Sumber : Data Bank Indonesia yang Telah Diolah

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Lampiran 2.

Data Penelitian Variabel EDF

BANK /VARIABEL V0 B r Ϯ σ DD EDF

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BANK PANIN 2009 76,075,202,000,000 540,000,000,000 0.0737 5 0.12216 19.32618 3.13E-82 BANK PANIN 2010 105,918,394,000,000 540,000,000,000 0.0636 5 0.12216 20.35286 4.47E-91 BANK PANIN 2011 118,269,344,000,000 540,000,000,000 0.0648 5 0.12216 20.77860 7.04E-95 BANK PANIN 2012 141,450,516,000,000 540,000,000,000 0.0441 5 0.12216 21.05495 2.17E-97 BANK VICTORIA 2007 5,183,742,000,000 200,000,000,000 0.0863 5 0.39428 3.74057 3.65E-04 BANK VICTORIA 2008 5,580,480,000,000 200,000,000,000 0.0911 5 0.39428 3.85144 2.40E-04 BANK VICTORIA 2009 7,271,127,000,000 200,000,000,000 0.0737 5 0.39428 4.05292 1.08E-04 BANK VICTORIA 2010 10,106,602,000,000 200,000,000,000 0.0636 5 0.39428 4.36913 2.86E-05 BANK VICTORIA 2011 11,302,881,000,000 200,000,000,000 0.0648 5 0.39428 4.50282 1.58E-05 BANK VICTORIA 2012 13,565,876,000,000 200,000,000,000 0.0441 5 0.39428 4.59243 1.05E-05 BANK DKI 2007 11,838,239,000,000 300,000,000,000 0.0863 7 0.19123 8.20524 9.58E-16 BANK DKI 2008 13,547,165,000,000 300,000,000,000 0.0911 7 0.19123 8.53816 5.90E-17 BANK DKI 2009 15,343,528,000,000 300,000,000,000 0.0737 7 0.19123 8.54353 5.64E-17 BANK DKI 2010 15,562,937,000,000 300,000,000,000 0.0636 7 0.19123 8.43186 1.45E-16 BANK DKI 2011 19,868,999,000,000 300,000,000,000 0.0648 7 0.19123 8.93126 1.90E-18 BANK DKI 2012 26,619,626,000,000 300,000,000,000 0.0441 7 0.19123 9.22296 1.35E-19 BANK LAMPUNG 2007 1,969,283,000,000 500,000,000,000 0.0863 5 0.23051 3.23897 2.10E-03 BANK LAMPUNG 2008 2,186,025,000,000 500,000,000,000 0.0911 5 0.23051 3.48810 9.10E-04 BANK LAMPUNG 2009 2,287,867,000,000 500,000,000,000 0.0737 5 0.23051 3.40766 1.20E-03 BANK LAMPUNG 2010 3,111,092,000,000 500,000,000,000 0.0636 5 0.23051 3.90598 1.94E-04 BANK LAMPUNG 2011 4,202,498,000,000 500,000,000,000 0.0648 5 0.23051 4.50102 1.59E-05 BANK LAMPUNG 2012 4,720,732,000,000 500,000,000,000 0.0441 5 0.23051 4.52583 1.42E-05

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Apr-10 3.19273E+14 0.050 0.018 0.032 0.0010 Mei-10 3.03815E+14 (0.050) 0.018 (0.067) 0.0045 Jun-10 2.67241E+14 (0.128) 0.018 (0.146) 0.0213 Jul-10 2.63567E+14 (0.014) 0.018 (0.031) 0.0010 Agust-10 2.682E+14 0.017 0.018 (0.000) 0.0000 Sep-10 3.20836E+14 0.179 0.018 0.162 0.0261 Okt-10 3.27011E+14 0.019 0.018 0.002 0.0000 Nop-10 3.33273E+14 0.019 0.018 0.001 0.0000 Des-10 3.98393E+14 0.178 0.018 0.161 0.0259 Jan-11 3.70832E+14 (0.072) 0.018 (0.089) 0.0080 Feb-11 3.48148E+14 (0.063) 0.018 (0.081) 0.0065 Mar-11 3.67644E+14 0.054 0.018 0.037 0.0014 Apr-11 3.65147E+14 (0.007) 0.018 (0.024) 0.0006 Mei-11 3.75919E+14 0.029 0.018 0.012 0.0001 Jun-11 3.71183E+14 (0.013) 0.018 (0.030) 0.0009 Jul-11 3.66913E+14 (0.012) 0.018 (0.029) 0.0008 Agust-11 3.6989E+14 0.008 0.018 (0.009) 0.0001 Sep-11 3.90361E+14 0.054 0.018 0.036 0.0013 Okt-11 3.9845E+14 0.021 0.018 0.003 0.0000 Nop-11 4.06353E+14 0.020 0.018 0.002 0.0000 Des-11 4.56531E+14 0.116 0.018 0.099 0.0098 Jan-12 4.31708E+14 (0.056) 0.018 (0.073) 0.0054 Feb-12 4.16368E+14 (0.036) 0.018 (0.054) 0.0029 Mar-12 4.28926E+14 0.030 0.018 0.012 0.0001 Apr-12 4.38187E+14 0.021 0.018 0.004 0.0000 Mei-12 4.5344E+14 0.034 0.018 0.017 0.0003 Jun-12 4.60663E+14 0.016 0.018 (0.002) 0.0000 Jul-12 4.56877E+14 (0.008) 0.018 (0.026) 0.0007 Agust-12 4.68744E+14 0.026 0.018 0.008 0.0001 Sep-12 4.69817E+14 0.002 0.018 (0.015) 0.0002 Okt-12 4.82699E+14 0.027 0.018 0.009 0.0001 Nop-12 4.82854E+14 0.000 0.018 (0.017) 0.0003 Des-12 5.35209E+14 0.103 0.018 0.085 0.0073

SUM 0.3173

0.054 0.0045

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Des-10 1.29187E+13 0.100 0.006 0.093 0.0087 Jan-11 1.17147E+13 (0.098) 0.006 (0.104) 0.0108 Feb-11 1.43847E+13 0.205 0.006 0.199 0.0397 Mar-11 1.4637E+13 0.017 0.006 0.011 0.0001 Apr-11 1.31268E+13 (0.109) 0.006 (0.115) 0.0132 Mei-11 1.43474E+13 0.089 0.006 0.083 0.0069 Jun-11 1.63262E+13 0.129 0.006 0.123 0.0151 Jul-11 1.5909E+13 (0.026) 0.006 (0.032) 0.0010 Agust-11 1.51464E+13 (0.049) 0.006 (0.055) 0.0031 Sep-11 1.69769E+13 0.114 0.006 0.108 0.0117 Okt-11 1.64172E+13 (0.034) 0.006 (0.040) 0.0016 Nop-11 1.58554E+13 (0.035) 0.006 (0.041) 0.0017 Des-11 1.69836E+13 0.069 0.006 0.063 0.0039 Jan-12 1.52408E+13 (0.108) 0.006 (0.114) 0.0131 Feb-12 1.72207E+13 0.122 0.006 0.116 0.0135 Mar-12 1.99358E+13 0.146 0.006 0.140 0.0197 Apr-12 1.90216E+13 (0.047) 0.006 (0.053) 0.0028 Mei-12 1.89983E+13 (0.001) 0.006 (0.007) 0.0001 Jun-12 2.00751E+13 0.055 0.006 0.049 0.0024 Jul-12 2.07166E+13 0.031 0.006 0.025 0.0006 Agust-12 1.97986E+13 (0.045) 0.006 (0.051) 0.0026 Sep-12 2.30384E+13 0.152 0.006 0.145 0.0212 Okt-12 2.15141E+13 (0.068) 0.006 (0.075) 0.0056 Nop-12 1.97957E+13 (0.083) 0.006 (0.089) 0.0080 Des-12 1.98415E+13 0.002 0.006 (0.004) 0.0000

SUM 0.6040

0.102 0.0085

BANK DANAMON

Jan-07 8.10224E+13 0.07200

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Jul-11 1.20306E+14 0.015 0.007 0.009 0.0001 Agust-11 1.20872E+14 0.005 0.007 (0.002) 0.0000 Sep-11 1.27596E+14 0.054 0.007 0.047 0.0022 Okt-11 1.28503E+14 0.007 0.007 0.000 0.0000 Nop-11 1.27337E+14 (0.009) 0.007 (0.016) 0.0003 Des-11 1.27183E+14 (0.001) 0.007 (0.008) 0.0001 Jan-12 1.24102E+14 (0.025) 0.007 (0.031) 0.0010 Feb-12 1.25012E+14 0.007 0.007 0.001 0.0000 Mar-12 1.26852E+14 0.015 0.007 0.008 0.0001 Apr-12 1.23099E+14 (0.030) 0.007 (0.037) 0.0014 Mei-12 1.24998E+14 0.015 0.007 0.009 0.0001 Jun-12 1.32682E+14 0.060 0.007 0.053 0.0028 Jul-12 1.30189E+14 (0.019) 0.007 (0.026) 0.0007 Agust-12 1.29116E+14 (0.008) 0.007 (0.015) 0.0002 Sep-12 1.27609E+14 (0.012) 0.007 (0.018) 0.0003 Okt-12 1.26475E+14 (0.009) 0.007 (0.016) 0.0002 Nop-12 1.27012E+14 0.004 0.007 (0.002) 0.0000 Des-12 1.30475E+14 0.027 0.007 0.020 0.0004

SUM 0.0307

0.005 0.0004

BANK MANDIRI

Jan-07 2.53517E+14 0.09001

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Feb-12 4.78404E+14 (0.010) 0.011 (0.022) 0.0005 Mar-12 4.82127E+14 0.008 0.011 (0.003) 0.0000 Apr-12 4.85839E+14 0.008 0.011 (0.004) 0.0000 Mei-12 4.98984E+14 0.027 0.011 0.015 0.0002 Jun-12 5.06553E+14 0.015 0.011 0.004 0.0000 Jul-12 5.0989E+14 0.007 0.011 (0.005) 0.0000 Agust-12 5.13072E+14 0.006 0.011 (0.005) 0.0000 Sep-12 5.19572E+14 0.013 0.011 0.001 0.0000 Okt-12 5.17071E+14 (0.005) 0.011 (0.016) 0.0003 Nop-12 5.50747E+14 0.063 0.011 0.052 0.0027 Des-12 5.63105E+14 0.022 0.011 0.011 0.0001

SUM 0.0479

0.008 0.0007

BANK PERMATA

Jan-07 3.68006E+13 0.10112

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Sep-12 1.15053E+14 0.016 0.018 (0.002) 0.0000 Okt-12 1.2098E+14 0.050 0.018 0.032 0.0010 Nop-12 1.26191E+14 0.042 0.018 0.024 0.0006 Des-12 1.3213E+14 0.046 0.018 0.028 0.0008

SUM 0.0605

0.010 0.0009

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Des-09 1.06803E+14 0.044 0.020 0.023 0.0005 Jan-10 1.06847E+14 0.000 0.020 (0.020) 0.0004 Feb-10 1.07971E+14 0.010 0.020 (0.010) 0.0001 Mar-10 1.14667E+14 0.060 0.020 0.040 0.0016 Apr-10 1.17389E+14 0.023 0.020 0.003 0.0000 Mei-10 1.21675E+14 0.036 0.020 0.016 0.0002 Jun-10 1.25595E+14 0.032 0.020 0.011 0.0001 Jul-10 1.25944E+14 0.003 0.020 (0.017) 0.0003 Agust-10 1.26974E+14 0.008 0.020 (0.012) 0.0001 Sep-10 1.28447E+14 0.012 0.020 (0.009) 0.0001 Okt-10 1.32984E+14 0.035 0.020 0.014 0.0002 Nop-10 1.41446E+14 0.062 0.020 0.041 0.0017 Des-10 1.42813E+14 0.010 0.020 (0.011) 0.0001 Jan-11 1.48481E+14 0.039 0.020 0.019 0.0003 Feb-11 1.49171E+14 0.005 0.020 (0.016) 0.0002 Mar-11 1.47797E+14 (0.009) 0.020 (0.030) 0.0009 Apr-11 1.46094E+14 (0.012) 0.020 (0.032) 0.0010 Mei-11 1.46149E+14 0.000 0.020 (0.020) 0.0004 Jun-11 1.50966E+14 0.032 0.020 0.012 0.0001 Jul-11 1.64239E+14 0.084 0.020 0.064 0.0041 Agust-11 1.55943E+14 (0.052) 0.020 (0.072) 0.0052 Sep-11 1.57321E+14 0.009 0.020 (0.011) 0.0001 Okt-11 1.59373E+14 0.013 0.020 (0.007) 0.0001 Nop-11 1.60279E+14 0.006 0.020 (0.015) 0.0002 Des-11 1.64138E+14 0.024 0.020 0.004 0.0000 Jan-12 1.69314E+14 0.031 0.020 0.011 0.0001 Feb-12 1.69561E+14 0.001 0.020 (0.019) 0.0004 Mar-12 1.69695E+14 0.001 0.020 (0.019) 0.0004 Apr-12 1.69611E+14 (0.000) 0.020 (0.021) 0.0004 Mei-12 1.75747E+14 0.036 0.020 0.015 0.0002 Jun-12 1.76094E+14 0.002 0.020 (0.018) 0.0003 Jul-12 1.81802E+14 0.032 0.020 0.012 0.0001 Agust-12 1.87054E+14 0.028 0.020 0.008 0.0001 Sep-12 1.86743E+14 (0.002) 0.020 (0.022) 0.0005 Okt-12 1.88294E+14 0.008 0.020 (0.012) 0.0001 Nop-12 1.89669E+14 0.007 0.020 (0.013) 0.0002 Des-12 1.92613E+14 0.015 0.020 (0.005) 0.0000

SUM 0.1390

0.023 0.0020

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Agust-10 6.68659E+13 0.017 0.012 0.005 0.0000 Sep-10 6.92713E+13 0.035 0.012 0.024 0.0006 Okt-10 6.89906E+13 (0.004) 0.012 (0.016) 0.0003 Nop-10 7.04307E+13 0.021 0.012 0.009 0.0001 Des-10 7.16246E+13 0.017 0.012 0.005 0.0000 Jan-11 7.16057E+13 (0.000) 0.012 (0.012) 0.0001 Feb-11 7.05533E+13 (0.015) 0.012 (0.027) 0.0007 Mar-11 7.32539E+13 0.038 0.012 0.026 0.0007 Apr-11 7.43066E+13 0.014 0.012 0.002 0.0000 Mei-11 7.81496E+13 0.050 0.012 0.039 0.0015 Jun-11 7.96632E+13 0.019 0.012 0.007 0.0001 Jul-11 8.05212E+13 0.011 0.012 (0.001) 0.0000 Agust-11 8.19324E+13 0.017 0.012 0.006 0.0000 Sep-11 8.64555E+13 0.054 0.012 0.042 0.0018 Okt-11 8.53877E+13 (0.012) 0.012 (0.024) 0.0006 Nop-11 8.62673E+13 0.010 0.012 (0.002) 0.0000 Des-11 9.0741E+13 0.051 0.012 0.039 0.0015 Jan-12 9.01431E+13 (0.007) 0.012 (0.018) 0.0003 Feb-12 9.3023E+13 0.031 0.012 0.020 0.0004 Mar-12 9.24522E+13 (0.006) 0.012 (0.018) 0.0003 Apr-12 9.40062E+13 0.017 0.012 0.005 0.0000 Mei-12 9.57573E+13 0.018 0.012 0.007 0.0000 Jun-12 9.77186E+13 0.020 0.012 0.008 0.0001 Jul-12 9.82916E+13 0.006 0.012 (0.006) 0.0000 Agust-12 9.78691E+13 (0.004) 0.012 (0.016) 0.0003 Sep-12 1.01018E+14 0.032 0.012 0.020 0.0004 Okt-12 1.24445E+14 0.209 0.012 0.197 0.0387 Nop-12 1.05814E+14 (0.162) 0.012 (0.174) 0.0303 Des-12 1.11161E+14 0.049 0.012 0.037 0.0014

SUM 0.1268

0.021 0.0018

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Apr-11 1.10239E+14 0.009 0.019 (0.009) 0.0001 Mei-11 1.06344E+14 (0.036) 0.019 (0.055) 0.0030 Jun-11 1.07428E+14 0.010 0.019 (0.008) 0.0001 Jul-11 1.06453E+14 (0.009) 0.019 (0.028) 0.0008 Agust-11 1.06056E+14 (0.004) 0.019 (0.022) 0.0005 Sep-11 1.07862E+14 0.017 0.019 (0.002) 0.0000 Okt-11 1.08959E+14 0.010 0.019 (0.008) 0.0001 Nop-11 1.11789E+14 0.026 0.019 0.007 0.0000 Des-11 1.18269E+14 0.056 0.019 0.038 0.0014 Jan-12 1.17655E+14 (0.005) 0.019 (0.024) 0.0006 Feb-12 1.21445E+14 0.032 0.019 0.013 0.0002 Mar-12 1.2354E+14 0.017 0.019 (0.001) 0.0000 Apr-12 1.24126E+14 0.005 0.019 (0.014) 0.0002 Mei-12 1.26937E+14 0.022 0.019 0.004 0.0000 Jun-12 1.28222E+14 0.010 0.019 (0.009) 0.0001 Jul-12 1.29772E+14 0.012 0.019 (0.007) 0.0000 Agust-12 1.29131E+14 (0.005) 0.019 (0.024) 0.0006 Sep-12 1.33714E+14 0.035 0.019 0.016 0.0003 Okt-12 1.34686E+14 0.007 0.019 (0.011) 0.0001 Nop-12 1.36248E+14 0.012 0.019 (0.007) 0.0000 Des-12 1.41451E+14 0.037 0.019 0.019 0.0004

SUM 0.0883

0.015 0.0012

BANK VICTORIA

Jan-07 2.81825E+12 0.39428

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Nop-12 9.05183E+12 (0.296) 0.027 (0.322) 0.1038 Des-12 1.35659E+13 0.405 0.027 0.378 0.1429

SUM 0.9198

0.155 0.0130

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Feb-10 1.3868E+13 0.016 0.014 0.002 0.0000 Mar-10 1.47959E+13 0.065 0.014 0.051 0.0026 Apr-10 1.471E+13 (0.006) 0.014 (0.020) 0.0004 Mei-10 1.45885E+13 (0.008) 0.014 (0.022) 0.0005 Jun-10 1.64706E+13 0.121 0.014 0.107 0.0115 Jul-10 1.65936E+13 0.007 0.014 (0.006) 0.0000 Agust-10 1.7107E+13 0.030 0.014 0.017 0.0003 Sep-10 1.7669E+13 0.032 0.014 0.018 0.0003 Okt-10 1.75964E+13 (0.004) 0.014 (0.018) 0.0003 Nop-10 1.65526E+13 (0.061) 0.014 (0.075) 0.0056 Des-10 1.55629E+13 (0.062) 0.014 (0.076) 0.0057 Jan-11 1.51691E+13 (0.026) 0.014 (0.040) 0.0016 Feb-11 1.5624E+13 0.030 0.014 0.016 0.0002 Mar-11 1.62374E+13 0.039 0.014 0.025 0.0006 Apr-11 1.57013E+13 (0.034) 0.014 (0.047) 0.0023 Mei-11 1.58867E+13 0.012 0.014 (0.002) 0.0000 Jun-11 1.81114E+13 0.131 0.014 0.117 0.0137 Jul-11 1.85375E+13 0.023 0.014 0.009 0.0001 Agust-11 1.82727E+13 (0.014) 0.014 (0.028) 0.0008 Sep-11 1.94173E+13 0.061 0.014 0.047 0.0022 Okt-11 1.8838E+13 (0.030) 0.014 (0.044) 0.0020 Nop-11 1.93298E+13 0.026 0.014 0.012 0.0001 Des-11 1.9869E+13 0.028 0.014 0.014 0.0002 Jan-12 1.88404E+13 (0.053) 0.014 (0.067) 0.0045 Feb-12 1.89513E+13 0.006 0.014 (0.008) 0.0001 Mar-12 2.17644E+13 0.138 0.014 0.125 0.0155 Apr-12 2.17817E+13 0.001 0.014 (0.013) 0.0002 Mei-12 2.22856E+13 0.023 0.014 0.009 0.0001 Jun-12 2.52052E+13 0.123 0.014 0.109 0.0119 Jul-12 2.51552E+13 (0.002) 0.014 (0.016) 0.0003 Agust-12 2.52591E+13 0.004 0.014 (0.010) 0.0001 Sep-12 2.75796E+13 0.088 0.014 0.074 0.0055 Okt-12 2.80729E+13 0.018 0.014 0.004 0.0000 Nop-12 2.76743E+13 (0.014) 0.014 (0.028) 0.0008 Des-12 2.66196E+13 (0.039) 0.014 (0.053) 0.0028

SUM 0.2164

0.037 0.0030

BANK LAMPUNG

Jan-07 1.86411E+12 0.23051

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Sep-10 3.1157E+12 0.065 0.013 0.052 0.0027 Okt-10 3.00006E+12 (0.038) 0.013 (0.051) 0.0026 Nop-10 3.04334E+12 0.014 0.013 0.001 0.0000 Des-10 3.11109E+12 0.022 0.013 0.009 0.0001 Jan-11 3.17815E+12 0.021 0.013 0.008 0.0001 Feb-11 3.40293E+12 0.068 0.013 0.055 0.0031 Mar-11 3.61143E+12 0.059 0.013 0.046 0.0022 Apr-11 3.84556E+12 0.063 0.013 0.050 0.0025 Mei-11 4.08587E+12 0.061 0.013 0.048 0.0023 Jun-11 4.08228E+12 (0.001) 0.013 (0.014) 0.0002 Jul-11 3.97833E+12 (0.026) 0.013 (0.039) 0.0015 Agust-11 3.44747E+12 (0.143) 0.013 (0.156) 0.0244 Sep-11 4.04775E+12 0.161 0.013 0.147 0.0217 Okt-11 4.02679E+12 (0.005) 0.013 (0.018) 0.0003 Nop-11 4.29575E+12 0.065 0.013 0.052 0.0027 Des-11 4.2025E+12 (0.022) 0.013 (0.035) 0.0012 Jan-12 3.93713E+12 (0.065) 0.013 (0.078) 0.0061 Feb-12 4.24925E+12 0.076 0.013 0.063 0.0040 Mar-12 4.90717E+12 0.144 0.013 0.131 0.0171 Apr-12 5.27066E+12 0.071 0.013 0.058 0.0034 Mei-12 5.2895E+12 0.004 0.013 (0.010) 0.0001 Jun-12 5.24483E+12 (0.008) 0.013 (0.022) 0.0005 Jul-12 5.21583E+12 (0.006) 0.013 (0.019) 0.0003 Agust-12 4.76631E+12 (0.090) 0.013 (0.103) 0.0107 Sep-12 5.29591E+12 0.105 0.013 0.092 0.0085 Okt-12 5.50258E+12 0.038 0.013 0.025 0.0006 Nop-12 5.15502E+12 (0.065) 0.013 (0.078) 0.0061 Des-12 4.72073E+12 (0.088) 0.013 (0.101) 0.0102

SUM 0.3144

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Lampiran 3. Statistik Deskriptif

SIZE? LIQ? CAP? LLP?

EDF?

I?

LN?

Mean

17.71 95.02 10.59

1.9 7.96E-05

7.06 57.35

Median

18.01 96.58 10.18

1.82 2.31E-42

6.93 58.77

Maximum

20.15 99.97 16.91

4.99 0.002103

9.11 76.72

Minimum

14.49 74.79

6.39

0.65 8.30E-306 4.41 26.48

Std. Dev.

1.52

4.7

2.72

0.73 0.000317

1.57 10.87

Observations

66

66 Cross sections

11

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Lampiran 4. Hasil Regresi Tanpa Variabel Moderasi

Dependent Variable: LN?

Method: Pooled Least Squares Date: 03/11/14 Time: 19:59 Sample: 2007 2012

Included observations: 6 Cross-sections included: 11

Total pool (balanced) observations: 66

White cross-section standard errors & covariance (d.f. corrected)

Variable Coefficient Std. Error t-Statistic Prob.

C -96.7167 52.84742 -1.83011 0.0732

SIZE? 7.019285 2.326239 3.01744 0.0040

LIQ? 0.192592 0.290339 0.663336 0.5102

CAP? 0.64028 0.191857 3.337271 0.0016

LLP? 1.966077 0.716646 2.743441 0.0084

EDF? 11962.19 2929.555 4.083279 0.0002

Fixed Effects (Cross)

_BRI--C -7.13266

_BRIAU--C 1.390411

_BDAMON--C 1.052874

_BMANDIRI--C -22.9502

_BPERMATA--C 8.087432

_BCIMB--C 7.765053

_BII--C 5.689417

_BPANIN--C -3.94568

_BVICTORIA--C -2.60161

_BDKI--C 1.135898

_BLAMPUNG--C 11.50908

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.796520 Mean dependent var 57.34636

Adjusted R-squared 0.735476 S.D. dependent var 10.87490

S.E. of regression 5.593172 Akaike info criterion 6.488187

Sum squared resid 1564.179 Schwarz criterion 7.019012

Log likelihood -198.1102 Hannan-Quinn criter. 6.697941

F-statistic 13.04828 Durbin-Watson stat 1.578958

Prob(F-statistic) 0.000000

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Lampiran 5. Redundant Fixed Effects Tests

Redundant Fixed Effects Tests

Pool: POOL1

Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 9.136103 (10,50) 0.0000

Cross-section Chi-square 68.593411 10 0.0000

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

Method: Panel Least Squares Date: 03/23/14 Time: 23:53 Sample: 2007 2012

C 5.957951 28.66651 0.207837 0.8361

SIZE? 4.319314 0.630947 6.845765 0.0000

LIQ? -0.385963 0.328485 -1.174980 0.2446

CAP? 1.266984 0.186992 6.775592 0.0000

LLP? -1.279038 1.262629 -1.012996 0.3151

EDF? 7450.421 2920.056 2.551466 0.0133

(28)

Lampiran 6.

Hasil Uji Multikolinearitas

LOAN SIZE CAP LIQ LLP EDF

LOAN 1.000000 0.479141 0.361651 -0.05275 0.191081 -0.00729

SIZE 0.479141 1.000000 0.184786 0.315787 0.553955 -0.49695

CAP 0.361651 0.184786 1.000000 0.128873 -0.007505 -0.09477

LIQ -0.05275 0.315787 0.128873 1.000000 0.140206 -0.58362

LLP 0.191081 0.553955 -0.00751 0.140206 1.000000 -0.15594

EDF -0.00729 -0.49695 -0.09477 -0.58362 -0.155935 1.000000

(29)

Lampiran 7. Uji Residual (Variabel Size)

Dependent Variable: RESSIZE?

C 1.947029 0.127465 15.27500 0.0000

LN? -0.011830 0.002223 -5.322083 0.0000

_BRI--C 0.046120

_BRIAU--C -0.112604

_BDAMON--C 0.100370

_BCIMB--C 0.128264

_BII--C 0.083184

_BPANIN--C -0.005441

_BDKI--C -0.115946

_BLAMPUNG--C 0.033719

Fixed Effects (Period)

2007--C 0.162073

2008--C 0.716965

2009--C -0.910275

2010--C -0.578521

2011--C -0.723330

2012--C 1.333087

Cross-section fixed (dummy variables) Period fixed (dummy variables)

(30)

Lampiran 8. Uji Residual (Variabel Likuiditas)

Dependent Variable: RESLIQ?

C 1.487322 0.725814 2.049178 0.0458

LN? -0.005330 0.012657 -0.421146 0.6755

_BRI--C -0.123449

_BRIAU--C -0.057443

_BDAMON--C 0.179726

_BMANDIRI--C 0.120465

_BCIMB--C 0.042379

_BII--C 0.082396

_BPANIN--C 0.203738

_BDKI--C 0.074668

_BLAMPUNG--C -0.487785

2007--C 0.024676

2008--C 0.770628

2009--C -0.724710

2010--C -0.624684

2011--C -0.763766

2012--C 1.317856

(31)

Lampiran 9. Uji Residual (Variabel Capital)

Dependent Variable: RESCAP?

C 1.331030 0.051301 25.94565 0.0000

LN? -0.000315 0.000895 -0.352495 0.7260

_BRI--C 0.018243

_BRIAU--C 0.003050

_BDAMON--C 0.000117

_BMANDIRI--C 0.013010

_BCIMB--C -0.016378

_BII--C -0.011355

_BPANIN--C -0.025646

_BDKI--C -0.006969

_BLAMPUNG—C -0.005472

2007—C 0.250499

2008—C 0.731593

2009—C -0.983721

2010—C -0.636417

2011—C -0.697823

2012—C 1.335869

S.E. of regression 0.049208 Akaike info criterion -2.968209

Sum squared resid 0.118649 Schwarz criterion -2.404207

Log likelihood 114.9509 F-statistic 1205.032

Durbin-Watson stat 1.225164 Prob(F-statistic) 0.000000

(32)

Lampiran 10. Uji Residual (Variabel Loan-Loss Provisions)

Dependent Variable: RESLLP?

C 1.182175 0.102736 11.50690 0.0000

LN? 0.001823 0.001792 1.017661 0.3138

_BRI--C -0.042016

_BRIAU--C 0.149201

_BDAMON--C 0.027148

_BPERMATA--C -0.110022

_BCIMB--C -0.123733

_BII--C 0.063674

_BPANIN--C -0.087709

_BVICTORIA--C 0.278686

_BDKI--C 0.055543

_BLAMPUNG--C -0.078931

2007--C 0.272837

2008--C 0.734512

2009--C -0.985438

2010--C -0.558604

2011--C -0.758725

2012--C 1.295418

S.E. of regression 0.198150 Akaike info criterion -0.182264

Log likelihood 23.01470 Hannan-Quinn criter. 0.040600