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Unit Root Test First Difference

4 M2 Broad Money Null Hypothesis: DM2 has a unit root Exogenous: Constant Lag Length: 1 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -9.687666 0.0000 Test critical values: 1 level -3.502238 5 level -2.892879 10 level -2.583553 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DM2,2 Method: Least Squares Date: 112416 Time: 02:57 Sample adjusted: 2008M04 2015M12 Included observations: 93 after adjustments Variable Coefficient Std. Error t-Statistic Prob. DM2-1 -1.562402 0.161277 -9.687666 0.0000 DM2-1,2 0.249928 0.102467 2.439113 0.0167 C 49094.31 6438.460 7.625164 0.0000 R-squared 0.646177 Mean dependent var 1115.204 Adjusted R-squared 0.638315 S.D. dependent var 65994.21 S.E. of regression 39689.11 Akaike info criterion 24.04727 Sum squared resid 1.42E+11 Schwarz criterion 24.12896 Log likelihood -1115.198 Hannan-Quinn criter. 24.08025 F-statistic 82.18233 Durbin-Watson stat 1.958256 ProbF-statistic 0.000000

c. Hasil Kointegrasi

Dependent Variable: INFLASI Method: Least Squares Date: 112416 Time: 02:59 Sample: 2008M01 2015M12 Included observations: 96 Variable Coefficient Std. Error t-Statistic Prob. C 19.31027 9.835915 1.963240 0.0526 BIRATE 2.627893 0.255572 10.28242 0.0000 LOGKURS -7.551612 2.109794 -3.579313 0.0006 LOGM2 2.577683 0.889442 2.898089 0.0047 R-squared 0.652366 Mean dependent var 6.229688 Adjusted R-squared 0.641030 S.D. dependent var 2.327497 S.E. of regression 1.394498 Akaike info criterion 3.543720 Sum squared resid 178.9055 Schwarz criterion 3.650568 Log likelihood -166.0986 Hannan-Quinn criter. 3.586910 F-statistic 57.54880 Durbin-Watson stat 0.278175 ProbF-statistic 0.000000

d. Hasil ECT

Exogenous: Constant Lag Length: 1 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -2.966312 0.0418 Test critical values: 1 level -3.501445 5 level -2.892536 10 level -2.583371 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DECT Method: Least Squares Date: 112416 Time: 03:00 Sample adjusted: 2008M03 2015M12 Included observations: 94 after adjustments Variable Coefficient Std. Error t-Statistic Prob. ECT-1 -0.164215 0.055360 -2.966312 0.0038 DECT-1 0.304176 0.104469 2.911648 0.0045 C -0.014401 0.071158 -0.202374 0.8401 R-squared 0.129521 Mean dependent var -0.023958 Adjusted R-squared 0.110389 S.D. dependent var 0.730919 S.E. of regression 0.689397 Akaike info criterion 2.125394 Sum squared resid 43.24935 Schwarz criterion 2.206563 Log likelihood -96.89353 Hannan-Quinn criter. 2.158181 F-statistic 6.770042 Durbin-Watson stat 1.907430 ProbF-statistic 0.001816

e. Hasil ECM

Dependent Variable: INFLASI Method: Least Squares Date: 112416 Time: 03:04 Sample adjusted: 2008M03 2015M12 Included observations: 94 after adjustments Variable Coefficient Std. Error t-Statistic Prob. C 18.72658 7.547423 2.481189 0.0150 BIRATE 1.571323 0.232402 6.761236 0.0000 LOGKURS -3.849574 1.657307 -2.322788 0.0225 LOGM2 1.994304 0.678465 2.939435 0.0042 ECT-1 -0.707872 0.084279 -8.399136 0.0000 R-squared 0.806873 Mean dependent var 6.205213 Adjusted R-squared 0.798193 S.D. dependent var 2.346204 S.E. of regression 1.053983 Akaike info criterion 2.994755 Sum squared resid 98.86838 Schwarz criterion 3.130036 Log likelihood -135.7535 Hannan-Quinn criter. 3.049399 F-statistic 92.95917 Durbin-Watson stat 0.689505 ProbF-statistic 0.000000

2. Uji Asumsi Klasik

a Autokorelasi 1. Autokorelasi Sebelum Dimasukkan AR1 Breusch-Godfrey Serial Correlation LM Test: F-statistic 255.7026 Prob. F1,91 0.0000 ObsR-squared 70.80261 Prob. Chi-Square1 0.0000 Test Equation: Dependent Variable: RESID Method: Least Squares Date: 112416 Time: 03:53 Sample: 2008M01 2015M12 Included observations: 96 Presample missing value lagged residuals set to zero. Variable Coefficient Std. Error t-Statistic Prob. C 2.117429 5.068488 0.417763 0.6771 BIRATE -0.135014 0.131923 -1.023433 0.3088 LOGKURS 0.455384 1.087188 0.418864 0.6763 LOGM2 -0.364512 0.458744 -0.794587 0.4289 RESID-1 0.888011 0.055533 15.99070 0.0000 R-squared 0.737527 Mean dependent var -9.62E-15 Adjusted R-squared 0.725990 S.D. dependent var 1.372303 S.E. of regression 0.718345 Akaike info criterion 2.226946 Sum squared resid 46.95784 Schwarz criterion 2.360506 Log likelihood -101.8934 Hannan-Quinn criter. 2.280933 F-statistic 63.92564 Durbin-Watson stat 1.442050 ProbF-statistic 0.000000

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