LAMPIRAN-LAMPIRAN. A. Perhitungan Return On Asset

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1 88 LAMPIRAN-LAMPIRAN A. Perhitungan Return On Asset Tahun Perusahaan Laba Bersih Total Aset Laba/Total Aset ROA (% ) 2011 ROA_ADRO , ,76 ROA_AKRA , ,49 ROA_INDF , ,13 ROA_INTP , ,84 ROA_KLBF , ,4 ROA_LSIP , ,05 ROA_PTBA , ,84 ROA_PWON , ,59 ROA_SCMA , ,34 ROA_SMGR , ,12 ROA_UNVR , ,73 ROA_WIKA , , ROA_ADRO , ,73 ROA_AKRA , ,25 ROA_INDF , ,06 ROA_INTP , ,93 ROA_KLBF , ,85 ROA_LSIP , ,77 ROA_PTBA , ,86 ROA_PWON , ,13 ROA_SCMA , ,56 ROA_SMGR , ,26 ROA_UNVR , ,38 ROA_WIKA , , ROA_ADRO , ,4 ROA_AKRA , ,21 ROA_INDF , ,38 ROA_INTP , ,84 ROA_KLBF , ,41 ROA_LSIP , ,64 ROA_PTBA , ,88 ROA_PWON , ,22 ROA_SCMA , ,07 ROA_SMGR , ,38 ROA_UNVR , ,51 ROA_WIKA , , ROA_ADRO , ,86 ROA_AKRA , ,34 ROA_INDF , ,99 ROA_INTP , ,26

2 89 ROA_KLBF , ,07 ROA_LSIP , ,59 ROA_PTBA , ,63 ROA_PWON , ,5 ROA_SCMA , ,63 ROA_SMGR , ,24 ROA_UNVR , ,18 ROA_WIKA , , ROA_ADRO , ,53 ROA_AKRA , ,96 ROA_INDF , ,04 ROA_INTP , ,76 ROA_KLBF , ,02 ROA_LSIP , ,04 ROA_PTBA , ,06 ROA_PWON , ,46 ROA_SCMA , ,32 ROA_SMGR , ,86 ROA_UNVR , ,2 ROA_WIKA , ,59 B. Perhitungan Cash Ratio Tahun Perusahaan Kas Utang Lancar Kas/Utang Lancar Cash Ratio (%) 2011 CR_ADRO , CR_AKRA , CR_INDF , CR_INTP , CR_KLBF , CR_LSIP , CR_PTBA , CR_PWON , CR_SCMA , CR_SMGR , CR_UNVR , ,1 CR_WIKA , CR_ADRO , CR_AKRA , CR_INDF , CR_INTP , CR_KLBF , CR_LSIP , CR_PTBA , CR_PWON , CR_SCMA , CR_SMGR ,

3 90 CR_UNVR , ,3 CR_WIKA , CR_ADRO , CR_AKRA , CR_INDF , CR_INTP , CR_KLBF , CR_LSIP , CR_PTBA , CR_PWON , CR_SCMA , CR_SMGR , CR_UNVR , ,1 CR_WIKA , CR_ADRO , CR_AKRA , CR_INDF , CR_INTP , CR_KLBF , CR_LSIP , CR_PTBA , CR_PWON , CR_SCMA , CR_SMGR , CR_UNVR , CR_WIKA , CR_ADRO , CR_AKRA , CR_INDF , CR_INTP , CR_KLBF , CR_LSIP , CR_PTBA , CR_PWON , CR_SCMA , CR_SMGR , CR_UNVR , CR_WIKA , C. Perhitungan Debt to Equity Ratio Tahun Perusahaan Total Hutang Total Modal Sendiri Laba/Total Aset DER 2011 DER_ADRO , ,32 DER_AKRA , ,32 DER_INDF , ,7 DER_INTP , ,15

4 DER_KLBF , ,27 DER_LSIP , ,16 DER_PTBA , ,41 DER_PWON , ,42 DER_SCMA , ,67 DER_SMGR , ,35 DER_UNVR , ,85 DER_WIKA , , DER_ADRO , ,23 DER_AKRA , ,8 DER_INDF , ,74 DER_INTP , ,17 DER_KLBF , ,28 DER_LSIP , ,2 DER_PTBA , ,5 DER_PWON , ,41 DER_SCMA , ,32 DER_SMGR , ,46 DER_UNVR , ,02 DER_WIKA , , DER_ADRO , ,11 DER_AKRA , ,73 DER_INDF , ,04 DER_INTP , ,16 DER_KLBF , ,33 DER_LSIP , ,21 DER_PTBA , ,55 DER_PWON , ,27 DER_SCMA , ,44 DER_SMGR , ,41 DER_UNVR , ,14 DER_WIKA , , DER_ADRO , ,97 DER_AKRA , ,48 DER_INDF , ,08 DER_INTP , ,17 DER_KLBF , ,27 DER_LSIP , ,2 DER_PTBA , ,71 DER_PWON , ,02 DER_SCMA , ,36 DER_SMGR , ,37 DER_UNVR , ,11 DER_WIKA , , DER_ADRO , ,78 DER_AKRA , ,09 DER_INDF , ,13 DER_INTP , ,16 DER_KLBF , ,25 DER_LSIP , ,21 DER_PTBA , ,82 91

5 92 D. Lampiran Data Panel Perusahaan Tahun DPR ROA CR DER INF KURS PDB ADRO ,480 0,090 0,720 0,010 0, ,490 0, ,300 0,060 0,560 0,010 0, ,390 0, ,320 0,030 0,880 0,010 0, ,370 0, ,440 0,030 0,960 0,010 0, ,300 0, ,500 0,020 1,550 0,010 0, ,970 0,047 AKRA ,370 0,270 0,340 0,010 0, ,490 0, ,620 0,050 0,370 0,020 0, ,390 0, ,690 0,040 0,120 0,020 0, ,370 0, ,630 0,050 0,140 0,010 0, ,300 0, ,460 0,070 0,260 0,010 0, ,970 0,047 INDF ,500 0,090 1,020 0,007 0, ,490 0, ,500 0,080 1,020 0,007 0, ,390 0, ,500 0,040 0,700 0,010 0, ,370 0, ,500 0,060 0,620 0,020 0, ,300 0, ,500 0,040 0,520 0,010 0, ,970 0,047 INTP ,290 0,200 4,560 0,002 0, ,490 0, ,340 0,210 4,330 0,002 0, ,390 0, ,660 0,190 4,600 0,002 0, ,370 0, ,940 0,180 34,520 0,002 0, ,300 0, ,350 0,160 3,220 0,002 0, ,970 0,047 KBLF ,650 0,180 1,410 0,003 0, ,490 0, ,670 0,190 0,980 0,003 0, ,390 0, ,450 0,170 5,400 0,003 0, ,370 0, ,430 0,170 0,790 0,003 0, ,300 0, ,440 0,150 11,490 0,003 0, ,970 0,047 LSIP ,400 0,250 3,880 0,002 0, ,490 0, ,400 0,150 2,460 0,002 0, ,390 0, ,410 0,090 1,740 0,002 0, ,370 0, ,410 0,100 1,810 0,002 0, ,300 0, ,400 0,070 1,290 0,002 0, ,970 0,047 PTBA ,600 0,260 3,550 0,004 0, ,490 0, ,570 0,230 3,340 0,005 0, ,390 0, ,580 0,160 1,470 0,006 0, ,370 0, ,370 0,140 1,130 0,007 0, ,300 0, ,320 0,120 0,630 0,008 0, ,970 0,470 PWON ,050 0,060 9,250 0,014 0, ,490 0, ,220 0,100 38,760 0,014 0, ,390 0, ,190 0,120 33,830 0,013 0, ,370 0, ,090 0,150 21,010 0,010 0, ,300 0, ,170 0,070 10,450 0,010 0, ,970 0,047 SCMA ,340 0,360 0,740 0,007 0, ,490 0, ,510 0,310 2,230 0,003 0, ,390 0, ,750 0, ,840 0,004 0, ,370 0, ,700 0,310 15,200 0,004 0, ,300 0, ,800 0,330 70,700 0,003 0, ,970 0,047

6 93 SMGR UNVR WIKA ,500 0,200 11,700 0,004 0, ,490 0, ,450 0,190 0,640 0,005 0, ,390 0, ,450 0,170 0,780 0,004 0, ,370 0, ,400 0,160 0,090 0,004 0, ,300 0, ,400 0,120 60,100 0,004 0, ,970 0, ,100 0,400 0,050 0,020 0, ,490 0, ,100 0,400 0,003 0,020 0, ,390 0, ,100 0,710 0,030 0,021 0, ,370 0, ,450 0,400 0,100 0,020 0, ,300 0, ,440 0,370 0,060 0,020 0, ,970 0, ,290 0,050 0,590 0,030 0, ,490 0, ,300 0,050 0,590 0,030 0, ,390 0, ,300 0,050 0,450 0,030 0, ,370 0, ,200 0,050 0,590 0,022 0, ,300 0, ,200 0,040 0,060 0,026 0, ,970 0,047 E. Hasil Regresi 1. Regresi Data Panel a. Common Effect Model Dependent Variable: DPR? Method: Pooled Least Squares Date: 03/08/17 Time: 21:53 C ROA? CR? DER? INF? LOG(KURS?) PDB? R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood Hannan-Quinn criter F-statistic Durbin-Watson stat Prob(F-statistic)

7 94 b. Fixed Effect Model Dependent Variable: DPR? Method: Pooled Least Squares Date: 03/08/17 Time: 21:54 C ROA? CR? DER? INF? LOG(KURS?) PDB? Cross-section fixed (dummy variables) R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood Hannan-Quinn criter F-statistic Durbin-Watson stat Prob(F-statistic)

8 95 c. Random Effect Model Dependent Variable: DPR? Method: Pooled EGLS (Cross-section random effects) Date: 03/08/17 Time: 21:54 Swamy and Arora estimator of component variances C ROA? CR? DER? INF? LOG(KURS?) PDB? S.D. Rho Cross-section random Idiosyncratic random Weighted Statistics R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Sum squared resid F-statistic Durbin-Watson stat Prob(F-statistic) Unweighted Statistics R-squared Mean dependent var Sum squared resid Durbin-Watson stat

9 96 d. Uji Chow Redundant Fixed Effects Tests Pool: PERUSAHAAN Test cross-section fixed effects Effects Test Statistic d.f. Prob. Cross-section F (11,42) Cross-section Chi-square Cross-section fixed effects test equation: Dependent Variable: DPR? Method: Panel Least Squares Date: 03/08/17 Time: 21:55 C ROA? CR? DER? INF? LOG(KURS?) PDB? R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood Hannan-Quinn criter F-statistic Durbin-Watson stat Prob(F-statistic)

10 97 e. Uji Hausman Correlated Random Effects - Hausman Test Pool: PERUSAHAAN Test cross-section random effects Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob. Cross-section random Cross-section random effects test comparisons: Variable Fixed Random Var(Diff.) Prob. ROA? CR? DER? INF? LOG(KURS?) PDB? Cross-section random effects test equation: Dependent Variable: DPR? Method: Panel Least Squares Date: 03/08/17 Time: 21:56 C ROA? CR? DER? INF? LOG(KURS?) PDB? Cross-section fixed (dummy variables) R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood Hannan-Quinn criter F-statistic Durbin-Watson stat Prob(F-statistic)

11 98 2. Statistik Deskriptif CR DER DPR INF KURS PDB ROA Mean Median Maximum Minimum Std. Dev Skewness Kurtosis Jarque-Bera Probability Sum Sum Sq. Dev. 2.42E E Observation s

12 99 3. Uji Asumsi Klasik Multikolinearitas a. Variabel Return On Asset Dependent Variable: ROA? Method: Pooled EGLS (Cross-section random effects) Date: 03/08/17 Time: 23:43 Swamy and Arora estimator of component variances C DPR? CR? 8.59E DER? INF? LOG(KURS?) PDB? Random Effects (Cross) S.D. Rho Cross-section random Idiosyncratic random Weighted Statistics R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Sum squared resid F-statistic Durbin-Watson stat Prob(F-statistic) Unweighted Statistics R-squared Mean dependent var Sum squared resid Durbin-Watson stat

13 100 b. Variabel Cash Ratio Dependent Variable: CR? Method: Pooled EGLS (Cross-section random effects) Date: 03/08/17 Time: 23:44 Swamy and Arora estimator of component variances C DPR? ROA? DER? INF? LOG(KURS?) PDB? S.D. Rho Cross-section random Idiosyncratic random Weighted Statistics R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Sum squared resid F-statistic Durbin-Watson stat Prob(F-statistic) Unweighted Statistics R-squared Mean dependent var Sum squared resid Durbin-Watson stat

14 101 c. Variabel Debt to Equity Ratio Dependent Variable: DER? Method: Pooled EGLS (Cross-section random effects) Date: 03/08/17 Time: 23:44 Swamy and Arora estimator of component variances C DPR? ROA? CR? 4.70E INF? LOG(KURS?) PDB? Random Effects (Cross) S.D. Rho Cross-section random Idiosyncratic random Weighted Statistics R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Sum squared resid F-statistic Durbin-Watson stat Prob(F-statistic) Unweighted Statistics R-squared Mean dependent var Sum squared resid Durbin-Watson stat

15 102 d. Variabel Inflasi Dependent Variable: INF? Method: Pooled EGLS (Cross-section random effects) Date: 03/08/17 Time: 23:45 Swamy and Arora estimator of component variances C DPR? ROA? CR? DER? LOG(KURS?) PDB? Random Effects (Cross) S.D. Rho Cross-section random Idiosyncratic random Weighted Statistics R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Sum squared resid F-statistic Durbin-Watson stat Prob(F-statistic) Unweighted Statistics R-squared Mean dependent var Sum squared resid Durbin-Watson stat

16 103 e. Variabel Kurs Dependent Variable: LOG(KURS?) Method: Pooled EGLS (Cross-section random effects) Date: 03/08/17 Time: 23:47 Swamy and Arora estimator of component variances C DPR? ROA? CR? DER? INF? PDB? S.D. Rho Cross-section random Idiosyncratic random Weighted Statistics R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Sum squared resid F-statistic Durbin-Watson stat Prob(F-statistic) Unweighted Statistics R-squared Mean dependent var Sum squared resid Durbin-Watson stat

17 104 f. Variabel PDB Dependent Variable: PDB? Method: Pooled EGLS (Cross-section random effects) Date: 03/08/17 Time: 23:48 Swamy and Arora estimator of component variances C DPR? ROA? CR? DER? INF? LOG(KURS?) S.D. Rho Cross-section random Idiosyncratic random Weighted Statistics R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Sum squared resid F-statistic Durbin-Watson stat Prob(F-statistic) Unweighted Statistics R-squared Mean dependent var Sum squared resid Durbin-Watson stat

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