THE EFFECT OF ROA, FDR, AND NPF ON THE PROFIT-SHARING RATE FOR MUDHARABAH DEPOSIT IN BPRS,  INDONESIA

Until now, Islamic banking has grown very rapidly. This can be seen from the number of Islamic products that continue to grow and develop. One of them is mudharabah deposit. The profit-sharing rate that is characteristic of mudharabah deposits is the public's appeal to deposit their funds in banks, especially mudharabah deposit products. This study aims to determine the effect of financial ratios on the profit sharing rate of BPRS mudharabah deposits in Indonesia. The population used is the monthly financial reports of all BPRS in Indonesia from January 2012 to April 2018 in the form of time series data. The variables used in this study are Return on Assets (ROA), Financing to Deposit Ratio (FDR), and Non Performing Financing (NPF) as independent variables, and the profit sharing rate of mudharabah deposits from Bank Pembiayaan Rakyat Syariah (BPRS) as the dependent variable. Simultaneously, the variables ROA, FDR, and NPF together have a significant effect on the profit sharing of BPRS mudharabah deposits in Indonesia. Meanwhile, partially ROA has no significant effect on the profit sharing of BPRS mudharabah deposit in Indonesia. The FDR has a positive and significant effect on the profit sharing of the mudharabah deposits of Islamic rural banks in Indonesia. As well as NPF has a negative and significant effect on the profit sharing of mudharabah deposits in BPRS in Indonesia.

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Analysis of the effects of earnings ratio per share, price earnings and return on equity ratio upon the change of shares price at PT. Telekomunikasi Indonesia Tbk years of 2008 - 2017

The Management Journal of Binaniaga ◽

10.33062/mjb.v4i2.332 ◽

2019 ◽

Vol 4 (2) ◽

pp. 11

Author(s):

Dimas Ari Darmantyo ◽

Shelva Kalay Shelwin

Keyword(s):

Time Series ◽

Time Series Data ◽

Price Change ◽

Share Price ◽

Financial Ratios ◽

Series Data ◽

Return On Equity ◽

Independent Variables ◽

Equity Ratio ◽

Company Sector

This research has tested some financial ratios of Earning Per Share, Price Earning Ratio and Return On Equity upon the Change of Shares Price at telecommunication company sector for the period of 2008 to 2017 to know the significance of those ratios, so that, it can be used by the investors to make a decision before investing their money. By having Time Series data of 2008 – 2017, this research has found out that the variables of Earning Per Shares (EPS) and Price Earning Ratio (PER) have significantly affected the change of shares price, but Return On Equity (ROE) has not significantly affected it. This research has indicated that the three independent variables (EPS, PER and ROE) have significantly affected shares price change. Keywords: Finance Ratio, Return On Equity, Earning Per Share, Price Earning Ratio and price of shares

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Development Of Small Medium Entreprise With External, Internal, And Religiosity Factors In Islamic Banks

KINERJA ◽

10.24002/kinerja.v21i1.1032 ◽

2017 ◽

Vol 21 (1) ◽

pp. 17

Author(s):

Roikhan Mochamad Aziz

Keyword(s):

Time Series ◽

Time Series Data ◽

Small And Medium Enterprises ◽

Third Party ◽

Series Data ◽

Islamic Banking ◽

Islamic Banks ◽

Independent Variables ◽

Medium Enterprises ◽

Positive Effect

The purpose of this research is to analyze the influence of external, internal and religiosity variable that proxies to inflation, Bank Indonesia Certificate Sharia (SBIS), Non Performing Financing (NPF) and Third Party Fund (DPK) to Small and Medium Enterprises Financing in the Islamic Bank in Indonesia. The data is used Time Series data periods of January: 2011 – March: 2016 from Statistic Banking of Indonesia by analyzed of Multiple Linear Regression and Hahslm method. The results of this research indicate that the variable Inflation, Bank Indonesia Sharia Certificate (SBIS), Non Performing Financing (NPF) and Third Party Fund (DPK) have partially influence to Small and Medium Enterprises Financing. This is showed by the value of Adjusted R Square of 60,7% while the remaining 39,3% influence by other factors. In this research showed Inflation, Non Performing Financing (NPF) and Third Party Fund (DPK) have a significantly and positive effect on the Small and Medium Enterprises Financing. Meanwhile, Bank Indonesia Sharia Certificate (SBIS) has no significantly effect on Small and Medium Enterprises Financing. Simultaneously, the overall independent variables have a significant influence to Small and Medium Enterprises Financing.Keywords: Inflation, SBIS, NPF, Islamic Banking.

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BENEFITS OF FINANCIAL RATIOS FOR FINANCING SHARIA BANKING INDONESIA

Amwaluna: Jurnal Ekonomi dan Keuangan Syariah ◽

10.29313/amwaluna.v5i1.5299 ◽

2020 ◽

Vol 5 (1) ◽

pp. 1-12

Author(s):

Ahmad Habibi ◽

Muhammad Iqbal

Keyword(s):

Time Series ◽

Commercial Banks ◽

Stepwise Regression ◽

Time Series Data ◽

Regression Method ◽

T Test ◽

Financial Ratios ◽

Series Data ◽

Islamic Banking ◽

Test Results

This study aims at how the benefits of financial ratios to Islamic banking financing in Indonesia. The data used is time-series data. Population, as well as samples in this study, are statistical reports of sharia banking Sharia Commercial Banks in Indonesia for the period January 2015 - December 2017. Ratio selection is conducted by using a stepwise regression method as well as hypothesis testing is done by multiple regression, t-test, and F test. The results obtained from the study show that the value of Adjusted R2 can obtain values of 0.914 or 91.40%. The t-test results show that FDR, NPF, and ROA significantly influence Sharia Banking Financing. This shows that from the financial ratios used in this study, three financial ratios that affect the Financing of Sharia Banking in Indonesia, namely FDR, NPF, and CAR.

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Is Islamic Bank More Stable Than Conventional Bank? Evidence From Islamic Rural Banks in Indonesia

International Journal of Financial Research ◽

10.5430/ijfr.v12n2p294 ◽

2021 ◽

Vol 12 (2) ◽

pp. 294

Author(s):

Agus Widarjono ◽

M. B. Hendrie Anto ◽

Faaza Fakhrunnas

Keyword(s):

Time Series ◽

Financial Stability ◽

Time Series Data ◽

Series Data ◽

Z Score ◽

Profit Rate ◽

Return On Assets ◽

Distributed Lag ◽

Autoregressive Distributed Lag ◽

Better Than

This study investigates whether Islamic rural banks perform better than conventional rural banks as their competitor in Indonesia. To measure Islamic rural banks' financial performance, we apply financial stability using Z-score and profitability using the return on assets. We use monthly time series data from January 2009 to December 2018. The dynamic regression of the Autoregressive Distributed Lag (ARDL) model is then employed. The results report that the Z-Score of Islamic rural banks is higher than the Z-Score of conventional rural banks. This finding shows that Islamic rural banks are less risky than conventional rural banks. However, the Islamic rural banks' financial stability is very vulnerable to changes in equity, output, and inflation than conventional rural banks. Although the Islamic rural banks' profit rate is lower compared to conventional rural banks, it is considered more stable. The profit of Islamic rural banks is affected by size, equity, domestic output, and inflation.

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PENGARUH ZIS (ZAKAT, INFAK, SEDEKAH) DAN ZAKAT FITRAH TERHADAP PENURUNAN KEMISKINAN DI INDONESIA PERIODE 1998 - 2010

Media Ekonomi ◽

10.25105/me.v20i1.779 ◽

2017 ◽

Vol 20 (1) ◽

pp. 83

Author(s):

Jumadin Lapopo

Keyword(s):

Time Series ◽

Developing Countries ◽

Regression Analysis ◽

Poverty Reduction ◽

Time Series Data ◽

Secondary Data ◽

Series Data ◽

Analysis Model ◽

Independent Variables

Poverty is being a problem in all developing countries including Indonesia. Among goverment programs, poverty has become the center offattention in policy at both of the regional and national levels. Looking at thephenomenon of poverty, Islam present with solution to reduce poverty through Zakat. This study aims to analyze the effect of ZIS and Zakat Fitrah against poverty in Indonesia in 1998 until 2010, data used in this study is secondary data and uses time series data, for the dependent variabel is poverty and for independent variables are ZIS and Zakat Fitrah. The analysis tools used in this study is to use multiple regression analysis model and the assumptions of classical test using the software Eviews-4. In this study also concluded that the ZIS variables significantly affect to the reduction of poverty in Indonesia although the effect is very small. In the variable Zakat Fitrah not significantly affect poverty reduction in Indonesia because of the nature of Zakat Fitrah is for consumption and not for long-term needs. The results of this study can be used for the management of zakat to be able to develop the management and to get a better system for distribution of zakat so that the main purpose of zakat can be achieved to reduce poverty. Keywords : Poverty, Zakat Fitrah, ZIS.

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Time-series analysis of the risk factors for haemorrhagic fever with renal syndrome: comparison of statistical models

Epidemiology and Infection ◽

10.1017/s0950268806006649 ◽

2006 ◽

Vol 135 (2) ◽

pp. 245-252 ◽

Cited By ~ 11

Author(s):

W. HU ◽

K. MENGERSEN ◽

P. BI ◽

S. TONG

Keyword(s):

Time Series ◽

Water Level ◽

Crop Production ◽

Time Series Data ◽

Linear Time ◽

Additive Model ◽

Series Data ◽

Haemorrhagic Fever ◽

Independent Variables ◽

China Model

Three conventional regression models were compared using the time-series data of the occurrence of haemorrhagic fever with renal syndrome (HFRS) and several key climatic and occupational variables collected in low-lying land, Anhui Province, China. Model I was a linear time series with normally distributed residuals; model II was a generalized linear model with Poisson-distributed residuals and a log link; and model III was a generalized additive model with the same distributional features as model II. Model I was fitted using least squares whereas models II and III were fitted using maximum likelihood. The results show that the correlations between the HFRS incidence and the independent variables measured (i.e. difference in water level, autumn crop production and density of Apodemus agrarius) ranged from −0·40 to 0·89. The HFRS incidence was positively associated with density of A. agrarius and crop production, but was inversely associated with difference in water level. The residual analyses and the examination of the accuracy of the models indicate that model III may be the most suitable in the assessment of the relationship between the incidence of HFRS and the independent variables.

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Bias in the Estimation of Functional Relationships from Time Series Data

Canadian Journal of Fisheries and Aquatic Sciences ◽

10.1139/f85-018 ◽

1985 ◽

Vol 42 (1) ◽

pp. 147-149 ◽

Cited By ~ 83

Author(s):

Carl J. Walters

Keyword(s):

Time Series ◽

Measurement Errors ◽

Time Series Data ◽

Series Data ◽

Parameter Estimates ◽

Natural Experiments ◽

Independent Variables ◽

Functional Relationships ◽

Stock Recruitment ◽

The Relationship

Functional relationships, such as stock–recruitment curves, are generally estimated from time series data where natural "random" factors have generated both deviations from the relationship and also informative variation in the independent variables. Even in the absence of measurement errors, such natural experiments can lead to severely biased parameter estimates. For stock–recruitment models, the bias is misleading for management: the stock will appear too productive when it is low, and too unproductive when it is large. The likely magnitude of such biases can and should be determined for any particular case by Monte Carlo simulations.

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The Effect of Financing on Credit Risk: Empirically on Indonesian Islamic Banking

EkBis Jurnal Ekonomi dan Bisnis ◽

10.14421/ekbis.2021.5.1.1309 ◽

2021 ◽

Vol 5 (1) ◽

pp. 503

Author(s):

Fitri Zaelina ◽

Dwi Nastiti

Keyword(s):

Time Series Data ◽

Linear Regression Analysis ◽

Multiple Linear Regression Analysis ◽

Series Data ◽

Islamic Banking ◽

Islamic Banks ◽

The Public ◽

Analysis Techniques ◽

Independent Variables ◽

Financing Risk

Islamic banking has an important role in the economy, especially in moving the real sector. Islamic banking provides funding to the public in the form of financing. The financing provided cannot be separated from various risks that can threaten the health of the bank, one of which is financing risk. For that, the purpose of this study is to analyze the effect of financing on financing risk in Islamic banks for the period 2015 to 2020. The method used in this study is quantitative with multiple linear regression analysis techniques. This study uses time-series data and the variables in this study are mudharabah, musyarakah, murabahah, ijarah financing, and total assets as independent variables and NPF as a dependent variable. The results of the study concluded that total assets had a negative and significant effect on NPF and murabahah financing had a positive and significant effect on NPF. Meanwhile, mudharabah, musyarakah, and ijarah financing has no significant effect on NPF.

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ANALISIS PENGARUH INFLASI, PRODUK DOMESTIK BRUTO (PDB), DAN NILAI TUKAR TERHADAP TABUNGAN MUDHARABAH PADA BANK UMUM SYARIAH (PERIODE 2013-2017)

JESI (Jurnal Ekonomi Syariah Indonesia) ◽

10.21927/jesi.2018.8(2).138-147 ◽

2019 ◽

Vol 8 (2) ◽

pp. 138

Author(s):

Rita Nur Wahyuningrum ◽

Aan Zainul Anwar

Keyword(s):

Time Series ◽

Exchange Rate ◽

Linear Regression ◽

Gross Domestic Product ◽

Multiple Linear Regression ◽

Time Series Data ◽

Domestic Product ◽

Series Data ◽

Islamic Banking ◽

Central Statistics

This study aims to analyze the effect of inflation, gross domestic product (GDP) and rupiah exchange rate on Mudharabah savings in Islamic banking in Indonesia. The data used is time series data for the period March 2013 to September 2017, which was published by Bank Indonesia from the Islamic Banking Statistics Report and the Central Statistics Agency. The technique of analyzing the research is qualitative with the method of Multiple Linear Regression. The results of this study indicate that simultaneously the Inflation, Gross Domestic Product (GDP) and Exchange Rate variables together have a significant effect on Mudharabah Savings. While partially only the Exchange Rate variable has a significant effect on Mudharabah Savings. Inflation Variables and Gross Domestic Product (GDP) have no significant effect on Mudharabah Savings. Keyword: inflation, gross domestic product, exchange rate, mudharabah saving

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