LAMPIRAN 2. UJI LAG OPTIMUM a. Brunei Darussalam
VAR Lag Order Selection Criteria Endogenous variables: BD_Y CA_Y ER_Y
Exogenous variables: C Date: 061911 Time: 15:09
Sample: 1980 2010 Included observations: 29
Lag LogL
LR FPE
AIC SC
HQ 85.09244
NA 6.98e-07
-5.661548 -5.520104
-5.617249 1
145.4485 104.0621
2.03e-08 -9.203342
-8.637565 -9.026148
2 154.7529
14.11712 2.04e-08
-9.224340 -8.234229
-8.914250 indicates lag order selected by the criterion
LR: sequential modified LR test statistic each test at 5 level FPE: Final prediction error
AIC: Akaike information criterion SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion Lag
Adj-R square 1
0.642018 2
0.624989
b. Singapura
VAR Lag Order Selection Criteria Endogenous variables: BD_Y CA_Y ER_Y
Exogenous variables: C Date: 061911 Time: 16:04
Sample: 1980 2010 Included observations: 29
Lag LogL
LR FPE
AIC SC
HQ 190.7911
NA 4.76e-10
-12.95111 -12.80967
-12.90681 1
263.7256 125.7491
5.83e-12 -17.36038
-16.79461 -17.18319
2 268.5373
7.300547 7.96e-12
-17.07154 -16.08143
-16.76145 indicates lag order selected by the criterion
LR: sequential modified LR test statistic each test at 5 level FPE: Final prediction error
AIC: Akaike information criterion SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
c. Indonesia
VAR Lag Order Selection Criteria Endogenous variables: BD_Y CA_Y ER_Y
Exogenous variables: C Date: 061911 Time: 16:30
Sample: 1980 2010 Included observations: 29
Lag LogL
LR FPE
AIC SC
HQ 352.7891
NA 6.70e-15
-24.12338 -23.98194
-24.07909 1
389.8419 63.88415
9.73e-16 -26.05806
-25.49228 -25.88087
2 401.7336
18.04258 8.16e-16
-26.25749 -25.26738
-25.94740 indicates lag order selected by the criterion
LR: sequential modified LR test statistic each test at 5 level FPE: Final prediction error
AIC: Akaike information criterion SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion Lag
Adj-R square 1
0.323497 2
0.266540
d. Malaysia
VAR Lag Order Selection Criteria Endogenous variables: BD_Y CA_Y ER_Y
Exogenous variables: C Date: 061911 Time: 17:04
Sample: 1980 2010 Included observations: 29
Lag LogL
LR FPE
AIC SC
HQ 434.0269
NA 2.47e-17
-29.72599 -29.58455
-29.68169 1
508.1492 127.7971
2.78e-19 -34.21719
-33.65141 -34.03999
2 524.6887
25.09429 1.69e-19
-34.73715 -33.74704
-34.42706 indicates lag order selected by the criterion
LR: sequential modified LR test statistic each test at 5 level FPE: Final prediction error
AIC: Akaike information criterion SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
e. Filipina
VAR Lag Order Selection Criteria Endogenous variables: BD_Y CA_Y ER_Y
Exogenous variables: C Date: 061911 Time: 17:23
Sample: 1991Q1 2010Q4 Included observations: 73
Lag LogL
LR FPE
AIC SC
HQ -59.00534
NA 0.001097
1.698776 1.792905
1.736288 1
84.26120 270.8326
2.77e-05 -1.979759
-1.603245 -1.829712
2 97.22017
23.43266 2.49e-05
-2.088224 -1.429325
-1.825641 3
123.2227 44.88103
1.57e-05 -2.554046
-1.612761 -2.178928
4 134.2904
18.19354 1.49e-05
-2.610696 -1.387026
-2.123043
5 161.4190
42.36521 9.17e-06
-3.107370 -1.601315
-2.507181 6
166.9191 8.137174
1.02e-05 -3.011483
-1.223042 -2.298759
7 172.5698
7.895452 1.15e-05
-2.919721 -0.848895
-2.094461 indicates lag order selected by the criterion
LR: sequential modified LR test statistic each test at 5 level FPE: Final prediction error
AIC: Akaike information criterion SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion Lag
Adj-R square 3
0.945094 5
0.961713
f. Thailand