ANALISIS VECTOR AUTOREGRESSION (VAR) TERHADAP INTERRELATIONSHIP ANTARA FINANCING DEPOSIT RATIO (FDR) DAN RETURN ON ASSET (ROA) PADA BANK SYARIAH DI INDONESIA

  • Iskandar Iskandar Fakultas Ekonomi dan Bisnis Islam IAIN Lhokseumawe
Keywords: Interrelationship, Financing Deposit Ratio, Return on Assets

Abstract

The Vector Autoregressive Model (VAR) is a very useful analytical tool in understanding the existence of interrelationships between economic variables and in the formation of a structured economy. This study aims to explain the analysis of the Vector Autoregressive (VAR) model and explain the application of the Vector Autoregressive (VAR) model for influence analysis. The FDR ratio in the Sharia Commercial banks tends to be stable. This is illustrated from the coefficient of determination which is almost close to 100%, namely 91.55%. Cointegration test results show there is no long-term balance relationship between FDR variables with ROA of Islamic banks in Indonesia. ROA has a positive effect on ROA while ROA on FDR is negative, meaning that FDR makes a small contribution to ROA.

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Published
2019-11-08
How to Cite
Iskandar, I. (2019, November 8). ANALISIS VECTOR AUTOREGRESSION (VAR) TERHADAP INTERRELATIONSHIP ANTARA FINANCING DEPOSIT RATIO (FDR) DAN RETURN ON ASSET (ROA) PADA BANK SYARIAH DI INDONESIA. Jurnal Ekonomi Syariah, Akuntansi Dan Perbankan (JESKaPe), 3(2), 19-39. Retrieved from https://ejurnal.iainlhokseumawe.ac.id/index.php/jeskape/article/view/430