LAMPIRAN 1
Daftar Populasi dan Sampel Perusahaan Perbankan
No
Nama
Kode
Kriteria Penentuan
Sampel
Sampel
1
2
3
1 Bank Rakyat Indonesia Agro Niaga Tbk AGRO
Sampel 1
2 Bank ICB Bumi Putra Tbk
BABP
3 Bank Capital Indonesia Tbk
BACA
Sampel 2
4 Bank Ekonomi Raharja Tbk
BAEK
5 Bank Central Asia Tbk
BBCA
Sampel 3
6 Bank Bukopin Tbk
BBKP
Sampel 4
7 Bank Mestika Dharma Tbk
BBMD
8 Bank Negara Indonesia (Persero)Tbk
BBNI
Sampel 5
9 Bank Nusantara Parahyangan Tbk
BBNP
Sampel 6
10 Bank Rakyat Indonesia (Persero)Tbk
BBRI
Sampel 7
11 Bank Tabungan Negara (Persero) Tbk
BBTN
12 Bank Mutiara Tbk
BCIC
13 Bank Danamon Indonesia Tbk
BDMN
Sampel 8
14 Bank Pundi Indonesia Tbk
BEKS
15 Bank Jabar Banten Tbk
BJBR
16 BPD Jawa Timur (Tbk)
BJTM
17 Bank Kesawan Tbk
BKSW
18 Bank Maspion Indonesia Tbk
BMAS
19 Bank Mandiri (Persero) Tbk
BMRI
Sampel 9
20 Bank Bumi Arta Tbk
BNBA
Sampel 10
21 Bank CIMB Niaga Tbk
BNGA
Sampel 11
22 Bank Internasional Indonesia Tbk
BNII
23 Bank Permata Tbk
BNLI
Sampel 12
24 Bank Sinar Mas Tbk
BSIM
25 Bank Swadesi Tbk
BSWD
Sampel 13
26
Bank Tabungan Pensiunan Nasional
Tbk
BTPN
27 Bank Victoria International Tbk
BVIC
Sampel 14
28 Bank Artha Graha International Tbk
INPC
Sampel 15
29 Bank Mayapada International Tbk
MAYA
Sampel 16
30 Bank Windu Kentjana Int’l Tbk
MCOR
Sampel 17
31 Bank Mega Tbk
MEGA
Sampel 18
32 Bank Mitraniaga Tbk
NAGA
33 Bank NISP OCBC Tbk
NISP
Sampel 19
35 Bank Pan Indonesia Tbk
PNBN
Sampel 20
36 Bank Pan Indonesia Syariah Tbk
PNBS
37 Bank Himpunan Saudara 1906 Tbk
SDRA
Sampel 21
Keterangan:
1.
Perusahaan perbankan yang
go public
pada periode penelitian.
2.
Memiliki kelengkapan informasi laporan keuangan.
3.
Perusahaan tidak mengalami kerugian selama periode penelitian.
Lampiran II
Transformasi Data EPS (LnEPS)
No
Nama Perusahaan
2008
2009
2010
1
Bank Artha Graha Internasional Tbk
1.31
1.59
2.28
2
Bank BRI Agroniaga Tbk
-1.24
-0.45
1.41
3
Bank Bukopin Tbk
4.17
4.1
4.38
4
Bank Bumi Arta Tbk
2.48
2.5
2.46
5
Bank Capital Indonesia Tbk
2.08
1.6
1.63
6
Bank Central Asia Tbk
5.46
5.62
5.84
7
Bank CIMB Niaga Tbk
3.34
4.18
4.67
8
Bank Danamon Tbk
5.71
5.21
5.84
9
Bank Himpunan Saudara Tbk
3.22
3.08
3.25
10
Bank Mandiri Tbk
5.54
5.83
6.08
11
Bank Mayapada Internasional Tbk
2.77
2.77
3.21
12
Bank Mega Tbk
5.73
5.13
5.7
13
Bank Negara Indonesia Tbk
4.38
5.09
5.39
14
Bank Nusantara Parahyangan Tbk
4.55
4.53
4.74
15
Bank OCBC NISP Tbk
4
4.32
4.01
16
Bank of India Indonesia Tbk
3.1
3.75
3.7
17
Bank Pan Indonesia Tbk
3.54
3.64
3.96
18
Bank Permata Tbk
4.07
4.13
4.7
19
Bank Rakyat Indonesia Tbk
6.18
6.38
6.84
20
Bank Victoria Internasional Tbk
2.31
2.49
3.26
Lanjutan
No
Nama Perusahaan
2011
2012
1
Bank Artha Graha Internasional Tbk
2.46
2.52
2
Bank BRI Agroniaga Tbk
2.52
2.06
3
Bank Bukopin Tbk
4.54
4.35
4
Bank Bumi Arta Tbk
2.92
2.95
5
Bank Capital Indonesia Tbk
2.66
1.63
6
Bank Central Asia Tbk
6.08
5.81
7
Bank CIMB Niaga Tbk
4.86
5.14
8
Bank Danamon Tbk
5.89
6.05
9
Bank Himpunan Saudara Tbk
3.76
3.67
10
Bank Mandiri Tbk
6.28
6.55
11
Bank Mayapada Internasional Tbk
4.07
4.51
12
Bank Mega Tbk
5.62
5.67
13
Bank Negara Indonesia Tbk
5.77
5.96
14
Bank Nusantara Parahyangan Tbk
5.1
5.07
15
Bank OCBC NISP Tbk
4.67
4.61
16
Bank of India Indonesia Tbk
4.02
3.82
17
Bank Pan Indonesia Tbk
4.53
4.37
18
Bank Permata Tbk
4.88
4.86
19
Bank Rakyat Indonesia Tbk
6.43
6.63
20
Bank Victoria Internasional Tbk
3.47
3.39
Lampiran III
HASIL PENGOLAHAN EVIEWS
1.
Hasil Analisis Deskriptif
Y ROA NPM EPS
Mean 0.193924 1.840381 16.13076 142.6703
Median 0.035700 1.710000 14.21000 62.01000
Maximum 4.600000 4.330000 43.84000 930.1000
Minimum -0.777780 0.110000 0.200000 0.290000
Std. Dev. 0.696795 0.944348 9.322492 184.5264
Skewness 2.923625 0.411005 0.800564 1.922698
Kurtosis 17.23517 2.469404 3.359264 6.712218
Jarque-Bera 1036.133 4.187896 11.78047 124.9834
Probability 0.000000 0.123200 0.002766 0.000000
Sum 20.36202 193.2400 1693.730 14980.38
Sum Sq. Dev. 50.49435 92.74658 9038.520 3541200.
Observations 105 105 105 105
2.
Hasil Uji
Common Model
Dependent Variable: Y Method: Panel Least Squares Date: 04/14/14 Time: 11:03 Sample: 2008 2012
Periods included: 5
Cross-sections included: 21
Total panel (balanced) observations: 105
Variable Coefficient Std. Error t-Statistic Prob.
ROA 0.044733 0.142942 0.312949 0.7550
NPM -0.001685 0.013330 -0.126377 0.8997
EPS 0.009489 0.070283 0.135017 0.8929
C 0.100722 0.185777 0.542167 0.5889
R-squared 0.003775 Mean dependent var 0.193924
Adjusted R-squared -0.025816 S.D. dependent var 0.696795
S.E. of regression 0.705731 Akaike info criterion 2.178186
Sum squared resid 50.30373 Schwarz criterion 2.279290
Log likelihood -110.3548 Hannan-Quinn criter. 2.219156
F-statistic 0.127574 Durbin-Watson stat 2.583039
3.
Hasil Uji Fixed Effect Model (FEM)
Dependent Variable: Y Method: Panel Least Squares Date: 04/13/14 Time: 23:32 Sample: 2008 2012
Periods included: 5
Cross-sections included: 21
Total panel (balanced) observations: 105
Variable Coefficient Std. Error t-Statistic Prob.
C -0.196889 0.634877 -0.310122 0.7573
ROA -0.463785 0.315757 -1.468804 0.1458
NPM 0.007902 0.023799 0.332011 0.7407
EPS 0.278554 0.217339 1.281658 0.2036
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.163111 Mean dependent var 0.193924
Adjusted R-squared -0.074524 S.D. dependent var 0.696795
S.E. of regression 0.722292 Akaike info criterion 2.384857
Sum squared resid 42.25814 Schwarz criterion 2.991476
Log likelihood -101.2050 Hannan-Quinn criter. 2.630671
F-statistic 0.686395 Durbin-Watson stat 2.895461
Prob(F-statistic) 0.845583
4.
Hasil uji Random Effect Model (REM)
Dependent Variable: Y
Method: Panel EGLS (Cross-section random effects) Date: 04/14/14 Time: 11:10
Sample: 2008 2012 Periods included: 5
Cross-sections included: 21
Total panel (balanced) observations: 105
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
ROA 0.044733 0.146296 0.305774 0.7604
NPM -0.001685 0.013643 -0.123479 0.9020
EPS 0.009489 0.071932 0.131922 0.8953
C 0.100722 0.190136 0.529737 0.5975
Effects Specification
Cross-section random 0.000000 0.0000
Idiosyncratic random 0.722292 1.0000
Weighted Statistics
R-squared 0.003775 Mean dependent var 0.193924
Adjusted R-squared -0.025816 S.D. dependent var 0.696795
S.E. of regression 0.705731 Sum squared resid 50.30373
F-statistic 0.127574 Durbin-Watson stat 2.583039
Prob(F-statistic) 0.943552
Unweighted Statistics
R-squared 0.003775 Mean dependent var 0.193924
Sum squared resid 50.30373 Durbin-Watson stat 2.583039
5.
Hasil uji
Chow
Redundant Fixed Effects Tests Equation: Untitled
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 0.771085 (20,81) 0.7393
Cross-section Chi-square 18.299633 20 0.5677
Cross-section fixed effects test equation: Dependent Variable: Y
Method: Panel Least Squares Date: 04/14/14 Time: 11:18 Sample: 2008 2012
Periods included: 5
Cross-sections included: 21
Total panel (balanced) observations: 105
Variable Coefficient Std. Error t-Statistic Prob.
ROA 0.044733 0.142942 0.312949 0.7550
NPM -0.001685 0.013330 -0.126377 0.8997
EPS 0.009489 0.070283 0.135017 0.8929
C 0.100722 0.185777 0.542167 0.5889
R-squared 0.003775 Mean dependent var 0.193924
Adjusted R-squared -0.025816 S.D. dependent var 0.696795
S.E. of regression 0.705731 Akaike info criterion 2.178186
Sum squared resid 50.30373 Schwarz criterion 2.279290
Log likelihood -110.3548 Hannan-Quinn criter. 2.219156
F-statistic 0.127574 Durbin-Watson stat 2.583039
6.
Uji
Hausman
Dependent Variable: Y
Method: Panel EGLS (Cross-section random effects) Date: 04/07/14 Time: 16:58
Sample: 2008 2012 Periods included: 5
Cross-sections included: 21
Total panel (balanced) observations: 105
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
ROA 0.044733 0.146296 0.305774 0.7604
NPM -0.001685 0.013643 -0.123479 0.9020
EPS 0.009489 0.071932 0.131922 0.8953
C 0.100722 0.190136 0.529737 0.5975
Effects Specification
S.D. Rho
Cross-section random 0.000000 0.0000
Idiosyncratic random 0.722292 1.0000
Weighted Statistics
R-squared 0.003775 Mean dependent var 0.193924
Adjusted R-squared -0.025816 S.D. dependent var 0.696795
S.E. of regression 0.705731 Sum squared resid 50.30373
F-statistic 0.127574 Durbin-Watson stat 2.583039
Prob(F-statistic) 0.943552
Unweighted Statistics
R-squared 0.003775 Mean dependent var 0.193924
