Lampiran 2 2. Uji Stasioneritas Unit Root Test
2.1. Foreign Direct Investment FDI pada ordo 1
Null Hypothesis: DFDI has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on AIC, MAXLAG=5 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-4.321525 0.0029
Test critical values: 1 level
-3.769597 5 level
-3.004861 10 level
-2.642242 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DFDI,2
Method: Least Squares Date: 051010 Time: 10:30
Sample adjusted: 2003Q3 2008Q4 Included observations: 22 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DFDI-1
-0.945295 0.218741
-4.321525 0.0003
C -51.82459
75.44907 -0.686882
0.5000 R-squared
0.482878 Mean dependent var -24.46818
Adjusted R-squared 0.457022 S.D. dependent var
478.5640 S.E. of regression
352.6397 Akaike info criterion 14.65528
Sum squared resid 2487096. Schwarz criterion
14.75446 Log likelihood
-159.2081 F-statistic 18.67558
Durbin-Watson stat 2.027813 ProbF-statistic
0.000332
Universitas Sumatera Utara
2.2. Upah pada ordo 1
Null Hypothesis: DUPAH has a unit root Exogenous: Constant
Lag Length: 1 Automatic based on AIC, MAXLAG=5 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-4.337346 0.0030
Test critical values: 1 level
-3.788030 5 level
-3.012363 10 level
-2.646119 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DUPAH,2
Method: Least Squares Date: 051010 Time: 10:31
Sample adjusted: 2003Q4 2008Q4 Included observations: 21 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DUPAHKONS-1
-1.399011 0.322550
-4.337346 0.0004
DUPAHKONS-1,2 0.323555
0.219236 1.475828
0.1573 C
-1.022432 2.140314
-0.477702 0.6386
R-squared 0.578072 Mean dependent var
-0.004762 Adjusted R-squared
0.531191 S.D. dependent var 14.25768
S.E. of regression 9.762181 Akaike info criterion
7.526472 Sum squared resid
1715.403 Schwarz criterion 7.675690
Log likelihood -76.02796 F-statistic
12.33065 Durbin-Watson stat
1.775459 ProbF-statistic 0.000424
Universitas Sumatera Utara
2.3. Pengeluaran Pembangunan PP pada ordo 1
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