DAFTAR PUSTAKA
A.A.Yogi Prasanjaya dan I Wayan Ramantha. (2013). Analisis Pengaruh Rasio Car, Bopo, Ldr Dan Ukuran Perusahaan Terhadap Profitabilitas Bank Yang Terdaftar Di Bei. Ahmad Buyung Nusantara. Analisis Pengaruh NPL, CAR, LDR, dan BOPO Terhadap Profitabilitas Bank (Perbandingan Bank Go Publik dan Bank Umum Non Go Publik di Indonesia Periode Tahun 2005-2007). Dalam tesis, Program Studi Magister Manajemen Universitas Diponogoro Semarang. BNI. (2017). Sejarah dan Profil Singkat BBNI (Bank Negara Indonesia (Persero) Tbk/ Bank BNI (http://www.bni.co.id/idid/perusahaan/tentangbni/sejarah), diakses pada 15 Juli 2017. BRI. (2017). Sejarah dan Profil Singkat BBRI (Bank Rakyat Indonesia (Persero) Tbk/Bank BRI (http://bri.co.id/subpage?id=14), diakses pada 15 Juli 2017). BTN. (2017). Sejarah dan Profil Singkat BBTN (Bank Tabungan Negara (Persero) Tbk/Bank BTN (www.btn.co.id/id/content/BTN-Info/TentangKami/Sejarah-Bank-BTN), diakses pada 15Juli 2017. Defri,.(2012). Pengaruh CAR, Likuiditas dan Efisiensi Operasional Terhadap Profitabilitas Perusahaan Perbankan yang Terdaftar di BEI. Jurnal Manajemen, Vol.1, Numb.1. D. Nachrowi.(2006). Ekonometrika Analisis Ekonomi dan Keuangan. Cetakan Pertama. Jakakarta: Lembaga Penerbit FE UI. Edhi Satriyo Wibowo dan Muhammad Syaichu. (2013). Analisis Pengaruh Suku Bunga, Inflasi, CAR, BOPO, NPF terhadap Profitabilitas. Diponegoro Journal Of Accounting, Vol 2 No 2. Eng, Tan Sau. (2013). Pengaruh NIM, BOPO, LDR, NPL dan CAR terhadap ROA Bank Internasional DAN Bank Nasional Go Public Periode 2007-2011. Jurnal Dinamika Manajemen, Vol. 1(7):153-167. Hakim, Fajri. (2013). Analisis Pengaruh Rasio NPL, LDR, GCG, NIM, CAR, dan BOPO Terhadap Tingkat Kesehatan Bank. Skripsi. Universitas Diponegoro.
104 http://digilib.mercubuana.ac.id/z
Husnan, Saud. 1998. Dasar-dasar Teori Portofolio dan Analisis Sekuritas. Edisi Kedua. Yogyakarta: UPP-AMP YKPN.
Kasmir. (2012). Manajemen Perbankan. Jakarta: PT Raja Grafindo Persada. Loen, Boey & Ericson, Sonny. (2007). Manajemen Aktiva Pasiva Bank Non Devisa. Jakarta: PT Grasindo. Lukman, Dendawijaya. (2009). Manajemen Perbankan. Edisi Kedua. Jakarta : Ghalia Indonesia. MANDIRI. (2017). Sejarah dan Profil Singkat BMRI (Bank Mandiri (Persero) Tbk/ Bank Mandiri (http://www.bankmandiri.co.id/corporate01/about profile.asp), diakses pada 15 Juli 2017. Manurung, Mandala dan Prathama Rahardja. 2004. Uang, Perbankan, dan Ekonomi Moneter, Jakarta: Penerbit Fakultas Ekonomi Universitas Indonesia. Purwanto, Suharyadi S.K.(2004). Statistika Untuk Ekonomi & Keuangan Modern. Buku ke 2. Jakarta: Salemba Empat. Riyadi, Selamet. (2006). Banking Assets and Liability Management. Jakarta: Lembaga Penerbit Fakultas Ekonomi Universitas Indonesia. Siamat, Dahlan. (2005). Manajemen Lembaga Keuangan. Jakarta: Lembaga Penerbit Fakultas Ekonomi Universitas Indonesia. S.Munawir.(2002). Analisis Laporan Keuangan. Liberty. Yogyakarta. Sugiyono.(2013). Metode Penelitian Bisnis (Pendekatan Kuantitatif, Kualitatif, dan R&D. Crtakan ke -19. Bandung: CV Alfabeta. Sugiyono.(2013). Metode Penelitian Kuantitatif, Kualitatif, dan R&D. Cetakan ke -19. Bandung: CV Alfabeta. Totok, B., dan Sigit, T. (2006). Bank dan Lembaga Keuangan Lainnya. Edisi Kedua. Salemba Empat, Yogyakarta. Widarjono Agus.(2013). Ekonometrika Pengantar dan Aplikasi Eviews. UPP STIM YKPN: Yogyakarta. www.bankmandiri.co.id www.bi.go.id www.bni.co.id
105 http://digilib.mercubuana.ac.id/z
105
www.bri.co.id www.btn.co.id www.ojk.co.id
http://digilib.mercubuana.ac.id/z
106
LAMPIRAN
1.Statistik Deskriptif ROA 2.924500 2.975000 3.550000 1.480000 0.515553 -1.114378 4.089572
CAR 17.30950 17.08000 19.87000 15.09000 1.424797 0.344793 2.005011
LDR 84.72750 86.68500 92.85000 73.61000 5.542336 -0.704000 2.461760
NPL 2.721500 2.810000 3.580000 1.960000 0.464761 0.135202 2.093003
BOPO 72.03750 70.81000 87.41000 66.69000 5.029092 1.509745 5.386044
Jarque-Bera Probability
5.128764 0.076967
1.221276 0.543004
1.893470 0.388006
0.746467 0.688504
12.34211 0.002089
Sum Sum Sq. Dev.
58.49000 5.050095
346.1900 38.57090
1694.550 583.6324
54.43000 4.104055
1440.750 480.5436
Observations
20
20
20
20
20
Mean Median Maximum Minimum Std. Dev. Skewness Kurtosis
2. Common effect Dependent Variable: ROA Method: Panel Least Squares Date: 08/04/17 Time: 22:55 Sample: 2012Q1 2016Q4 Periods included: 20 Cross-sections included: 4 Total panel (balanced) observations: 80 Variable
Coefficient
Std. Error
t-Statistic
Prob.
CAR NPL LDR BOPO C
0.108540 -0.134830 0.016984 -0.123670 8.973000
0.027963 0.118796 0.008923 0.015123 0.910513
3.881580 -1.134972 1.903276 -8.177701 9.854887
0.0002 0.2600 0.0608 0.0000 0.0000
R-squared Adjusted R-squared S.E. of regression
0.837241 0.828561 0.493341
Mean dependent var S.D. dependent var Akaike info criterion
http://digilib.mercubuana.ac.id/z
3.098875 1.191495 1.485229
107
Sum squared resid Log likelihood F-statistic Prob(F-statistic)
18.25389 -54.40915 96.45133 0.000000
Schwarz criterion Hannan-Quinn criter. Durbin-Watson stat
1.634105 1.544918 0.334590
3. Fixed Effect Dependent Variable: ROA Method: Panel Least Squares Date: 08/04/17 Time: 23:03 Sample: 2012Q1 2016Q4 Periods included: 20 Cross-sections included: 4 Total panel (balanced) observations: 80 Variable
Coefficient
Std. Error
t-Statistic
Prob.
CAR LDR NPL BOPO C
-0.008331 -0.009950 -0.111954 -0.072442 9.691300
0.013721 0.005952 0.052540 0.007114 0.582697
-0.607186 -1.671635 -2.130809 -10.18325 16.63180
0.5456 0.0989 0.0365 0.0000 0.0000
Effects Specification Cross-section fixed (dummy variables) R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)
0.973043 0.970422 0.204917 3.023365 17.51117 371.2679 0.000000
Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter. Durbin-Watson stat
http://digilib.mercubuana.ac.id/z
3.098875 1.191495 -0.237779 0.000424 -0.142277 1.166271
108
4. Uji Chow Redundant Fixed Effects Tests Equation: MODEL2 Test cross-section fixed effects Effects Test
Statistic
Cross-section F Cross-section Chi-square
d.f.
Prob.
120.902576 143.840624
(3,72) 3
0.0000 0.0000
Cross-section fixed effects test equation: Dependent Variable: ROA Method: Panel Least Squares Date: 08/04/17 Time: 23:18 Sample: 2012Q1 2016Q4 Periods included: 20 Cross-sections included: 4 Total panel (balanced) observations: 80 Variable
Coefficient
Std. Error
t-Statistic
Prob.
CAR LDR NPL BOPO C
0.108540 0.016984 -0.134830 -0.123670 8.973000
0.027963 0.008923 0.118796 0.015123 0.910513
3.881580 1.903276 -1.134972 -8.177701 9.854887
0.0002 0.0608 0.2600 0.0000 0.0000
R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)
0.837241 0.828561 0.493341 18.25389 -54.40915 96.45133 0.000000
Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter. Durbin-Watson stat
http://digilib.mercubuana.ac.id/z
3.098875 1.191495 1.485229 1.634105 1.544918 0.334590
109
5. Tabel Residual Periode
Residual
BBNI 12Q1 -0,365735222 12Q2 -0,237368624 12Q3 -0,349318012 12Q4 -0,281446086 13Q1 -0,258814257 13Q2 -0,067043353 13Q3 0,225503293 13Q4 0,281776188 14Q1 0,410021841 14Q2 0,499322735 14Q3 0,327255888 14Q4 0,114500446 15Q1 -0,505620487 15Q2 -0,17097392 15Q3 -0,282726126 15Q4 -0,4339422 16Q1 -0,176384514 16Q2 -0,123833538 16Q3 -0,104872262 16Q4 -0,308634239 Rata-Rata -0,090416622 Rata-Rata Kuadrat 0,008175166 Jumlah Rata-rata Kuadrat Residual
BMRI -0,534081576 -0,506710227 -0,526879557 -0,281303250 -0,772588420 -0,650412422 -0,599157956 -0,408645016 -0,546617075 -0,435611478 -0,404154794 -0,337849203 -0,510754249 -0,437370715 -0,323294053 -0,395400123 -0,179502786 -0,448001783 -0,569876329 -0,255828968 -0,456201999 0,208120264
http://digilib.mercubuana.ac.id/z
BBTN -0,087944752 -0,097553067 -0,068703703 -0,130129921 -0,00042452 -0,119533926 0,021502313 0,058693107 0,343970012 0,42264887 0,25684241 0,279953043 0,282201301 0,300737222 0,204386631 -0,100337564 -0,109480502 -0,776035941 -0,519099673 -0,581002126 -0,020965539 0,000439554
BBRI 0,775921304 0,730448966 0,670301416 0,632661218 0,06369517 0,023754799 0,123554539 0,410105962 0,52758789 0,514535257 0,797684895 0,704598836 1,166165350 1,151703879 1,525919347 0,183613059 0,634535527 0,558743754 0,468157911 -0,312005865 0,567584161 0,322151779 0,538886763
110
6. Tabel Rediual Kuadrat Periode
BBNI 12Q1 0,133762 12Q2 0,056344 12Q3 0,122023 12Q4 0,079212 13Q1 0,066985 13Q2 0,004495 13Q3 0,050852 13Q4 0,079398 14Q1 0,168118 14Q2 0,249323 14Q3 0,107096 14Q4 0,01311 15Q1 0,255652 15Q2 0,029232 15Q3 0,079934 15Q4 0,188306 16Q1 0,031111 16Q2 0,015335 16Q3 0,010998 16Q4 0,095255 Jumlah 1,836542 Jumlah Residual Kuadrat
Residual Kuadrat BMRI BBTN 0,285243 0,007734 0,256755 0,009517 0,277602 0,00472 0,079132 0,016934 0,596893 1,8E-07 0,423036 0,014288 0,35899 0,000462 0,166991 0,003445 0,29879 0,118315 0,189757 0,178632 0,163341 0,065968 0,114142 0,078374 0,26087 0,079638 0,191293 0,090443 0,104519 0,041774 0,156341 0,010068 0,032221 0,011986 0,200706 0,602232 0,324759 0,269464 0,065448 0,337563 4,546831 1,941557
http://digilib.mercubuana.ac.id/z
BBRI 0,602054 0,533556 0,449304 0,40026 0,004057 0,000564 0,015266 0,168187 0,278349 0,264747 0,636301 0,49646 1,359942 1,326422 2,32843 0,033714 0,402635 0,312195 0,219172 0,097348 9,92896 18,25389
111
7. Uji Heteroskedastisitas pada model CE dengan Weigthed Dependent Variable: ROA Method: Panel EGLS (Cross-section weights) Date: 08/05/17 Time: 01:21 Sample: 2012Q1 2016Q4 Periods included: 20 Cross-sections included: 4 Total panel (balanced) observations: 80 Linear estimation after one-step weighting matrix Variable
Coefficient
Std. Error
t-Statistic
Prob.
CAR NPL LDR BOPO C
0.029011 -0.136874 0.004954 -0.101973 9.752173
0.020724 0.073886 0.005837 0.010378 0.634229
1.399869 -1.852507 0.848721 -9.825546 15.37643
0.1657 0.0679 0.3987 0.0000 0.0000
Weighted Statistics R-squared Adjusted R-squared S.E. of regression F-statistic Prob(F-statistic)
0.889309 0.883405 0.426259 150.6399 0.000000
Mean dependent var S.D. dependent var Sum squared resid Durbin-Watson stat
3.355683 0.955695 13.62726 0.212198
Unweighted Statistics R-squared Sum squared resid
0.797882 22.66820
Mean dependent var Durbin-Watson stat
http://digilib.mercubuana.ac.id/z
3.098875 0.161826
112
8. Uji Heteroskedastisitas pada model FE dengan Weighted Dependent Variable: ROA Method: Panel EGLS (Cross-section weights) Date: 08/11/17 Time: 20:48 Sample: 2012Q1 2016Q4 Periods included: 20 Cross-sections included: 4 Total panel (balanced) observations: 80 Linear estimation after one-step weighting matrix Variable
Coefficient
Std. Error
t-Statistic
Prob.
CAR NPL LDR BOPO C
-0.002939 -0.059130 0.000743 -0.082786 9.232683
0.007092 0.027485 0.003821 0.004592 0.353629
-0.414488 -2.151324 0.194539 -18.02774 26.10841
0.6797 0.0348 0.8463 0.0000 0.0000
Effects Specification Cross-section fixed (dummy variables) Weighted Statistics R-squared Adjusted R-squared S.E. of regression F-statistic Prob(F-statistic)
0.986571 0.985265 0.191794 755.6359 0.000000
Mean dependent var S.D. dependent var Sum squared resid Durbin-Watson stat
4.002166 1.518471 2.648526 0.976397
Unweighted Statistics R-squared Sum squared resid
0.971501 3.196280
Mean dependent var Durbin-Watson stat
http://digilib.mercubuana.ac.id/z
3.098875 1.056007
113
http://digilib.mercubuana.ac.id/z
