Lampiran 1 Lampiran 1 Data Keuangan Bank konvensional

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Lampiran 1 Lampiran 1 Data Keuangan Bank konvensional BANK YEAR Z-Score TOTAL ASET (milyar rupiah) ROA (%) NPL (%) BI RATE (%) KURS (rupiah) BNI 1.9 5.51.9 1.9.5 919.5 11 7.71 99.5.9.17 915.7 1 7.7 333.3.9. 5.75 9973. 13.7 3.55 3.3. 7.5 11.9 1 9.1 1.57 3.9 1.9 7.75 11.1 BRI 1.71...7.5 919.5 11.1 9.99.93.3 915.7 1 5.9 551,337 5.15 1.7 5.75 9973. 13.7,13 5.3 1.55 7.5 11.9 1 3.3 1,955.7 1.9 7.75 11.1 BCA 1 1.9 3,19 3.5..5 919.5 11 3.79 31,9 3..5 915.7 1.,99 3.. 5.75 9973. 13 3.91 9,3 3.. 7.5 11.9 1.59 55, 3.9. 7.75 11.1 MANDIRI 1 33.73 9,77 3.5.1.5 919.5 11 3.9 551,9 3.37.1 915.7 1 3.3 35,19 3.55 1.7 5.75 9973. 13 35.9 733,99 3. 1. 7.5 11.9 1 3. 55,39 3.57 1. 7.75 11.1 CIMB 1.5 13,53.75.59.5 919.5 11. 1,1.5.55 915.7 1.9 197,13 3.1.3 5.75 9973. 13.3 1,.7.1 7.5 11.9 1.33 33,1 1. 3.53 7.75 11.1 DANAMON 1 5.15 11,39.7 3.5 919.5 11 5.1 1,9..5 915.7 1 5. 155,791.7. 5.75 9973. 13. 1,37.5 1.9 7.5 11.9 1.3 195,79 1..3 7.75 11.1 PERMATA 1.9 73,5.5.5 919.5 11 5. 11,3 1.7. 915.7 1 5.7 131,799 1.7 1.37 5.75 9973. 13 5.35 15,3 1.55 1. 7.5 11.9 1.11 15,39 1.1 1.7 7.75 11.1 7

Bank syariah BANK YEAR Z-Score TOTAL ASET (milyar rupiah) ROA (%) NPL (%) BI RATE (%) KURS (rupiah) BNIS 1 1.7 399. 3.5 3.59.5 919.5 11 3...3 3. 915.7 1.35 153.1 1.1. 5.75 9973. 13 175. 11.73 3. 7.5 11.9 1.7 199.1 13.9.9 7.75 11.1 BRIS 1.5 5.3.35 3.19.5 919.5 11.9 11... 915.7 1.39 1.9 1.19.55 5.75 9973. 13 3.3 17.9 1.15. 7.5 11.9 1 1.9 33... 7.75 11.1 BCAS 1.5 7. 1.13 1..5 919.5 11. 117.1.9. 915.7 1 3.3 1...1 5.75 9973. 13.9 1. 1.1 7.5 11.9 1 3.5 99...1 7.75 11.1 MANDIRIS 1.3 3.1 3.5.5 919.5 11.33 7 1.95. 915.7 1.7 59.5. 5.75 9973. 13 1. 395 1.53.3 7.5 11.9 1. 9.17. 7.75 11.1 MEGAS 1 1.55,3 1.9 3.5.5 919.5 11 1.3 5,55 1.5 3.3 915.7 1 3.,1 3.1.7 5.75 9973. 13 1.9 9,1.33.9 7.5 11.9 1.31 7,.9 3.9 7.75 11.1 PANINS 1 -.99 59 -.53.5 919.5 11.9 1,17 1.75. 915.7 1 1.5,11 3.. 5.75 9973. 13.51,53 1.3 1. 7.5 11.9 1.9, 1.99.53 7.75 11.1 BUKOPINS 1.3,19.7 3.1.5 919.5 11 3.3,73.5 1.7 915.7 1 3. 3,1.55.59 5.75 9973. 13.1,33.9.7 7.5 11.9 1 1.99 5,11.7.7 7.75 11.1

Lampiran Hasil Statistik Deskriptif Komponen Z-Score Y ROA E SDROA Mean.739.73.957.37 Median.75.1.1155.55 Maximum 35.9 13.9 1.117.3 Minimum -.99 -.53.1.1 Std. Dev. 1.7.519.759.555 Skewness 1.77.11.3159 1.75 Kurtosis 3.7319 1.9 7.59 5.5595 Jarque-Bera.77.57 13.151 53.937 Probability.... Sum 7.1 19.1 1.7 3.5 Sum Sq. Dev. 719. 37.55 5.7559 1.75 Observations 7 7 7 7 Data Bank konvensional Y TOTALASET NPL BIRATE KURS Mean 1.73 35353. 1.91.7 9. Median 7.71 319...5 9973. Maximum 35.9 5539. 3.53 7.75 11.9 Minimum.33 735.. 5.75 915.7 Std. Dev. 11.5713 1197.1.711.53 3.377 Skewness.5191.7935 -.35.13.77 Kurtosis 1.55.5371.55 1.3993 1.73 Jarque-Bera.9755 3.799 1.97.137.11 Probability.199.19.55979.11757.571 Sum 51.9 1375 7. 3.5 3511. Sum Sq. Dev. 3.3 1.53E+1 19.711.5 137937 Observations 35 35 35 35 35 9

Data Bank syariah Y TOTALASET NPL BIRATE KURS Mean.5199 3.3.1113.7 9. Median.39 5.3.9.5 9973. Maximum.7 175.. 7.75 11.9 Minimum -.99 59.. 5.75 915.7 Std. Dev. 1.95 31.5 1.757.53 3.377 Skewness.151 1.939331.17.13.77 Kurtosis 3.33..573 1.3993 1.73 Jarque-Bera. 37.5.5.137.11 Probability.51..75717.11757.571 Sum.1 3311. 91.39 3.5 3511. Sum Sq. Dev. 7.35119.1E+1 9.575.5 137937 Observations 35 35 35 35 35 1

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. 11.9519 Skewness.75 Kurtosis 1.5 Jarque-Bera 5.13 Probability.779 5 1 15 5 3 35 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. - 1 1 1 11

c. E/A 1 1 Series: EA Sample 1 1 Observations 7 Mean.957 Median.1155 Maximum 1.117 Minimum.1 Std. Dev..759 Skewness.3159 Kurtosis 7.59 Jarque-Bera 13.151 Probability...1..3..5..7..9 1. 1.1 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.115.1..3..5..7..9 1

Bank konvensional a. Z-Score 9 7 5 3 1 Series: Y Sample 1 1 Observations 35 Mean 1.73 Median 7.71 Maximum 35.9 Minimum.33 Std. Dev. 11.5713 Skewness.5191 Kurtosis 1.55 Jarque-Bera.9755 Probability.199 5 1 15 5 3 35 b. Total Aset 7 5 3 1 Series: TOTALASET Sample 1 1 Observations 35 Mean 35353. Median 319. Maximum 5539. Minimum 735. Std. Dev. 1197.1 Skewness.7935 Kurtosis.5371 Jarque-Bera 3.799 Probability.19 11 1 31 1 51 1 71 1 91 13

c. NPL 7 5 3 1 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.55979.5 1. 1.5..5 3. 3.5 d. BI Rate 7 5 3 1 Series: BIRATE Sample 1 1 Observations 35 Mean.7 Median.5 Maximum 7.75 Minimum 5.75 Std. Dev..53 Skewness.13 Kurtosis 1.3993 Jarque-Bera.137 Probability.11757 5.75..5.5.75 7. 7.5 7.5 7.75. 1

e. Kurs 7 5 3 1 Series: BIRATE Sample 1 1 Observations 35 Mean.7 Median.5 Maximum 7.75 Minimum 5.75 Std. Dev..53 Skewness.13 Kurtosis 1.3993 Jarque-Bera.137 Probability.11757 5.75..5.5.75 7. 7.5 7.5 7.75. Bank syariah a. Z-Score 7 5 3 1 Series: Y Sample 1 1 Observations 35 Mean.5199 Median.39 Maximum.7 Minimum -.99 Std. Dev. 1.95 Skewness.151 Kurtosis 3.33 Jarque-Bera. Probability.51-1 1 3 5 15

b. Total Aset 1 1 Series: TOTALASET Sample 1 1 Observations 35 Mean 3.3 Median 5.3 Maximum 175. Minimum 59. Std. Dev. 31.5 Skewness 1.939331 Kurtosis. Jarque-Bera 37.5 Probability. 1 1 1 c. NPL 7 5 3 1 Series: NPL Sample 1 1 Observations 35 Mean.1113 Median.9 Maximum. Minimum. Std. Dev. 1.757 Skewness.17 Kurtosis.573 Jarque-Bera.5 Probability.75717..5 1. 1.5..5 3. 3.5..5 5. 5.5..5 7. d. BI Rate 7 5 3 1 Series: BIRATE Sample 1 1 Observations 35 Mean.7 Median.5 Maximum 7.75 Minimum 5.75 Std. Dev..53 Skewness.13 Kurtosis 1.3993 Jarque-Bera.137 Probability.11757 5.75..5.5.75 7. 7.5 7.5 7.75. 1

e. Kurs 1 1 1 1 9 95 95 975 1 15 15 175 11 Series: KURS Sample 1 1 Observations 35 Mean 9. Median 9973. Maximum 11.9 Minimum 915.7 Std. Dev. 3.377 Skewness.77 Kurtosis 1.73 Jarque-Bera.11 Probability.571 17

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

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 7.91513 1.53.31751.75 LOG(TA?) 1.1771.1159 1.15. NPL? -.37.935-3.7779. BIRATE? -.13395.1397-1.531.3 LOG(KURS?) -3.351 1.3519 -.35.1 R-squared.333 Mean dependent var.35791 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 -1.53 Hannan-Quinn criter. 1.7991 F-statistic 37.535 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 -.3157.53573 -.7359.9 LOG(TA?) -.337.79-1.95.1 NPL? -.1317.79-1.519.13 BIRATE? -.7.73-1.71.11 LOG(KURS?) 1.1911.7197 1.5739.1 Fixed Effects (Cross) _BNI--C -.31 _BRI--C 1.113 _BCA--C.7717 _MANDIRI--C 1.515 _CIMB--C -1.919 _DANAMON--C -1.599 19

_PERMATA--C -1.359 Cross-section fixed (dummy variables) Effects Specification R-squared.9759 Mean dependent var.35791 Adjusted R-squared.957 S.D. dependent var.59 S.E. of regression.1593 Akaike info criterion -.57997 Sum squared resid.11971 Schwarz criterion -.9117 Log likelihood 1.19 Hannan-Quinn criter. -.119 F-statistic 97.151 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 3.375 (,). Cross-section Chi-square 7.3933. 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 7.91513 1.53.31751.75 LOG(TA?) 1.1771.1159 1.15. NPL? -.37.935-3.7779. BIRATE? -.13395.1397-1.531.3 LOG(KURS?) -3.351 1.3519 -.35.1 R-squared.333 Mean dependent var.35791 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 -1.53 Hannan-Quinn criter. 1.7991 F-statistic 37.535 Durbin-Watson stat.715 Prob(F-statistic).

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 1.95 5.99551 1.11.7 LOG(TA?).955.17 3.353. NPL? -.133.7739-1.757997.9 BIRATE? -.11. -.99.1 LOG(KURS?) -1.15.917-1.71.11 Random Effects (Cross) _BNI--C -.93 _BRI--C.959 _BCA--C.311 _MANDIRI--C.7573 _CIMB--C -.51 _DANAMON--C -.73 _PERMATA--C -.3155 Effects Specification S.D. Rho Cross-section random.935.79 Idiosyncratic random.1593.3 Weighted Statistics R-squared.795 Mean dependent var.55997 Adjusted R-squared.17 S.D. dependent var.57517 S.E. of regression.3375 Sum squared resid 1.395 F-statistic.1579 Durbin-Watson stat.93793 Prob(F-statistic).7 Unweighted Statistics R-squared.5155 Mean dependent var.35791 Sum squared resid 1.19 Durbin-Watson stat.151 1

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?) -.337.955.75. NPL? -.1317 -.133.139. BIRATE? -.7 -.11.19. LOG(KURS?) 1.1911-1.15.1399. 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 -.3157.53573 -.7359.9 LOG(TA?) -.337.79-1.95.1 NPL? -.1317.79-1.519.13 BIRATE? -.7.73-1.71.11 LOG(KURS?) 1.1911.7197 1.5739.1 Cross-section fixed (dummy variables) Effects Specification R-squared.9759 Mean dependent var.35791 Adjusted R-squared.957 S.D. dependent var.59 S.E. of regression.1593 Akaike info criterion -.57997 Sum squared resid.11971 Schwarz criterion -.9117 Log likelihood 1.19 Hannan-Quinn criter. -.119 F-statistic 97.151 Durbin-Watson stat 1. Prob(F-statistic).

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 -1.95 1.9515 -.33.3951 LOG(TA?).95.55 1.7773.97 NPL? -.71.7911 -.935.33 BIRATE? -.35135.199977-1.555.1379 LOG(KURS?).3559.7339.951.393 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 -33.1915 Hannan-Quinn criter..373 F-statistic 1.75773 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 -3.33 1.3 -.957.7 LOG(TA?) -.3953.11-1.557.115 NPL? -.3333.17-3.113997.9 BIRATE? -.173.13-1.175.359 LOG(KURS?).1 1.995.399.351 Fixed Effects (Cross) _BNI--C.317379 _BRI--C 1.399 _BCA--C.11 _MANDIRI--C 1.5999 _MEGA--C -1.7797 _PANIN--C -3.353 _BUKOPIN--C -.931 Cross-section fixed (dummy variables) Effects Specification 3

R-squared.777 Mean dependent var.7737 Adjusted R-squared.599333 S.D. dependent var.739 S.E. of regression.559 Akaike info criterion 1.5339 Sum squared resid.33 Schwarz criterion.75 Log likelihood -15.3 Hannan-Quinn criter. 1.7137 F-statistic 5.9373 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 7.315 (,3). Cross-section Chi-square 3.3179. 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 -1.95 1.9515 -.33.3951 LOG(TA?).95.55 1.7773.97 NPL? -.71.7911 -.935.33 BIRATE? -.35135.199977-1.555.1379 LOG(KURS?).3559.7339.951.393 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 -33.1915 Hannan-Quinn criter..373 F-statistic 1.75773 Durbin-Watson stat.713 Prob(F-statistic).153

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 -1.171 1.57-1.5595.1571 LOG(TA?).513.59 1.11191.753 NPL? -.153.71 -.15. BIRATE? -.3759.13-1.719.97 LOG(KURS?).53937 1.731 1.5577.17 Random Effects (Cross) _BNI--C.3593 _BRI--C.95 _BCA--C -.779 _MANDIRI--C -.3 _MEGA--C -.137 _PANIN--C -.119 _BUKOPIN--C.73 Effects Specification S.D. Rho Cross-section random.35.57 Idiosyncratic random.559.733 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 7.3779 F-statistic 3.739 Durbin-Watson stat 1.5359 Prob(F-statistic).315 Unweighted Statistics R-squared.119 Mean dependent var.7737 Sum squared resid 15.5337 Durbin-Watson stat.717 5

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?) -.3953.513.73.7 NPL? -.3333 -.153.37.3 BIRATE? -.173 -.3759.1.95 LOG(KURS?).1.53937.917.7 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 -3.33 1.3 -.957.7 LOG(TA?) -.3953.11-1.557.115 NPL? -.3333.17-3.113997.9 BIRATE? -.173.13-1.175.359 LOG(KURS?).1 1.995.399.351 Cross-section fixed (dummy variables) Effects Specification R-squared.777 Mean dependent var.7737 Adjusted R-squared.599333 S.D. dependent var.739 S.E. of regression.559 Akaike info criterion 1.5339 Sum squared resid.33 Schwarz criterion.75 Log likelihood -15.3 Hannan-Quinn criter. 1.7137 F-statistic 5.9373 Durbin-Watson stat.135 Prob(F-statistic).

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