ANALISIS PENGARUH FAKTOR MAKRO EKONOMI DAN MIKRO EKONOMI TERHADAP PROFITABILITAS PERBANKAN SYARIAH DI INDONESIA PERIODE 2009-2017
Abstract
This research aims to analyze the effect of macro and micro variables on Return On Asset (ROA) of Syariah banking in Indonesia. The macro variables are inflation, exchange rate, and Gross Domestic Product (GDP). Meanwhile, the micro variables are Financing to Deposit Ratio (FDR), and Capital Adequaccy Ration (CAR).
Using multiple linear regression analysis, the researcher tested the macro and micro variables on ROA of Syariah Banking in Indonesia from January 2009 to December 2017. The data were Time Series Data analyzed using multiple linear regression and software Eviews 9.0 as to the processing tool.
The result showed that simultaneously macro and micro variables affected the Return On Asset (ROA) of sharia banking in Indonesia. Trough classical assumption test, the empirical data show that the residual empirical regression model was normally distributed. Multicollinearity test shows that there was no multicollinearity. Meanwhile, heteroscedasticity test shows that the value of obs x R2 was 51.70758 with p value of 0.0001. Based on p value that was <0,05, it is concluded that heteroscedasticity occurs in the empirical model.