96
10. Uji Akar Unit Risiko Kredit Bank BNI First Difference
Null Hypothesis: DRK,2 has a unit root Exogenous: Constant
Lag Length: 2 Automatic based on SIC, MAXLAG=9 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-9.301522 0.0000
Test critical values: 1 level
-3.661661 5 level
-2.960411 10 level
-2.619160 MacKinnon 1996 one-sided p-values.
11. Uji Akar Unit Risiko Likuiditas Bank BNI
Level
Null Hypothesis: RL has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=9 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-5.644969 0.0000
Test critical values: 1 level
-3.632900 5 level
-2.948404 10 level
-2.612874 MacKinnon 1996 one-sided p-values.
12. Uji Akar Unit Risiko Likuiditas Bank BNI First Difference
Null Hypothesis: DRL,2 has a unit root Exogenous: Constant
Lag Length: 2 Automatic based on SIC, MAXLAG=9 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-7.225695 0.0000
Test critical values: 1 level
-3.661661 5 level
-2.960411 10 level
-2.619160 MacKinnon 1996 one-sided p-values.
Universitas Sumatera Utara
97
13 Uji Akar Unit Risiko Kredit Bank BTN
Level
Null Hypothesis: RK has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=9 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-3.039108 0.0410
Test critical values: 1 level
-3.632900 5 level
-2.948404 10 level
-2.612874 MacKinnon 1996 one-sided p-values.
14. Uji Akar Unit Risiko Likuiditas Bank BTN
level
Null Hypothesis: RL has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=9 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-2.460868 0.1334
Test critical values: 1 level
-3.632900 5 level
-2.948404 10 level
-2.612874 MacKinnon 1996 one-sided p-values.
15. Uji Akar Unit Risiko Likuiditas Bank BTN
First Difference
Null Hypothesis: DRL has a unit root Exogenous: Constant
Lag Length: 1 Automatic based on SIC, MAXLAG=9 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-7.082805 0.0000
Test critical values: 1 level
-3.646342 5 level
-2.954021 10 level
-2.615817 MacKinnon 1996 one-sided p-values.
Universitas Sumatera Utara
98
16
.
Lag lengthBank Mandiri
VAR Lag Order Selection Criteria Endogenous variables: RK RL
Exogenous variables: C Date: 092414 Time: 21:42
Sample: 2002Q1 2010Q4 Included observations: 31
Lag LogL
LR FPE
AIC SC
HQ 89.82014
NA 1.19e-05
-5.665816 -5.573300
-5.635658 1
105.3569 28.06632
5.65e-06 -6.410120
-6.132574 -6.319647
2 106.2111
1.432862 6.95e-06
-6.207165 -5.744589
-6.056377 3
108.2509 3.158407
7.96e-06 -6.080701
-5.433094 -5.869597
4 111.4193
4.497078 8.56e-06
-6.027049 -5.194412
-5.755630 5
118.0611 8.570047
7.44e-06 -6.197487
-5.179819 -5.865753
indicates lag order selected by the criterion
17. Lag lengthBank BRI
