Pengaruh Nilai Tukar, Tingkat Suku Bunga, dan Inflasi Terhadap Profitabilitas Perusahaan Perbankan yang Terdaftar di Bursa Efek Indonesia

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LAMPIRAN

LAMPIRAN 1

Sampel Penelitian Perusahaan Perbankan

di Bursa Efek Indonesia

Periode 2011-2014

No

Nama

Perusahaan

Kriteria

_Memenuhi

Kriteria

1

2

3

4

1 AGRO

√

Sampel (S1)

2 AGRS

x

Tidak

3 BABP

√

x

Tidak

4 BACA

√

Sampel (S2)

5 BBCA

√

Sampel (S3)

6 BBHI

x

Tidak

7 BBKP

√

Sampel (S4)

8 BBMD

x

Tidak

9 BBNI

√

Sampel (S5)

10 BBNP

√

Sampel (S6)

11 BBRI

√

Sampel (S7)

12 BBTN

√

Sampel (S8)

13 BBYB

x

Tidak

14 BCIC

√

x

Tidak

15 BDMN

√

Sampel (S9)

16 BEKS

√

x

Tidak

17 BINA

x

Tidak

18 BJBR

√

Sampel (S10)

19 BJTM

x

Tidak

20 BKSW

√

x

Tidak

21 BMAS

x

Tidak

22 BMRI

√

Sampel (S11)

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24 BNGA

√

Sampel (S13)

25 BNII

√

Sampel (S14)

26 BNLI

√

Sampel (S15)

27 BSIM

√

Sampel (S16)

28 BSWD

√

Sampel (S17)

29 BTPN

√

Sampel (S18)

30 BVIC

√

Sampel (S19)

31 DNAR

x

Tidak

32 INPC

√

Sampel (20)

33 MAYA

√

Sampel (21)

34 MCOR

√

x

Tidak

35 MEGA

√

Sampel (S22)

36 NAGA

x

Tidak

37 NISP

√

Sampel (S23)

38 NOBU

x

Tidak

39 PNBN

√

Sampel (S24)

40 PNBS

x

Tidak

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LAMPIRAN 2

Data Nilai Tukar, Suku Bunga Dan Inflasi Tahun 2011-2014

No

Indikator

Tahun

2011

2012

2013

2014

1 Nilai Tukar

(Kurs)

8.279,49

8.880,39

9.951,37

11.378,30

2 Suku Bunga (BI

Rate

)

6,58%

5,77%

6,79%

7,54%

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LAMPIRAN 3

Perhitugan nilai

Return on Assets

(ROA) perusahaan perbankan

No

Nama Perusahaan

Nilai Return on Assets (ROA)

2011

2012

2013

2014

1 Bank Rakyat Indonesia Agro

Niaga Tbk

0.01292 0.01273 0.01397 0.01336

2 Bank Capital Indonesia Tbk

0.0142

0.0132

0.0159

0.0133

3 Bank Central Asia Tbk

0.038

0.036

0.038

0.039

4 Bank Bukopin Tbk

0.0168

0.0164

0.0175

0.0124

5 Bank Negara Indonesia

(Persero)Tbk

0.0294

0.0292

0.0336

0.0349

6 Bank Nusantara Parahyangan Tbk

0.0153

0.0157

0.0158

0.0132

7 Bank Rakyat Indonesia

(Persero)Tbk

0.0399

0.0433

0.0349

0.0311

8 Bank Tabungan Negara (Persero)

Tbk

0.0171

0.0167

0.0163

0.0107

14 Bank Internasional Indonesia Tbk

0.0111

0.0146

0.0155

0.0066

15 Bank Permata Tbk

0.0166

0.0170

0.0155

0.0116

16 Bank Sinarmas Tbk

0.0107

0.0174

0.0171

0.0102

17 Bank Swadesi Tbk

0.0310

0.0290

0.0304

0.0273

18 Bank Tabungan Pensiunan

Nasional Tbk

0.0379

0.0420

0.0411

0.0336

19 Bank Victoria International Tbk

0.0265

0.0217

0.0197

0.0080

20 Bank Artha Graha International

Tbk

0.0073

0.0066

0.0139

0.0078

21 Bank Mayapada International Tbk

0.0104

0.0204

0.0212

0.0160

22 Bank Mega Tbk

0.0229

0.0274

0.0114

0.0116

23 Bank NISP OCBC Tbk

0.0168

0.0154

0.0156

0.0172

24 Bank Pan Indonesia Tbk

0.0202

0.0196

0.0185

0.0179

25 Bank Himpunan Saudara 1906

Tbk

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LAMPIRAN 4

HASIL UJI MENGGUNAKAN EVIEWS 7

Hasil Analisis Deskriptif

NIlai Tukar

(x

1

)

Suku Bunga

(x

2

)

Inflasi

(x

3

)

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Uji Normalitas dengan Uji Jarque-Bera

Hasil Uji Multikolienaritas

Uji Multikolinearitas dengan Matriks Korelasi

Nilai Tukar

Suku Bunga

Inflasi

Nilai Tukar

1 0.717357624636193 0.3660169295538978

Suku Bunga

0.717357624636193

1 0.6240625003210119

Inflasi

0.3660169295538978 0.6240625003210119

1

0

2 4 6 8 10 12

-0.015 -0.010 -0.005 0.000 0.005 0.010 0.015

Series: RESID Sample 1 100 Observations 100

Mean -0.001536 Median -0.002929 Maximum 0.014706 Minimum -0.017999 Std. Dev. 0.007411 Skewness 0.389564 Kurtosis 2.163020

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Hasil Uji Heteroskedastisitas

Heteroskedasticity Test: White

F-statistic 0.866384 Prob. F(3,96) 0.4614 Obs*R-squared 2.636079 Prob. Chi-Square(3) 0.4512 Scaled explained SS 5.308701 Prob. Chi-Square(3) 0.1505

Test Equation:

Dependent Variable: RESID^2 Method: Least Squares Date: 01/09/16 Time: 11:03 Sample: 1 100

Included observations: 100

Collinear test regressors dropped from specification

Variable Coefficient Std. Error t-Statistic Prob.

C 0.004846 0.004959 0.977361 0.3308 X1 -1.00E-06 1.01E-06 -0.991631 0.3239 X1^2 5.36E-11 5.15E-11 1.039763 0.3011 X1*X2 -2.18E-07 3.29E-07 -0.660832 0.5103

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Hasil Uji Autokorelasi dengan Uji Durbin-Watson

Dependent Variable: Y

Method: Least Squares Date: 01/09/16 Time: 10:51 Sample: 1 100

Included observations: 100

X1 -1.10E-06 1.76E-06 -0.622199 0.5353 X2 0.123510 0.176559 0.699542 0.4859 X3 -0.147576 0.138009 -1.069322 0.2876 C 0.034765 0.013757 2.527023 0.0131

R-squared 0.014910 Mean dependent var 0.022236 Adjusted R-squared -0.015875 S.D. dependent var 0.010391 S.E. of regression 0.010473 Akaike info criterion -6.240852 Sum squared resid 0.010530 Schwarz criterion -6.136645 Log likelihood 316.0426 Hannan-Quinn criter. -6.198677 F-statistic 0.484327 Durbin-Watson stat 1.134478 Prob(F-statistic) 0.693959

Common Effect Model

(CEM)

Dependent Variable: Y? Method: Pooled Least Squares Date: 01/09/16 Time: 11:48 Sample: 2011 2014

Included observations: 4 Cross-sections included: 25

Total pool (balanced) observations: 100

X1? -3.90E-07 1.49E-06 -0.262489 0.7935 X2? 0.172767 0.139566 1.237886 0.2188 X3? -0.366355 0.109282 -3.352381 0.0011 C 0.036857 0.011649 3.163863 0.0021

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Fixed Effect Model

(FEM)

Dependent Variable: Y? Method: Pooled Least Squares Date: 01/09/16 Time: 11:49 Sample: 2011 2014

X1? -2.95E-07 9.79E-07 -0.301349 0.7640 X2? 0.130657 0.092942 1.405792 0.1641 X3? -0.294086 0.075576 -3.891279 0.0002 C 0.033999 0.007730 4.398055 0.0000 Fixed Effects (Cross)

_1--C -0.008006

Cross-section fixed (dummy variables)

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Log likelihood 388.6909 Hannan-Quinn criter. -6.918598 F-statistic 6.492693 Durbin-Watson stat 2.473068 Prob(F-statistic) 0.000000

Uji Chow

Redundant Fixed Effects Tests Pool: DPANEL_DEVI_P Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 6.209828 (24,72) 0.0000 Cross-section Chi-square 112.165885 24 0.0000

Cross-section fixed effects test equation: Dependent Variable: Y?

Method: Panel Least Squares Date: 01/09/16 Time: 11:50 Sample: 2011 2014

X1? -3.90E-07 1.49E-06 -0.262489 0.7935 X2? 0.172767 0.139566 1.237886 0.2188 X3? -0.366355 0.109282 -3.352381 0.0011 C 0.036857 0.011649 3.163863 0.0021

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Random Effect Model

(REM)

Dependent Variable: Y?

Method: Pooled EGLS (Cross-section random effects) Date: 01/09/16 Time: 11:51

Sample: 2011 2014 Included observations: 4 Cross-sections included: 25

Swamy and Arora estimator of component variances

X1? -3.12E-07 9.79E-07 -0.318706 0.7506 X2? 0.138199 0.092770 1.489695 0.1396 X3? -0.307030 0.074951 -4.096392 0.0001 C 0.034511 0.007832 4.406418 0.0000 Random Effects (Cross)

_1--C -0.006692

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R-squared 0.150686 Mean dependent var 0.008507 Adjusted R-squared 0.124145 S.D. dependent var 0.006275 S.E. of regression 0.005872 Sum squared resid 0.003310 F-statistic 5.677458 Durbin-Watson stat 1.841657 Prob(F-statistic) 0.001270

Unweighted Statistics

R-squared 0.103470 Mean dependent var 0.020919 Sum squared resid 0.007583 Durbin-Watson stat 0.803918

Uji Hausman

Correlated Random Effects - Hausman Test Pool: DPANEL_DEVI_P

Test cross-section random effects

Test Summary

Chi-Sq.

Statistic Chi-Sq. d.f. Prob.

Cross-section random 0.000000 3 1.0000

* Cross-section test variance is invalid. Hausman statistic set to zero.

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

X1? -0.000000 -0.000000 0.000000 0.1818 X2? 0.130657 0.138199 0.000032 0.1818 X3? -0.294086 -0.307030 0.000094 0.1818

Cross-section random effects test equation: Dependent Variable: Y?

Method: Panel Least Squares Date: 01/09/16 Time: 11:51 Sample: 2011 2014

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X3? -0.294086 0.075576 -3.891279 0.0002

Effects Specification

Cross-section fixed (dummy variables)