C -1.930444 1.114989 -1.731358 0.0852

GB 1.188029 0.345710 3.436486 0.0007

FB 0.218640 0.227761 0.959953 0.3384

LDR 0.000235 0.008878 0.026476 0.9789

SIZE 0.192910 0.049142 3.925580 0.0001

R-squared 0.212320 Mean dependent var 1.530857

Adjusted R-squared 0.193786 S.D. dependent var 1.351869 S.E. of regression 1.213836 Akaike info criterion 3.253603 Sum squared resid 250.4775 Schwarz criterion 3.344025 Log likelihood -279.6903 Hannan-Quinn criter. 3.290281 F-statistic 11.45589 Durbin-Watson stat 1.267652 Prob(F-statistic) 0.000000

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