Lampiran.1
Daftar Populasi dan Sampel Perusahaan Perbankan
No. Nama Perusahaan
Kriteria
1
2
3
Lampiran.2
Data Variabel Penelitian
PARAHYGAN
2012
0.0157
0.0148
0.0190
0.0484
PARAHYGAN
2013
0.0158
0.0176
0.0406
0.0520
SAUDARA
2009
0.0241
0.0175
0.0131
0.0489
SAUDARA
2010
0.0278
0.0430
0.0736
0.0254
SAUDARA
2011
0.0300
0.0408
0.0348
0.0443
SAUDARA
2012
0.0278
0.0500
0.0551
0.0479
Lampiran.3
Hasil Pengujian
Panel Unit Root
dengan Software E-views 7.0
Return on Assets
(Y)
Panel unit root test: Summary
Series: Y
Date: 02/23/15 Time: 10:14
Sample: 2009 2013
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* -20.5584 0.0000 18 72
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -5.98842 0.0000 18 72
ADF - Fisher Chi-square 75.8443 0.0001 18 72
PP - Fisher Chi-square 100.338 0.0000 18 72
** Probabilities for Fisher tests are computed using an asymptotic Chi
Provisi dan Komisi (X1)
Panel unit root test: Summary
Series: X1
Date: 02/23/15 Time: 10:18
Sample: 2009 2013
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* -27.8339 0.0000 18 72
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -6.51629 0.0000 18 72
ADF - Fisher Chi-square 68.9685 0.0008 18 72
PP - Fisher Chi-square 78.1438 0.0001 18 72
** Probabilities for Fisher tests are computed using an asymptotic Chi
Transaksi Valuta Asing (X2)
Panel unit root test: Summary
Series: X2
Date: 02/23/15 Time: 10:28
Sample: 2009 2013
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* -10.9472 0.0000 18 72
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -2.13989 0.0162 18 72
ADF - Fisher Chi-square 48.3880 0.0813 18 72
PP - Fisher Chi-square 51.5952 0.0445 18 72
** Probabilities for Fisher tests are computed using an asymptotic Chi
Pendapatan Lain-lain (X3)
Panel unit root test: Summary
Series: X3
Date: 02/23/15 Time: 10:31
Sample: 2009 2013
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* -16.4178 0.0000 18 72
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -4.17729 0.0000 18 72
ADF - Fisher Chi-square 64.1501 0.0027 18 72
PP - Fisher Chi-square 79.0944 0.0000 18 72
** Probabilities for Fisher tests are computed using an asymptotic Chi
Lampiran.4
Hasil Estimasi dengan Pendekatan
Pooled Least Squared
Dependent Variable: Y
Method: Panel Least Squares
Date: 02/23/15 Time: 10:46
Sample: 2009 2013
Periods included: 5
Cross-sections included: 18
Total panel (balanced) observations: 90
Variable Coefficient Std. Error t-Statistic Prob.
C 0.017259 0.002855 6.044983 0.0000
X1 0.044995 0.014430 3.118167 0.0025
X2 0.039934 0.065843 0.606503 0.5458
X3 0.010014 0.020129 0.497473 0.6201
R-squared 0.102813 Mean dependent var 0.023011
Adjusted R-squared 0.071516 S.D. dependent var 0.010739
S.E. of regression 0.010348 Akaike info criterion -6.260713
Sum squared resid 0.009208 Schwarz criterion -6.149610
Log likelihood 285.7321 Hannan-Quinn criter. -6.215910
F-statistic 3.285052 Durbin-Watson stat 0.329833
Lampiran.5
Hasil Estimasi dengan Pendekatan
Fixed Effect Model
Dependent Variable: Y
Method: Panel Least Squares
Date: 02/23/15 Time: 10:51
Sample: 2009 2013
Periods included: 5
Cross-sections included: 18
Total panel (balanced) observations: 90
Variable Coefficient Std. Error t-Statistic Prob.
C 0.017334 0.002063 8.400783 0.0000
X1 0.052895 0.015042 3.516371 0.0008
X2 -0.003736 0.041269 -0.090519 0.9281
X3 0.013652 0.013558 1.006965 0.3175
Effects Specification
Cross-section fixed (dummy variables)
R-squared 0.843528 Mean dependent var 0.023011
Adjusted R-squared 0.798173 S.D. dependent var 0.010739
S.E. of regression 0.004824 Akaike info criterion -7.629320
Sum squared resid 0.001606 Schwarz criterion -7.046031
Log likelihood 364.3194 Hannan-Quinn criter. -7.394104
F-statistic 18.59862 Durbin-Watson stat 1.832457
Lampiran.6
Hausman Test
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 0.290517 3 0.9618
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
X1 0.052895 0.051118 0.000034 0.7614
X2 -0.003736 -0.000128 0.000059 0.6379
X3 0.013652 0.013147 0.000008 0.8624
Cross-section random effects test equation:
Dependent Variable: Y
Method: Panel Least Squares
Date: 02/23/15 Time: 11:39
Sample: 2009 2013
Periods included: 5
Cross-sections included: 18
Total panel (balanced) observations: 90
C 0.017334 0.002063 8.400783 0.0000
X1 0.052895 0.015042 3.516371 0.0008
X2 -0.003736 0.041269 -0.090519 0.9281
X3 0.013652 0.013558 1.006965 0.3175
Effects Specification
Cross-section fixed (dummy variables)
R-squared 0.843528 Mean dependent var 0.023011
Adjusted R-squared 0.798173 S.D. dependent var 0.010739
S.E. of regression 0.004824 Akaike info criterion -7.629320
Sum squared resid 0.001606 Schwarz criterion -7.046031
Log likelihood 364.3194 Hannan-Quinn criter. -7.394104
F-statistic 18.59862 Durbin-Watson stat 1.832457
Lampiran .7
Uji Multikolineritas
X1 X2 X3
X1 1.000000 -0.198341 -0.028942
X2 -0.198341 1.000000 -0.070980
Lampiran.8
Uji Normalitas (
Normality Test
)
0 4 8 12 16 20
-0.010 -0.005 0.000 0.005 0.010
Series: Standardized Residuals Sample 2009 2013
Observations 90
Mean -1.93e-20 Median 0.000758 Maximum 0.012043 Minimum -0.011733 Std. Dev. 0.004248 Skewness -0.176802 Kurtosis 3.911487
