/STATISTICS=MEAN STDDEV VARIANCE RANGE MIN MAX SEMEAN. Descriptive Statistics CR

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1 GET DATA /TYPE=XLS /FILE='D:\Skripsi\Rasio Keuangan.xls' /SHEET=name 'Sheet1' /CELLRANGE=full /READNAMES=on /ASSUMEDSTRWIDTH= Lampiran i >Warning. Command name: GET DATA >(2101) The column contained no recognized type; defaulting to "Numeric[8,2]" >* Column 12 DATASET NAME DataSet1 WINDOW=FRONT. DESCRIPTIVES VARIABLES=CR CFR TIE ROE DER /STATISTICS=MEAN STDDEV VARIANCE RANGE MIN MAX SEMEAN. Descriptives [DataSet1] Descriptive Statistics N Range Minimum Maximum Mean Std. Deviation Variance Statistic Statistic Statistic Statistic Statistic Std. Error Statistic Statistic CR CFR TIE ROE DER Valid N (listwise) 36

2 Lampiran ii LOGISTIC REGRESSION VARIABLES BondR /METHOD=ENTER CR CFR TIE ROE DER /CLASSPLOT /CASEWISE OUTLIER(2) /PRINT=GOODFIT CORR ITER(1) CI(95) /CRITERIA=PIN(0.05) POUT(0.10) ITERATE(20) CUT(0.5). Logistic Regression [DataSet1] Case Processing Summary Unweighted Cases a N Percent Selected Cases Included in Analysis Missing Cases 0.0 Total Unselected Cases 0.0 Total a. If weight is in effect, see classification table for the total number of cases. Dependent Variable Encoding Original Value Internal Value NIG 0 IG 1

3 Block 0: Beginning Block Iteration History a,b,c Coefficients Iteration -2 Log likelihood Constant Step a. Constant is included in the model. b. Initial -2 Log Likelihood: 25,116 c. Estimation terminated at iteration number 5 because parameter estimates changed by less than,001. Classification Table a,b Predicted BondR Percentage Observed NIG IG Correct Step 0 BondR NIG IG Overall Percentage 88.9 a. Constant is included in the model. b. The cut value is,500 Variables in the Equation B S.E. Wald df Sig. Exp(B) Step 0 Constant

4 Variables not in the Equation Score df Sig. Step 0 Variables CR CFR TIE ROE DER Overall Statistics Block 1: Method = Enter Iteration History a,b,c,d Coefficients Iteration -2 Log likelihood Constant CR CFR TIE ROE DER Step a. Method: Enter b. Constant is included in the model. c. Initial -2 Log Likelihood: 25,116 d. Estimation terminated at iteration number 8 because parameter estimates changed by less than,001.

5 Omnibus Tests of Model Coefficients Chi-square df Sig. Step 1 Step Block Model Model Summary Cox & Snell R Nagelkerke R Step -2 Log likelihood Square Square a a. Estimation terminated at iteration number 8 because parameter estimates changed by less than,001. Hosmer and Lemeshow Test Step Chi-square df Sig Contingency Table for Hosmer and Lemeshow Test BondR = NIG BondR = IG Observed Expected Observed Expected Total Step

6 Classification Table a Predicted BondR Percentage Observed NIG IG Correct Step 1 BondR NIG IG Overall Percentage 94.4 a. The cut value is,500 Variables in the Equation 95,0% C.I.for EXP(B) B S.E. Wald df Sig. Exp(B) Lower Upper Step 1 a CR E4 CFR TIE ROE E4 DER Constant a. Variable(s) entered on step 1: CR, CFR, TIE, ROE, DER. Correlation Matrix Constant CR CFR TIE ROE DER Step 1 Constant CR CFR TIE ROE DER

7 Casewise List b Observed Temporary Variable Case Selected Status a BondR Predicted Predicted Group Resid ZResid 14 S N**.937 I a. S = Selected, U = Unselected cases, and ** = Misclassified cases. b. Cases with studentized residuals greater than 2,000 are listed.

8 Step number: 1 Observed Groups and Predicted Probabilities 16 I I I F I R 12 I E I Q I U I E 8 I N I C I Y I 4 I I I I I III I N N I I N I I I I NIIII I Predicted Prob: 0,1,2,3,4,5,6,7,8,9 1 Group: NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIII Predicted Probability is of Membership for IG The Cut Value is,50 Symbols: N - NIG I - IG Each Symbol Represents 1 Case.

9 Lampiran iii Rasio Keuangan Emiten Tahun 2008 Emiten CR CFR TIE ROA DER Adhi Karya 1,17 0,00 2,15 0,02 7,77 Apexindo Pratama Duta Arpeni Pratama Ocean Line Bentoel International Inv 1,34 0,75 3,67 0,08 0,83 1,28 0,21 1,20 0,00 3,54 2,48-0,04 2,38 0,05 1,58 Berlian Laju Tanker 0,71 0,59 1,54 0,06 3,24 Bakrie Telecom 2,16 0,75 1,82 0,02 0,68 Ciliandra Perkasa 1,90 1,86 4,99 0,10 2,92 Duta Pertiwi 2,70 0,34 2,01 0,01 0,99 Bakrie Land Development 2,59-0,71 8,41 0,03 0,85 Exelcomindo Pratama 0,60 0,76 1,07 0,00 5,71 Mobile 8 0,66-0,40-2,21-0,22 5,60 HM Sampoerna 1,44 0,62 28,81 0,24 1,00 Indofood Sukses Makmur Indah Kiat Pulp&Paper Corp 0,90 0,17 3,25 0,03 3,66 1,20 0,56 3,30 0,03 1,78 Indosat 0,90 0,61 2,31 0,04 1,97 Jasa Marga 3,16 0,83 2,31 0,05 1,23 Japfa Comfeed Indonesia 1,73 0,03 2,45 0,05 4,16 Kalbe Farma 3,33 0,65 24,88 0,12 0,57 Lontar Papyrus & Paper 0,26 0,21 1,93 0,02 1,85

10 Emiten CR CFR TIE ROA DER Lautan Luas 1,12-0,24 2,82 0,04 3,37 Malindo Feedmill 1,17 0,03 1,35 0,00 17,62 Medco Energi 2,22 0,96 11,83 0,14 1,70 International Matahari Putra Prima 1,12 0,16 0,84 0,00 2,13 Mayora Indah 2,19 0,18 5,59 0,07 1,35 Pindo Deli 0,60 0,29 2,18 0,02 4,64 Pulp&Paper Mills Pembangunan Jaya 3,17 1,52 11,06 0,10 0,51 Ancol PAM Lyonnaise Jaya 1,38 0,82 4,21 0,10 0,93 PLN 0,76 0,06-0,81-0,04 1,29 Bumi Serpong Damai 2,44 0,49 3,04 0,05 1,11 PTPN III 1,01 1,01 28,34 0,17 1,00 PTPN V 1,13 0,75 9,84 0,15 1,23 PTPN VII 1,24 0,13 6,02 0,08 1,64 Surya Citra Televisi 2,96 0,86 5,32 0,16 1,48 Summarecon Agung 1,50-0,39 2,82 0,03 1,31 Pabrik Kertas Tjiwi 2,01 0,40 2,29 0,02 2,65 Kimia Truba Jaya Engineering 1,47-0,09 4,83 0,02 1,55

11 Lampiran iv Peringkat Obligasi Emiten Peringkat Obligasi Variabel Dummy Adhi Karya ida- 1 Apexindo Pratama Duta ida+ 1 Arpeni Pratama Ocean Line ida 1 Bentoel International Inv ida 1 Berlian Laju Tanker ida+ 1 Bakrie Telecom ida- 1 Ciliandra Perkasa ida- 1 Duta Pertiwi idbbb 1 Bakrie Land Development idbbb+ 1 Exelcomindo Pratama idaa- 1 Mobile 8 idccc 0 HM Sampoerna idaaa 1 Indofood Sukses Makmur idaa+ 1 Indah Kiat Pulp&Paper Corp idd 0 Indosat idaa+ 1 Jasa Marga idaa- 1 Japfa Comfeed Indonesia idbbb+ 1 Kalbe Farma idaa 1 Lontar Papyrus & Paper idd 0 Lautan Luas ida- 1 Malindo Feedmill ida+ 1 Medco Energi International idaa- 1 Matahari Putra Prima ida+ 1 Mayora Indah ida+ 1 Pindo Deli Pulp&Paper Mills idd 0 Pembangunan Jaya Ancol ida+ 1

12 Emiten Peringkat Obligasi Variabel Dummy PAM Lyonnaise Jaya ida- 1 PLN idaa- 1 Bumi Serpong Damai idbbb 1 PTPN III idaa- 1 PTPN V ida 1 PTPN VII ida+ 1 Surya Citra Televisi ida 1 Summarecon Agung ida- 1 Pabrik Kertas Tjiwi Kimia idbbb 1 Truba Jaya Engineering idbbb+ 1