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LAMPIRAN
Lampiran 1. Uji Stasioneritas Data pada Tingkat Level
Null Hypothesis: LCPOINT has a unit root Exogenous: Constant
Lag Length: 1 Automatic based on SIC, MAXLAG=13 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.162309 0.6897
Test critical values: 1 level
-3.475500 5 level
-2.881260 10 level
-2.577365 MacKinnon 1996 one-sided p-values.
Null Hypothesis: LCPODOM has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=13 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-0.602415 0.8654
Test critical values: 1 level
-3.475184 5 level
-2.881123 10 level
-2.577291 MacKinnon 1996 one-sided p-values.
Null Hypothesis: LMGDOM has a unit root Exogenous: Constant
Lag Length: 1 Automatic based on SIC, MAXLAG=13 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-0.870584 0.7951
Test critical values: 1 level
-3.475500 5 level
-2.881260 10 level
-2.577365 MacKinnon 1996 one-sided p-values.
Null Hypothesis: LMGMDN has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=13 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.063351 0.7292
Test critical values: 1 level
-3.475184 5 level
-2.881123 10 level
-2.577291 MacKinnon 1996 one-sided p-values.
Null Hypothesis: LMGPKB has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=13 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.864424 0.3483
Test critical values: 1 level
-3.475184 5 level
-2.881123 10 level
-2.577291 MacKinnon 1996 one-sided p-values.
Null Hypothesis: LMGPLB has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=13 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-0.974881 0.7613
Test critical values: 1 level
-3.475184 5 level
-2.881123 10 level
-2.577291 MacKinnon 1996 one-sided p-values.
Null Hypothesis: LMGJKT has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=13 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.018618 0.7458
Test critical values: 1 level
-3.475184 5 level
-2.881123 10 level
-2.577291 MacKinnon 1996 one-sided p-values.
Null Hypothesis: LMGBDG has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=13 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-0.909983 0.7828
Test critical values: 1 level
-3.475184 5 level
-2.881123 10 level
-2.577291 MacKinnon 1996 one-sided p-values.
Null Hypothesis: LMGSMR has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=13 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.026818 0.7428
Test critical values: 1 level
-3.475184 5 level
-2.881123 10 level
-2.577291 MacKinnon 1996 one-sided p-values.
Null Hypothesis: LMGSBY has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=13 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.026235 0.7430
Test critical values: 1 level
-3.475184 5 level
-2.881123 10 level
-2.577291 MacKinnon 1996 one-sided p-values.
Null Hypothesis: LMGDPS has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=13 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.597851 0.4811
Test critical values: 1 level
-3.475184 5 level
-2.881123 10 level
-2.577291 MacKinnon 1996 one-sided p-values.
Null Hypothesis: LMGPTK has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=13
t-Statistic Prob.
Augmented Dickey-Fuller test statistic -0.886624
0.7902 Test critical values:
1 level -3.475184
5 level -2.881123
10 level -2.577291
MacKinnon 1996 one-sided p-values. Null Hypothesis: LMGMKS has a unit root
Exogenous: Constant Lag Length: 0 Automatic based on SIC, MAXLAG=13
t-Statistic Prob.
Augmented Dickey-Fuller test statistic -0.567623
0.8730 Test critical values:
1 level -3.475184
5 level -2.881123
10 level -2.577291
MacKinnon 1996 one-sided p-values.