43 LAMPIRAN Lampiran 1
Sampel dan Data
NO BANK TAHUN TRIWULAN Y X1 X2 X3
1 MUAM 2016 KUARTAL 1 0,25 53712592 20757977 23516238
2 MUAM 2016 KUARTAL 2 0,15 52695732 20888521 22985638
3 MUAM 2016 KUARTAL 3 0,13 54105544 21060075 22946089
4 MUAM 2016 KUARTAL 4 0,22 55786398 20900783 23314382
5 MUAM 2017 KUARTAL 1 0,12 54827513 20514248 23529752
6 MUAM 2017 KUARTAL 2 0,15 58602532 20451848 25426566
7 MUAM 2017 KUARTAL 3 0,11 57711079 20104847 26196465
8 MUAM 2017 KUARTAL 4 0,11 61696920 19857952 27016195
9 MUAM 2018 KUARTAL 1 0,15 57283526 19768934 27546982
10 MUAM 2018 KUARTAL 2 0,49 55202239 17132543 25000661
11 MUAM 2018 KUARTAL 3 0,35 54850713 16855409 23299767
12 MUAM 2018 KUARTAL 4 0,08 57227276 16543871 21618823
13 VICTOR 2016 KUARTAL 1 -3,23 1206294 585889 330651
14 VICTOR 2016 KUARTAL 2 -7,46 1212903 597544 403796
15 VICTOR 2016 KUARTAL 3 -6,19 1248455 616250 428893
16 VICTOR 2016 KUARTAL 4 -2,19 1625183 929535 352207
17 VICTOR 2017 KUARTAL 1 0,26 1581785 795698 332097
18 VICTOR 2017 KUARTAL 2 0,27 1612198 819821 356426
19 VICTOR 2017 KUARTAL 3 0,29 1915350 879749 350122
20 VICTOR 2017 KUARTAL 4 0,36 2003114 868014 413009
21 VICTOR 2018 KUARTAL 1 0,3 2100240 864851 500253
22 VICTOR 2018 KUARTAL 2 0,31 2048306 867835 382026
23 VICTOR 2018 KUARTAL 3 0,33 1990341 951083 354402
24 VICTOR 2018 KUARTAL 4 0,32 2126019 930419 323580
25 BRIS 2016 KUARTAL 1 0,99 24268704 5125290 14342671
26 BRIS 2016 KUARTAL 2 1,03 24953941 5266046 15260674
27 BRIS 2016 KUARTAL 3 0,98 25568485 5230683 15079392
28 BRIS 2016 KUARTAL 4 0,95 27687188 5379830 15100133
29 BRIS 2017 KUARTAL 1 0,65 28506856 5132312 15195847
30 BRIS 2017 KUARTAL 2 0,71 29900404 5443444 15344742
31 BRIS 2017 KUARTAL 3 0,82 30422031 5698069 15097519
32 BRIS 2017 KUARTAL 4 0,51 31543384 5577220 15083878
33 BRIS 2018 KUARTAL 1 0,86 34733951 5915398 15179333
34 BRIS 2018 KUARTAL 2 0,92 36140568 6958811 15663354
35 BRIS 2018 KUARTAL 3 0,77 36177022 7035696 16049209
36 BRIS 2018 KUARTAL 4 0,43 37915084 7748129 16008953
37 BJBS 2016 KUARTAL 1 0,9 6745613 661411 6647459
38 BJBS 2016 KUARTAL 2 -1,94 7023692 784074 6997813
39 BJBS 2016 KUARTAL 3 -6,15 6934751 839804 7265952
40 BJBS 2016 KUARTAL 4 -8,09 7441653 830645 7461626
41 BJBS 2017 KUARTAL 1 0,39 7570517 737026 7466515
42 BJBS 2017 KUARTAL 2 -1,34 7714505 775544 7610309
43 BJBS 2017 KUARTAL 3 -5,31 7437751 793854 7548128
44 BJBS 2017 KUARTAL 4 -5,69 7713558 819852 7494640
45 BJBS 2018 KUARTAL 1 0,52 7127660 732222 6957238
46 BJBS 2018 KUARTAL 2 0,32 6849611 173292 6792291
47 BJBS 2018 KUARTAL 3 0,55 6584205 897751 6750066
48 BJBS 2018 KUARTAL 4 0,54 6741449 1131772 5213356
49 BNIS 2016 KUARTAL 1 1,65 24677029 2456887 22033706
50 BNIS 2016 KUARTAL 2 1,59 25676278 2732566 23097149
51 BNIS 2016 KUARTAL 3 1,53 26822678 2856345 23752721
52 BNIS 2016 KUARTAL 4 1,44 28314175 3012748 24980801
53 BNIS 2017 KUARTAL 1 1,4 29861506 3039940 26066631
54 BNIS 2017 KUARTAL 2 1,48 30746068 3640709 26771636
55 BNIS 2017 KUARTAL 3 1,44 32042805 3679358 26906534
56 BNIS 2017 KUARTAL 4 1,31 34822442 4586209 27265631
57 BNIS 2018 KUARTAL 1 1,35 38543165 4701713 27313502
58 BNIS 2018 KUARTAL 2 1,42 37773338 5548811 27677458
59 BNIS 2018 KUARTAL 3 1,42 38945980 6373592 28829532
60 BNIS 2018 KUARTAL 4 1,42 41048545 7325664 29349587
61 MNDR 2016 KUARTAL 1 0,56 71548944 11095110 49859592
62 MNDR 2016 KUARTAL 2 0,62 72022855 11241065 51320529
63 MNDR 2016 KUARTAL 3 0,6 74241902 11458745 52422148
64 MNDR 2016 KUARTAL 4 0,59 78831722 13338662 53201181
65 MNDR 2017 KUARTAL 1 0,6 80012307 13243161 53510368
66 MNDR 2017 KUARTAL 2 0,59 81901309 15463783 53695744
67 MNDR 2017 KUARTAL 3 0,56 84087348 16119426 54048823
68 MNDR 2017 KUARTAL 4 0,59 87939774 17640213 54783980
69 MNDR 2018 KUARTAL 1 0,79 92976854 17498892 55825704
70 MNDR 2018 KUARTAL 2 0,89 92813105 18452296 57032876
71 MNDR 2018 KUARTAL 3 0,95 93347112 20848123 57782020
72 MNDR 2018 KUARTAL 4 0,88 98341116 21449077 59393119
73 MEGA 2016 KUARTAL 1 4,86 5561738 198947 4746127
74 MEGA 2016 KUARTAL 2 3,21 5478501 210833 4549439 75 MEGA 2016 KUARTAL 3 2,63 5763548 272913 4840116 76 MEGA 2016 KUARTAL 4 2,63 6135241 348812 4993296 77 MEGA 2017 KUARTAL 1 1,82 6011953 379903 4833245 78 MEGA 2017 KUARTAL 2 1,63 6536423 405194 4859195 79 MEGA 2017 KUARTAL 3 1,54 6306950 427347 4558504 80 MEGA 2017 KUARTAL 4 1,56 7034300 663112 4456035 81 MEGA 2018 KUARTAL 1 0,91 6637732 714592 4370128 82 MEGA 2018 KUARTAL 2 0,98 6644658 769778 4320432 83 MEGA 2018 KUARTAL 3 0,96 6628968 901301 4336515 84 MEGA 2018 KUARTAL 4 0,93 7336342 1260486 4384725 85 BPDS 2016 KUARTAL 1 0,2 7021436 4119118 547370 86 BPDS 2016 KUARTAL 2 0,36 7770955 4241893 878452 87 BPDS 2016 KUARTAL 3 0,42 8158882 4319679 989639 88 BPDS 2016 KUARTAL 4 0,37 8757964 4721855 1206564 89 BPDS 2017 KUARTAL 1 0,8 8996499 5063641 1421436 90 BPDS 2017 KUARTAL 2 0,45 9772420 5589844 1508065 91 BPDS 2017 KUARTAL 3 0,29 9332511 5506102 1417785 92 BPDS 2017 KUARTAL 4 -
10,77
8629275 5022793 1213428
93 BPDS 2018 KUARTAL 1 0,26 8489919 4552873 997043
94 BPDS 2018 KUARTAL 2 0,26 8563057 4523923 847295
95 BPDS 2018 KUARTAL 3 0,25 8130852 4793851 728856
96 BPDS 2018 KUARTAL 4 0,26 8771058 5465099 590244
97 BUKOP 2016 KUARTAL 1 1,13 6144201 1929298 3134756
98 BUKOP 2016 KUARTAL 2 1 6487998 2035182 3181459
99 BUKOP 2016 KUARTAL 3 0,99 6675144 2157762 3096741
100 BUKOP 2016 KUARTAL 4 0,76 7019599 2178803 3093885
101 BUKOP 2017 KUARTAL 1 0,53 6401365 2328375 2998576
102 BUKOP 2017 KUARTAL 2 0,39 6990618 2544836 2907868
103 BUKOP 2017 KUARTAL 3 0,27 7579230 2418121 2896231
104 BUKOP 2017 KUARTAL 4 0,02 7166257 2568412 2598508
105 BUKOP 2018 KUARTAL 1 0,09 6860068 2490138 2390372
106 BUKOP 2018 KUARTAL 2 0,18 6430226 2517477 2256555
107 BUKOP 2018 KUARTAL 3 0,21 6366910 2459271 2264156
108 BUKOP 2018 KUARTAL 4 0,02 6328446 2589987 2279713
109 BCAS 2016 KUARTAL 1 0,76 4406552 1145210 2001094
110 BCAS 2016 KUARTAL 2 0,9 4343456 1197676 2033109
111 BCAS 2016 KUARTAL 3 1 4637703 1162583 2167106
Keterangan :
Y : Profitabilitas (ROA) X1 : Ukuran Perusahaan X2 : Pembiayaan Musyarakah X3 : Pembiayaan Murabahah Lampiran 2
Hasil Estimasi Regresi Common Effect
Dependent Variable: Y Method: Panel Least Squares Date: 03/04/20 Time: 08:31 Sample: 2016Q1 2018Q4 Periods included: 12 Cross-sections included: 10
Total panel (balanced) observations: 120
Variable Coefficient Std. Error t-Statistic Prob.
C -12.17800 3.168522 -3.843434 0.0002
LOGX1 3.942227 1.039627 3.791963 0.0002
LOGX2 -1.808897 0.475877 -3.801189 0.0002
LOGX3 -1.618367 0.545484 -2.966844 0.0037
R-squared 0.159723 Mean dependent var 0.255917
Adjusted R-squared 0.137992 S.D. dependent var 2.072584 S.E. of regression 1.924278 Akaike info criterion 4.179744 Sum squared resid 429.5300 Schwarz criterion 4.272660 Log likelihood -246.7846 Hannan-Quinn criter. 4.217477
F-statistic 7.349922 Durbin-Watson stat 1.127730
Prob(F-statistic) 0.000149
112 BCAS 2016 KUARTAL 4 1,13 4995607 1300822 2017722
113 BCAS 2017 KUARTAL 1 0,99 5368251 1291402 2113675
114 BCAS 2017 KUARTAL 2 1,05 5430155 1568170 2250376
115 BCAS 2017 KUARTAL 3 1,12 5648875 1758327 2077080
116 BCAS 2017 KUARTAL 4 1,17 5961174 1834415 2153936
117 BCAS 2018 KUARTAL 1 1,1 6117212 1934954 2234578
118 BCAS 2018 KUARTAL 2 1,13 6439838 2190547 2261532
119 BCAS 2018 KUARTAL 3 1,12 6644158 2213529 2255824
120 BCAS 2018 KUARTAL 4 1,17 7064008 2432321 2342472
Lampiran 3
Hasil Estimasi Regresi Fixed Effect
Dependent Variable: Y Method: Panel Least Squares Date: 03/04/20 Time: 08:39 Sample: 2016Q1 2018Q4 Periods included: 12 Cross-sections included: 10
Total panel (balanced) observations: 120
Variable Coefficient Std. Error t-Statistic Prob.
C -19.85302 23.24793 -0.853970 0.3950
LOGX1 7.055655 1.686237 4.184262 0.0001
LOGX2 -2.485992 0.682557 -3.642174 0.0004
LOGX3 -3.751982 1.229921 -3.050587 0.0029
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.452428 Mean dependent var 0.255917
Adjusted R-squared 0.391018 S.D. dependent var 2.072584 S.E. of regression 1.617389 Akaike info criterion 3.901507 Sum squared resid 279.9064 Schwarz criterion 4.203486 Log likelihood -221.0904 Hannan-Quinn criter. 4.024142
F-statistic 7.367327 Durbin-Watson stat 1.757670
Prob(F-statistic) 0.000000
Lampiran 4
Hasil Estemasi Regresi Random Effect
Dependent Variable: Y
Method: Panel EGLS (Cross-section random effects) Date: 03/04/20 Time: 08:40
Sample: 2016Q1 2018Q4 Periods included: 12 Cross-sections included: 10
Total panel (balanced) observations: 120
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
C -17.37754 6.227506 -2.790450 0.0062
LOGX1 5.944964 1.326238 4.482578 0.0000
LOGX2 -2.467360 0.596370 -4.137299 0.0001
LOGX3 -2.761092 0.757678 -3.644149 0.0004
Effects Specification
S.D. Rho
Cross-section random 1.271680 0.3820
Idiosyncratic random 1.617389 0.6180
Weighted Statistics
R-squared 0.154986 Mean dependent var 0.088203
Adjusted R-squared 0.133133 S.D. dependent var 1.733742 S.E. of regression 1.614213 Sum squared resid 302.2592
F-statistic 7.091969 Durbin-Watson stat 1.631220
Prob(F-statistic) 0.000204
Unweighted Statistics
R-squared 0.123499 Mean dependent var 0.255917
Sum squared resid 448.0471 Durbin-Watson stat 1.100445
Lampiran 5 Hasil Uji Chow
Redundant Fixed Effects Tests Equation: Untitled
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 6.355192 (9,107) 0.0000
Cross-section Chi-square 51.388369 9 0.0000
Cross-section fixed effects test equation:
Dependent Variable: Y Method: Panel Least Squares Date: 03/04/20 Time: 08:39 Sample: 2016Q1 2018Q4 Periods included: 12 Cross-sections included: 10
Total panel (balanced) observations: 120
Variable Coefficient Std. Error t-Statistic Prob.
C -12.17800 3.168522 -3.843434 0.0002
LOGX1 3.942227 1.039627 3.791963 0.0002
LOGX2 -1.808897 0.475877 -3.801189 0.0002
LOGX3 -1.618367 0.545484 -2.966844 0.0037
R-squared 0.159723 Mean dependent var 0.255917
Adjusted R-squared 0.137992 S.D. dependent var 2.072584 S.E. of regression 1.924278 Akaike info criterion 4.179744 Sum squared resid 429.5300 Schwarz criterion 4.272660 Log likelihood -246.7846 Hannan-Quinn criter. 4.217477
F-statistic 7.349922 Durbin-Watson stat 1.127730
Prob(F-statistic) 0.000149
Lampiran 6 Hasil Uji Hausman
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 2.544804 3 0.4672
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
LOGX1 7.055655 5.944964 1.084487 0.2862
LOGX2 -2.485992 -2.467360 0.110227 0.9552
LOGX3 -3.751982 -2.761092 0.938631 0.3064
Cross-section random effects test equation:
Dependent Variable: Y Method: Panel Least Squares Date: 03/04/20 Time: 08:41 Sample: 2016Q1 2018Q4 Periods included: 12 Cross-sections included: 10
Total panel (balanced) observations: 120
Variable Coefficient Std. Error t-Statistic Prob.
C -19.85302 23.24793 -0.853970 0.3950
LOGX1 7.055655 1.686237 4.184262 0.0001
LOGX2 -2.485992 0.682557 -3.642174 0.0004
LOGX3 -3.751982 1.229921 -3.050587 0.0029
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.452428 Mean dependent var 0.255917
Adjusted R-squared 0.391018 S.D. dependent var 2.072584 S.E. of regression 1.617389 Akaike info criterion 3.901507 Sum squared resid 279.9064 Schwarz criterion 4.203486 Log likelihood -221.0904 Hannan-Quinn criter. 4.024142
F-statistic 7.367327 Durbin-Watson stat 1.757670
Prob(F-statistic) 0.000000
Lampiran 7
Hasil Uji Lagrange Multiplier
Lagrange Multiplier Tests for Random Effects Null hypotheses: No effects
Alternative hypotheses: Two-sided (Breusch-Pagan) and one-sided (all others) alternatives
Test Hypothesis
Cross-section Time Both
Breusch-Pagan 43.87129 0.201808 44.07310
(0.0000) (0.6533) (0.0000)
Honda 6.623541 -0.449230 4.365897
(0.0000) -- (0.0000)
King-Wu 6.623541 -0.449230 4.610797
(0.0000) -- (0.0000)
Standardized Honda 9.061957 -0.306648 1.773967
(0.0000) -- (0.0380)
Standardized King-Wu 9.061957 -0.306648 2.115848
(0.0000) -- (0.0172)
Gourierioux, et al.* -- -- 43.87129
(< 0.01)
*Mixed chi-square asymptotic critical values:
1% 7.289
5% 4.321
10% 2.952
Lampiran 8
Hasil Uji Regresi Data Panel Terbaik
Dependent Variable: Y
Method: Panel EGLS (Cross-section random effects) Date: 03/04/20 Time: 08:40
Sample: 2016Q1 2018Q4 Periods included: 12 Cross-sections included: 10
Total panel (balanced) observations: 120
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
C -17.37754 6.227506 -2.790450 0.0062
LOGX1 5.944964 1.326238 4.482578 0.0000
LOGX2 -2.467360 0.596370 -4.137299 0.0001
LOGX3 -2.761092 0.757678 -3.644149 0.0004
Effects Specification
S.D. Rho
Cross-section random 1.271680 0.3820
Idiosyncratic random 1.617389 0.6180
Weighted Statistics
R-squared 0.154986 Mean dependent var 0.088203
Adjusted R-squared 0.133133 S.D. dependent var 1.733742 S.E. of regression 1.614213 Sum squared resid 302.2592
F-statistic 7.091969 Durbin-Watson stat 1.631220
Prob(F-statistic) 0.000204
Unweighted Statistics
R-squared 0.123499 Mean dependent var 0.255917
Sum squared resid 448.0471 Durbin-Watson stat 1.100445
