77
LAMPIRAN
78
Lampiran 1 Scripts Input
Faktor-faktor Indonesia
Total 18.8081242
Residual 2.10435165
Model 16.7037726
Source SS . reg hrg_beras hrg_sebelum
delta: 1 un time variable: tahu
panel variable: prov
. tsset prov tahun . sort prov tahun
. egen prov = groupprovinsi
Prob chi2 =
chi221 = 25.
H0: overidentifying Sargan test of overidentify
. estat sargan end of do-file
. H0: no autocorrelation
2 -2.2077 0.0273
1 -1.9568 0.0504
Order z Prob z Arellano-Bond test for zero
. estat abond
Standard: D.hrg_seb GMM-type: L2..hr
Instruments for differenced errors are recomme
Warning: gmm two-step stand
jalan .1717228 pendk 7.112877
pdrb .2027343 prod -.272079
L1. .339439
hrg_beras hrg_beras Coef.
Two-step results Number of instruments =
Time variable: tahun Group variable: prov
Arellano-Bond dynamic panel note: hrg_sebelum dropped b
. xtabond hrg_beras hrg_seb
Input dan Hasil Output Stata Estimasi Konvergensi faktor yang Mempengaruhi Perubahan Harga
Indonesia dengan Model Panel Data Dinamis
207 .090860504
Root MSE = .10207 Adj R-squared = 0.8853
202 .010417582
R-squared = 0.8881 5
3.34075452 Prob F = 0.0000
F 5, 202 = 320.68
df MS Number of obs = 208
m prod pdrb pendk jalan
nit un, 2002 to 2009
v strongly balanced
si
0.2084 .94944
ing restrictions are valid ifying restrictions
ero autocorrelation in first-differenced errors
belum D.prod D.pdrb D.pendk D.jalan rg_beras
ced equation mmended.
andard errors are biased; robust standard
.0238896 7.19
0.000 .1249001
.2185455 .1951161
36.45 0.000
6.730457 7.495298
.0764045 2.65
0.008 .0529842
.3524844 .0350316
-7.77 0.000
-.3407396 -.2034184
.0150726 22.52
0.000 .3098972
.3689807
. Std. Err. z P|z| [95 Conf. Interval]
Prob chi2 = 0.0000 26
Wald chi25 = 8037.17
max = 6
avg =
6
Obs per group: min = 6
Number of groups = 26
nel-data estimation Number of obs = 156
d because of collinearity sebelum prod pdrb pendk jalan, noconstant lags1 twostep
79 Konvergensi dan
Beras Di
ep artests2
80 Lampiran 2
Scripts Input dan Hasil Output Stata Estimasi Konvergensi dan Faktor-faktor yang Mempengaruhi Perubahan Harga Minyak
Goreng Di Indonesia dengan Model Panel Data Dinamis
Total 43.0104889
207 .20778014
Root MSE = .24324 Adj R-squared = 0.7152
Residual 11.9517632
202 .059167145
R-squared = 0.7221
Model 31.0587257
5 6.21174513
Prob F = 0.0000
F 5, 202 = 104.99
Source SS df MS Number of obs = 208
. reg hrg_minyak hrg_sebelum prod pdrb pendk jalan
delta: 1 unit time variable: tahun, 2002 to 2009
panel variable: prov strongly balanced
. tsset prov tahun . sort prov tahun
. egen prov = groupprovinsi
Prob chi2 = 0.2140
chi221 = 25.80345
H0: overidentifying restrictions are valid Sargan test of overidentifying restrictions
. estat sargan end of do-file
. H0: no autocorrelation
2 -3.7566 0.0002
1 -1.6806 0.0928
Order z Prob z Arellano-Bond test for zero autocorrelation in first-differenced errors
. estat abond
Standard: D.hrg_sebelum D.prod D.pdrb D.pendk D.jalan GMM-type: L2..hrg_minyak
Instruments for differenced equation errors are recommended.
Warning: gmm two-step standard errors are biased; robust standard
jalan .0709392 .0203793
3.48 0.000
.0309965 .1108819
pendk 8.422507 .4248788
19.82 0.000
7.58976 9.255254
pdrb .4249387 .0907402
4.68 0.000
.2470911 .6027862
prod .011149
.0016793 6.64
0.000 .0078576
.0144404 L1. .1048732
.0140404 7.47
0.000 .0773545
.1323918
hrg_minyak hrg_minyak Coef. Std. Err. z P|z| [95 Conf. Interval]
Two-step results
Prob chi2 = 0.0000
Number of instruments = 26
Wald chi25 = 26616.85
max =
6
avg = 6
Obs per group: min = 6
Time variable: tahun Group variable: prov Number of groups =
26
Arellano-Bond dynamic panel-data estimation Number of obs = 156
note: hrg_sebelum dropped because of collinearity . xtabond hrg_minyak hrg_sebelum prod pdrb pendk jalan, noconstant lags1 twostep artests2
