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