Lampiran 6
Hasil Pengolahan EViews 6.0 untuk Hukum Kaldor I dengan Periode Analisis 1983-2001 dan 2002-2008
a. Periode analisis 1983-2001
a.1 Persamaan
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Dependent Variable: GPDB Method: Least Squares
Date: 020110 Time: 00:41 Sample: 1983Q2 2001Q4
Included observations: 75 Variable
Coefficient Std. Error
t-Statistic Prob.
C 0.570051 0.493920
1.154135 0.2522
GMANUF 0.318461 0.074964
4.248173 0.0001
R-squared 0.198216 Mean dependent var
1.298188 Adjusted R-squared
0.187233 S.D. dependent var 4.449811
S.E. of regression 4.011665 Akaike info criterion
5.642595 Sum squared resid
1174.823 Schwarz criterion 5.704394
Log likelihood -209.5973 Hannan-Quinn criter.
5.667271 F-statistic
18.04698 Durbin-Watson stat 2.342552
ProbF-statistic 0.000063
Lanjutan Lampiran 6 a.2 Persamaan
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Dependent Variable: GPDB Method: Least Squares
Date: 020110 Time: 00:44 Sample: 1983Q2 2001Q4
Included observations: 75 Variable
Coefficient Std. Error
t-Statistic Prob.
C 1.490283 0.505648
2.947273 0.0043
GM_GNM -0.161225 0.068881
-2.340631 0.0220 R-squared
0.069810 Mean dependent var 1.298188
Adjusted R-squared 0.057067 S.D. dependent var
4.449811 S.E. of regression
4.320977 Akaike info criterion 5.791145
Sum squared resid 1362.972 Schwarz criterion
5.852945 Log likelihood
-215.1679 Hannan-Quinn criter. 5.815821
F-statistic 5.478556 Durbin-Watson stat
2.375092 ProbF-statistic 0.021986
Lanjutan Lampiran 6 a.3 Persamaan
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Dependent Variable: GNM Method: Least Squares
Date: 020110 Time: 00:45 Sample: 1983Q2 2001Q4
Included observations: 75 Variable
Coefficient Std. Error
t-Statistic Prob.
C 0.803851 0.603546
1.331880 0.1870
GMANUF 0.127314 0.091603
1.389854 0.1688
R-squared 0.025779 Mean dependent var
1.094945 Adjusted R-squared
0.012434 S.D. dependent var 4.932818
S.E. of regression 4.902055 Akaike info criterion
6.043491 Sum squared resid
1754.201 Schwarz criterion 6.105291
Log likelihood -224.6309 Hannan-Quinn criter.
6.068167 F-statistic
1.931694 Durbin-Watson stat 2.409999
ProbF-statistic 0.168797
Lanjutan Lampiran 6
b. Perode analisis 2002-2008
b.1 Persamaan
. .
Dependent Variable: GPDB Method: Least Squares
Date: 020110 Time: 00:40 Sample: 2002Q1 2008Q4
Included observations: 28 Variable
Coefficient Std. Error
t-Statistic Prob.
C 0.232308 0.459962
0.505058 0.6178
GMANUF 1.046073 0.244506
4.278310 0.0002
R-squared 0.413145 Mean dependent var
1.383515 Adjusted R-squared
0.390573 S.D. dependent var 2.528582
S.E. of regression 1.973957 Akaike info criterion
4.266707 Sum squared resid
101.3092 Schwarz criterion 4.361864
Log likelihood -57.73390 Hannan-Quinn criter.
4.295798 F-statistic
18.30394 Durbin-Watson stat 2.413272
ProbF-statistic 0.000226
Lanjutan Lampiran 6 b.2 Persamaan
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Dependent Variable: GPDB Method: Least Squares
Date: 020110 Time: 00:47 Sample: 2002Q1 2008Q4
Included observations: 28 Variable
Coefficient Std. Error
t-Statistic Prob.
C 1.086220 0.303955
3.573621 0.0014
GM_GNM -0.738843 0.113630
-6.502161 0.0000
R-squared 0.619204 Mean dependent var
1.383515 Adjusted R-squared
0.604558 S.D. dependent var 2.528582
S.E. of regression 1.590077 Akaike info criterion
3.834192 Sum squared resid
65.73700 Schwarz criterion 3.929349
Log likelihood -51.67868 Hannan-Quinn criter.
3.863282 F-statistic
42.27809 Durbin-Watson stat 2.306742
ProbF-statistic 0.000001
Lanjutan Lampiran 6 b.3 Persamaan
. .
Dependent Variable: GNM Method: Least Squares
Date: 020110 Time: 00:46 Sample: 2002Q1 2008Q4
Included observations: 28 Variable
Coefficient Std. Error
t-Statistic Prob.
C 0.339272 0.639122
0.530842 0.6000
GMANUF 1.057344 0.339744
3.112182 0.0045
R-squared 0.271416 Mean dependent var
1.502885 Adjusted R-squared
0.243394 S.D. dependent var 3.153295
S.E. of regression 2.742834 Akaike info criterion
4.924610 Sum squared resid
195.6016 Schwarz criterion 5.019767
Log likelihood -66.94454 Hannan-Quinn criter.
4.953700 F-statistic
9.685679 Durbin-Watson stat 2.414518
ProbF-statistic 0.004475
Lampiran 7
Hasil Pengujian Lag Optimal
a. ,