Lampiran 1 Lampiran 1 Data Keuangan Bank konvensional
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1 Lampiran 1 Lampiran 1 Data Keuangan Bank konvensional BANK YEAR Z-Score TOTAL ASET (milyar rupiah) ROA (%) NPL (%) BI RATE (%) KURS (rupiah) BNI BRI , , , BCA , , , , , MANDIRI , , , , , CIMB , , , , , DANAMON , , , , , PERMATA , , , , ,
2 Bank syariah BANK YEAR Z-Score TOTAL ASET (milyar rupiah) ROA (%) NPL (%) BI RATE (%) KURS (rupiah) BNIS BRIS BCAS MANDIRIS MEGAS , , , , , PANINS , , , , BUKOPINS 1.3, , , , ,
3 Lampiran Hasil Statistik Deskriptif Komponen Z-Score Y ROA E SDROA Mean Median Maximum Minimum Std. Dev Skewness Kurtosis Jarque-Bera Probability.... Sum Sum Sq. Dev Observations Data Bank konvensional Y TOTALASET NPL BIRATE KURS Mean Median Maximum Minimum Std. Dev Skewness Kurtosis Jarque-Bera Probability Sum Sum Sq. Dev E Observations
4 Data Bank syariah Y TOTALASET NPL BIRATE KURS Mean Median Maximum Minimum Std. Dev Skewness Kurtosis Jarque-Bera Probability Sum Sum Sq. Dev E Observations
5 Lampiran 3 Hasil Uji Normalitas Komponen Z-Score a. Z-Score 1 1 Series: ZSCORE Sample 1 1 Observations Mean 1.5 Median.3 Maximum 35.9 Minimum. Std. Dev Skewness.75 Kurtosis 1.5 Jarque-Bera 5.13 Probability b. ROA 1 1 Series: ROA Sample 1 1 Observations 7 Mean.73 Median.1 Maximum 13.9 Minimum -.53 Std. Dev..519 Skewness.11 Kurtosis 1.9 Jarque-Bera.57 Probability
6 c. E/A 1 1 Series: EA Sample 1 1 Observations 7 Mean.957 Median.1155 Maximum Minimum.1 Std. Dev..759 Skewness.3159 Kurtosis 7.59 Jarque-Bera Probability d. S.D ROA 1 1 Series: SDROA Sample 1 1 Observations Mean.35 Median.35 Maximum.9 Minimum.11 Std. Dev..35 Skewness.537 Kurtosis 1.95 Jarque-Bera.3915 Probability
7 Bank konvensional a. Z-Score Series: Y Sample 1 1 Observations 35 Mean 1.73 Median 7.71 Maximum 35.9 Minimum.33 Std. Dev Skewness.5191 Kurtosis 1.55 Jarque-Bera.9755 Probability b. Total Aset Series: TOTALASET Sample 1 1 Observations 35 Mean Median 319. Maximum Minimum 735. Std. Dev Skewness.7935 Kurtosis.5371 Jarque-Bera Probability
8 c. NPL Series: NPL Sample 1 1 Observations 35 Mean 1.91 Median. Maximum 3.53 Minimum. Std. Dev..711 Skewness -.35 Kurtosis.55 Jarque-Bera 1.97 Probability d. BI Rate Series: BIRATE Sample 1 1 Observations 35 Mean.7 Median.5 Maximum 7.75 Minimum 5.75 Std. Dev..53 Skewness.13 Kurtosis Jarque-Bera.137 Probability
9 e. Kurs Series: BIRATE Sample 1 1 Observations 35 Mean.7 Median.5 Maximum 7.75 Minimum 5.75 Std. Dev..53 Skewness.13 Kurtosis Jarque-Bera.137 Probability Bank syariah a. Z-Score Series: Y Sample 1 1 Observations 35 Mean.5199 Median.39 Maximum.7 Minimum -.99 Std. Dev Skewness.151 Kurtosis 3.33 Jarque-Bera. Probability
10 b. Total Aset 1 1 Series: TOTALASET Sample 1 1 Observations 35 Mean 3.3 Median 5.3 Maximum 175. Minimum 59. Std. Dev Skewness Kurtosis. Jarque-Bera 37.5 Probability c. NPL Series: NPL Sample 1 1 Observations 35 Mean.1113 Median.9 Maximum. Minimum. Std. Dev Skewness.17 Kurtosis.573 Jarque-Bera.5 Probability d. BI Rate Series: BIRATE Sample 1 1 Observations 35 Mean.7 Median.5 Maximum 7.75 Minimum 5.75 Std. Dev..53 Skewness.13 Kurtosis Jarque-Bera.137 Probability
11 e. Kurs Series: KURS Sample 1 1 Observations 35 Mean 9. Median Maximum 11.9 Minimum Std. Dev Skewness.77 Kurtosis 1.73 Jarque-Bera.11 Probability
12 Lampiran Hasil Uji Beda Mann Whitney U Test Statistics a Bank Mann-Whitney U 5.5 Wilcoxon W.5 Z -.57 Asymp. Sig. (- tailed). a. Grouping Variable: Jenis 1
13 Lampiran 5 Hasil Regresi Data Panel Bank konvensional Common effect Dependent Variable: LOG(Y?) Method: Pooled Least Squares Date: //1 Time: 1:1 Sample: 1 1 Included observations: 5 Cross-sections included: 7 Total pool (balanced) observations: 35 Variable Coefficient Std. Error t-statistic Prob. C LOG(TA?) NPL? BIRATE? LOG(KURS?) R-squared.333 Mean dependent var Adjusted R-squared.15 S.D. dependent var.59 S.E. of regression.375 Akaike info criterion 1.79 Sum squared resid.1977 Schwarz criterion 1.93 Log likelihood Hannan-Quinn criter F-statistic Durbin-Watson stat.715 Prob(F-statistic). Fixed effect Dependent Variable: LOG(Y?) Method: Pooled Least Squares Date: //1 Time: 1:1 Sample: 1 1 Included observations: 5 Cross-sections included: 7 Total pool (balanced) observations: 35 Variable Coefficient Std. Error t-statistic Prob. C LOG(TA?) NPL? BIRATE? LOG(KURS?) Fixed Effects (Cross) _BNI--C -.31 _BRI--C _BCA--C.7717 _MANDIRI--C _CIMB--C _DANAMON--C
14 _PERMATA--C Cross-section fixed (dummy variables) Effects Specification R-squared.9759 Mean dependent var Adjusted R-squared.957 S.D. dependent var.59 S.E. of regression.1593 Akaike info criterion Sum squared resid Schwarz criterion Log likelihood 1.19 Hannan-Quinn criter F-statistic Durbin-Watson stat 1. Prob(F-statistic). Chow test Redundant Fixed Effects Tests Pool: POOLFE Test cross-section fixed effects Effects Test Statistic d.f. Prob. Cross-section F (,). Cross-section Chi-square Cross-section fixed effects test equation: Dependent Variable: LOG(Y?) Method: Panel Least Squares Date: //1 Time: 1: Sample: 1 1 Included observations: 5 Cross-sections included: 7 Total pool (balanced) observations: 35 Variable Coefficient Std. Error t-statistic Prob. C LOG(TA?) NPL? BIRATE? LOG(KURS?) R-squared.333 Mean dependent var Adjusted R-squared.15 S.D. dependent var.59 S.E. of regression.375 Akaike info criterion 1.79 Sum squared resid.1977 Schwarz criterion 1.93 Log likelihood Hannan-Quinn criter F-statistic Durbin-Watson stat.715 Prob(F-statistic).
15 Random effect Dependent Variable: LOG(Y?) Method: Pooled EGLS (Cross-section random effects) Date: //1 Time: 1: Sample: 1 1 Included observations: 5 Cross-sections included: 7 Total pool (balanced) observations: 35 Swamy and Arora estimator of component variances Variable Coefficient Std. Error t-statistic Prob. C LOG(TA?) NPL? BIRATE? LOG(KURS?) Random Effects (Cross) _BNI--C -.93 _BRI--C.959 _BCA--C.311 _MANDIRI--C.7573 _CIMB--C -.51 _DANAMON--C -.73 _PERMATA--C Effects Specification S.D. Rho Cross-section random Idiosyncratic random Weighted Statistics R-squared.795 Mean dependent var Adjusted R-squared.17 S.D. dependent var S.E. of regression.3375 Sum squared resid F-statistic.1579 Durbin-Watson stat Prob(F-statistic).7 Unweighted Statistics R-squared.5155 Mean dependent var Sum squared resid 1.19 Durbin-Watson stat.151 1
16 Hausman Test Correlated Random Effects - Hausman Test Pool: POOLRE Test cross-section random effects Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob. Cross-section random. 1. * Cross-section test variance is invalid. Hausman statistic set to zero. Cross-section random effects test comparisons: Variable Fixed Random Var(Diff.) Prob. LOG(TA?) NPL? BIRATE? LOG(KURS?) Cross-section random effects test equation: Dependent Variable: LOG(Y?) Method: Panel Least Squares Date: //1 Time: 1: Sample: 1 1 Included observations: 5 Cross-sections included: 7 Total pool (balanced) observations: 35 Variable Coefficient Std. Error t-statistic Prob. C LOG(TA?) NPL? BIRATE? LOG(KURS?) Cross-section fixed (dummy variables) Effects Specification R-squared.9759 Mean dependent var Adjusted R-squared.957 S.D. dependent var.59 S.E. of regression.1593 Akaike info criterion Sum squared resid Schwarz criterion Log likelihood 1.19 Hannan-Quinn criter F-statistic Durbin-Watson stat 1. Prob(F-statistic).
17 Bank syariah Common effect Dependent Variable: LOG(Y?) Method: Pooled Least Squares Date: //1 Time: 1: Sample: 1 1 Included observations: 5 Cross-sections included: 7 Total pool (unbalanced) observations: 3 Variable Coefficient Std. Error t-statistic Prob. C LOG(TA?) NPL? BIRATE? LOG(KURS?) R-squared.1775 Mean dependent var.7737 Adjusted R-squared.7571 S.D. dependent var.739 S.E. of regression.93 Akaike info criterion.15 Sum squared resid 1.9 Schwarz criterion.75 Log likelihood Hannan-Quinn criter..373 F-statistic Durbin-Watson stat.713 Prob(F-statistic).153 Fixed effect Dependent Variable: LOG(Y?) Method: Pooled Least Squares Date: //1 Time: 1:3 Sample: 1 1 Included observations: 5 Cross-sections included: 7 Total pool (unbalanced) observations: 3 Variable Coefficient Std. Error t-statistic Prob. C LOG(TA?) NPL? BIRATE? LOG(KURS?) Fixed Effects (Cross) _BNI--C _BRI--C _BCA--C.11 _MANDIRI--C _MEGA--C _PANIN--C _BUKOPIN--C Cross-section fixed (dummy variables) Effects Specification 3
18 R-squared.777 Mean dependent var.7737 Adjusted R-squared S.D. dependent var.739 S.E. of regression.559 Akaike info criterion Sum squared resid.33 Schwarz criterion.75 Log likelihood Hannan-Quinn criter F-statistic Durbin-Watson stat.135 Prob(F-statistic). Chow test Redundant Fixed Effects Tests Pool: POOLFE Test cross-section fixed effects Effects Test Statistic d.f. Prob. Cross-section F (,3). Cross-section Chi-square Cross-section fixed effects test equation: Dependent Variable: LOG(Y?) Method: Panel Least Squares Date: //1 Time: 1: Sample: 1 1 Included observations: 5 Cross-sections included: 7 Total pool (unbalanced) observations: 3 Variable Coefficient Std. Error t-statistic Prob. C LOG(TA?) NPL? BIRATE? LOG(KURS?) R-squared.1775 Mean dependent var.7737 Adjusted R-squared.7571 S.D. dependent var.739 S.E. of regression.93 Akaike info criterion.15 Sum squared resid 1.9 Schwarz criterion.75 Log likelihood Hannan-Quinn criter..373 F-statistic Durbin-Watson stat.713 Prob(F-statistic).153
19 Random effect Dependent Variable: LOG(Y?) Method: Pooled EGLS (Cross-section random effects) Date: //1 Time: 1:3 Sample: 1 1 Included observations: 5 Cross-sections included: 7 Total pool (unbalanced) observations: 3 Swamy and Arora estimator of component variances Variable Coefficient Std. Error t-statistic Prob. C LOG(TA?) NPL? BIRATE? LOG(KURS?) Random Effects (Cross) _BNI--C.3593 _BRI--C.95 _BCA--C _MANDIRI--C -.3 _MEGA--C _PANIN--C _BUKOPIN--C.73 Effects Specification S.D. Rho Cross-section random Idiosyncratic random Weighted Statistics R-squared.9795 Mean dependent var.3117 Adjusted R-squared.1 S.D. dependent var.5177 S.E. of regression.51 Sum squared resid F-statistic Durbin-Watson stat Prob(F-statistic).315 Unweighted Statistics R-squared.119 Mean dependent var.7737 Sum squared resid Durbin-Watson stat.717 5
20 Hausman Test Correlated Random Effects - Hausman Test Pool: POOLRE Test cross-section random effects Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob. Cross-section random. 1. * Cross-section test variance is invalid. Hausman statistic set to zero. Cross-section random effects test comparisons: Variable Fixed Random Var(Diff.) Prob. LOG(TA?) NPL? BIRATE? LOG(KURS?) Cross-section random effects test equation: Dependent Variable: LOG(Y?) Method: Panel Least Squares Date: //1 Time: 1:9 Sample: 1 1 Included observations: 5 Cross-sections included: 7 Total pool (unbalanced) observations: 3 Variable Coefficient Std. Error t-statistic Prob. C LOG(TA?) NPL? BIRATE? LOG(KURS?) Cross-section fixed (dummy variables) Effects Specification R-squared.777 Mean dependent var.7737 Adjusted R-squared S.D. dependent var.739 S.E. of regression.559 Akaike info criterion Sum squared resid.33 Schwarz criterion.75 Log likelihood Hannan-Quinn criter F-statistic Durbin-Watson stat.135 Prob(F-statistic).
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