KLSE TAHUN 2006 KLSE TAHUN 2010

6. KLSE TAHUN 2006

Null Hypothesis: RKLSE_2006 has a unit root Exogenous: Constant Lag Length: 0 Automatic - based on SIC, maxlag=15 t-Statistic Prob. Augmented Dickey-Fuller test statistic -14.19859 0.0000 Test critical values: 1 level -3.456840 5 level -2.873093 10 level -2.573002 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DRKLSE_2006 Method: Least Squares Date: 041716 Time: 10:57 Sample adjusted: 2 247 Included observations: 246 after adjustments Variable Coefficient Std. Error t-Statistic Prob. RKLSE_2006-1 -0.902116 0.063536 -14.19859 0.0000 C 0.000769 0.000336 2.286429 0.0231 R-squared 0.452424 Mean dependent var 5.89E-05 Adjusted R-squared 0.450179 S.D. dependent var 0.007038 S.E. of regression 0.005218 Akaike info criterion -7.665178 Sum squared resid 0.006644 Schwarz criterion -7.636680 Log likelihood 944.8170 Hannan-Quinn criter. -7.653703 F-statistic 201.5998 Durbin-Watson stat 1.967411 ProbF-statistic 0.000000

7. KLSE TAHUN 2010

Null Hypothesis: RKLSE_2010 has a unit root Exogenous: Constant Lag Length: 1 Automatic - based on SIC, maxlag=15 t-Statistic Prob. Augmented Dickey-Fuller test statistic -16.13067 0.0000 Test critical values: 1 level -3.456840 5 level -2.873093 10 level -2.573002 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DRKLSE_2010 Method: Least Squares Date: 041716 Time: 11:00 Sample adjusted: 3 248 Included observations: 246 after adjustments Variable Coefficient Std. Error t-Statistic Prob. RKLSE_2010-1 -1.698862 0.105319 -16.13067 0.0000 DRKLSE_2010-1 0.205159 0.062735 3.270217 0.0012 C 0.001369 0.000886 1.545792 0.1235 R-squared 0.717565 Mean dependent var -5.45E-05 Adjusted R-squared 0.715240 S.D. dependent var 0.025903 S.E. of regression 0.013823 Akaike info criterion -5.712874 Sum squared resid 0.046430 Schwarz criterion -5.670126 Log likelihood 705.6834 Hannan-Quinn criter. -5.695661 F-statistic 308.6874 Durbin-Watson stat 2.042675 ProbF-statistic 0.000000

8. KLSE TAHUN 2014