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