Lampiran 1 Data Penelitian Tahun 2005 Obs
Emiten
Nama Emiten
Harga Saham (Z)
CAR (X1)
LDR (X2)
NIM (X3)
NPL (X4)
BOPO (X5)
EFF (X6)
CIF (X7)
Bank Arta Graha Internasional Tbk.
745
0.1104
0.854
0.0405
0.0485
0.9758
6.21
19.2717
0.0456
ROA (Y)
1
BAGI
2
BABP
Bank Bumiputera Indonesia Tbk.
120
0.1037
0.806
0.0532
0.0489
1.1565
13.65
20.1501
-0.1656
3
BBCA
Bank Central Asia Tbk.
825
0.2153
0.4178
0.0996
0.0171
1.0594
9.56
8.4767
2.4027
4
BDMN
Bank Danamon Tbk.
1150
0.2268
0.8082
0.1181
0.0142
0.6565
10.93
6.8743
2.9532
5
BEKS
Bank Eksekutif Internasional Tbk.
2975
0.113
0.8054
0.0458
0.1353
1.6349
17.99
10.5669
-0.524
6
BNII
Bank Internasional Indonesia Tbk.
150
0.2174
0.5974
0.081
0.0209
1.0186
15.99
9.6024
0.1854
7
BKSW
Bank Kesawan Tbk.
4375
0.1407
0.5906
0.0381
0.1107
1.008
14.83
11.6381
0.1984
8
BMRI
Bank Mandiri Tbk.
6850
0.2321
0.4461
0.9876
0.1617
0.9409
17.87
10.3455
0.029
9
MAYA
Bank Mayapada Internasional Tbk.
185
0.1424
0.8235
0.527
0.0132
0.9265
11.63
8.4986
0.5437
10
MEGA
Bank Mega Tbk.
170
0.1112
0.5125
0.339
0.0107
0.8858
15.28
18.6686
0.2517
11
BBNI
Bank Negara Indonesia Tbk.
700
0.1599
0.49
0.0827
0.0836
0.8412
11.76
11.4243
1.0012
12
BNGA
Bank CIMB Niaga Tbk.
1925
0.1724
0.8526
0.006
0.0429
0.823
18.32
9.4829
0.1552
13
NISP
Bank OCBC NISP Tbk.
300
0.1971
0.7762
0.0435
0.0187
0.8612
17.87
8.7737
0.1031
14
BBNP
Bank Nusantara Parahyangan Tbk.
1950
0.1078
0.5707
0.0382
0.017
0.8643
-14.98
16.3521
0.1912
15
PNBN
Bank Pan Indonesia Tbk.
1675
0.2872
0.5134
0.0369
0.056
0.8245
-44.09
7.3216
1.5317
16
BNLI
Bank Permata Tbk.
460
0.098
0.7859
0.059
0.026
0.896
5.68
12.4501
0.143
17
BBRI
Bank Rakyat Indonesia Tbk.
2875
0.1529
0.7122
0.7865
0.0192
0.7033
19.23
8.1946
5.0452
18
BSWD
Bank Swadesi Tbk.
700
0.2406
0.5536
0.0485
0.0208
0.8291
9.45
7.2704
1.865
19
BVIC
Bank Victoria Internasional Tbk.
420
0.2028
0.412
0.0361
0.0035
0.8506
7.52
12.4054
0.9578
Universitas Sumatera Utara
Lampiran 2 Data Penelitian Tahun 2006 Obs
Emiten
Nama Emiten
Harga Saham (Z)
CAR (X1)
LDR (X2)
NIM (X3)
NPL (X4)
BOPO (X5)
EFF (X6)
CIF (X7)
86
ROA (Y)
1
BAGI
Bank Arta Graha Internasional Tbk.
830
0.1088
0.7953
0.042
0.0361
0.9709
8.32
19.0413
0.0623
2
BABP
Bank Bumiputera Indonesia Tbk.
130
0.1291
0.8742
0.0532
0.0474
0.9253
26.57
9.4352
0.016
3
BBCA
Bank Central Asia Tbk.
950
0.2209
0.4021
0.0996
0.013
1.1492
13.88
8.7855
2.4082
4
BDMN
Bank Danamon Tbk.
1200
0.2039
0.7551
0.1181
0.0116
0.8033
5.77
7.6664
1.6122
5
BEKS
Bank Eksekutif Internasional Tbk.
3400
0.0937
0.7271
0.0458
0.0789
1.294
8.28
10.5979
-0.1465
6
BNII
Bank Internasional Indonesia Tbk.
250
0.2334
0.7071
0.103
0.0386
0.9003
7.51
9.0417
0.1141
7
BKSW
Bank Kesawan Tbk.
4750
0.0937
0.6899
0.0324
0.0589
0.9562
10.83
15.278
0.2038
8
BMRI
Bank Mandiri Tbk.
7100
0.2462
0.4873
0.9895
0.0606
0.8936
9.43
9.1559
0.11
9
MAYA
Bank Mayapada Internasional Tbk.
155
0.1382
0.8535
0.0562
0.0021
0.8899
14.26
8.9654
0.0857
10
MEGA
Bank Mega Tbk.
400
0.1573
0.4295
0.028
0.0116
1.2487
13.34
15.0125
2.4367
11
BBNI
Bank Negara Indonesia Tbk.
1480
0.153
0.4539
0.0754
0.0655
0.8389
13.90
10.4498
0.9126
12
BNGA
Bank CIMB Niaga Tbk.
1640
0.1888
0.8469
0.0545
0.0251
0.8291
13.03
8.7218
0.167
13
NISP
Bank OCBC NISP Tbk.
120
0.1707
0.8217
0.0419
0.0199
0.88
9.08
8.8601
0.1072
14
BBNP
Bank Nusantara Parahyangan Tbk.
2050
0.1664
0.5484
0.0367
0.0303
0.8818
15.48
10.9775
0.1533
15
PNBN
Bank Pan Indonesia Tbk.
1280
0.2947
0.754
0.048
0.0436
0.7247
10.50
5.0495
1.8077
16
BNLI
Bank Permata Tbk.
405
0.135
0.8323
0.064
0.033
0.9
16.35
9.0319
0.131
17
BBRI
Bank Rakyat Indonesia Tbk.
3025
0.1882
0.665
0.7897
0.0129
0.724
14.47
8.1668
4.3622
18
BSWD
Bank Swadesi Tbk.
700
0.2655
0.5489
0.0392
0.0118
0.9112
11.20
7.3712
1.2112
19
BVIC
Bank Victoria Internasional Tbk.
420
0.2027
0.5194
0.0195
0.01
0.7603
23.18
8.4119
1.0176
Universitas Sumatera Utara
Lampiran 3 Data Penelitian Tahun 2007 Obs
Emiten
Harga Saham (Z)
CAR (X1)
LDR (X2)
NIM (X3)
NPL (X4)
BOPO (X5)
EFF (X6)
CIF (X7)
Bank Arta Graha Internasional Tbk.
1070
0.1218
0.8222
0.0552
0.0255
0.9742
4.94
16.8594
0.0256
180
0.1186
0.845
0.0687
0.0456
0.8112
17.85
10.8245
0.0403
Nama Emiten
ROA (Y)
87
1
BAGI
2
BABP
Bank Bumiputera Indonesia Tbk.
3
BBCA
Bank Central Asia Tbk.
970
0.1922
0.4252
0.1343
0.0081
0.6661
4.94
9.6647
2.0626
4
BDMN
Bank Danamon Tbk.
1300
0.1927
0.8653
0.1265
0.0068
0.7491
9.88
7.222
2.3746
5
BEKS
Bank Eksekutif Internasional Tbk.
5200
0.1182
0.7753
0.0532
0.1517
0.936
8.47
10.6166
0.008
6
BNII
Bank Internasional Indonesia Tbk.
300
0.2019
0.7003
0.1776
0.0234
0.9629
14.24
9.4373
0.057
7
BKSW
Bank Kesawan Tbk.
6750
0.1033
0.6846
0.0467
0.0633
0.9516
11.05
15.5084
0.2949
8
BMRI
Bank Mandiri Tbk.
7450
0.2075
0.4906
0.9956
0.0132
0.7878
3.55
9.911
0.1874
9
MAYA
Bank Mayapada Internasional Tbk.
240
0.2995
1.0388
0.0687
0.0014
0.8846
8.67
3.752
0.0375
10
MEGA
Bank Mega Tbk.
460
0.1184
0.4674
0.0345
0.0105
0.7921
12.43
10.8769
2.3099
11
BBNI
Bank Negara Indonesia Tbk.
1610
0.1574
0.5411
0.0876
0.0401
0.9222
9.55
9.6457
2.3724
12
BNGA
Bank CIMB Niaga Tbk.
970
0.1703
0.8991
0.0688
0.0194
0.7766
7.52
9.322
0.192
13
NISP
Bank OCBC NISP Tbk.
530
0.1615
0.8914
0.0673
0.0212
0.8819
12.13
7.5997
0.0792
14
BBNP
Bank Nusantara Parahyangan Tbk.
2100
0.1404
0.4936
0.0468
0.0146
0.8784
14.59
11.1055
0.1107
15
PNBN
Bank Pan Indonesia Tbk.
1870
0.2158
0.9703
0.0578
0.0176
0.7156
9.53
6.0199
1.7961
16
BNLI
Bank Permata Tbk.
920
0.1327
0.831
0.0765
0.0153
0.8357
13.09
9.0543
0.1735
17
BBRI
Bank Rakyat Indonesia Tbk.
5150
0.1584
0.6289
0.8765
0.0088
0.6763
6.72
9.4815
0.3132
18
BSWD
Bank Swadesi Tbk.
700
0.2066
0.6216
0.0456
0.0147
0.9165
12.01
8.3679
1.0697
19
BVIC
Bank Victoria Internasional Tbk.
580
0.1543
0.5592
0.0567
0.0367
0.8559
12.66
12.0562
0.9441
Universitas Sumatera Utara
Lampiran 4 Data Penelitian Tahun 2008 Obs
Emiten
Nama Emiten
Harga Saham (Z)
CAR (X1)
LDR (X2)
NIM (X3)
NPL (X4)
BOPO (X5)
EFF (X6)
CIF (X7)
88
ROA (Y)
1
BAGI
Bank Arta Graha Internasional Tbk.
1171
0.149
0.9347
0.0642
0.027
0.9749
11.23
12.9708
0.0249
2
BABP
Bank Bumiputera Indonesia Tbk.
210
0.1178
0.9044
0.0699
0.0425
0.9206
11.02
11.4513
0.0038
3
BBCA
Bank Central Asia Tbk.
1023
0.1578
0.4479
0.1452
0.006
0.6423
9.29
9.5488
2.5632
4
BDMN
Bank Danamon Tbk.
1450
0.1337
0.8321
0.1344
0.0118
0.8465
15.92
9.0896
2.4772
5
BEKS
Bank Eksekutif Internasional Tbk.
5600
0.0934
0.7929
0.0597
0.1549
1.0505
5.62
15.9226
0.3441
6
BNII
Bank Internasional Indonesia Tbk.
350
0.1958
0.7345
0.1865
0.0154
0.943
12.17
10.4227
0.0671
7
BKSW
Bank Kesawan Tbk.
7600
0.1034
0.7466
0.0499
0.0374
1.0264
4.94
14.9652
0.0285
8
BMRI
Bank Mandiri Tbk.
8140
0.1566
0.4733
0.9967
0.0097
0.7304
16.94
10.7458
0.2396
9
MAYA
Bank Mayapada Internasional Tbk.
450
0.2369
1.0022
0.0696
0.0217
0.9063
7.77
4.8007
0.0386
10
MEGA
Bank Mega Tbk.
560
0.1609
0.6467
0.0355
0.0079
0.8315
12.77
11.1451
2.3689
11
BBNI
Bank Negara Indonesia Tbk.
1894
0.1359
0.5573
0.0893
0.0174
0.8815
13.41
12.0716
2.5676
12
BNGA
Bank CIMB Niaga Tbk.
1023
0.1559
0.9073
0.0695
0.0142
0.8847
4.18
10.0873
0.0713
13
NISP
Bank OCBC NISP Tbk.
650
0.1701
0.7669
0.0686
0.0175
0.8612
8.15
8.4324
0.0894
14
BBNP
Bank Nusantara Parahyangan Tbk.
3100
0.17
0.6612
0.0476
0.0112
0.8972
13.17
9.8663
0.0898
15
PNBN
Bank Pan Indonesia Tbk.
1980
0.2031
0.8531
0.0587
0.0215
0.8174
9.71
7.0151
1.0997
16
BNLI
Bank Permata Tbk.
1045
0.1076
0.758
0.0787
0.0106
0.8788
7.60
11.5901
0.1194
17
BBRI
Bank Rakyat Indonesia Tbk.
6571
0.1318
0.657
0.8796
0.0085
0.7031
9.82
10.0068
0.3348
18
BSWD
Bank Swadesi Tbk.
876
0.3327
0.8311
0.0521
0.0164
0.7331
14.98
3.8108
1.0877
19
BVIC
Bank Victoria Internasional Tbk.
650
0.2277
0.5346
0.0654
0.021
0.9223
7.59
9.6553
0.0781
Universitas Sumatera Utara
Lampiran 5 Data Penelitian Tahun 2009 Obs
Emiten
Nama Emiten Bank Arta Graha Internasional Tbk.
Harga Saham (Z)
CAR (X1)
LDR (X2)
NIM (X3)
1245
0.2566
0.9844
0.0789
NPL (X4)
BOPO (X5)
EFF (X6)
CIF (X7)
0.9865
34.69
13.6743
89
ROA (Y)
1
BAGI
2
BABP
Bank Bumiputera Indonesia Tbk.
250
0.1954
0.9566
0.0753
0.0567
0.9396
6.52
12.6755
0.0056
3
BBCA
Bank Central Asia Tbk.
7553
0.2124
0.4567
0.1452
0.0082
0.6654
7.69
10.0567
4.6548
4
BDMN
Bank Danamon Tbk.
1560
0.1865
0.8854
0.1589
0.0226
0.8588
15.32
9.0896
2.8965
5
BEKS
Bank Eksekutif Internasional Tbk.
6800
0.1565
0.8644
0.1432
0.2366
1.0865
8.95
15.9226
0.3897
6
BNII
Bank Internasional Indonesia Tbk.
550
0.2855
0.7853
0.1978
0.0673
0.9843
12.03
10.4227
0.0756
7
BKSW
Bank Kesawan Tbk.
8340
0.1765
0.7954
0.0589
0.0865
1.0365
7.57
14.9652
0.0456
8
BMRI
Bank Mandiri Tbk.
8450
0.2123
0.5688
0.9997
0.0145
0.7487
12.55
11.2678
0.2852
0.045
0.0543
9
MAYA
Bank Mayapada Internasional Tbk.
560
0.2965
1.0772
0.0765
0.0568
0.9156
7.00
5.4562
0.4332
10
MEGA
Bank Mega Tbk.
890
0.2344
0.6888
0.0567
0.0288
0.8467
9.83
12.4748
2.8944
11
BBNI
Bank Negara Indonesia Tbk.
2150
0.3255
0.5678
0.0975
0.0267
0.8954
0.73
12.5475
2.9373
12
BNGA
Bank CIMB Niaga Tbk.
2356
0.2344
0.9846
0.0873
0.0455
0.8964
11.06
11.8382
0.1897
13
NISP
Bank OCBC NISP Tbk.
850
0.3455
0.9866
0.0897
0.0256
0.8789
7.74
8.9837
0.1678
14
BBNP
Bank Nusantara Parahyangan Tbk.
4200
0.2344
0.7547
0.0589
0.0186
0.9904
14.84
8.7375
0.1947
15
PNBN
Bank Pan Indonesia Tbk.
2250
0.5436
0.9567
0.0876
0.0346
0.8458
11.76
7.8463
1.8383
16
BNLI
Bank Permata Tbk.
2340
0.2344
0.8666
0.0876
0.0356
0.889
4.21
12.2398
0.1892
17
BBRI
Bank Rakyat Indonesia Tbk.
7840
0.1855
0.7578
0.8976
0.0143
0.7432
8.41
11.0737
0.5678
18
BSWD
Bank Swadesi Tbk.
9200
0.4577
0.9655
0.0673
0.0187
0.7567
20.15
4.1293
1.7921
19
BVIC
Bank Victoria Internasional Tbk.
950
0.3455
0.8755
0.0785
0.0567
0.9567
8.48
10.9838
0.8171
Universitas Sumatera Utara
Lampiran 6: Regresi Berganda Moderating Variabel dengan Uji Selisih Mutlak dengan Metode Stepwise Variables Entered/Removeda Model
Variables Entered
Variables Removed
1
Zscore(NIM_X3)
2
Zscore(NPL_X4)
3
Moderator3
90
Method . Stepwise (Criteria: Probability-of-Fto-enter <= .050, Probability-of-Fto-remove >= .100). . Stepwise (Criteria: Probability-of-Fto-enter <= .050, Probability-of-Fto-remove >= .100). . Stepwise (Criteria: Probability-of-Fto-enter <= .050, Probability-of-Fto-remove >= .100).
a. Dependent Variable: HS_Z Model Summaryd
Model 1 2 3
R .558a .660b .679c
R Square .312 .435 .461
Adjusted R Square .304 .423 .443
Std. Error of the Estimate 2062.90291 1878.89570 1845.74143
a. Predictors: (Constant), Zscore(NIM_X3) b. Predictors: (Constant), Zscore(NIM_X3), Zscore(NPL_X4) c. Predictors: (Constant), Zscore(NIM_X3), Zscore(NPL_X4), Moderator3 d. Dependent Variable: HS_Z
Universitas Sumatera Utara
Model Summaryd Change Statistics Model
R Square Change
F Change
df1
df2
Sig. F Change
1
.312
42.153
1
93
.000
2
.123
20.108
1
92
.000
3
.026
4.335
1
91
.040
Durbin-Watson
91
1.872
d. Dependent Variable: HS_Z
ANOVAd Model 1
2
3
Sum of Squares
df
Mean Square
Regression
1.794E8
1
1.794E8
Residual
3.958E8
93
4255568.425
Total
5.752E8
94
Regression
2.504E8
2
1.252E8
Residual
3.248E8
92
3530249.068
Total
5.752E8
94
Regression
2.651E8
3
8.838E7
Residual
3.100E8
91
3406761.418
Total
5.752E8
94
F
Sig.
42.153
.000a
35.461
.000b
25.942
.000c
a. Predictors: (Constant), Zscore(NIM_X3) b. Predictors: (Constant), Zscore(NIM_X3), Zscore(NPL_X4) c. Predictors: (Constant), Zscore(NIM_X3), Zscore(NPL_X4), Moderator3 d. Dependent Variable: HS_Z
Universitas Sumatera Utara
Coefficientsa Unstandardized Coefficients Model 1
2
B
Std. Error
(Constant)
2209.074
211.649
Zscore(NIM_X3)
1381.428
212.772
(Constant)
2209.074
192.771
Zscore(NIM_X3)
1410.674
193.903
Zscore(NPL_X4) 3
Standardized Coefficients Beta
t
Sig.
10.437
.000
6.493
.000
11.460
.000
.570
7.275
.000
.352
4.484
.000
4.763
.000
.558
869.491
193.903
1620.583
340.226
Zscore(NIM_X3)
940.969
295.261
.380
3.187
.002
Zscore(NPL_X4)
948.056
194.183
.383
4.882
.000
Moderator3
626.891
301.098
.251
2.082
.040
(Constant)
a. Dependent Variable: HS_Z Coefficientsa 95.0% Confidence Interval for B Model 1
Lower Bound (Constant)
1788.780
2629.367
958.905
1803.952
(Constant)
1826.215
2591.933
Zscore(NIM_X3)
1025.566
Zscore(NPL_X4) (Constant)
Zscore(NIM_X3) 2
3
Upper Bound
Correlations Zero-order
Partial
Part
.558
.558
.558
1795.782
.558
.604
.570
484.383
1254.599
.332
.424
.351
944.765
2296.401
Zscore(NIM_X3)
354.469
1527.468
.558
.317
.245
Zscore(NPL_X4)
562.335
1333.777
.332
.456
.376
28.797
1224.985
.482
.213
.160
Moderator3 a. Dependent Variable: HS_Z Coefficientsa
Collinearity Statistics Model
Tolerance
VIF
1
Zscore(NIM_X3)
1.000
1.000
2
Zscore(NIM_X3)
.999
1.001
Zscore(NPL_X4)
.999
1.001
Zscore(NIM_X3)
.416
2.405
Zscore(NPL_X4)
.961
1.040
Moderator3
.407
2.459
3
a. Dependent Variable: HS_Z
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Excluded Variablesd Collinearity Statistics Model 1
Beta In
Partial Correlation
Sig.
Tolerance
Minimum Tolerance
VIF
CAR_X1
.017a
.200
.842
.021
1.000
1.000
1.000
LDR_X2
a
-.061
.952
-.006
.930
1.076
.930
a
.
.
.
.000
.
.000
a
4.484
.000
.424
.999
1.001
.999
a
NIM_X3 NPL_X4 BOPO_X5
-.005
. .352
1.260
.211
.130
.910
1.098
.910
a
-.727
.469
-.076
.996
1.004
.996
CIF_X7
.154a
1.809
.074
.185
.997
1.003
.997
ROA_Y
a
-.675
.502
-.070
.996
1.004
.996
a
.200
.842
.021
1.000
1.000
1.000
a
-.061
.952
-.006
.930
1.076
.930
a
4.484
.000
.424
.999
1.001
.999
a
.113
1.260
.211
.130
.910
1.098
.910
-.063a
-.727
.469
-.076
.996
1.004
.996
a
1.809
.074
.185
.997
1.003
.997
a
-.675
.502
-.070
.996
1.004
.996
a
-.261
.795
-.027
.987
1.014
.987
a
-1.726
.088
-.177
.986
1.014
.986
Moderator3
a
.137
1.034
.304
.107
.423
2.367
.423
Moderator4
.256a
3.104
.003
.308
.996
1.004
.996
Moderator5
a
1.569
.120
.161
.998
1.002
.998
a
-.513
.609
-.053
1.000
1.000
1.000
a
.172
.998
1.002
.998
EFF_X6
Zscore(CAR_X1) Zscore(LDR_X2) Zscore(NPL_X4) Zscore(BOPO_X5) Zscore(EFF_X6) Zscore(CIF_X7) Zscore(ROA_Y) Moderator1 Moderator2
Moderator6 Moderator7 2
t
.113
-.063 -.058 .017
-.005 .352
.154
-.058 -.023 -.148
.134
-.044
1.674
.098
CAR_X1
b
.062
.787
.434
.082
.984
1.016
.983
LDR_X2
-.038b
-.470
.640
-.049
.922
1.084
.922
NIM_X3
.
b
.
.
.
.000
.
.000
NPL_X4
.b
.
.
.
.000
.
.000
b
-.963
.338
-.100
.688
1.453
.688
b
-.741
.461
-.077
.996
1.004
.995
CIF_X7
.053b
.645
.521
.067
.907
1.103
.907
ROA_Y
b
.043
.521
.603
.055
.919
1.088
.919
Zscore(CAR_X1)
.062b
.787
.434
.082
.984
1.016
.983
Zscore(LDR_X2)
b
-.038
-.470
.640
-.049
.922
1.084
.922
Zscore(BOPO_X5)
-.091b
-.963
.338
-.100
.688
1.453
.688
b
-.741
.461
-.077
.996
1.004
.995
b
.645
.521
.067
.907
1.103
.907
BOPO_X5 EFF_X6
Zscore(EFF_X6) Zscore(CIF_X7)
.143
-.091 -.058
-.058 .053
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3
Zscore(ROA_Y)
.043b
.521
.603
.055
.919
1.088
.919
Moderator1
.029b
.366
.715
.038
.966
1.035
.966
Moderator2
b
-1.353
.179
-.140
.972
1.029
.972
Moderator3
b
.251
2.082
.040
.213
.407
2.459
.407
Moderator4
.068b
.687
.494
.072
.632
1.582
.632
Moderator5
b
.079
1.001
.320
.104
.972
1.028
.972
Moderator6
-.031b
-.389
.698
-.041
.998
1.002
.997
Moderator7
b
1.643
.104
.170
.996
1.004
.996
CAR_X1
c
.031
.389
.699
.041
.944
1.059
.390
LDR_X2
.031c
.359
.720
.038
.782
1.279
.345
NIM_X3
.
c
.
.
.
.000
.
.000
NPL_X4
.
c
.
.
.
.000
.
.000
c
-.852
.397
-.089
.685
1.459
.404
c
-.568
.571
-.060
.988
1.012
.403
CIF_X7
.067c
.830
.409
.087
.901
1.110
.404
ROA_Y
c
-.596
.553
-.063
.686
1.458
.303
Zscore(CAR_X1)
.031c
.389
.699
.041
.944
1.059
.390
Zscore(LDR_X2)
c
.031
.359
.720
.038
.782
1.279
.345
-.079c
-.852
.397
-.089
.685
1.459
.404
c
-.060
.988
1.012
.403
-.107
.128
BOPO_X5
-.079
EFF_X6
-.044 -.056
Zscore(BOPO_X5) Zscore(EFF_X6)
-.568
.571
Zscore(CIF_X7)
c
.067
.830
.409
.087
.901
1.110
.404
Zscore(ROA_Y)
-.056c
-.596
.553
-.063
.686
1.458
.303
c
.032
.974
.003
.940
1.064
.396
Moderator2
c
-.156
-1.970
.052
-.203
.914
1.094
.382
Moderator4
-.023c
-.215
.830
-.023
.515
1.942
.331
Moderator5
c
.042
.524
.602
.055
.914
1.094
.382
Moderator6
-.074c
-.937
.352
-.098
.938
1.066
.382
Moderator7
c
1.498
.138
.156
.989
1.011
.404
Moderator1
-.044
.003
.115
a. Predictors in the Model: (Constant), Zscore(NIM_X3) b. Predictors in the Model: (Constant), Zscore(NIM_X3), Zscore(NPL_X4) c. Predictors in the Model: (Constant), Zscore(NIM_X3), Zscore(NPL_X4), Moderator3 d. Dependent Variable: HS_Z Casewise Diagnosticsa Case Number 64 83 94
Std. Residual 3.351 3.073 4.127
HS_Z 7600.00 8340.00 9200.00
Predicted Value 1414.4468 2667.6174 1582.3542
Residual 6185.55324 5672.38262 7617.64578
a. Dependent Variable: HS_Z
Universitas Sumatera Utara
Uji Multikolinieritas dengan Metode Enter Coefficientsa
Collinearity Statistics Model 1
Tolerance
VIF
CAR_X1
.674
1.483
LDR_X2
.735
1.360
NIM_X3
.799
1.251
NPL_X4
.721
1.388
BOPO_X5
.572
1.749
EFF_X6
.935
1.069
CIF_X7
.601
1.663
ROA_Y
.710
1.408
a. Dependent Variable: HS_Z
Charts
Universitas Sumatera Utara
Universitas Sumatera Utara
Uji Glesjer
Coefficientsa Unstandardized Coefficients
Model 1
B
Std. Error
(Constant)
3678.420
9443.381
ln_CAR_X1
-3737.205
2011.888
ln_LDR_X2
2275.937
7555.756
ln_NIM_X3
236.776
ln_NPL_X4
Standardized Coefficients Beta
t
Sig. .390
.698
-.953
-1.858
.068
.438
.301
.764
392.743
.173
.603
.549
663.041
409.312
.431
1.620
.110
14544.811
17946.281
1.351
.810
.421
ln_EFF_X6
597.745
881.516
.220
.678
.500
ln_CIF_X7
-2608.102
3261.843
-.606
-.800
.427
ln_ROA_Y
38.585
254.302
.048
.152
.880
Zscore(CAR_X1)
1692.657
768.442
1.225
.203
.331
Zscore(LDR_X2)
-974.899
1970.236
-.722
-.495
.622
Zscore(NIM_X3)
-83.925
446.215
-.063
-.188
.851
Zscore(NPL_X4)
-840.197
726.119
-.601
-1.157
.251
ln_BOPO_X5
Zscore(BOPO_X5)
-2244.520
2815.648
-1.275
-.797
.428
Zscore(EFF_X6)
29.911
800.051
.014
.037
.970
Zscore(CIF_X7)
968.418
1161.777
.675
.834
.408
Zscore(ROA_Y)
-949.040
799.507
-.699
-1.187
.239
Moderator1
-280.843
362.864
-.181
-.774
.442
Moderator2
251.729
359.570
.167
.700
.486
Moderator3
153.301
325.089
.113
.472
.639
Moderator4
326.628
597.845
.264
.546
.587
Moderator5
15.521
463.750
.772
.449
.517
Moderator6
-395.932
427.783
-.223
-.926
.358
Moderator7
-66.461
376.233
-.047
-.177
.860
a. Dependent Variable: Abs1
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Descriptives N HS_Z CAR_X1 LDR_X2 NIM_X3 NPL_X4 BOPO_X5 EFF_X6 CIF_X7 ROA_Y Valid N (listwise)
NPar Tests
Minimum 95 95 95 95 95 95 95 95 95 95
120.00 .09 .40 .01 .00 .64 -44.09 3.75 -.52
Maximum
Mean
9200.00 .54 1.08 1.00 .24 1.63 34.69 20.15 5.05
Std. Deviation
2209.0737 .1900 .7201 .1696 .0357 .8904 10.6285 10.4537 .8659
2473.58857 .07615 .17473 .26789 .03848 .14203 8.03907 3.27335 1.16112
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual
N Normal Parametersa,,b Most Extreme Differences
Kolmogorov-Smirnov Z Asymp. Sig. (2-tailed)
Mean Std. Deviation Absolute Positive Negative
90 .0000000 .00000000 .053 .053 -.034 .507 .959
a. Test distribution is Normal. b. Calculated from data.
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