121 d. Laba Tahun Berjalan
Null Hypothesis: DLABA has a unit root Exogenous: Constant, Linear Trend
Lag Length: 2 Automatic based on SIC, MAXLAG=4 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-4.564662 0.0120
Test critical values: 1 level
-4.667883 5 level
-3.733200 10 level
-3.310349 MacKinnon 1996 one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 16
Augmented Dickey-Fuller Test Equation Dependent Variable: DLABA,2
Method: Least Squares Date: 062411 Time: 10:16
Sample adjusted: 2007Q1 2010Q4 Included observations: 16 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DLABA-1
-3.849070 0.843232
-4.564662 0.0008
DLABA-1,2 1.968866
0.632056 3.115018
0.0098 DLABA-2,2
0.928163 0.341152
2.720676 0.0199
C -20297.03
134808.5 -0.150562
0.8830 TREND2006Q1
14073.81 10653.29
1.321077 0.2133
R-squared 0.814854 Mean dependent var
14524.38 Adjusted R-squared
0.747528 S.D. dependent var 380518.0
S.E. of regression 191197.4 Akaike info criterion
27.41031 Sum squared resid
4.02E+11 Schwarz criterion 27.65174
Log likelihood -214.2825 Hannan-Quinn criter.
27.42267 F-statistic
12.10311 Durbin-Watson stat 1.862517
ProbF-statistic 0.000513
122
3. Uji Stasioneritas Tingkak Differensi Kedua
a. Aset
Null Hypothesis: DASET,2 has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 Automatic based on SIC, MAXLAG=4 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-7.425287 0.0001
Test critical values: 1 level
-4.616209 5 level
-3.710482 10 level
-3.297799 MacKinnon 1996 one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 17
Augmented Dickey-Fuller Test Equation Dependent Variable: DASET,3
Method: Least Squares Date: 062411 Time: 10:19
Sample adjusted: 2006Q4 2010Q4 Included observations: 17 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DASET-1,2
-1.673203 0.225338
-7.425287 0.0000
C -1370749.
1416490. -0.967709
0.3496 TREND2006Q1
213144.5 118525.1
1.798307 0.0937
R-squared 0.799101 Mean dependent var
374028.8 Adjusted R-squared
0.770401 S.D. dependent var 4944899.
S.E. of regression 2369423. Akaike info criterion
32.35298 Sum squared resid
7.86E+13 Schwarz criterion 32.50001
Log likelihood -272.0003 Hannan-Quinn criter.
32.36759 F-statistic
27.84334 Durbin-Watson stat 1.768957
ProbF-statistic 0.000013
123 b. Dana Pihak Ketiga DPK
Null Hypothesis: DDPK,2 has a unit root Exogenous: Constant, Linear Trend
Lag Length: 2 Automatic based on SIC, MAXLAG=4 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-5.121606 0.0053
Test critical values: 1 level
-4.728363 5 level
-3.759743 10 level
-3.324976 MacKinnon 1996 one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 15
Augmented Dickey-Fuller Test Equation Dependent Variable: DDPK,3
Method: Least Squares Date: 062411 Time: 10:19
Sample adjusted: 2007Q2 2010Q4 Included observations: 15 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DDPK-1,2
-3.730111 0.728309
-5.121606 0.0004
DDPK-1,3 1.938457
0.587169 3.301360
0.0080 DDPK-2,3
1.143962 0.288619
3.963566 0.0027
C -1309256.
1352646. -0.967922
0.3559 TREND2006Q1
194015.2 107650.9
1.802263 0.1017
R-squared 0.940109 Mean dependent var
518461.4 Adjusted R-squared
0.916152 S.D. dependent var 6009247.
S.E. of regression 1740067. Akaike info criterion
31.83795 Sum squared resid
3.03E+13 Schwarz criterion 32.07396
Log likelihood -233.7846 Hannan-Quinn criter.
31.83543 F-statistic
39.24229 Durbin-Watson stat 2.063313
ProbF-statistic 0.000004
124 c. Pembiayaan
Null Hypothesis: DPEMBIAYAAN,2 has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 Automatic based on SIC, MAXLAG=4 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-9.175418 0.0000
Test critical values: 1 level
-4.616209 5 level
-3.710482 10 level
-3.297799 MacKinnon 1996 one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 17
Augmented Dickey-Fuller Test Equation Dependent Variable: DPEMBIAYAAN,3
Method: Least Squares Date: 062411 Time: 10:20
Sample adjusted: 2006Q4 2010Q4 Included observations: 17 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DPEMBIAYAAN-1,2
-1.734761 0.189066
-9.175418 0.0000
C -716194.5
679990.1 -1.053243
0.3101 TREND2006Q1
107449.1 56976.38
1.885853 0.0802
R-squared 0.857566 Mean dependent var
159221.3 Adjusted R-squared
0.837218 S.D. dependent var 2810426.
S.E. of regression 1133900. Akaike info criterion
30.87901 Sum squared resid
1.80E+13 Schwarz criterion 31.02605
Log likelihood -259.4716 Hannan-Quinn criter.
30.89363 F-statistic
42.14563 Durbin-Watson stat 1.753675
ProbF-statistic 0.000001
125
4. Model ARIMA Terbaik a. Aset 1,2,2
Dependent Variable: DDASET Method: Least Squares
Date: 061911 Time: 20:06 Sample adjusted: 2006Q4 2010Q4
Included observations: 17 after adjustments Convergence achieved after 30 iterations
MA Backcast: 2006Q2 2006Q3 Variable
Coefficient Std. Error
t-Statistic Prob.
C -413985.5
186719.8 2.217148
0.0437 AR1
-1.071793 0.125985
-8.507304 0.0000
MA2 -0.810984
0.229165 -3.538874
0.0033 R-squared
0.415453 Mean dependent var 732509.7
Adjusted R-squared 0.331946 S.D. dependent var
2952464. S.E. of regression
2413183. Akaike info criterion 32.38958
Sum squared resid 8.15E+13 Schwarz criterion
32.53661 Log likelihood
-272.3114 Hannan-Quinn criter. 32.40419
F-statistic 4.975088 Durbin-Watson stat
0.975587 ProbF-statistic
0.023320 Inverted AR Roots
-1.07 Estimated AR process is nonstationary
Inverted MA Roots .90
-.90
