SBK JUB Pada Level

3. SBK

Pada Level Null Hypothesis: SBK has a unit root Exogenous: Constant Lag Length: 0 Automatic based on SIC, MAXLAG=10 t-Statistic Prob. Augmented Dickey-Fuller test statistic -3.706139 0.0070 Test critical values: 1 level -3.574446 5 level -2.923780 10 level -2.599925 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DSBK Method: Least Squares Date: 050313 Time: 10:51 Sample adjusted: 2000Q2 2012Q1 Included observations: 48 after adjustments Variable Coefficient Std. Error t-Statistic Prob. SBK-1 -0.454108 0.122529 -3.706139 0.0006 C 5.746302 1.602648 3.585505 0.0008 R-squared 0.229938 Mean dependent var -0.099583 Adjusted R-squared 0.213198 S.D. dependent var 2.215263 S.E. of regression 1.964980 Akaike info criterion 4.229615 Sum squared resid 177.6128 Schwarz criterion 4.307582 Log likelihood -99.51076 Hannan-Quinn criter. 4.259079 F-statistic 13.73546 Durbin-Watson stat 2.135264 ProbF-statistic 0.000564 Universita Sumatera Utara

4. JUB Pada Level

Null Hypothesis: LOGJUB has a unit root Exogenous: Constant Lag Length: 4 Automatic based on SIC, MAXLAG=10 t-Statistic Prob. Augmented Dickey-Fuller test statistic 0.609818 0.9885 Test critical values: 1 level -3.588509 5 level -2.929734 10 level -2.603064 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DLOGJUB Method: Least Squares Date: 050313 Time: 10:58 Sample adjusted: 2001Q2 2012Q1 Included observations: 44 after adjustments Variable Coefficient Std. Error t-Statistic Prob. LOGJUB-1 0.007862 0.012893 0.609818 0.5456 DLOGJUB-1 -0.345299 0.139576 -2.473913 0.0179 DLOGJUB-2 -0.191802 0.141868 -1.351967 0.1844 DLOGJUB-3 -0.140163 0.140520 -0.997461 0.3249 DLOGJUB-4 0.496982 0.129553 3.836124 0.0005 C -0.025032 0.070336 -0.355890 0.7239 R-squared 0.593747 Mean dependent var 0.015523 Adjusted R-squared 0.540293 S.D. dependent var 0.024605 S.E. of regression 0.016683 Akaike info criterion -5.222757 Sum squared resid 0.010576 Schwarz criterion -4.979458 Log likelihood 120.9006 Hannan-Quinn criter. -5.132530 F-statistic 11.10757 Durbin-Watson stat 2.015778 ProbF-statistic 0.000001 Universita Sumatera Utara Pada 1st difference Null Hypothesis: DLOGJUB has a unit root Exogenous: Constant Lag Length: 3 Automatic based on SIC, MAXLAG=10 t-Statistic Prob. Augmented Dickey-Fuller test statistic -2.601289 0.1004 Test critical values: 1 level -3.588509 5 level -2.929734 10 level -2.603064 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DLOGJUB,2 Method: Least Squares Date: 050313 Time: 10:58 Sample adjusted: 2001Q2 2012Q1 Included observations: 44 after adjustments Variable Coefficient Std. Error t-Statistic Prob. DLOGJUB-1 -1.142053 0.439034 -2.601289 0.0131 DLOGJUB-1,2 -0.185600 0.341863 -0.542906 0.5903 DLOGJUB-2,2 -0.366493 0.240650 -1.522927 0.1358 DLOGJUB-3,2 -0.500319 0.128391 -3.896841 0.0004 C 0.017635 0.007138 2.470661 0.0180 R-squared 0.866789 Mean dependent var 0.000773 Adjusted R-squared 0.853127 S.D. dependent var 0.043179 S.E. of regression 0.016548 Akaike info criterion -5.258472 Sum squared resid 0.010679 Schwarz criterion -5.055724 Log likelihood 120.6864 Hannan-Quinn criter. -5.183283 F-statistic 63.44232 Durbin-Watson stat 2.015776 ProbF-statistic 0.000000 Universita Sumatera Utara Pada 2nd difference Null Hypothesis: DLOGJUB,2 has a unit root Exogenous: Constant Lag Length: 2 Automatic based on SIC, MAXLAG=10 t-Statistic Prob. Augmented Dickey-Fuller test statistic -15.26277 0.0000 Test critical values: 1 level -3.588509 5 level -2.929734 10 level -2.603064 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DLOGJUB,3 Method: Least Squares Date: 050313 Time: 11:00 Sample adjusted: 2001Q2 2012Q1 Included observations: 44 after adjustments Variable Coefficient Std. Error t-Statistic Prob. DLOGJUB-1,2 -3.737166 0.244855 -15.26277 0.0000 DLOGJUB-1,3 1.688654 0.184206 9.167201 0.0000 DLOGJUB-2,3 0.761457 0.085616 8.893846 0.0000 C 0.000239 0.002669 0.089612 0.9290 R-squared 0.957330 Mean dependent var 0.001591 Adjusted R-squared 0.954130 S.D. dependent var 0.082646 S.E. of regression 0.017701 Akaike info criterion -5.143932 Sum squared resid 0.012532 Schwarz criterion -4.981733 Log likelihood 117.1665 Hannan-Quinn criter. -5.083781 F-statistic 299.1457 Durbin-Watson stat 2.286988 ProbF-statistic 0.000000 Universita Sumatera Utara

5. PDB