Daftar Populasi dan Sampel Perusahaan Jasa
Sektor Keuangan
Sub Sektor Bank
Kode
Nama Perusahaan
Kriteria
Sampel
1
2
3
AGRO
Bank Rakyat Indonesia Agro Naga Tbk
d.h Bank Agro Niaga
1
AGRS
Bank Agris Tbk
d.h Bank Finconesia
X
X
ARTO
Bank Artos Indonesia Tbk
X
X
BABP
Bank MNC Internasional Tbk
d.h ICB Bumiputera Tbk
d.h Bank Bumiputera Indonesia Tbk
2
BACA
Bank Capital Indonesia Tbk
3
BBCA
Bank Central Asia Tbk
4
BBHI
Bank Harda Internasional Tbk
X
X
BBKP
Bank Bukopin Tbk
5
BBMD
Bank Mestika Dharma Tbk
X
X
BBNI
Bank Negara Indonesia (Persero) Tbk
6
BBNP
Bank Nusantara Parahyangan Tbk
7
BBRI
Bank Rakyat Indonesia (Persero) Tbk
8
BBTN
Bank Tabungan Negara (Persero) Tbk
9
BBYB
Bank Yudha Bhakti Tbk
X
X
BCIC
Bank J Trust Indonesia Tbk
d.h Bank Mutiara Tbk
d.h Bank Century Tbk
d.h Bank Century Intervest Corp Tbk/
Bank CIC Tbk
10
BDMN
Bank Danamon Indonesia Tbk
11
BEKS
Bank Pundi Indonesia Tbk
d.h Bank Eksekutif Internasional Tbk
12
BGTB
Bank Ganesha Tbk
X
X
BINA
Bank Ina Perdana Tbk
X
X
BJBR
Bank Jabar Banten Tbk
13
BJTM
Bank Pembangunan Daerah Jawa Timur
Tbk
X
X
BKSW
Bank QNB Indonesia Tbk
d.h Bank QNB Kesawan Tbk
d.h Bank Kesawan Tbk
Kode
Nama perusahaan
Kriteria
Sampel
1
2
3
BMAS
Bank Maspion Indonesia Tbk
X
X
BMRI
Bank Mandiri (Persero) Tbk
15
BNBA
Bank Bumi Arta Tbk
16
BNGA
Bank CIMB Niaga Tbk
d.h Bank Niaga Tbk
17
BNII
Bank Maybank Indonesia Tbk
d.h BII Maybank Tbk
d.h Bank Internasional Indonesia Tbk
18
BNLI
Bank Permata Tbk
d.h Bank Bali
19
BSIM
Bank Sinar Mas Tbk
d.h Bank Shinta Indonesia
20
BSWD
Bank of India Indonesia Tbk
d.h Bank Swadesi Tbk
21
BTPN
Bank Tabungan Pensiunan Nasional Tbk
22
BVIC
Bank Victoria International Tbk
23
DNAR
Bank Dinar Indonesia Tbk
d.h Bank Liman International
X
X
INPC
Bank Artha Graha International Tbk
d.h Bank Interpacific Tbk
24
MAYA
Bank Mayapada International Tbk
25
MCOR
Bank Windu Kentjana International Tbk
d.h Bank Multicor InternationalTbk
26
NOBU
Bank Nationalnobu Tbk
d.h Bank Alfindo Sejahtera
X
X
PNBN
Bank Pan Indonesia Tbk
29
PNBS
Bank Panin Syariah Tbk
d.h Bank Harta
X
X
SDRA
Bank Woori Saudara Indonesia 1906 Tbk
d.h Bank Himpunan Saudara 1906 Tbk
BUFF
ROE
NPL
BUFFt-1
LOTA
SIZE
Uji Normalitas dengan Uji Jarque-Bera Sebelum Transformasi Data Outlier
LAMPIRAN 11
Uji Normalitas dengan Uji Jarque-Bera Setelah Transformasi Data Outlier
LAMPIRAN 12
Uji Multikolinearitas dengan Matriks Korelasi
ROE NPL BUFFT_1 LOTA SIZE
Uji Heteroskedastisitas dengan Uji Glejser
Heteroskedasticity Test: Glejser
F-statistic 1.201092 Prob. F(5,90) 0.3151 Obs*R-squared 6.005120 Prob. Chi-Square(5) 0.3057 Scaled explained SS 6.002474 Prob. Chi-Square(5) 0.3060
Test Equation:
Dependent Variable: ARESID Method: Least Squares Date: 02/22/17 Time: 07:15 Sample: 1 96
Included observations: 96
Variable Coefficient Std. Error t-Statistic Prob.
C 0.275500 0.602320 0.457398 0.6485 ROE -0.059600 0.028484 -2.092407 0.0392 NPL -0.017141 0.022109 -0.775275 0.4402 BUFFT_1 -0.061521 0.040723 -1.510744 0.1344 LOTA 0.051585 0.141094 0.365605 0.7155 SIZE -0.001924 0.005238 -0.367225 0.7143
Uji Autokorelasi dengan Uji Durbin-Watson
Log likelihood 4.370443 Hannan-Quinn criter. 0.161995 F-statistic 0.085928 Durbin-Watson stat 1.977689
Prob(F-statistic) 0.998899
LAMPIRAN 15
Statistik Deskriptif BUFF, ROE, NPL, BUFFt-1, LOTA, Size
Perusahaan Perbankan di Indonesia
BUFF ROE NPL BUFFT_1 LOTA SIZE
Mean 9.184479 11.87438 2.286146 8.696042 67.89820 16.06316 Median 8.575000 11.95306 2.020000 8.280000 68.73929 16.30321
Maximum 17.57000 28.80152 9.950000 19.91000 89.84074 22.84726 Minimum 3.560000 -10.65070 0.310000 2.930000 49.97405 11.09270
Std. Dev. 2.794095 6.919451 1.623466 3.163775 7.202037 2.946396 Skewness 0.674406 -0.085166 2.093127 0.811229 -0.162737 0.049189
Kurtosis 3.246763 3.476720 9.575038 3.948620 3.760438 2.317669
Jarque-Bera 7.520753 1.025100 243.0234 14.12900 2.736797 1.901015 Probability 0.023275 0.598966 0.000000 0.000855 0.254514 0.386545
Sum 881.7100 1139.941 219.4700 834.8200 6518.227 1542.063 Sum Sq. Dev. 741.6620 4548.486 250.3861 950.8999 4927.587 824.7186
Observations 96 96 96 96 96 96
LAMPIRAN 16
Hasil dari Uji Chow
Redundant Fixed Effects TestsEquation: Untitled
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 0.835260 (23,67) 0.6771
Common Effect Model (CEM)
Dependent Variable: BUFF Method: Panel Least Squares Date: 02/22/17 Time: 10:59 Sample: 2012 2015
Periods included: 4
Cross-sections included: 24
Total panel (balanced) observations: 96
Variable Coefficient Std. Error t-Statistic Prob.
C 2.258977 0.999436 2.260252 0.0262 ROE -0.062415 0.047264 -1.320553 0.1900 NPL -0.034692 0.036686 -0.945639 0.3469 BUFFT_1 0.491148 0.067571 7.268592 0.0000 LOTA -0.234930 0.234119 -1.003463 0.3183 SIZE 0.002562 0.008692 0.294773 0.7688
