Lampiran 1
Data Perusahaan Keuangan dan Perbankan yang Terdaftar di Bursa Efek Indonesia Periode 31 Desember 2016
FINANCE BANK No. Nama Perusahaan Kode 1 Bank Rakyat Indonesia Agroniaga Tbk AGRO 2 Bank Agris AGRS 3 Bank Artos Indonesia Tbk ARTO 4 Bank MNC Internasional Tbk BABP 5 Bank Capital Indonesia BACA 6 Bank Central Asia Tbk. BBCA 7 Bank Harda Internasional Tbk. HHBI 8 Bank Bukopin Tbk. BBKP 9 Bank Mestika Dharma Tbk. BBMD 10 Bank Negara Indonesia (Persero) Tbk. BBNI 11 Bank Nusantara Parahyangan Tbk. BBNP 12 Bank Rakyat Indonesia (Persero) Tbk. BBRI 13 Bank Tabungan Negara (Persero) Tbk. BBTN 14 Bank Yudha Bhakti Tbk. BBYB 15 Bank JTrust Indonesia Tbk. BCIC 16 Bank Danamon Indonesia Tbk. BDMN 17 Bank Pembangunan Daerah Banten Tbk. BEKS 18 Bank Ganesha Tbk. BGTG 19 Bank Ina Perdana Tbk. BINA 20 BPD Jawa Barat dan Banten Tbk. BJBR 21 BPD Jawa Timur Tbk. BJTM 22 Bank QNB Indonesia Tbk. BKSW 23 Bank Maspion Indonesia Tbk. BMAS 24 Bank Mandiri (Persero) Tbk. BMRI 25 Bank Bumi Arta Tbk. BNBA 26 Bank CIMB Niaga Tbk. BNGA 27 Bank Maybank Indonesia Tbk. BNII 28 Bank Permata Tbk. BNLI 29 Bank Sinarmas Tbk. BSIM 30 Bank of India Indonesia Tbk. BSWD 31 Bank Tabungan Pensiunan Nasional Tbk. BTPN
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32 Bank Victoria International Tbk. BVIC 33 Bank Dinar Indonesia Tbk. DNAR 34 Bank Artha Graha Internasional Tbk. INPC 35 Bank Mayapada Internasional Tbk. MAYA Bank China Construction Bank Indonesia 36 MCOR Tbk. 37 Bank Mega Tbk. MEGA 38 Bank Mitraniaga Tbk. NAGA 39 Bank OCBC NISP Tbk. NISP 40 Bank Nationalnobu Tbk. NOBU 41 Bank Pan Indonesia Tbk. PNBN 42 Bank Panin Dubai Syariah Tbk. [S PNBS 43 Bank Woori Saudara Indonesia 1906 Tbk. SDRA FINANCIAL INSTITUTION 1 Adira Dinamika Multi Finance Tbk ADMF 2 Buana Finance Tbk. BBLD 3 BFI Finance Indonesia Tbk BFIN 4 Batavia Prosperindo Finance Tbk BPFI 5 Clipan Finance Indonesia Tbk. CFIN 6 Danasupra Erapacific Tbk DEFI 7 First Indo American Leasing Tbk FINN 8 Radana Bhaskara Finance Tbk HDFA 9 Intan Baruprana Finance Tbk IBFN 10 Indomobil Multi Jasa Tbk IJMS 11 Mandala Multifinance Tbk MFIN 12 Magna Finance Tbk MGNA 13 Tifa Finance Tbk TIFA 14 Trust Finance Indonesia Tbk TRUS 15 Verena Multi Finance Tbk VRNA 16 Wahana Ottomitra Multiartha Tbk WOMF SECURITIES COMPANY 1 Majapahit Inti Corpora Tbk AKSI 2 HD Capital Tbk HADE 3 Kresna Graha Investama Tbk KREN 4 Minna Padi Investama Sekuritas Tbk PADI 5 Panin Sekuritas Tbk PANS 6 Panca Global Securities Tbk. PAGE 7 Reliance Securities Tbk RELI 8 Trimegah Sekuritas Indonesia Tbk TRIM
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9 Yulie Sekuritas Indonesia Tbk YULE INSURANCE 1 Asuransi Bina Dana Arta Tbk ABDA 2 Asuransi Harta Aman Pratama Tbk AHAP 3 Asuransi Multi Artha Guna Tbk AMAG 4 Asuransi Bintang Tbk. ASBI 5 Asuransi Dayin Mitra Tbk ASDM 6 Asuransi Jasa Tania Tbk ASJT 7 Asuransi Kresna Mitra Tbk ASMI 8 Asuransi Ramayana Tbk ASRM 9 Lippo General Insurance Tbk LPGI 10 Maskapai Reasuransi Indonesia Tbk MREI 11 Paninvest Tbk. PNIN 12 Victoria Insurance Tbk INVESTMENT FUND/MUTUAL FUND OTHERS 1 Pacific Strategic Financial Tbk APIC 2 MNC Kapital Indonesia Tbk BCAP 3 Batavia Prosperindo International Tbk BPFI 4 Capital Financial Indonesia Tbk CASA 5 Equity Development Investment Tbk GSMF 6 Lippo Securities Tbk LPPS 7 Capitalinc Investment Tbk MTFN 8 Panin Financial Tbk PNLF 9 Sinar Mas Multiartha Tbk SMMA 10 Victoria Investama Tbk VICO Sumber: IDX Statistik (data diolah 2018)
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Lampiran 2
Data Pemilihan Sampel
∑ No Nama Perusahaan Kode a b c d Sampel Bank Bank Rakyat Indonesia Agroniaga 1 AGRO √ Tbk 2 Bank Agris AGRS √ 3 Bank Artos Indonesia Tbk ARTO √ 4 Bank MNC Internasional Tbk BABP √ 5 Bank Capital Indonesia BACA √ 6 Bank Central Asia Tbk. BBCA √ 7 Bank Harda Internasional Tbk. HHBI √ 8 Bank Bukopin Tbk. BBKP √ 9 Bank Mestika Dharma Tbk. BBMD √ Bank Negara Indonesia (Persero) 10 BBNI √ Tbk. 11 Bank Nusantara Parahyangan Tbk. BBNP √ Bank Rakyat Indonesia (Persero) 12 BBRI √ Tbk. Bank Tabungan Negara (Persero) 13 Tbk. BBTN √ 14 Bank Yudha Bhakti Tbk. BBYB √ 15 Bank JTrust Indonesia Tbk. BCIC √ 16 Bank Danamon Indonesia Tbk. BDMN √ Bank Pembangunan Daerah 17 Banten Tbk. BEKS √ 18 Bank Ganesha Tbk. BGTG √ 19 Bank Ina Perdana Tbk. BINA √ 20 BPD Jawa Barat dan Banten Tbk. BJBR √ 21 BPD Jawa Timur Tbk. BJTM √ 22 Bank QNB Indonesia Tbk. BKSW √ 23 Bank Maspion Indonesia Tbk. BMAS √ 24 Bank Mandiri (Persero) Tbk. BMRI √ 25 Bank Bumi Arta Tbk. BNBA √ 26 Bank CIMB Niaga Tbk. BNGA √ 27 Bank Maybank Indonesia Tbk. BNII √ 28 Bank Permata Tbk. BNLI √
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29 Bank Sinarmas Tbk. BSIM √ 30 Bank of India Indonesia Tbk. BSWD √ Bank Tabungan Pensiunan 31 Nasional Tbk. BTPN √ 32 Bank Victoria International Tbk. BVIC √ 33 Bank Dinar Indonesia Tbk. DNAR √ Bank Artha Graha Internasional 34 Tbk. INPC √ Bank Mayapada Internasional 35 Tbk. MAYA √ Bank China Construction Bank 36 MCOR √ Indonesia Tbk. 37 Bank Mega Tbk. MEGA √ 38 Bank Mitraniaga Tbk. NAGA √ 39 Bank OCBC NISP Tbk. NISP √ 40 Bank Nationalnobu Tbk. NOBU √ 41 Bank Pan Indonesia Tbk. PNBN √ 42 Bank Panin Dubai Syariah Tbk. [S PNBS √ Bank Woori Saudara Indonesia 43 SDRA √ 1906 Tbk. Financial Institution Adira Dinamika Multi Finance 1 ADMF √ Tbk 2 Buana Finance Tbk. BBLD √ 3 BFI Finance Indonesia Tbk BFIN √ 4 Batavia Prosperindo Finance Tbk BPFI √ 5 Clipan Finance Indonesia Tbk. CFIN √ 6 Danasupra Erapacific Tbk DEFI √ 7 First Indo American Leasing Tbk FINN √ 8 Radana Bhaskara Finance Tbk HDFA √ 9 Intan Baruprana Finance Tbk IBFN √ 10 Indomobil Multi Jasa Tbk IJMS √ 11 Mandala Multifinance Tbk MFIN √ 12 Magna Finance Tbk MGNA √ 13 Tifa Finance Tbk TIFA √ 14 Trust Finance Indonesia Tbk TRUS √ 15 Verena Multi Finance Tbk VRNA √ 16 Wahana Ottomitra Multiartha Tbk WOMF √ Securities Company 1 Majapahit Inti Corpora Tbk AKSI √
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2 HD Capital Tbk HADE √ 3 Kresna Graha Investama Tbk KREN √ Minna Padi Investama Sekuritas 4 Tbk PADI √ 5 Panin Sekuritas Tbk PANS √ 6 Panca Global Securities Tbk. PAGE √ 7 Reliance Securities Tbk RELI √ 8 Trimegah Sekuritas Indonesia Tbk TRIM √ 9 Yulie Sekuritas Indonesia Tbk YULE √ Insurance 1 Asuransi Bina Dana Arta Tbk ABDA √ Asuransi Harta Aman Pratama 2 Tbk AHAP √ 3 Asuransi Multi Artha Guna Tbk AMAG √ 4 Asuransi Bintang Tbk. ASBI √ 5 Asuransi Dayin Mitra Tbk ASDM √ 6 Asuransi Jasa Tania Tbk ASJT √ 7 Asuransi Kresna Mitra Tbk ASMI √ 8 Asuransi Ramayana Tbk ASRM √ 9 Lippo General Insurance Tbk LPGI √ Maskapai Reasuransi Indonesia 10 √ Tbk MREI 11 Paninvest Tbk. PNIN √ 12 Victoria Insurance Tbk VINS √ Infestment Fund / Mutual Fund Others 1 Pacific Strategic Financial Tbk APIC √ 2 MNC Kapital Indonesia Tbk BCAP √ Batavia Prosperindo International 3 BPFI √ Tbk 4 Capital Financial Indonesia Tbk CASA √ Equity Development Investment 5 GSMF √ Tbk 6 Lippo Securities Tbk LPPS √ 7 Capitalinc Investment Tbk MTFN √ 8 Panin Financial Tbk PNLF √ 9 Sinar Mas Multiartha Tbk SMMA √ 10 Victoria Investama Tbk VICO √ JUMLAH 28 37 3 6 16
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Keterangan: Laporan keuangan tidak berturut-turut selama 2012- a 2016 b Tidak mempunyai kepemilikan terkonsentrasi c Tidak mempunyai komisaris independen d Perusahaan yang mengalami rugi
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Lampiran 3
Daftar Sampel Perusahaan Keuangan dan Perbankan Periode 2012-2016
Jumlah Periode Total No Nama Perusahaan Data Penelitian Data 1 Bank Rakyat Indonesia Agroniaga Tbk 1 5 Tahun 5 2 Bank Negara Indonesia (Persero) Tbk 1 5 Tahun 5 3 Bank Nusantara Parahyangan Tbk 1 5 Tahun 5 4 Bank RakyatIndonesia Tbk 1 5 Tahun 5 5 Bank Danamon Tbk 1 5 Tahun 5 6 Bank Mandiri Tbk 1 5 Tahun 5 7 Bank Sinarmas Tbk 1 5 Tahun 5 Bank China Contruction Bank Indonesia 8 1 5 Tahun 5 Tbk 9 Bank Mega Tbk 1 5 Tahun 5 10 Bank OCBC NISP Tbk 1 5 Tahun 5 11 Bank Woori Saudara Indonesia 1906 Tbk 1 5 Tahun 5 12 Adira Dinamika Multi Finance Tbk 1 5 Tahun 5 13 Buana Finance Tbk 1 5 Tahun 5 14 Mandala Multifinance Tbk 1 5 Tahun 5 15 Wahana Ottomitra Multiartha Tbk 1 5 Tahun 5 16 Asuransi Jasa Tania Tbk 1 5 Tahun 5 80 Total Sampel Penelitian Data Sumber: IDX Statistik (data diolah 2018)
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Lampiran 4
Data Hasil Perhitungan Kepemilikan Terkonsentrasi (X1)
퐉퐮퐦퐥퐚퐡 퐒퐚퐡퐚퐦 ≥ ퟓퟎ% Kepemilikan Terkonsentrasi = 퐉퐮퐦퐥퐚퐡 퐒퐚퐡퐚퐦 퐁퐞퐫퐞퐝퐚퐫
Kemilikan Persentase Saham Jumlah Saham No. Kode Tahun Hasil (%) Terkonsentrasi (Lb) (Lb) 1 AGRO 2012 79,78 2.888.690.021 3.618.095.578 0,798 2013 80,43 5.992.378.973 7.450.781.177 0,804 2014 80,43 5.992.248.973 7.450.781.177 0,804 2015 87,23 10.013.470.929 11.479.715.698 0,872 2016 87,23 13.368.237.838 15.325.711.820 0,872 2 BBNI 2012 60,00 10.972.187.475 18.648.656.458 0,588 2013 60,00 10.972.187.475 18.648.656.458 0,588 2014 60,00 10.972.187.475 18.648.656.458 0,588 2015 60,00 11.189.193.875 18.648.656.458 0,600 2016 60,00 11.189.193.875 18.648.656.458 0,600 3 BBNP 2012 66,15 447.737.012 676.833.882 0,662 2013 66,15 447.737.012 676.833.882 0,662 2014 66,15 447.737.012 676.833.882 0,662 2015 66,15 447.737.012 676.833.882 0,662 2016 66,15 447.737.012 676.833.882 0,662 4 BBRI 2012 56,75 14.000.000.000 24.669.162.000 0,568 2013 56,75 14.000.000.000 24.669.162.000 0,568 2014 56,75 14.000.000.000 24.669.162.000 0,568 2015 56,75 14.000.000.000 24.669.162.000 0,568 2016 57,76 13.999.999.999 24.237.325.400 0,578 5 BDMN 2012 67,37 6.457.558.472 9.584.643.365 0,674 2013 67,37 6.457.558.472 9.584.643.365 0,674 2014 67,37 6.457.558.472 9.584.643.365 0,674 2015 67,37 6.457.558.472 9.584.643.365 0,674 2016 67,37 6.457.558.472 9.584.643.365 0,674 6 BMRI 2012 60,00 14.000.000.000 23.333.333.333 0,600 2013 60,00 14.000.000.000 23.333.333.333 0,600
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2014 60,00 14.000.000.000 23.333.333.333 0,600 2015 60,00 14.000.000.000 23.333.333.333 0,600 2016 60,00 14.000.000.000 23.333.333.333 0,600 7 BSIM 2012 56,04 5.806.790.296 10.283.836.238 0,565 2013 57,17 7.498.835.150 13.116.881.498 0,572 2014 53,41 7.498.835.150 14.040.168.349 0,534 2015 52,98 7.498.835.150 14.151.999.729 0,530 2016 56,06 8.550.092.040 15.251.704.336 0,561 8 MCOR 2012 66,78 2.859.854.634 4.282.838.507 0,668 2013 66,73 3.944.798.904 5.910.894.430 0,667 2014 66,73 3.944.798.904 5.910.894.430 0,667 2015 58,61 3.831.362.904 6.536.286.535 0,586 2016 57,31 9.978.756.012 16.631.460.751 0,600 9 MEGA 2012 57,82 2.108.116.490 3.645.956.050 0,578 2013 57,82 4.026.599.755 6.963.775.206 0,578 2014 57,82 4.026.599.755 6.963.775.206 0,578 2015 57,82 4.026.599.755 6.963.775.206 0,578 2016 57,82 4.026.599.755 6.963.775.206 0,578 10 NISP 2012 85,08 7.373.245.613 8.548.918.395 0,862 2013 85,08 9.760.695.612 11.472.648.486 0,851 2014 85,08 9.760.695.612 11.472.648.486 0,851 2015 85,08 9.760.695.612 11.472.648.486 0,851 2016 85,08 9.760.695.612 11.472.648.486 0,851 11 SDRA 2012 52,92 1.225.830.675 2.316.373.000 0,529 2013 52,92 1.225.830.675 2.316.373.000 0,529 2014 74,02 3.754.701.359 5.072.356.660 0,740 2015 74,02 3.754.701.359 5.072.356.660 0,740 2016 74,02 3.754.701.359 5.072.356.660 0,740 12 ADMF 2012 95,00 950.000.000 1.000.000.000 0,950 2013 95,00 950.000.000 1.000.000.000 0,950 2014 95,00 950.000.000 1.000.000.000 0,950 2015 95,00 950.000.000 1.000.000.000 0,950 2016 92,07 950.000.000 1.000.000.000 0,950 13 BBLD 2012 67,60 1.112.584.069 1.645.796.054 0,676 2013 67,60 1.112.584.069 1.645.796.054 0,676 2014 67,60 1.112.584.069 1.645.796.054 0,676 2015 67,60 1.112.584.069 1.645.796.054 0,676 2016 67,60 1.112.584.069 1.645.796.054 0,676 14 MFIN 2012 70,42 933.000.000 1.325.000.000 0,704
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2013 70,42 933.000.000 1.325.000.000 0,704 2014 70,42 933.000.000 1.325.000.000 0,704 2015 70,42 933.000.000 1.325.000.000 0,704 2016 70,42 933.000.000 1.325.000.000 0,704 15 WOMF 2012 62,00 1.240.000.000 2.000.000.000 0,620 2013 62,00 1.240.000.000 2.000.000.000 0,620 2014 50,03 1.000.600.000 2.000.000.000 0,500 2015 68,55 238.664.672.900 341.148.148.000 0,700 2016 68,55 238.664.672.900 341.148.148.000 0,700 16 ASJT 2012 98,10 58.860.500.000 60.000.000.000 0,981 2013 98,10 294.302.500 300.000.000 0,981 2014 96,44 289.329.100 300.000.000 0,964 2015 90,33 541.980.000 600.000.000 0,903 2016 87,61 525.670.800 600.000.000 0,876 Jumlah 964.135.371.015 1.411.314.020.306 55,522 Rata-Rata 12.051.692.138 17.641.425.254 0,694 Sumber: IDX Statistik (data diolah 2018)
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Lampiran 5
Data Hasil Perhitungan Good Corporate Governance dengan Proksi Proporsi Komisaris Independen (X2)
∑ 퐊퐨퐦퐢퐬퐚퐫퐢퐬 퐈퐧퐝퐞퐩퐞퐧퐝퐞퐧 Proporsi Komisaris Independen= ∑ 퐊퐨퐦퐢퐬퐚퐫퐢퐬
∑ ∑ Dewan No Kode Tahun Komisaris Hasil Komisaris Independen 1 AGRO 2012 2 4 0,500 2013 3 5 0,600 2014 3 5 0,600 2015 2 4 0,500 2016 2 4 0,500 2 BBNI 2012 4 8 0,500 2013 4 7 0,571 2014 4 8 0,500 2015 5 8 0,625 2016 5 10 0,500 3 BBNP 2012 2 4 0,500 2013 2 4 0,500 2014 2 4 0,500 2015 2 4 0,500 2016 2 4 0,500 4 BBRI 2012 3 5 0,600 2013 3 5 0,600 2014 5 7 0,714 2015 5 8 0,625 2016 5 9 0,556 5 BDMN 2012 4 8 0,500 2013 4 8 0,500 2014 3 6 0,500 2015 4 7 0,571 2016 4 7 0,571 6 BMRI 2012 4 7 0,571
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2013 4 7 0,571 2014 4 7 0,571 2015 4 8 0,500 2016 4 8 0,500 7 BSIM 2012 2 3 0,667 2013 2 3 0,667 2014 2 3 0,667 2015 2 3 0,667 2016 2 3 0,667 8 MCOR 2012 2 4 0,500 2013 2 3 0,667 2014 2 3 0,667 2015 2 3 0,667 2016 2 3 0,667 9 MEGA 2012 2 3 0,667 2013 2 3 0,667 2014 2 4 0,500 2015 2 4 0,500 2016 2 4 0,500 10 NISP 2012 4 8 0,500 2013 4 8 0,500 2014 4 8 0,500 2015 4 8 0,500 2016 4 8 0,500 11 SDRA 2012 2 3 0,667 2013 2 3 0,667 2014 3 4 0,750 2015 3 4 0,750 2016 3 4 0,750 12 ADMF 2012 3 6 0,500 2013 3 6 0,500 2014 3 6 0,500 2015 3 6 0,500 2016 2 6 0,333 13 BBLD 2012 1 3 0,333 2013 1 3 0,333 2014 1 3 0,333 2015 2 3 0,667 2016 1 2 0,500
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14 MFIN 2012 1 2 0,500 2013 1 2 0,500 2014 1 2 0,500 2015 1 2 0,500 2016 1 2 0,500 15 WOMF 2012 2 5 0,400 2013 2 5 0,400 2014 2 5 0,400 2015 2 5 0,400 2016 2 5 0,400 16 ASJT 2012 2 3 0,667 2013 1 2 0,500 2014 2 3 0,667 2015 2 3 0,667 2016 2 3 0,667 Jumlah 211 390 43,932 Rata-Rata 209 5 0,549 Sumber: IDX Statistik (data diolah 2018)
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Lampiran 6 Data Hasil Perhitungan Size (X3)
Size = Ln Total Aset
Total Aset No Kode Tahun Hasil (Rp)
1 AGRO 2012 4.040.140.235.000 29,027 2013 5.124.070.015.000 29,265 2014 6.385.191.484.000 29,485 2015 8.364.502.563.000 29,755 2016 11.377.960.721.000 30,063 2 BBNI 2012 333.303.506.000.000 33,440 2013 386.654.815.000.000 33,589 2014 416.573.708.000.000 33,663 2015 508.595.288.000.000 33,863 2016 603.031.880.000.000 34,033 3 BBNP 2012 8.212.208.000.000 29,737 2013 9.985.736.000.000 29,932 2014 9.468.873.000.000 29,879 2015 8.613.114.000.000 29,784 2016 7.705.782.000.000 29,673 4 BBRI 2012 551.337.000.000.000 33,943 2013 626.183.000.000.000 34,071 2014 801.955.000.000.000 34,318 2015 845.998.379.000.000 34,372 2016 832.091.635.000.000 34,355 5 BDMN 2012 155.791.308.000.000 32,680 2013 184.237.348.000.000 32,847 2014 195.708.593.000.000 32,908 2015 188.057.412.000.000 32,868 2016 337.945.293.423.000 33,454 6 BMRI 2012 635.618.708.000.000 34,086 2013 733.099.762.000.000 34,228 2014 855.039.673.000.000 34,382 2015 910.063.409.000.000 34,445
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2016 906.739.407.000.000 34,441 7 BSIM 2012 15.151.892.000.000 30,349 2013 17.447.455.000.000 30,490 2014 21.259.549.000.000 30,688 2015 27.868.688.000.000 30,959 2016 31.192.626.000.000 31,071 8 MCOR 2012 6.497.663.000.000 29,502 2013 7.917.214.000.000 29,700 2014 9.769.591.000.000 29,910 2015 10.089.121.000.000 29,942 2016 12.257.391.000.000 30,137 9 MEGA 2012 65.219.000.000.000 31,809 2013 66.396.000.000.000 31,827 2014 66.582.000.000.000 31,829 2015 68.225.000.000.000 31,854 2016 70.532.000.000.000 31,887 10 NISP 2012 79.141.737.000.000 32,002 2013 97.524.537.000.000 32,211 2014 103.111.114.000.000 32,267 2015 120.484.020.000.000 32,423 2016 138.196.341.000.000 32,560 11 SDRA 2012 7.621.310.000.000 29,662 2013 6.221.880.000.000 29,459 2014 16.432.776.000.000 30,430 2015 20.019.523.000.000 30,628 2016 22.630.634.000.000 30,750 12 ADMF 2012 25.460.457.000.000 30,868 2013 30.994.411.000.000 31,065 2014 29.930.882.000.000 31,030 2015 27.744.207.000.000 30,954 2016 27.665.045.000.000 30,951 13 BBLD 2012 3.495.189.946.326 28,882 2013 3.770.471.120.856 28,958 2014 3.586.853.995.174 28,908 2015 3.162.906.000.000 28,783 2016 3.629.038.000.000 28,920 14 MFIN 2012 4.062.766.000.000 29,033 2013 3.966.358.000.000 29,009 2014 4.805.590.000.000 29,201
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2015 4.595.141.000.000 29,156 2016 3.562.235.000.000 28,901 15 WOMF 2012 3.348.221.000.000 28,839 2013 3.829.096.000.000 28,974 2014 5.299.931.000.000 29,299 2015 5.306.269.000.000 29,300 2016 6.670.916.000.000 29,529 16 ASJT 2012 189.137.638.693 22,001 2013 202.092.221.126 26,032 2014 315.392.000.000 26,477 2015 390.083.000.000 26,690 2016 427.049.000.000 26,780 Jumlah 12.401.501.502.363.200.000 2.465,481 Rata-Rata 155.018.768.779.540.000 30,819 Sumber: IDX Statistik (data diolah 2018)
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Lampiran 7 Data Hasil Perhitungan Leverage (X4)
퐓퐨퐭퐚퐥 퐇퐮퐭퐚퐧퐠 Leverage = 퐓퐨퐭퐚퐥 퐄퐪퐮퐢퐭퐚퐬
Total Hutang Total Equitas No Kode Tahun Hasil (Rp) (Rp) 1 AGRO 2012 3.668.215.679.000 371.924.556.000 986,280 2013 4.287.163.502.000 836.906.513.000 512,263 2014 5.481.169.891.000 904.021.593.000 606,310 2015 7.012.090.138.000 1.352.412.425.000 518,488 2016 9.441.709.181.000 1.936.251.540.000 487,628 2 BBNI 2012 278.422.674.000.000 43.111.566.000.000 645,819 2013 323.681.435.000.000 47.034.723.000.000 688,175 2014 341.148.654.000.000 61.021.308.000.000 559,065 2015 412.727.677.000.000 78.438.222.000.000 526,182 2016 492.701.125.000.000 89.254.000.000.000 552,021 3 BBNP 2012 7.550.948.000.000 6.612.600.000.000 114,190 2013 8.933.338.000.000 1.052.398.000.000 848,855 2014 8.330.772.000.000 1.138.101.000.000 731,989 2015 7.417.621.000.000 1.195.493.000.000 620,465 2016 6.508.273.000.000 1.197.510.000.000 543,484 4 BBRI 2012 486.455.011.000.000 64.881.779.000.000 749,756 2013 546.855.504.000.000 79.327.422.000.000 689,365 2014 704.217.592.000.000 97.737.429.000.000 720,520 2015 733.606.581.000.000 112.391.798.000.000 652,723 2016 720.178.275.000.000 111.913.360.000.000 643,514 5 BDMN 2012 127.057.997.000.000 28.733.311.000.000 442,198 2013 152.684.365.000.000 31.552.983.000.000 483,898 2014 162.691.069.000.000 33.017.524.000.000 492,742 2015 153.842.563.000.000 34.214.849.000.000 449,637 2016 137.708.758.000.000 36.377.972.000.000 378,550 6 BMRI 2012 559.863.119.000.000 75.755.589.000.000 739,039 2013 644.309.166.000.000 88.790.596.000.000 725,650 2014 750.195.111.000.000 104.844.562.000.000 715,531 2015 790.571.568.000.000 119.491.841.000.000 661,611 2016 733.029.944.000.000 118.047.258.000.000 620,963 7 BSIM 2012 13.326.284.000.000 1.825.608.000.000 729,964
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2013 14.693.195.000.000 2.753.444.000.000 533,630 2014 18.095.435.000.000 3.164.114.000.000 571,896 2015 24.199.077.000.000 3.669.611.000.000 659,445 2016 26.717.304.000.000 4.475.322.000.000 596,992 8 MCOR 2012 5.749.252.000.000 748.411.000.000 768,194 2013 6.882.201.000.000 1.035.013.000.000 664,939 2014 8.548.512.000.000 1.221.079.000.000 700,079 2015 8.675.389.000.000 1.413.732.000.000 613,652 2016 9.861.207.000.000 2.396.184.000.000 411,538 9 MEGA 2012 58.956.000.000.000 6.263.000.000.000 941,338 2013 60.214.000.000.000 6.183.000.000.000 973,864 2014 59.613.000.000.000 6.970.000.000.000 855,280 2015 56.708.000.000.000 11.517.000.000.000 492,385 2016 58.266.000.000.000 12.266.000.000.000 475,020 10 NISP 2012 70.190.261.000.000 8.951.476.000.000 784,119 2013 84.027.985.000.000 13.496.552.000.000 622,589 2014 88.167.748.000.000 14.943.366.000.000 590,013 2015 104.069.055.000.000 16.411.347.000.000 634,129 2016 118.689.765.000.000 19.506.576.000.000 608,460 11 SDRA 2012 7.083.420.000.000 537.910.000.000 1.316,841 2013 4.573.918.000.000 1.647.962.000.000 277,550 2014 12.528.511.000.000 3.904.265.000.000 320,893 2015 15.883.592.000.000 4.135.931.000.000 384,039 2016 18.218.744.000.000 4.411.890.000.000 412,946 12 ADMF 2012 20.424.690.000.000 5.035.767.000.000 405,592 2013 24.972.426.000.000 6.021.985.000.000 414,688 2014 25.897.207.000.000 4.033.675.000.000 642,025 2015 23.383.418.000.000 4.360.789.000.000 536,220 2016 22.687.846.000.000 4.977.199.000.000 455,836 13 BBLD 2012 2.480.452.067.414 1.014.737.878.912 244,443 2013 2.667.253.931.647 1.103.217.189.209 241,771 2014 2.482.260.769.005 1.104.593.226.169 224,722 2015 2.079.471.000.000 1.083.435.000.000 191,933 2016 2.528.134.000.000 1.100.904.000.000 229,642 14 MFIN 2012 3.174.288.000.000 888.478.000.000 357,273 2013 2.840.814.000.000 1.125.544.000.000 252,395 2014 3.404.391.000.000 1.401.199.000.000 242,963 2015 3.000.756.000.000 1.594.385.000.000 188,208 2016 1.748.809.000.000 1.813.426.000.000 96,437
143
15 WOMF 2012 2.903.939.000.000 444.282.000.000 653,625 2013 3.318.459.000.000 510.637.000.000 649,867 2014 4.752.955.000.000 546.976.000.000 868,951 2015 4.550.678.000.000 755.591.000.000 602,267 2016 5.855.617.000.000 815.299.000.000 718,217 16 ASJT 2012 102.216.779.659 86.920.859.034 117,598 2013 115.443.297.499 86.648.923.627 133,231 2014 162.581.000.000 152.811.000.000 106,394 2015 223.867.000.000 166.216.000.000 134,684 2016 243.519.000.000 183.530.000.000 132,686 Jumlah 10.440.518.835.236.200 1.666.792.749.703.950 42.888,369 Rata-Rata 130.506.485.440.453 20.834.909.371.299 536,105 Sumber: IDX Statistik (data diolah 2018)
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Lampiran 8 Data Hasil Perhitungan Profitability (X5)
퐄퐁퐈퐓 Profitability = 퐓퐨퐭퐚퐥 퐀퐬퐞퐭
EBIT Total Aset No Kode Tahun (Laba Operasional) Hasil (Rp) (Rp) 1 AGRO 2012 50.164.078.000 4.040.140.235.000 1,242 2013 66.567.569.000 5.126.260.097.000 1,299 2014 77.528.142.000 6.388.305.061.000 1,214 2015 95.694.134.000 8.364.502.563.000 1,144 2016 128.506.823.000 11.377.960.721.000 1,129 2 BBNI 2012 8.641.023.000.000 333.303.506.000.000 2,593 2013 11.218.803.000.000 386.654.815.000.000 2,902 2014 13.346.291.000.000 416.573.708.000.000 3,204 2015 11.412.081.000.000 508.595.288.000.000 2,244 2016 14.229.332.000.000 603.031.880.000.000 2,360 3 BBNP 2012 113.678.000.000 8.212.208.000.000 1,384 2013 135.819.000.000 9.985.736.000.000 1,360 2014 130.408.000.000 9.468.873.000.000 1,377 2015 87.009.000.000 8.613.114.000.000 1,010 2016 16.485.000.000 7.705.782.000.000 0,214 4 BBRI 2012 22.682.538.000.000 635.618.708.000.000 3,569 2013 23.551.711.000.000 606.370.242.000.000 3,884 2014 25.978.106.000.000 778.017.815.000.000 3,339 2015 26.338.972.000.000 845.998.379.000.000 3,113 2016 7.572.387.000.000 832.091.635.000.000 0,910 5 BDMN 2012 5.487.000.000.000 155.791.308.000.000 3,522 2013 5.530.213.000.000 184.237.348.000.000 3,002 2014 3.553.534.000.000 195.708.593.000.000 1,816 2015 3.281.000.000.000 188.057.412.000.000 1,745 2016 4.393.000.000.000 174.086.730.000.000 2,523 6 BMRI 2012 19.625.000.000.000 635.618.708.000.000 3,088 2013 23.551.710.000.000 733.099.762.000.000 3,213 2014 25.978.110.000.000 855.039.673.000.000 3,038 2015 26.338.970.000.000 910.063.409.000.000 2,894 2016 5.071.097.000.000 906.739.407.000.000 0,559
145
7 BSIM 2012 285.479.000.000 15.151.892.000.000 1,884 2013 286.100.000.000 17.447.455.000.000 1,640 2014 200.895.000.000 21.259.549.000.000 0,945 2015 286.316.000.000 27.868.688.000.000 1,027 2016 493.630.000.000 31.192.626.000.000 1,583 8 MCOR 2012 128.530.000.000 6.497.663.000.000 1,978 2013 112.847.000.000 7.917.214.000.000 1,425 2014 64.779.000.000 9.769.591.000.000 0,663 2015 91.985.000.000 10.089.121.000.000 0,912 2016 75.896.000.000 12.257.391.000.000 0,619 9 MEGA 2012 1.538.519.000.000 65.219.000.000.000 2,359 2013 607.860.000.000 66.396.000.000.000 0,916 2014 645.380.000.000 66.582.000.000.000 0,969 2015 1.178.899.000.000 68.225.000.000.000 1,728 2016 1.470.563.000.000 70.532.000.000.000 2,085 10 NISP 2012 1.213.567.000.000 79.141.737.000.000 1,533 2013 1.543.840.000.000 97.524.537.000.000 1,583 2014 1.776.708.000.000 103.111.114.000.000 1,723 2015 2.000.887.000.000 120.484.020.000.000 1,661 2016 2.342.461.000.000 138.196.341.000.000 1,695 11 SDRA 2012 157.837.000.000 7.621.310.000.000 2,071 2013 272.623.000.000 6.221.880.000.000 4,382 2014 192.048.000.000 16.432.776.000.000 1,169 2015 365.455.000.000 20.019.523.000.000 1,825 2016 413.901.000.000 22.630.634.000.000 1,829 12 ADMF 2012 1.895.918.000.000 25.460.457.000.000 7,447 2013 2.282.202.000.000 30.994.411.000.000 7,363 2014 1.060.563.000.000 29.930.882.000.000 3,543 2015 900.555.000.000 27.744.207.000.000 3,246 2016 1.716.091.000.000 27.665.045.000.000 6,203 13 BBLD 2012 200.528.842.192 3.495.189.946.326 5,737 2013 181.164.283.903 3.770.471.120.856 4,805 2014 148.425.178.327 3.586.853.995.174 4,138 2015 82.655.000.000 3.162.906.000.000 2,613 2016 71.199.000.000 3.629.038.000.000 1,962 14 MFIN 2012 291.385.000.000 4.062.766.000.000 7,172 2013 345.956.000.000 3.966.358.000.000 8,722 2014 402.233.000.000 4.806.590.000.000 8,368 2015 329.437.000.000 4.595.141.000.000 7,169
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2016 338.967.000.000 3.562.235.000.000 9,516 15 WOMF 2012 28.118.000.000 3.348.221.000.000 0,840 2013 89.263.000.000 3.829.096.000.000 2,331 2014 49.992.000.000 5.299.931.000.000 0,943 2015 23.787.000.000 5.306.269.000.000 0,448 2016 34.676.000.000 6.670.916.000.000 0,520 16 ASJT 2012 13.327.132.006 189.137.638.693 7,046 2013 1.421.829.396 202.092.221.126 0,704 2014 9.032.000.000 315.392.000.000 2,864 2015 15.250.000.000 390.083.000.000 3,909 2016 26.340.000.000 427.049.000.000 6,168 Jumlah 316.902.858.050.422 12.276.657.253.739.400 198,180 Rata-Rata 4.225.371.440.672 163.688.763.383.191 2,642 Sumber: IDX Statistik (data diolah 2018)
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Lampiran 9 Data Hasil Perhitungan Agresivitas Pajak dengan Proksi CETR (Y)
푪풂풔풉 푻풂풙 푷풂풊풅 CETR = 푷풓풆풕풂풙 푰풏풄풐풎풆
Cash Tax Paid Pretax Income No Kode Tahun CETR (Rp) (Rp)
1 AGRO 2012 2.906.062.000 3.668.215.679.000 0,001 2013 11.484.643.000 4.287.163.502.000 0,003 2014 33.942.646.000 5.481.169.891.000 0,006 2015 24.822.548.000 7.012.090.138.000 0,004 2016 38.234.596.000 9.441.709.181.000 0,004 2 BBNI 2012 1.528.370.000.000 278.422.674.000.000 0,005 2013 2.888.385.000.000 323.681.435.000.000 0,009 2014 3.180.729.000.000 341.148.654.000.000 0,009 2015 3.470.990.000.000 412.727.677.000.000 0,008 2016 3.583.629.000.000 492.701.125.000.000 0,007 3 BBNP 2012 29.723.970.000 115.153.801.000 0,258 2013 36.689.081.000 141.923.108.000 0,259 2014 33.916.088.000 130.448.583.000 0,260 2015 23.447.880.000 90.150.000.000 0,260 2016 3.964.164.000 12.073.000.000 0,328 4 BBRI 2012 5.172.192.000.000 23.859.572.000.000 0,217 2013 6.487.726.000.000 27.647.876.000.000 0,235 2014 6.572.954.000.000 30.770.208.000.000 0,214 2015 1.458.415.000.000 7.579.345.000.000 0,192 2016 1.477.972.000.000 7.595.245.000.000 0,195 5 BDMN 2012 1.370.000.000.000 127.057.997.000.000 0,011 2013 1.371.000.000.000 152.684.365.000.000 0,009 2014 870.000.000.000 162.691.069.000.000 0,005 2015 812.000.000.000 153.842.563.000.000 0,005 2016 1.600.000.000.000 137.708.758.000.000 0,012 6 BMRI 2012 4.461.000.000.000 20.504.268.000.000 0,218 2013 5.231.900.000.000 24.061.837.000.000 0,217 2014 5.323.530.000.000 26.008.020.000.000 0,205 2015 5.217.030.000.000 26.369.430.000.000 0,198 2016 1.039.501.000.000 5.066.256.000.000 0,205
148
7 BSIM 2012 44.264.000.000 13.326.284.000.000 0,003 2013 26.807.000.000 14.693.195.000.000 0,002 2014 45.963.000.000 18.095.435.000.000 0,003 2015 53.800.000.000 24.199.077.000.000 0,002 2016 122.979.000.000 26.717.304.000.000 0,005 8 MCOR 2012 33.937.000.000 5.749.252.000.000 0,006 2013 39.638.000.000 6.882.201.000.000 0,006 2014 25.187.000.000 8.548.512.000.000 0,003 2015 19.804.000.000 8.675.389.000.000 0,002 2016 38.437.000.000 9.861.207.000.000 0,004 9 MEGA 2012 188.602.000.000 1.566.014.000.000 0,120 2013 107.770.000.000 632.550.000.000 0,170 2014 98.743.000.000 697.981.000.000 0,141 2015 387.423.000.000 1.238.769.000.000 0,313 2016 185.998.000.000 1.545.423.000.000 0,120 10 NISP 2012 306.785.000.000 70.190.261.000.000 0,004 2013 386.995.000.000 84.027.985.000.000 0,005 2014 444.530.000.000 88.167.748.000.000 0,005 2015 500.626.000.000 104.069.055.000.000 0,005 2016 561.202.000.000 118.689.765.000.000 0,005 11 SDRA 2012 41.524.000.000 160.367.000.000 0,259 2013 44.430.000.000 168.095.000.000 0,264 2014 87.864.000.000 362.094.000.000 0,243 2015 96.864.000.000 365.455.000.000 0,265 2016 109.673.000.000 419.489.000.000 0261 12 ADMF 2012 477.280.000.000 1.895.918.000.000 0,252 2013 574.997.000.000 2.282.202.000.000 0,252 2014 268.398.000.000 1.060.563.000.000 0,253 2015 235.719.000.000 900.555.000.000 0,262 2016 706.740.000.000 1.716.091.000.000 0,412 13 BBLD 2012 50.392.845.734 200.528.842.192 0,251 2013 45.491.713.563 181.164.283.903 0,251 2014 37.570.245.000 148.425.178.327 0,253 2015 20.681.000.000 82.655.000.000 0,250 2016 17.778.000.000 71.199.000.000 0,250 14 MFIN 2012 81.341.000.000 3.174.288.000.000 0,026 2013 84.634.000.000 2.840.814.000.000 0,030 2014 88.630.000.000 3.404.391.000.000 0,026 2015 98.645.000.000 3.000.756.000.000 0,033
149
2016 88.011.000.000 1.748.809.000.000 0,050 15 WOMF 2012 20.490.000.000 28.118.000.000 0,729 2013 22.908.000.000 89.263.000.000 0,257 2014 13.653.000.000 49.992.000.000 0,273 2015 5.038.000.000 23.787.000.000 0,212 2016 4.319.000.000 34.676.000.000 0,125 16 ASJT 2012 3.910.404.145 15.496.063.218 0,252 2013 1.977.534.510 5.874.735.377 0,337 2014 438.000.000 18.087.000.000 0,024 2015 4.273.000.000 22.086.000.000 0,193 2016 4.542.000.000 28.243.000.000 0,161 Jumlah 70.314.157.420.952 3.444.581.359.986.020 11,188 Rata-Rata 878.926.967.762 43.057.266.999.825 0,140 Sumber: IDX Statistik (data diolah 2018)
150
Lampiran 10 Rekapitulasi Hasil Perhitungan Semua Variabel
No Kode Tahun X1 X2 X3 X4 X5 Y
1 AGRO 2012 0,798 0,500 29,027 986,280 1,242 0,001 2013 0,804 0,600 29,265 512,263 1,299 0,003 2014 0,804 0,600 29,485 606,310 1,214 0,006 2015 0,872 0,500 29,755 518,488 1,144 0,004 2016 0,872 0,500 30,063 487,628 1,129 0,004 2 BBNI 2012 0,588 0,500 33,440 645,819 2,593 0,005 2013 0,588 0,571 33,589 688,175 2,902 0,009 2014 0,588 0,500 33,663 559,065 3,204 0,009 2015 0,600 0,625 33,863 526,182 2,244 0,008 2016 0,600 0,500 34,033 552,021 2,360 0,007 3 BBNP 2012 0,662 0,500 29,737 114,190 1,384 0,258 2013 0,662 0,500 29,932 848,855 1,360 0,259 2014 0,662 0,500 29,879 731,989 1,377 0,260 2015 0,662 0,500 29,784 620,465 1,010 0,260 2016 0,662 0,500 29,673 543,484 0,214 0,328 4 BBRI 2012 0,568 0,600 33,943 749,756 3,569 0,217 2013 0,568 0,600 34,071 689,365 3,884 0,235 2014 0,568 0,714 34,318 720,520 3,339 0,214 2015 0,568 0,625 34,372 652,723 3,113 0,192 2016 0,578 0,556 34,355 643,514 0,910 0,195 5 BDMN 2012 0,674 0,500 32,680 442,198 3,522 0,011 2013 0,674 0,500 32,847 483,898 3,002 0,009 2014 0,674 0,500 32,908 492,742 1,816 0,005 2015 0,674 0,571 32,868 449,637 1,745 0,005 2016 0,674 0,571 33,454 378,550 2,523 0,012 6 BMRI 2012 0,600 0,571 34,086 739,039 3,088 0,218 2013 0,600 0,571 34,228 725,650 3,213 0,217 2014 0,600 0,571 34,382 715,531 3,038 0,205 2015 0,600 0,500 34,445 661,611 2,894 0,198 2016 0,600 0,500 34,441 620,963 0,559 0,205 7 BSIM 2012 0,565 0,667 30,349 729,964 1,884 0,003 2013 0,572 0,667 30,490 533,630 1,640 0,002 2014 0,534 0,667 30,688 571,896 0,945 0,003 2015 0,530 0,667 30,959 659,445 1,027 0,002
151
2016 0,561 0,667 31,071 596,992 1,583 0,005 8 MCOR 2012 0,668 0,500 29,502 768,194 1,978 0,006 2013 0,667 0,667 29,700 664,939 1,425 0,006 2014 0,667 0,667 29,910 700,079 0,663 0,003 2015 0,586 0,667 29,942 613,652 0,912 0,002 2016 0,600 0,667 30,137 411,538 0,619 0,004 9 MEGA 2012 0,578 0,667 31,809 941,338 2,359 0,120 2013 0,578 0,667 31,827 973,864 0,916 0,170 2014 0,578 0,500 31,829 855,280 0,969 0,141 2015 0,578 0,500 31,854 492,385 1,728 0,313 2016 0,578 0,500 31,887 475,020 2,085 0,120 10 NISP 2012 0,862 0,500 32,002 784,119 1,533 0,004 2013 0,851 0,500 32,211 622,589 1,583 0,005 2014 0,851 0,500 32,267 590,013 1,723 0,005 2015 0,851 0,500 32,423 634,129 1,661 0,005 2016 0,851 0,500 32,560 608,460 1,695 0,005 11 SDRA 2012 0,529 0,667 29,662 1,316,841 2,071 0,259 2013 0,529 0,667 29,459 277,550 4,382 0,264 2014 0,740 0,750 30,430 320,893 1,169 0,243 2015 0,740 0,750 30,628 384,039 1,825 0,265 2016 0,740 0,750 30,750 412,946 1,829 0,261 12 ADMF 2012 0,950 0,500 30,868 405,592 7,447 0,252 2013 0,950 0,500 31,065 414,688 7,363 0,252 2014 0,950 0,500 31,030 642,025 3,543 0,253 2015 0,950 0,500 30,954 536,220 3,246 0,262 2016 0,950 0,333 30,951 455,836 6,203 0,412 13 BBLD 2012 0,676 0,333 28,882 244,443 5,737 0,251 2013 0,676 0,333 28,958 241,771 4,805 0,251 2014 0,676 0,333 28,908 224,722 4,138 0,253 2015 0,676 0,667 28,783 191,933 2,613 0,250 2016 0,676 0,500 28,920 229,642 1,962 0,250 14 MFIN 2012 0,704 0,500 29,033 357,273 7,172 0,026 2013 0,704 0,500 29,009 252,395 8,722 0,030 2014 0,704 0,500 29,201 242,963 8,368 0,026 2015 0,704 0,500 29,156 188,208 7,169 0,033 2016 0,704 0,500 28,901 96,437 9,516 0,050 15 WOMF 2012 0,620 0,400 28,839 653,625 0,840 0,729 2013 0,620 0,400 28,974 649,867 2,331 0,257 2014 0,500 0,400 29,299 868,951 0,943 0,273
152
2015 0,700 0,400 29,300 602,267 0,448 0,212 2016 0,700 0,400 29,529 718,217 0,520 0,125 16 ASJT 2012 0,981 0,667 25,966 117,598 7,046 0,252 2013 0,981 0,500 26,032 133,231 0,704 0,337 2014 0,964 0,667 26,477 106,394 2,864 0,024 2015 0,903 0,667 26,690 134,684 3,909 0,193 2016 0,876 0,667 26,780 132,686 6,168 0,161 Jumlah 50,815 40,765 2,337,491 42,263,777 198,180 10,220 Rata-Rata 0,678 0,544 31,167 563,517 2,642 0,136 Sumber: IDX Statistik (data diolah 2018)
153
Lampiran 11
Hasil Uji Statistik Deskriptif
COMPUTE ln_X1=LN(X1). EXECUTE. COMPUTE ln_X2=LN(X2). EXECUTE. COMPUTE ln_X4=LN(X4). EXECUTE. COMPUTE ln_X5=LN(X5). EXECUTE. COMPUTE ln_Y=LN(Y). EXECUTE. DESCRIPTIVES VARIABLES=ln_X1 ln_X2 X3 ln_X4 ln_X5 ln_Y /STATISTICS=MEAN STDDEV MIN MAX.
Descriptives Notes Output Created 14-AUG-2018 13:07:50 Comments Active Dataset DataSet0 Filter
[DataSet0] Descriptive Statistics N Minimum Maximum Mean Std. Deviation ln_X1 80 -.69 -.02 -.3816 .17961 ln_X2 80 -1.10 -.29 -.6169 .19192 Size 80 25.966 34.445 30.86796 2.164484 ln_X4 80 -.04 2.58 1.5460 .57917 ln_X5 80 -6.21 -2.35 -3.8836 .77614 ln_Y 80 -6.91 -.32 -3.0784 1.91648 Valid N (listwise) 80
Lampiran 12
Hasil Uji Normalitas
154
NPAR TESTS /K-S(NORMAL)=RES_1 /MISSING ANALYSIS.
NPar Tests
Notes Output Created 14-AUG-2018 13:14:21 Comments Active Dataset DataSet0 Filter
[DataSet0] One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N 80 Mean 0E-7 Normal Parametersa,b Std. Deviation 1.80501386 Absolute .195 Most Extreme Differences Positive .195 Negative -.178 Kolmogorov-Smirnov Z 1.747 Asymp. Sig. (2-tailed) .004 a. Test distribution is Normal. b. Calculated from data.
EXAMINE VARIABLES=ln_Y /PLOT NONE /MESTIMATORS HUBER(1.339) ANDREW(1.34) HAMPEL(1.7,3.4,8.5) TUKEY(4.685) /PERCENTILES(5,10,25,50,75,90,95) HAVERAGE /STATISTICS DESCRIPTIVES EXTREME /CINTERVAL 95 /MISSING LISTWISE /NOTOTAL. Explore Notes Output Created 14-AUG-2018 13:14:57 Comments Active Dataset DataSet0 Filter
155
Statistics are based on cases with no Cases Used missing values for any dependent variable or factor used. EXAMINE VARIABLES=ln_Y /PLOT NONE /MESTIMATORS HUBER(1.339) ANDREW(1.34) HAMPEL(1.7,3.4,8.5) TUKEY(4.685) /PERCENTILES(5,10,25,50,75,90,95) Syntax HAVERAGE /STATISTICS DESCRIPTIVES EXTREME /CINTERVAL 95 /MISSING LISTWISE /NOTOTAL. Processor Time 00:00:00.03 Resources Elapsed Time 00:00:00.03
[DataSet0] Case Processing Summary Cases Valid Missing Total N Percent N Percent N Percent ln_Y 80 100.0% 0 0.0% 80 100.0%
Descriptives Statistic Std. Error Mean -3.0784 .21427 95% Confidence Interval for Lower Bound -3.5049 Mean Upper Bound -2.6519 5% Trimmed Mean -3.0183 Median -1.8927 Variance 3.673 ln_Y Std. Deviation 1.91648 Minimum -6.91 Maximum -.32 Range 6.59 Interquartile Range 3.87 Skewness -.410 .269 Kurtosis -1.550 .532
M-Estimators Huber's M- Tukey's Biweightb Hampel's M- Andrews' Waved Estimatora Estimatorc ln_Y -2.3119 -1.6226 -2.3830 -1.6101 a. The weighting constant is 1.339. b. The weighting constant is 4.685. c. The weighting constants are 1.700, 3.400, and 8.500 d. The weighting constant is 1.340*pi.
Percentiles Percentiles 5 10 25 50 75 90 95 Weighted ln_Y -6.1943 -5.7804 -5.2527 -1.8927 -1.3783 -1.3326 -1.1171 Average(Definition 1) Tukey's Hinges ln_Y -5.2072 -1.8927 -1.3783
156
Extreme Values Case Number Value 1 71 -.32 2 60 -.89 Highest 3 77 -1.09 4 15 -1.11 5 44 -1.16 ln_Y 1 1 -6.91 2 39 -6.21 Lowest 3 34 -6.21 4 32 -6.21 5 38 -5.81a a. Only a partial list of cases with the value -5.81 are shown in the table of lower extremes.
REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT ln_Y /METHOD=ENTER ln_X1 ln_X2 X3 ln_X4 ln_X5 /SAVE RESID.
Regression Notes Output Created 14-AUG-2018 13:18:01 Comments Active Dataset DataSet0 Filter
157
Additional Memory Required for Residual 0 bytes Plots Variables Created or RES_2 Unstandardized Residual Modified
[DataSet0] Variables Entered/Removeda Model Variables Entered Variables Method Removed ln_X5, ln_X2, 1 Size, ln_X1, . Enter ln_X4b a. Dependent Variable: ln_Y b. All requested variables entered.
Model Summaryb Model R R Square Adjusted R Std. Error of the Square Estimate 1 .313a .098 .028 1.73748 a. Predictors: (Constant), ln_X5, ln_X2, Size, ln_X1, ln_X4 b. Dependent Variable: ln_Y
ANOVAa Model Sum of Squares df Mean Square F Sig. Regression 21.022 5 4.204 1.393 .239b 1 Residual 193.205 64 3.019 Total 214.227 69 a. Dependent Variable: ln_Y b. Predictors: (Constant), ln_X5, ln_X2, Size, ln_X1, ln_X4
Coefficientsa Model Unstandardized Coefficients Standardized t Sig. Coefficients B Std. Error Beta (Constant) 2.522 3.992 .632 .530 ln_X1 -2.449 1.353 -.244 -1.810 .075 1 ln_X2 -.696 1.134 -.073 -.614 .541 Size -.161 .127 -.201 -1.262 .211 ln_X4 -.052 .532 -.018 -.099 .922 ln_X5 .480 .346 .195 1.384 .171 a. Dependent Variable: ln_Y
Residuals Statisticsa Minimum Maximum Mean Std. Deviation N Predicted Value -3.9022 -1.8207 -3.0050 .55196 70 Residual -3.12386 2.24976 .00000 1.67334 70 Std. Predicted Value -1.625 2.146 .000 1.000 70 Std. Residual -1.798 1.295 .000 .963 70 a. Dependent Variable: ln_Y
NPAR TESTS /K-S(NORMAL)=RES_2 /MISSING ANALYSIS.
NPar Tests
Notes Output Created 14-AUG-2018 13:18:23 Comments
158
Active Dataset DataSet0 Filter
[DataSet0]
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N 70 Mean 0E-7 Normal Parametersa,b Std. Deviation 1.67334053 Absolute .186 Most Extreme Differences Positive .186 Negative -.168 Kolmogorov-Smirnov Z 1.558 Asymp. Sig. (2-tailed) .016 a. Test distribution is Normal. b. Calculated from data.
EXAMINE VARIABLES=ln_Y ln_X4 /PLOT BOXPLOT STEMLEAF /COMPARE GROUPS /MESTIMATORS HUBER(1.339) ANDREW(1.34) HAMPEL(1.7,3.4,8.5) TUKEY(4.685) /PERCENTILES(5,10,25,50,75,90,95) HAVERAGE /STATISTICS DESCRIPTIVES EXTREME /CINTERVAL 95 /MISSING LISTWISE /NOTOTAL.
Explore Notes Output Created 14-AUG-2018 13:19:55 Comments Active Dataset DataSet0 Filter
159
Statistics are based on cases with no Cases Used missing values for any dependent variable or factor used. EXAMINE VARIABLES=ln_Y ln_X4 /PLOT BOXPLOT STEMLEAF /COMPARE GROUPS /MESTIMATORS HUBER(1.339) ANDREW(1.34) HAMPEL(1.7,3.4,8.5) TUKEY(4.685) Syntax /PERCENTILES(5,10,25,50,75,90,95) HAVERAGE /STATISTICS DESCRIPTIVES EXTREME /CINTERVAL 95 /MISSING LISTWISE /NOTOTAL. Processor Time 00:00:00.75 Resources Elapsed Time 00:00:00.79
[DataSet0]
Case Processing Summary Cases Valid Missing Total N Percent N Percent N Percent ln_Y 70 100.0% 0 0.0% 70 100.0% ln_X4 70 100.0% 0 0.0% 70 100.0%
Descriptives Statistic Std. Error Mean -3.0050 .21060 95% Confidence Interval for Lower Bound -3.4251 Mean Upper Bound -2.5848 5% Trimmed Mean -2.9449 Median -1.8927 Variance 3.105 ln_Y Std. Deviation 1.76203 Minimum -5.81 Maximum -1.30 Range 4.51 Interquartile Range 3.73 Skewness -.422 .287 Kurtosis -1.659 .566 Mean 1.5301 .07026 95% Confidence Interval for Lower Bound 1.3899 Mean Upper Bound 1.6702 5% Trimmed Mean 1.5665 Median 1.7325 ln_X4 Variance .346 Std. Deviation .58786 Minimum -.04 Maximum 2.58 Range 2.61
160
Interquartile Range .61 Skewness -1.111 .287 Kurtosis .587 .566
M-Estimators Huber's M- Tukey's Biweightb Hampel's M- Andrews' Waved Estimatora Estimatorc ln_Y -2.1111 -1.5760 -1.9732 -1.5738 ln_X4 1.6797 1.7595 1.6933 1.7606 a. The weighting constant is 1.339. b. The weighting constant is 4.685. c. The weighting constants are 1.700, 3.400, and 8.500 d. The weighting constant is 1.340*pi.
Percentiles Percentiles 5 10 25 50 75 90 95 Weighted ln_Y -5.6509 -5.4991 -5.1160 -1.8927 -1.3823 -1.3475 -1.3360 Average(Definition 1) ln_X4 .1489 .6343 1.3166 1.7325 1.9293 2.0573 2.1981 ln_Y -5.1160 -1.8927 -1.3823 Tukey's Hinges ln_X4 1.3310 1.7325 1.9289
Extreme Values Case Number Value 1 64 -1.30 2 47 -1.33 Highest 3 45 -1.33 4 52 -1.34 5 48 -1.34 ln_Y 1 30 -5.81 2 29 -5.81 Lowest 3 1 -5.81 4 39 -5.52 5 34 -5.52a 1 44 2.58 2 36 2.28 Highest 3 35 2.24 4 64 2.16 5 37 2.15 ln_X4 1 62 -.04 2 68 .06 Lowest 3 10 .13 4 67 .16 5 70 .28 a. Only a partial list of cases with the value -5.52 are shown in the table of lower extremes.
161
ln_Y
ln_Y Stem-and-Leaf Plot
Frequency Stem & Leaf
7.00 -5 . 5555888 11.00 -5 . 11122222222 6.00 -4 . 577789 1.00 -4 . 4 4.00 -3 . 5667 1.00 -3 . 4 1.00 -2 . 9 3.00 -2 . 011 14.00 -1 . 55555556666789 22.00 -1 . 2333333333333333333344
Stem width: 1.00 Each leaf: 1 case(s)
ln_X4 ln_X4 Stem-and-Leaf Plot
Frequency Stem & Leaf
6.00 Extremes (=<.3) 8.00 0 . 66888889 10.00 1 . 0123344444 36.00 1 . 555556666777777888888888888899999999 9.00 2 . 000011122 1.00 2 . 5
Stem width: 1.00 Each leaf: 1 case(s)
162
REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT ln_Y /METHOD=ENTER ln_X1 ln_X2 X3 ln_X4 ln_X5 /SAVE RESID.
Regression Notes Output Created 14-AUG-2018 13:27:07 Comments Active Dataset DataSet0 Filter
163
N of Rows in Working 51 Data File User-defined missing values are treated as Definition of Missing Missing Value missing. Handling Statistics are based on cases with no missing Cases Used values for any variable used. REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA /CRITERIA=PIN(.05) POUT(.10) Syntax /NOORIGIN /DEPENDENT ln_Y /METHOD=ENTER ln_X1 ln_X2 X3 ln_X4 ln_X5 /SAVE RESID. Processor Time 00:00:00.03 Elapsed Time 00:00:00.04 Memory Required 2828 bytes Resources Additional Memory Required for Residual 0 bytes Plots Variables Created or RES_3 Unstandardized Residual Modified
[DataSet0]
Variables Entered/Removeda Model Variables Entered Variables Method Removed ln_X5, ln_X1, 1 ln_X2, Size, . Enter ln_X4b a. Dependent Variable: ln_Y b. All requested variables entered.
Model Summaryb Model R R Square Adjusted R Std. Error of the Square Estimate 1 .330a .109 .010 1.72463 a. Predictors: (Constant), ln_X5, ln_X1, ln_X2, Size, ln_X4 b. Dependent Variable: ln_Y
ANOVAa Model Sum of df Mean Square F Sig. Squares Regression 16.409 5 3.282 1.103 .372b 1 Residual 133.846 45 2.974 Total 150.255 50 a. Dependent Variable: ln_Y b. Predictors: (Constant), ln_X5, ln_X1, ln_X2, Size, ln_X4
Coefficientsa Model Unstandardized Standardized t Sig. Coefficients Coefficients
164
B Std. Error Beta (Constant) 1.936 5.250 .369 .714 ln_X1 -3.370 1.800 -.299 -1.872 .068 1 ln_X2 -.883 1.491 -.089 -.592 .557 Size -.180 .165 -.226 -1.091 .281 ln_X4 -.071 .814 -.018 -.087 .931 ln_X5 .291 .417 .118 .699 .488 a. Dependent Variable: ln_Y
Residuals Statisticsa Minimum Maximum Mean Std. Deviation N Predicted Value -4.0845 -1.8706 -3.0735 .57287 51 Residual -2.61554 2.59915 .00000 1.63613 51 Std. Predicted Value -1.765 2.100 .000 1.000 51 Std. Residual -1.517 1.507 .000 .949 51 a. Dependent Variable: ln_Y
NPAR TESTS /K-S(NORMAL)=RES_3 /MISSING ANALYSIS.
NPar Tests
Notes Output Created 14-AUG-2018 13:27:25 Comments Active Dataset DataSet0 Filter
165
Number of Cases 196608 Alloweda a. Based on availability of workspace memory.
[DataSet0]
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N 51 Mean 0E-7 Normal Parametersa,b Std. Deviation 1.63612989 Absolute .202 Most Extreme Differences Positive .202 Negative -.177 Kolmogorov-Smirnov Z 1.445 Asymp. Sig. (2-tailed) .031 a. Test distribution is Normal. b. Calculated from data.
EXAMINE VARIABLES=ln_Y ln_X4 /PLOT BOXPLOT STEMLEAF /COMPARE GROUPS /MESTIMATORS HUBER(1.339) ANDREW(1.34) HAMPEL(1.7,3.4,8.5) TUKEY(4.685) /PERCENTILES(5,10,25,50,75,90,95) HAVERAGE /STATISTICS DESCRIPTIVES EXTREME /CINTERVAL 95 /MISSING LISTWISE /NOTOTAL.
Explore
Notes Output Created 14-AUG-2018 13:27:42 Comments Active Dataset DataSet0 Filter
166
EXAMINE VARIABLES=ln_Y ln_X4 /PLOT BOXPLOT STEMLEAF /COMPARE GROUPS /MESTIMATORS HUBER(1.339) ANDREW(1.34) HAMPEL(1.7,3.4,8.5) TUKEY(4.685) Syntax
/PERCENTILES(5,10,25,50,75,90, 95) HAVERAGE /STATISTICS DESCRIPTIVES EXTREME /CINTERVAL 95 /MISSING LISTWISE /NOTOTAL. Processor Time 00:00:00.78 Resources Elapsed Time 00:00:00.75
[DataSet0]
Case Processing Summary Cases Valid Missing Total N Percent N Percent N Percent ln_Y 51 100.0% 0 0.0% 51 100.0% ln_X4 51 100.0% 0 0.0% 51 100.0%
Descriptives Statistic Std. Error Mean -3.0735 .24274 95% Confidence Interval for Lower Bound -3.5611 Mean Upper Bound -2.5859 5% Trimmed Mean -3.0361 Median -2.0794 Variance 3.005 ln_Y Std. Deviation 1.73352 Minimum -5.52 Maximum -1.35 Range 4.17 Interquartile Range 3.70 Skewness -.270 .333 Kurtosis -1.831 .656 Mean 1.5842 .06224 ln_X4 95% Confidence Interval for Lower Bound 1.4592 Mean Upper Bound 1.7092
167
5% Trimmed Mean 1.6170 Median 1.7867 Variance .198 Std. Deviation .44448 Minimum .30 Maximum 2.14 Range 1.84 Interquartile Range .49 Skewness -1.194 .333 Kurtosis .486 .656
M-Estimators Huber's M- Tukey's Biweightb Hampel's M- Andrews' Waved Estimatora Estimatorc ln_Y -2.4041 -1.7036 -2.5433 -1.6821 ln_X4 1.7161 1.7874 1.7220 1.7875 a. The weighting constant is 1.339. b. The weighting constant is 4.685. c. The weighting constants are 1.700, 3.400, and 8.500 d. The weighting constant is 1.340*pi.
Percentiles Percentiles 5 10 25 50 75 90 95 Weighted ln_Y -5.3876 -5.2983 -5.1160 -2.0794 -1.4147 -1.3744 -1.3494 Average(Definition 1) ln_X4 .6440 .8415 1.4002 1.7867 1.8895 1.9889 2.0243 ln_Y -5.0389 -2.0794 -1.4314 Tukey's Hinges ln_X4 1.4113 1.7867 1.8827
Extreme Values Case Number Value 1 10 -1.35 2 11 -1.35 Highest 3 9 -1.35 4 48 -1.36 5 38 -1.37a ln_Y 1 3 -5.52 2 2 -5.52 Lowest 3 34 -5.30 4 33 -5.30 5 32 -5.30b 1 9 2.14 2 28 2.04 Highest 3 12 2.01 ln_X4 4 22 2.00 5 10 1.99 Lowest 1 51 .30
168
2 47 .63 3 42 .65 4 41 .81 5 43 .83 a. Only a partial list of cases with the value -1.37 are shown in the table of upper extremes. b. Only a partial list of cases with the value -5.30 are shown in the table of lower extremes.
ln_Y
ln_Y Stem-and-Leaf Plot
Frequency Stem & Leaf
2.00 -5 . 55 11.00 -5 . 11122222222 6.00 -4 . 577789 1.00 -4 . 4 3.00 -3 . 566 1.00 -3 . 4 .00 -2 . 2.00 -2 . 01 11.00 -1 . 55555556666 14.00 -1 . 33333333333344
Stem width: 1.00 Each leaf: 1 case(s)
169 ln_X4 ln_X4 Stem-and-Leaf Plot
Frequency Stem & Leaf
3.00 Extremes (=<.7) 6.00 0 . 888889 6.00 1 . 123444 32.00 1 . 55555667777788888888888889999999 4.00 2 . 0001
Stem width: 1.00 Each leaf: 1 case(s)
REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT ln_Y /METHOD=ENTER ln_X1 ln_X2 X3 ln_X4 ln_X5 /SAVE RESID.
170
Regression
Notes Output Created 14-AUG-2018 13:34:35 Comments Active Dataset DataSet0 Filter
[DataSet0]
Variables Entered/Removeda Model Variables Entered Variables Method Removed ln_X5, ln_X2, 1 ln_X1, Size, . Enter ln_X4b a. Dependent Variable: ln_Y b. All requested variables entered.
Model Summaryb Model R R Square Adjusted R Std. Error of the Square Estimate
171
1 .222a .049 -.127 1.76447 a. Predictors: (Constant), ln_X5, ln_X2, ln_X1, Size, ln_X4 b. Dependent Variable: ln_Y
ANOVAa Model Sum of Squares df Mean Square F Sig. Regression 4.361 5 .872 .280 .920b 1 Residual 84.060 27 3.113 Total 88.422 32 a. Dependent Variable: ln_Y b. Predictors: (Constant), ln_X5, ln_X2, ln_X1, Size, ln_X4
Coefficientsa Model Unstandardized Coefficients Standardized t Sig. Coefficients B Std. Error Beta (Constant) -6.091 6.928 -.879 .387 ln_X1 -.003 2.733 .000 -.001 .999 1 ln_X2 -2.159 1.925 -.237 -1.122 .272 Size .055 .231 .069 .239 .813 ln_X4 .065 1.475 .014 .044 .965 ln_X5 .102 .510 .048 .201 .842 a. Dependent Variable: ln_Y
Residuals Statisticsa Minimum Maximum Mean Std. Deviation N Predicted Value -4.1638 -2.3539 -3.2019 .36918 33 Residual -2.30202 2.74913 .00000 1.62077 33 Std. Predicted Value -2.606 2.297 .000 1.000 33 Std. Residual -1.305 1.558 .000 .919 33 a. Dependent Variable: ln_Y
NPAR TESTS /K-S(NORMAL)=RES_4 /MISSING ANALYSIS.
NPar Tests
172
Notes Output Created 14-AUG-2018 13:34:57 Comments Active Dataset DataSet0 Filter
[DataSet0]
One-Sample Kolmogorov-Smirnov Test Unstandardized Residual N 33 Mean 0E-7 Normal Parametersa,b Std. Deviation 1.62076645 Absolute .180 Most Extreme Differences Positive .176 Negative -.180 Kolmogorov-Smirnov Z 1.035 Asymp. Sig. (2-tailed) .235 a. Test distribution is Normal. b. Calculated from data.
Lampiran 13
Hasil Uji Heterokedastisitas
COMPUTE Residual=lag_Y14-(4.099+(5.467*ln_X1)+(0.626*ln_X2)+(0.034*X3)-(1.504*ln_X4)- (1.149*ln_X5)).
173
EXECUTE. NONPAR CORR /VARIABLES=ln_X1 ln_X2 X3 ln_X4 ln_X5 Residual /PRINT=SPEARMAN TWOTAIL NOSIG /MISSING=PAIRWISE.
Nonparametric Correlations Notes
Output Created 14-AUG-2018 14:10:45 Comments Active Dataset DataSet0 Filter
[DataSet0]
Correlations
ln_X1 ln_X2 Size ln_X4 ln_X5 Residual Correlation S 1.000 -.408* -.688** -.558** .135 .093 Coefficient p ln_X1 e Sig. (2-tailed) . .019 .000 .001 .455 .715 a N 33 33 33 33 33 18 r Correlation -.408* 1.000 .398* .373* -.192 -.054 m Coefficient ln_X2 a Sig. (2-tailed) .019 . .022 .033 .283 .831 n' N 33 33 33 33 33 18
174
s Correlation -.688** .398* 1.000 .633** -.165 .123 r Coefficient Size h Sig. (2-tailed) .000 .022 . .000 .358 .627 o N 33 33 33 33 33 18 Correlation -.558** .373* .633** 1.000 -.372* .133 Coefficient ln_X4 Sig. (2-tailed) .001 .033 .000 . .033 .598 N 33 33 33 33 33 18 Correlation .135 -.192 -.165 -.372* 1.000 -.048 Coefficient ln_X5 Sig. (2-tailed) .455 .283 .358 .033 . .851 N 33 33 33 33 33 18 Correlation .093 -.054 .123 .133 -.048 1.000 Residu Coefficient al Sig. (2-tailed) .715 .831 .627 .598 .851 .
N 18 18 18 18 18 18 *. Correlation is significant at the 0.05 level (2-tailed). **. Correlation is significant at the 0.01 level (2-tailed).
Lampiran 14
Hasil Uji Multikolinieritas
REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS BCOV R ANOVA COLLIN TOL /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT lag_Y14 /METHOD=ENTER ln_X1 ln_X2 X3 ln_X4 ln_X5 /SAVE RESID.
Regression Notes
Output Created 14-AUG-2018 13:53:26
175
Comments Active Dataset DataSet0 Filter
[DataSet0]
Variables Entered/Removeda
Model Variables Entered Variables Method Removed ln_X5, ln_X2, 1 ln_X1, Size, . Enter ln_X4b a. Dependent Variable: lag_Y14 b. All requested variables entered.
Model Summaryb
176
Model R R Square Adjusted R Std. Error of the Square Estimate 1 .631a .398 .148 1.55648 a. Predictors: (Constant), ln_X5, ln_X2, ln_X1, Size, ln_X4 b. Dependent Variable: lag_Y14
ANOVAa
Model Sum of Squares df Mean Square F Sig. Regression 19.255 5 3.851 1.590 .236b 1 Residual 29.072 12 2.423
Total 48.327 17 a. Dependent Variable: lag_Y14 b. Predictors: (Constant), ln_X5, ln_X2, ln_X1, Size, ln_X4
Coefficientsa
Model Unstandardized Standardized t Sig. Collinearity Statistics Coefficients Coefficients B Std. Error Beta Tolerance VIF (Constant) -4.099 7.860 -.521 .612 ln_X1 5.467 2.702 .503 2.023 .066 .810 1.234 ln_X2 .626 1.891 .080 .331 .746 .851 1.175 1 Size .034 .273 .042 .123 .904 .434 2.303 ln_X4 -1.504 1.688 -.374 -.891 .390 .284 3.519
ln_X5 -1.149 .557 -.681 -2.062 .062 .460 2.175 a. Dependent Variable: lag_Y14
Coefficient Correlationsa
Model ln_X5 ln_X2 ln_X1 Size ln_X4 ln_X5 1.000 -.094 -.271 -.420 .698 ln_X2 -.094 1.000 .012 -.126 -.170 Correlations ln_X1 -.271 .012 1.000 .300 -.127 1 Size -.420 -.126 .300 1.000 -.666 ln_X4 .698 -.170 -.127 -.666 1.000 Covariances ln_X5 .310 -.099 -.409 -.064 .656
177
ln_X2 -.099 3.576 .060 -.065 -.544
ln_X1 -.409 .060 7.303 .221 -.580 Size -.064 -.065 .221 .075 -.307 ln_X4 .656 -.544 -.580 -.307 2.848 a. Dependent Variable: lag_Y14
Collinearity Diagnosticsa
Mo Dimension Eigenvalue Condition Variance Proportions del Index (Constant) ln_X1 ln_X2 Size ln_X4 ln_X5 1 5.719 1.000 .00 .00 .00 .00 .00 .00 2 .136 6.478 .00 .31 .27 .00 .01 .00 3 .090 7.960 .00 .59 .11 .00 .05 .05 1 4 .035 12.722 .01 .01 .19 .01 .00 .40 5 .018 17.865 .02 .01 .39 .00 .53 .34 6 .001 75.697 .97 .07 .05 .98 .40 .21 a. Dependent Variable: lag_Y14
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N Predicted Value -5.1222 -1.5786 -3.6040 1.06426 18 Residual -1.66940 2.91850 .00000 1.30770 18 Std. Predicted Value -1.426 1.903 .000 1.000 18 Std. Residual -1.073 1.875 .000 .840 18 a. Dependent Variable: lag_Y14
178
Lampiran 16
Hasil Uji Regresi Linier Berganda
REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT lag_Y14 /METHOD=ENTER ln_X1 ln_X2 X3 ln_X4 ln_X5 /SAVE RESID.
Regression
Notes
Output Created 14-AUG-2018 14:13:51 Comments Active Dataset DataSet0 Filter
179
REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA /CRITERIA=PIN(.05) Syntax POUT(.10) /NOORIGIN /DEPENDENT lag_Y14 /METHOD=ENTER ln_X1 ln_X2 X3 ln_X4 ln_X5 /SAVE RESID. Processor Time 00:00:00.02 Elapsed Time 00:00:00.03 Resources Memory Required 3524 bytes Additional Memory Required for 0 bytes Residual Plots Variables Created or Modified RES_22 Unstandardized Residual
[DataSet0]
Variables Entered/Removeda
Model Variables Entered Variables Method Removed ln_X5, ln_X2, 1 ln_X1, Size, . Enter ln_X4b a. Dependent Variable: lag_Y14 b. All requested variables entered.
Model Summaryb
Model R R Square Adjusted R Std. Error of the Square Estimate 1 .631a .398 .148 1.55648 a. Predictors: (Constant), ln_X5, ln_X2, ln_X1, Size, ln_X4 b. Dependent Variable: lag_Y14
ANOVAa
180
Model Sum of Squares df Mean Square F Sig.
Regression 19.255 5 3.851 1.590 .236b 1 Residual 29.072 12 2.423 Total 48.327 17 a. Dependent Variable: lag_Y14 b. Predictors: (Constant), ln_X5, ln_X2, ln_X1, Size, ln_X4
Coefficientsa
Model Unstandardized Coefficients Standardized t Sig. Coefficients B Std. Error Beta (Constant) -4.099 7.860 -.521 .612 ln_X1 5.467 2.702 .503 2.023 .066 ln_X2 .626 1.891 .080 .331 .746 1 Size .034 .273 .042 .123 .904 ln_X4 -1.504 1.688 -.374 -.891 .390 ln_X5 -1.149 .557 -.681 -2.062 .062 a. Dependent Variable: lag_Y14
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N Predicted Value -5.1222 -1.5786 -3.6040 1.06426 18 Residual -1.66940 2.91850 .00000 1.30770 18 Std. Predicted Value -1.426 1.903 .000 1.000 18 Std. Residual -1.073 1.875 .000 .840 18 a. Dependent Variable: lag_Y14
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