LAMPIRAN. Tahun Bulan NPF (Milyar Rupiah)
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1 LAMPIRAN Lampiran 1 Data Penelitian Non Performing Financing (NPF), Capital Adequacy Ratio (CAR), Financing to Deposit Ratio (FDR), Biaya Operasional Pendapatan Operasional (BOPO), Ukuran Bank (Size) Tahun 2010 : : 6. Tahun Bulan NPF (Milyar Rupiah) CAR FDR BOPO Size (Milyar Rupiah) 2010 Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari
2 Tahun Bulan NPF (Milyar Rupiah) CAR FDR BOPO Size (Milyar Rupiah) Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari Maret April Mei Juni
3 Lampiran 2 Data Penelitian Non Performing Financing (NPF), Capital Adequacy Ratio (CAR), Financing to Deposit Ratio (FDR), Biaya Operasional Pendapatan Operasional (BOPO), Ukuran Bank (Size) Setelah Dilakukan Transformasi Log Tahun 2010 : : 6. Tahun Bulan Log NPF CAR FDR BOPO Log Size 2010 Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari
4 Tahun Bulan Log NPF CAR FDR BOPO Log Size Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Januari Februari Maret April Mei Juni
5 Lampiran 3 Hasil Uji Stasionaritas Non Performing Financing (NPF) dengan Augmented Dickey Fuller (ADF) Uji Tingkat Level Null Hypothesis: LOG_NPF has a unit root Lag Length: 9 (Automatic - based on SIC, maxlag=10) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(LOG_NPF) Date: 10/03/16 Time: 06:08 Sample (adjusted): 2010M M06 Included observations: 56 after adjustments LOG_NPF(-1) D(NPF(-1)) D(NPF(-2)) D(NPF(-3)) D(NPF(-4)) D(NPF(-5)) D(NPF(-6)) D(NPF(-7)) D(NPF(-8)) D(NPF(-9)) C 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)
6 Uji Tingkat First Difference Null Hypothesis: D(LOG_NPF) has a unit root Lag Length: 0 (Automatic - based on SIC, maxlag=10) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(NPF,2) Date: 10/03/16 Time: 06:10 Sample (adjusted): 2010M M06 Included observations: 64 after adjustments D(LOG_NPF(-1)) C 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 Lampiran 4 Uji Stasionaritas Capital Adequacy Ratio (CAR) dengan Augmented Dickey Fuller (ADF) Uji Tingkat Level Null Hypothesis: CAR has a unit root Lag Length: 0 (Automatic - based on SIC, maxlag=10) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(CAR) Date: 10/03/16 Time: 06:11 Sample (adjusted): 2010M M06 Included observations: 65 after adjustments CAR(-1) C 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 Uji Tingkat First Difference Null Hypothesis: D(CAR) has a unit root Lag Length: 1 (Automatic - based on SIC, maxlag=10) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(CAR,2) Date: 10/03/16 Time: 06:12 Sample (adjusted): 2010M M06 Included observations: 63 after adjustments D(CAR(-1)) D(CAR(-1),2) C 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)
9 Lampiran 5 Uji Stasionaritas Financing to Deposit Ratio (FDR) dengan Augmented Dickey Fuller (ADF) Uji Tingkat Level Null Hypothesis: FDR has a unit root Lag Length: 0 (Automatic - based on SIC, maxlag=10) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(FDR) Date: 10/03/16 Time: 06:13 Sample (adjusted): 2010M M06 Included observations: 65 after adjustments FDR(-1) C 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 Uji Tingkat First Difference Null Hypothesis: D(FDR) has a unit root Lag Length: 0 (Automatic - based on SIC, maxlag=10) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(FDR,2) Date: 10/03/16 Time: 06:14 Sample (adjusted): 2010M M06 Included observations: 64 after adjustments D(FDR(-1)) C 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 Lampiran 6 Uji Stasionaritas Biaya Operasional Pendapatan Operasional (BOPO) dengan Augmented Dickey Fuller (ADF) Uji Tingkat Level Null Hypothesis: BOPO has a unit root Lag Length: 1 (Automatic - based on SIC, maxlag=10) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(BOPO) Date: 10/03/16 Time: 06:15 Sample (adjusted): 2010M M06 Included observations: 64 after adjustments BOPO(-1) D(BOPO(-1)) C 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)
12 Uji Tingkat First Difference Null Hypothesis: D(BOPO) has a unit root Lag Length: 0 (Automatic - based on SIC, maxlag=10) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(BOPO,2) Date: 10/03/16 Time: 06:15 Sample (adjusted): 2010M M06 Included observations: 64 after adjustments D(BOPO(-1)) C 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)
13 Lampiran 7 Uji Stasionaritas Ukuran Bank (Size) dengan Augmented Dickey Fuller (ADF) Uji Tingkat Level Null Hypothesis: SIZE has a unit root Lag Length: 1 (Automatic - based on SIC, maxlag=10) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(SIZE) Date: 10/03/16 Time: 06:16 Sample (adjusted): 2010M M06 Included observations: 64 after adjustments SIZE(-1) D(SIZE(-1)) C 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)
14 Uji Tingkat First Difference Null Hypothesis: D(SIZE) has a unit root Lag Length: 0 (Automatic - based on SIC, maxlag=10) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(SIZE,2) Date: 10/03/16 Time: 06:16 Sample (adjusted): 2010M M06 Included observations: 64 after adjustments D(SIZE(-1)) C R-squared Mean dependent var -4.69E-05 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)
15 Lampiran 8 Uji Engle-Granger Cointegration Test Dependent Variable: LOG_NPF Date: 06/21/16 Time: 05:39 Sample: 2010M M06 Included observations: 66 C CAR FDR BOPO LOG_SIZE 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)
16 Lampiran 9 Uji Residual ECT dengan Augmented Dickey Fuller (ADF) Tingkat Level Null Hypothesis: ECT has a unit root Lag Length: 0 (Automatic - based on SIC, maxlag=10) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(ECT) Date: 10/03/16 Time: 06:21 Sample (adjusted): 2010M M06 Included observations: 65 after adjustments ECT(-1) C 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)
17 Lampiran 10 Uji Error Correction Model (ECM) Dependent Variable: D(LOG_NPF) Date: 06/21/16 Time: 05:39 Sample (adjusted): 2010M M06 Included observations: 65 after adjustments C D(CAR) D(FDR) D(BOPO) D(LOG_SIZE) ECT(-1) 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) Lampiran 11 Uji Multikolinearitas LOG_NPF CAR FDR BOPO LOG_SIZE LOG_NPF CAR FDR BOPO LOG_SIZE
18 Lampiran 12 Uji Heterokedastisitas dengan White Test Heteroskedasticity Test: White F-statistic Prob. F(20,44) Obs*R-squared Prob. Chi-Square(20) Scaled explained SS Prob. Chi-Square(20) Test Equation: Dependent Variable: RESID^2 Date: 10/03/16 Time: 06:34 Sample: 2010M M06 Included observations: 65 C D(CAR) (D(CAR))^ (D(CAR))*(D(FDR)) (D(CAR))*(D(BOPO)) (D(CAR))*(D(SIZE)) (D(CAR))*ECT(-1) D(FDR) (D(FDR))^ (D(FDR))*(D(BOPO)) (D(FDR))*(D(SIZE)) (D(FDR))*ECT(-1) D(BOPO) (D(BOPO))^2-6.72E E (D(BOPO))*(D(SIZE)) (D(BOPO))*ECT(-1) D(SIZE) (D(SIZE))^ (D(SIZE))*ECT(-1) ECT(-1) ECT(-1)^ 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)
19 Lampiran 13 Uji Autokorelasi dengan LM Test Breusch-Godfrey Serial Correlation LM Test: F-statistic Prob. F(2,57) Obs*R-squared Prob. Chi-Square(2) Test Equation: Dependent Variable: RESID Date: 10/03/16 Time: 06:34 Sample: 2010M M06 Included observations: 65 Presample missing value lagged residuals set to zero. C D(CAR) D(FDR) D(BOPO) D(LOG_SIZE) ECT(-1) RESID(-1) RESID(-2) R-squared Mean dependent var -3.31E-18 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)
20 Lampiran 14 Uji Normalitas dengan JB Test Series: Residuals Sample 2010M M06 Observations 65 Mean -3.31e-18 Median Maximum Minimum Std. Dev Skewness Kurtosis Jarque-Bera Probability
21 Lampiran 15 Uji Linearitas dengan Ramsey Test Ramsey RESET Test Equation: ECM Specification: D(LOG_NPF) C D(CAR) D(FDR) D(BOPO) D(LOG_SIZE) ECT(-1) Omitted Variables: Squares of fitted values Value df Probability t-statistic F-statistic (1, 58) Likelihood ratio F-test summary: Sum of Sq. df Mean Squares Test SSR Restricted SSR Unrestricted SSR Unrestricted SSR LR test summary: Value df Restricted LogL Unrestricted LogL Unrestricted Test Equation: Dependent Variable: D(LOG_NPF) Date: 10/03/16 Time: 06:36 Sample: 2010M M06 Included observations: 65 C D(CAR) D(FDR) D(BOPO) D(LOG_SIZE) ECT(-1) FITTED^ 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)
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