Beberapa saran yang dapat penulis berikan untuk penelitian selanjutnya yaitu:
1. Penelitian ini dapat menjadi tambahan referensi tentang perbankan syariah untuk peneliti maupun penelitian selanjutnya dengan menggunakan variabel Non Performing Financing (NPF) dan variabel lainnya yang diduga mempengaruhi profitabilitas.
2. Penelitian selanjutnya diharapkan menggunakan objek penelitian yang lebih luas dan menambahkan keunikan dalam penelitian serta periode penelitian yang terbaru dan lebih lama.
3. Penelitian ini diharapkan dapat memberikan informasi tentang manajemen keuangan khususnya dibidang perbankan syariah untuk membuktikan mengenai perubahan profitabilitas melalui Capital Adequacy Ratio, Dana Pihak Ketiga, Financing Deposit Ratio, dan tingkat efesiensi (BOPO).
4. Untuk perbankan syariah, agar meningkatkan kinerja nya seperti memberikan pelayanan terbaik bagi nasabah dengan prinsip kehati-hatian dalam memilih nasabah.
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Lampiran Rasio ROA UJI CHOW
UJI HOUSMEN
UJI NORMALITAS
UJI MULTIKOL
Redundant Fixed Effects Tes ts Equation: Untitled
Tes t cros s -s ection fixed effects
Effects Tes t Statis tic d.f. Prob.
Cros s -s ection F 2.209920 (7,148) 0.0365
Cros s -s ection Chi-s quare 15.906205 7 0.0260 Cros s -s ection fixed effects tes t equation:
Dependent Variable: ROA Method: Panel Leas t Squares Date: 08/17/18 Tim e: 09:00 Sam ple: 2013Q1 2017Q4 Periods included: 20 Cros s -s ections included: 8
Total panel (balanced) obs ervations : 160
Variable Coefficient Std. Error t-Statis tic Prob.
CAR 0.053323 0.078385 0.680276 0.4973
DPK -4.78E-10 4.61E-10 -1.038320 0.3007
FDR -0.056480 0.040466 -1.395716 0.1648
BOPO -0.147344 0.034246 -4.302487 0.0000
C 0.205552 0.045371 4.530498 0.0000
R-s quared 0.133292 Mean dependent var 0.013798 Adjus ted R-s quared 0.110925 S.D. dependent var 0.108769 S.E. of regres s ion 0.102559 Akaike info criterion -1.685999 Sum s quared res id 1.630355 Schwarz criterion -1.589900 Log likelihood 139.8799 Hannan-Quinn criter. -1.646977 F-s tatis tic 5.959403 Durbin-Wats on s tat 1.238085 Prob(F-s tatis tic) 0.000174
Correlated Random Effects - Haus m an Tes t Equation: Untitled
Tes t cros s -s ection random effects
Tes t Sum m ary Chi-Sq. Statis tic Chi-Sq. d.f. Prob.
Cros s -s ection random 14.769611 4 0.0052
** WARNING: es tim ated cros s -s ection random effects variance is zero.
Cros s -s ection random effects tes t com paris ons :
Variable Fixed Random Var(Diff.) Prob.
CAR 0.187246 0.053323 0.030028 0.4396
DPK -0.000000 -0.000000 0.000000 0.9037
FDR -0.045931 -0.056480 0.000863 0.7196
BOPO -0.161839 -0.147344 0.000771 0.6016
Cros s -s ection random effects tes t equation:
Dependent Variable: ROA Method: Panel Leas t Squares Date: 08/17/18 Tim e: 09:04 Sam ple: 2013Q1 2017Q4 Periods included: 20 Cros s -s ections included: 8
Total panel (balanced) obs ervations : 160
Variable Coefficient Std. Error t-Statis tic Prob.
C 0.173254 0.101159 1.712681 0.0889
CAR 0.187246 0.189352 0.988880 0.3243
DPK -2.02E-10 2.33E-09 -0.086823 0.9309
FDR -0.045931 0.049153 -0.934451 0.3516
BOPO -0.161839 0.043390 -3.729887 0.0003
Effects Specification Cros s -s ection fixed (dum m y variables )
R-s quared 0.215310 Mean dependent var 0.013798 Adjus ted R-s quared 0.156989 S.D. dependent var 0.108769 S.E. of regres s ion 0.099867 Akaike info criterion -1.697913 Sum s quared res id 1.476071 Schwarz criterion -1.467275 Log likelihood 147.8330 Hannan-Quinn criter. -1.604259 F-s tatis tic 3.691780 Durbin-Wats on s tat 1.367652 Prob(F-s tatis tic) 0.000118
0 2 4 6 8 10 12 14 16
-0.006 -0.004 -0.002 0.000 0.002 0.004 0.006 0.008
Series: Standardized Residuals Sample 2013Q1 2017Q4 Observations 122 Mean -1.99e-19 Median -0.000140 Maximum 0.007906 Minimum -0.005949 Std. Dev. 0.002577 Skewness 0.330894 Kurtosis 3.094941 Jarque-Bera 2.272140 Probability 0.321078
CAR DPK FDR BOPO
CAR 1.000000 -0.346774 0.635779 -0.186217 DPK -0.346774 1.000000 -0.375200 -0.031794 FDR 0.635779 -0.375200 1.000000 -0.117129 BOPO -0.186217 -0.031794 -0.117129 1.000000
UJI HETERO PARK inres2=log(resid^2)
UJI AUTOKOL
DU 1,7727 – 2,2273
Dependent Variable: INRES2 Method: Panel Least Squares Date: 08/18/18 Time: 01:15 Sample: 2013Q1 2017Q4 Periods included: 20 Cross-sections included: 8
Total panel (unbalanced) observations: 122
Variable Coefficient Std. Error t-Statistic Prob.
CAR -4.392139 4.988969 -0.880370 0.3806
DPK -4.89E-08 6.01E-08 -0.813181 0.4179
FDR 2.706226 2.203235 1.228297 0.2220
BOPO -0.745497 1.671743 -0.445940 0.6565
C -25.05235 3.380768 -7.410255 0.0000
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.399106 Mean dependent var -24.83772 Adjusted R-squared 0.339016 S.D. dependent var 2.580912 S.E. of regression 2.098306 Akaike info criterion 4.413318 Sum squared resid 484.3175 Schwarz criterion 4.689123 Log likelihood -257.2124 Hannan-Quinn criter. 4.525342 F-statistic 6.641858 Durbin-Watson stat 1.819587 Prob(F-statistic) 0.000000
Dependent Variable: ROA
Method: ARMA Maximum Likelihood (OPG - BHHH) Date: 08/18/18 Time: 01:21
Sample: 1 122
Included observations: 122
Convergence achieved after 26 iterations
Coefficient covariance computed using outer product of gradients
Variable Coefficient Std. Error t-Statistic Prob.
CAR 0.036205 0.002890 12.52586 0.0000
DPK -1.53E-10 3.40E-11 -4.487208 0.0000
FDR -0.015807 0.001161 -13.61206 0.0000
BOPO -0.128363 0.001815 -70.72318 0.0000
C 0.137363 0.002859 48.04806 0.0000
AR(1) 0.574562 0.097592 5.887418 0.0000
AR(2) 0.333967 0.096126 3.474256 0.0007
SIGMASQ 6.68E-06 7.12E-07 9.369820 0.0000
R-squared 0.976537 Mean dependent var 0.006742 Adjusted R-squared 0.975096 S.D. dependent var 0.016937 S.E. of regression 0.002673 Akaike info criterion -8.934916 Sum squared resid 0.000814 Schwarz criterion -8.751045 Log likelihood 553.0299 Hannan-Quinn criter. -8.860233 F-statistic 677.8109 Durbin-Watson stat 1.998339 Prob(F-statistic) 0.000000
Inverted AR Roots .93 -.36
Uji t-f koefisien determinasi
Statistic deskriptif Dependent Variable: ROA Method: Panel Least Squares Date: 08/18/18 Time: 01:22 Sample: 2013Q1 2017Q4 Periods included: 20 Cross-sections included: 8
Total panel (unbalanced) observations: 122
Variable Coefficient Std. Error t-Statistic Prob.
CAR 0.021564 0.006427 3.354963 0.0011
DPK -6.91E-11 7.75E-11 -0.892401 0.3741
FDR -0.014085 0.002838 -4.962076 0.0000
BOPO -0.128410 0.002154 -59.62172 0.0000
C 0.136924 0.004356 31.43692 0.0000
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.976841 Mean dependent var 0.006742
Adjusted R-squared 0.974525 S.D. dependent var 0.016937 S.E. of regression 0.002703 Akaike info criterion -8.895515 Sum squared resid 0.000804 Schwarz criterion -8.619710 Log likelihood 554.6264 Hannan-Quinn criter. -8.783492 F-statistic 421.8024 Durbin-Watson stat 0.920169 Prob(F-statistic) 0.000000
ROA CAR DPK FDR BOPO
Mean 0.006742 0.211352 14591951 0.944326 0.937860 Median 0.007350 0.168400 5185122. 0.920200 0.929950 Maximum 0.056100 0.700700 77903143 1.824200 1.822800 Minimum -0.110200 0.107400 10195.00 0.718700 0.535300 Std. Dev. 0.016937 0.114452 20654704 0.169812 0.129705 Skewness -3.513950 2.263924 1.780837 3.188145 3.645267 Kurtosis 26.68672 8.327654 4.717453 14.99407 26.38013 Jarque-Bera 3103.132 248.5003 79.47873 937.9507 3048.893 Probability 0.000000 0.000000 0.000000 0.000000 0.000000
Sum 0.822500 25.78490 1.78E+09 115.2078 114.4189
Sum Sq. Dev. 0.034711 1.585015 5.16E+16 3.489177 2.035614
Observations 122 122 122 122 122
Lampiran Rasio ROE UJI CHOW
UJI HOUSMAN
UJI NORMALITAS
UJI MULTIKOLARITAS
Redundant Fixed Effects Tests Equation: Untitled
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 1.972866 (7,148) 0.0624
Cross-section Chi-square 14.273749 7 0.0465
Cross-section fixed effects test equation:
Dependent Variable: ROE Method: Panel Least Squares Date: 08/14/18 Time: 01:29 Sample: 2013Q1 2017Q4 Periods included: 20 Cross-sections included: 8
Total panel (balanced) observations: 160
Variable Coefficient Std. Error t-Statistic Prob.
CAR -0.054120 0.551278 -0.098171 0.9219
DPK -1.34E-09 3.23E-09 -0.415286 0.6785
FDR -0.139920 0.284311 -0.492136 0.6233
BOPO -0.709418 0.239648 -2.960253 0.0036
C 0.971522 0.317968 3.055411 0.0026
R-squared 0.060658 Mean dependent var 0.118863 Adjusted R-squared 0.036416 S.D. dependent var 0.731780 S.E. of regression 0.718332 Akaike info criterion 2.206982 Sum squared resid 79.98018 Schwarz criterion 2.303081 Log likelihood -171.5586 Hannan-Quinn criter. 2.246005 F-statistic 2.502263 Durbin-Watson stat 1.357724 Prob(F-statistic) 0.044648
Correlated Random Effects - Haus m an Tes t Equation: Untitled
Tes t cros s -s ection random effects
Tes t Sum m ary Chi-Sq. Statis tic Chi-Sq. d.f. Prob.
Cros s -s ection random 13.245630 4 0.0101
** WARNING: es tim ated cros s -s ection random effects variance is zero.
Cros s -s ection random effects tes t com paris ons :
Variable Fixed Random Var(Diff.) Prob.
CAR 0.005620 -0.054120 1.484542 0.9609
DPK -0.000000 -0.000000 0.000000 0.5871
FDR -0.153631 -0.139920 0.043967 0.9479
BOPO -0.905886 -0.709418 0.038284 0.3153
Cros s -s ection random effects tes t equation:
Dependent Variable: ROE Method: Panel Leas t Squares Date: 08/14/18 Tim e: 01:27 Sam ple: 2013Q1 2017Q4 Periods included: 20 Cros s -s ections included: 8
Total panel (balanced) obs ervations : 160
Variable Coefficient Std. Error t-Statis tic Prob.
C 1.267838 0.712864 1.778513 0.0774
CAR 0.005620 1.332539 0.004217 0.9966
DPK -1.01E-08 1.64E-08 -0.614563 0.5398
FDR -0.153631 0.348421 -0.440934 0.6599
BOPO -0.905886 0.305447 -2.965766 0.0035
Effects Specification Cros s -s ection fixed (dum m y variables )
R-s quared 0.140828 Mean dependent var 0.118863 Adjus ted R-s quared 0.076971 S.D. dependent var 0.731780 S.E. of regres s ion 0.703054 Akaike info criterion 2.205271 Sum s quared res id 73.15408 Schwarz criterion 2.435909 Log likelihood -164.4217 Hannan-Quinn criter. 2.298925 F-s tatis tic 2.205352 Durbin-Wats on s tat 1.491680 Prob(F-s tatis tic) 0.016922
0 4 8 12 16 20 24
-0.06 -0.04 -0.02 0.00 0.02 0.04
Series: Standardized Residuals Sample 2013Q1 2017Q4 Observations 122 Mean 4.55e-19 Median -0.000548 Maximum 0.047867 Minimum -0.061806 Std. Dev. 0.018730 Skewness -0.064044 Kurtosis 3.681370 Jarque-Bera 2.443417 Probability 0.294726
CAR DPK FDR BOPO
CAR 1.000000 -0.379326 0.720854 -0.041377
DPK -0.379326 1.000000 -0.338104 -0.003808
FDR 0.720854 -0.338104 1.000000 0.038742
BOPO -0.041377 -0.003808 0.038742 1.000000
UJI HETERO BRUZ
UJI AUTOKOL (COCHRANE ORCUTT)
UJI T , F DAN KOEFISIEN DETERMINASI
Heteroskedasticity Test: Breusch-Pagan-Godfrey Null hypothesis: Homoskedasticity
F-statistic 2.080348 Prob. F(4,117) 0.0877
Obs*R-squared 8.100850 Prob. Chi-Square(4) 0.0880 Scaled explained SS 12.48708 Prob. Chi-Square(4) 0.0141 Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 08/17/18 Time: 07:48 Sample: 1 122
Included observations: 122
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000839 0.000573 1.465310 0.1455
CAR -0.001743 0.000974 -1.789572 0.0761
DPK -1.26E-11 5.03E-12 -2.512259 0.0134
FDR 0.000477 0.000460 1.038705 0.3011
BOPO -0.000207 0.000481 -0.429574 0.6683
R-squared 0.066400 Mean dependent var 0.000546 Adjusted R-squared 0.034482 S.D. dependent var 0.001004 S.E. of regression 0.000987 Akaike info criterion -10.96413 Sum squared resid 0.000114 Schwarz criterion -10.84921 Log likelihood 673.8119 Hannan-Quinn criter. -10.91745 F-statistic 2.080348 Durbin-Watson stat 1.607265 Prob(F-statistic) 0.087743
Date: 08/17/18 Time: 07:49 Sample: 1 122
Included observations: 122
Convergence achieved after 33 iterations
Coefficient covariance computed using outer product of gradients
Variable Coefficient Std. Error t-Statistic Prob.
CAR -0.023563 0.022949 -1.026786 0.3067
DPK -1.30E-10 1.64E-10 -0.793130 0.4293
FDR -0.036718 0.010395 -3.532470 0.0006
BOPO -0.372685 0.008716 -42.75680 0.0000
C 0.430780 0.015937 27.02993 0.0000
AR(1) 0.447907 0.077615 5.770891 0.0000
AR(2) 0.289939 0.088787 3.265551 0.0014
SIGMASQ 0.000361 3.86E-05 9.370100 0.0000
R-squared 0.930052 Mean dependent var 0.035543 Adjusted R-squared 0.925757 S.D. dependent var 0.072160 S.E. of regression 0.019662 Akaike info criterion -4.951363 Sum squared resid 0.044070 Schwarz criterion -4.767493 Log likelihood 310.0331 Hannan-Quinn criter. -4.876681 F-statistic 216.5410 Durbin-Watson stat 2.007351 Prob(F-statistic) 0.000000
Inverted AR Roots .81 -.36
STATISTIK DESKRIPTIF
DU 1,7727 – 2,2273 Dependent Variable: ROE Method: Panel Least Squares Date: 08/17/18 Time: 07:43 Sample: 2013Q1 2017Q4 Periods included: 20 Cross-sections included: 8
Total panel (unbalanced) observations: 122
Variable Coefficient Std. Error t-Statistic Prob.
CAR -0.022039 0.045395 -0.485503 0.6283 DPK -4.67E-11 6.84E-10 -0.068270 0.9457 FDR -0.058282 0.012457 -4.678503 0.0000 BOPO -0.359954 0.013450 -26.76242 0.0000
C 0.437599 0.026950 16.23766 0.0000
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.932626 Mean dependent var 0.035543 Adjusted R-squared 0.925889 S.D. dependent var 0.072160 S.E. of regression 0.019644 Akaike info criterion -4.928877 Sum squared resid 0.042449 Schwarz criterion -4.653071 Log likelihood 312.6615 Hannan-Quinn criter. -4.816853 F-statistic 138.4251 Durbin-Watson stat 1.299747 Prob(F-statistic) 0.000000
Date: 08/17/18 Time: 07:32 Sample: 1 122
ROE CAR DPK FDR BOPO
Mean 0.035543 0.243384 12183717 1.003589 0.937984 Median 0.043150 0.198650 4387556. 0.928250 0.926700 Maximum 0.131600 0.700700 77903143 2.570800 1.926000 Minimum -0.320400 0.107400 241217.0 0.718700 0.535300 Std. Dev. 0.072160 0.136572 19376030 0.284391 0.187644 Skewness -2.953989 1.684930 2.199385 2.987365 2.759324 Kurtosis 13.22261 5.312632 6.514925 13.36146 14.58315 Jarque-Bera 708.6470 84.91313 161.1613 727.2081 836.8427 Probability 0.000000 0.000000 0.000000 0.000000 0.000000 Sum 4.336300 29.69280 1.49E+09 122.4379 114.4341 Sum Sq. Dev. 0.630048 2.256882 4.54E+16 9.786286 4.260459
Observations 122 122 122 122 122
LAMPIRAN RASIO NIM UJI CHOW
UJI HOUSMEN
UJI NORMALITAS
UJI MULTIKOL
Redundant Fixed Effects Tests Equation: Untitled
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 1.985780 (7,148) 0.0607
Cross-section Chi-square 14.363110 7 0.0451
Cross-section fixed effects test equation:
Dependent Variable: NIM Method: Panel Least Squares Date: 08/17/18 Time: 07:55 Sample: 2013Q1 2017Q4 Periods included: 20 Cross-sections included: 8
Total panel (balanced) observations: 160
Variable Coefficient Std. Error t-Statistic Prob.
CAR 0.090500 0.335398 0.269830 0.7876
DPK -1.52E-09 1.96E-09 -0.774168 0.4400
FDR -0.105514 0.172975 -0.609998 0.5428
BOPO -0.112130 0.145802 -0.769055 0.4430
C 0.310455 0.193452 1.604819 0.1106
R-squared 0.010197 Mean dependent var 0.099378 Adjusted R-squared -0.015346 S.D. dependent var 0.433718 S.E. of regression 0.437033 Akaike info criterion 1.213137 Sum squared resid 29.60473 Schwarz criterion 1.309236 Log likelihood -92.05098 Hannan-Quinn criter. 1.252160 F-statistic 0.399204 Durbin-Watson stat 1.320295 Prob(F-statistic) 0.808998
Correlated Random Effects - Haus m an Tes t Equation: Untitled
Tes t cros s -s ection random effects
Tes t Sum m ary Chi-Sq. Statis tic Chi-Sq. d.f. Prob.
Cros s -s ection random 13.040543 4 0.0111
** WARNING: es tim ated cros s -s ection random effects variance is zero.
Cros s -s ection random effects tes t com paris ons :
Variable Fixed Random Var(Diff.) Prob.
CAR 0.382136 0.090500 0.549198 0.6939
DPK 0.000000 -0.000000 0.000000 0.8659
FDR -0.064017 -0.105514 0.016265 0.7449
BOPO -0.207748 -0.112130 0.014163 0.4217
Cros s -s ection random effects tes t equation:
Dependent Variable: NIM Method: Panel Leas t Squares Date: 08/17/18 Tim e: 07:57 Sam ple: 2013Q1 2017Q4 Periods included: 20 Cros s -s ections included: 8
Total panel (balanced) obs ervations : 160
Variable Coefficient Std. Error t-Statis tic Prob.
C 0.270140 0.433586 0.623036 0.5342
CAR 0.382136 0.810490 0.471488 0.6380
DPK 1.32E-10 9.97E-09 0.013289 0.9894
FDR -0.064017 0.211920 -0.302081 0.7630
BOPO -0.207748 0.185782 -1.118232 0.2653
Effects Specification Cros s -s ection fixed (dum m y variables )
R-s quared 0.095180 Mean dependent var 0.099378 Adjus ted R-s quared 0.027929 S.D. dependent var 0.433718 S.E. of regres s ion 0.427618 Akaike info criterion 1.210868 Sum s quared res id 27.06292 Schwarz criterion 1.441506 Log likelihood -84.86943 Hannan-Quinn criter. 1.304522 F-s tatis tic 1.415306 Durbin-Wats on s tat 1.446865 Prob(F-s tatis tic) 0.171513
0 2 4 6 8 10 12 14 16
-0.02 -0.01 0.00 0.01 0.02
Series: Standardized Residuals Sample 2013Q1 2017Q4 Observations 122 Mean -3.41e-19 Median -0.000488 Maximum 0.024327 Minimum -0.022721 Std. Dev. 0.009782 Skewness 0.091106 Kurtosis 2.767078 Jarque-Bera 0.444557 Probability 0.800692
CAR DPK FDR BOPO
CAR 1.000000 -0.369575 0.719380 -0.063894 DPK -0.369575 1.000000 -0.333528 -0.011153 FDR 0.719380 -0.333528 1.000000 0.017167 BOPO -0.063894 -0.011153 0.017167 1.000000
UJI HETERO
UJI AUTOKOL
Heteroskedasticity Test: Breusch-Pagan-Godfrey Null hypothesis: Homoskedasticity
F-statistic 1.821140 Prob. F(4,117) 0.1293 Obs*R-squared 7.150658 Prob. Chi-Square(4) 0.1281 Scaled explained SS 9.014669 Prob. Chi-Square(4) 0.0607 Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 08/17/18 Time: 08:49 Sample: 1 122
Included observations: 122
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000612 0.000249 2.452201 0.0157
CAR -2.91E-06 0.000436 -0.006671 0.9947
DPK -5.60E-12 2.23E-12 -2.510599 0.0134
FDR -0.000245 0.000205 -1.194957 0.2345
BOPO -3.20E-05 0.000202 -0.158967 0.8740 R-squared 0.058612 Mean dependent var 0.000267 Adjusted R-squared 0.026428 S.D. dependent var 0.000444 S.E. of regression 0.000438 Akaike info criterion -12.58895 Sum squared resid 2.24E-05 Schwarz criterion -12.47403 Log likelihood 772.9258 Hannan-Quinn criter. -12.54227 F-statistic 1.821140 Durbin-Watson stat 0.513347 Prob(F-statistic) 0.129346
Date: 08/17/18 Time: 08:51 Sample: 1 122
Included observations: 122
Convergence achieved after 26 iterations
Coefficient covariance computed using outer product of gradients
Variable Coefficient Std. Error t-Statistic Prob.
CAR 0.048818 0.012523 3.898183 0.0002
DPK 3.61E-11 6.91E-11 0.522906 0.6020
FDR -0.005604 0.003137 -1.786045 0.0767 BOPO -0.017907 0.003761 -4.761216 0.0000
C 0.061374 0.010987 5.586161 0.0000
AR(1) 0.889575 0.043662 20.37397 0.0000 SIGMASQ 7.44E-05 7.24E-06 10.27407 0.0000 R-squared 0.796351 Mean dependent var 0.048882 Adjusted R-squared 0.785726 S.D. dependent var 0.019187 S.E. of regression 0.008882 Akaike info criterion -6.541145 Sum squared resid 0.009072 Schwarz criterion -6.380258 Log likelihood 406.0098 Hannan-Quinn criter. -6.475798 F-statistic 74.94943 Durbin-Watson stat 2.071085 Prob(F-statistic) 0.000000
Inverted AR Roots .89
UJI T, F DAN KOEFISIEN DETERMINASI
STATISTIK DESKRIPTIF Dependent Variable: NIM Method: Panel Least Squares Date: 08/17/18 Time: 08:55 Sample: 2013Q1 2017Q4 Periods included: 20 Cross-sections included: 8
Total panel (unbalanced) observations: 122
Variable Coefficient Std. Error t-Statistic Prob.
CAR 0.070569 0.023341 3.023373 0.0031
DPK 1.41E-10 3.55E-10 0.397732 0.6916
FDR 0.004402 0.006530 0.674089 0.5017
BOPO -0.005479 0.006466 -0.847370 0.3986
C 0.031019 0.013543 2.290393 0.0239
Effects Specification Cross-section fixed (dummy variables)
R-squared 0.740094 Mean dependent var 0.048882 Adjusted R-squared 0.714104 S.D. dependent var 0.019187 S.E. of regression 0.010259 Akaike info criterion -6.228102 Sum squared resid 0.011578 Schwarz criterion -5.952297 Log likelihood 391.9142 Hannan-Quinn criter. -6.116079 F-statistic 28.47550 Durbin-Watson stat 0.718145 Prob(F-statistic) 0.000000
NIM CAR DPK FDR BOPO
Mean 0.048882 0.239266 12272819 0.999022 0.940502 Median 0.048750 0.197600 4642245. 0.926200 0.926700 Maximum 0.093400 0.700700 77903143 2.570800 1.926000 Minimum 0.007100 0.107400 241217.0 0.718700 0.535300 Std. Dev. 0.019187 0.135097 19338663 0.281701 0.198828 Skewness -0.131678 1.786980 2.200775 3.091510 2.843940 Kurtosis 2.398690 5.699745 6.523078 14.03116 13.97435 Jarque-Bera 2.190558 101.9809 161.5774 812.9075 776.6744 Probability 0.334446 0.000000 0.000000 0.000000 0.000000 Sum 5.963650 29.19050 1.50E+09 121.8807 114.7413 Sum Sq. Dev. 0.044546 2.208406 4.53E+16 9.601992 4.783457
Observations 122 122 122 122 122