LAMPIRAN
_BUSNNDEV-2014M04 113081.0 30.00 12.91 2.157 5.78 _BUSNNDEV-2014M05 115619.0 30.00 13.11 2.194 5.20 _BUSNNDEV-2014M06 118732.0 30.00 13.14 2.153 5.20 _BUSNNDEV-2014M07 120127.0 30.00 13.19 2.273 5.20 _BUSNNDEV-2014M08 119860.0 30.00 13.23 2.326 5.12 _BUSNNDEV-2014M09 121904.0 29.00 13.26 2.330 5.12 _BUSNNDEV-2014M10 121638.0 29.00 13.27 2.407 5.12 _BUSNNDEV-2014M11 123216.0 29.00 13.29 2.358 5.01 _BUSNNDEV-2014M12 126001.0 29.00 13.28 2.168 5.01
Keterangan :
-
BP = Bank Persero
- BC = Bank Campuran
-
BUSNDEV = BUSN (Devisa)
- BPR= Bank Perkreditan Rakyat
-
BUSNNDEV = BUSN (Non Devisa)
Lampiran 2
Uji Data Data Panel
1. Hasil Estimasi ddengan Pooled Least Square (PLS)
Dependent Variable: JK?
Method: Pooled Least Squares
Date: 11/13/15 Time: 10:06
Sample: 2012M01 2014M12
Included observations: 36
Cross-sections included: 7
Total pool (balanced) observations: 252
Variable Coefficient Std. Error t-Statistic Prob.
JB? 101.1608 163.9347 0.617080 0.5377
I? -61139.14 12963.24 -4.716347 0.0000
NPL? 88890.06 48486.62 1.833290 0.0680
Y? 191641.5 35909.57 5.336781 0.0000
R-squared 0.175730 Mean dependent var 430591.8
Adjusted R-squared 0.165759 S.D. dependent var 455200.3
S.E. of regression 415765.4 Akaike info criterion 28.72938
Sum squared resid 4.29E+13 Schwarz criterion 28.78540
Log likelihood -3615.901 Hannan-Quinn criter. 28.75192
2. Hasil Estimasi dengan Fixed Effect Model (FEM)
Dependent Variable: JK?Method: Pooled Least Squares
Date: 11/13/15 Time: 10:25
Sample: 2012M01 2014M12
Included observations: 36
Cross-sections included: 7
Total pool (balanced) observations: 252
White cross-section standard errors & covariance (d.f. corrected)
Variable Coefficient Std. Error t-Statistic Prob.
C 241812.3 107587.1 2.247596 0.0255
JB? 3985.401 523.8967 7.607227 0.0000
I? 10549.81 5357.926 1.969010 0.0501
NPL? -57301.30 5632.498 -10.17334 0.0000
Y? -142703.5 6685.965 -21.34375 0.0000
Fixed Effects (Cross)
_BP—C 1643012.
_BUSNDEV--C 1631783.
_BUSNNDEV--C 563280.7
_BPD--C 758279.0
_BA—C 679226.7
_BC—C 635167.2
_BPR--C -5910748.
Effects Specification
Cross-section fixed (dummy variables)
R-squared 0.981090 Mean dependent var 430591.8
Adjusted R-squared 0.980306 S.D. dependent var 455200.3
S.E. of regression 63881.41 Akaike info criterion 25.01011
Sum squared resid 9.83E+11 Schwarz criterion 25.16418
Log likelihood -3140.274 Hannan-Quinn criter. 25.07211
F-statistic 1250.371 Durbin-Watson stat 0.108465
3. Hasil Estimasi dengan Random Effect Model (REM)
Dependent Variable: JK?
Method: Pooled EGLS (Cross-section random effects) Date: 11/13/15 Time: 10:31
Sample: 2012M01 2014M12 Included observations: 36 Cross-sections included: 7
Total pool (balanced) observations: 252
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
C 899195.0 222746.4 4.036856 0.0001
JB? 35.98481 305.2745 0.117877 0.9063 I? 25297.22 8851.161 2.858068 0.0046 NPL? -51424.75 12593.44 -4.083456 0.0001 Y? -126663.8 8569.211 -14.78127 0.0000 Random Effects (Cross)
_BP--C 721745.1
_BUSNDEV--C 824405.5 _BUSNNDEV--C -269075.4 _BPD--C -99817.02 _BA--C -277619.3 _BC--C -306227.8 _BPR--C -593411.1
Effects Specification
S.D. Rho
Cross-section random 452091.7 0.9804
Idiosyncratic random 63881.41 0.0196
Weighted Statistics
R-squared 0.488139 Mean dependent var 10137.76 Adjusted R-squared 0.479850 S.D. dependent var 92187.32 S.E. of regression 66486.83 Sum squared resid 1.09E+12 F-statistic 58.88821 Durbin-Watson stat 0.085165 Prob(F-statistic) 0.000000
Unweighted Statistics
Lampiran 3
Pemilihan Uji Data Panel
1. Hasil Estimasi Uji Chow
Redundant Fixed Effects Tests
Pool: POOL1
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 1155.488636 (6,241) 0.0000
Cross-section Chi-square 855.139879 6 0.0000
Cross-section fixed effects test equation:
Dependent Variable: JK?
Method: Panel Least Squares
Date: 11/13/15 Time: 10:45
Sample: 2012M01 2014M12
Included observations: 36
Cross-sections included: 7
Total pool (balanced) observations: 252
White cross-section standard errors & covariance (d.f. corrected)
Variable Coefficient Std. Error t-Statistic Prob.
C 4203553. 309167.1 13.59638 0.0000
JB? 1597.068 138.2539 11.55170 0.0000
I? -170396.0 10622.59 -16.04090 0.0000
NPL? -198822.6 32605.28 -6.097865 0.0000
Y? -171824.6 20373.50 -8.433732 0.0000
R-squared 0.437105 Mean dependent var 430591.8
Adjusted R-squared 0.427989 S.D. dependent var 455200.3
S.E. of regression 344274.3 Akaike info criterion 28.35591
Sum squared resid 2.93E+13 Schwarz criterion 28.42594
Log likelihood -3567.844 Hannan-Quinn criter. 28.38408
F-statistic 47.95073 Durbin-Watson stat 0.041902
2. Hasil Estimasi Uji Hausman
Correlated Random Effects - Hausman Test Pool: Untitled
Test cross-section random effects
Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob.
Cross-section random 8.83276 4 0.9269
Cross-section random effects test comparisons:
Variable Fixed Random Var(Diff.) Prob.
JB? 0.484772 -0.163367 0.838825 0.4791 I? 1.005802 1.043912 0.003200 0.5005 NPL? -0.124318 -0.131224 0.000187 0.6140 Y? -2.057778 -2.024984 0.002625 0.5222
Cross-section random effects test equation: Dependent Variable: JK?
Method: Panel Least Squares Date: 01/26/16 Time: 04:38 Sample: 2012 2014
Included observations: 3 Cross-sections included: 7
Total pool (balanced) observations: 21
Variable Coefficient Std. Error t-Statistic Prob.
C 17.21548 3.335797 5.160831 0.0004
JB? 0.484772 0.946374 0.512242 0.6196 I? 1.005802 0.397468 2.530526 0.0298 NPL? -0.124318 0.068120 -1.824986 0.0980 Y? -2.057778 0.126284 -16.29489 0.0000
Effects Specification
Cross-section fixed (dummy variables)
