KLSE TAHUN 2014 SSE TAHUN 2002

8. KLSE TAHUN 2014

Null Hypothesis: RKLSE_2014 has a unit root Exogenous: Constant Lag Length: 0 Automatic - based on SIC, maxlag=15 t-Statistic Prob. Augmented Dickey-Fuller test statistic -13.64980 0.0000 Test critical values: 1 level -3.457061 5 level -2.873190 10 level -2.573054 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DRKLSE_2014 Method: Least Squares Date: 041716 Time: 11:13 Sample adjusted: 2 245 Included observations: 244 after adjustments Variable Coefficient Std. Error t-Statistic Prob. RKLSE_2014-1 -0.866337 0.063469 -13.64980 0.0000 C -0.000165 0.000317 -0.521270 0.6027 R-squared 0.434998 Mean dependent var 1.76E-05 Adjusted R-squared 0.432663 S.D. dependent var 0.006568 S.E. of regression 0.004947 Akaike info criterion -7.771939 Sum squared resid 0.005922 Schwarz criterion -7.743274 Log likelihood 950.1766 Hannan-Quinn criter. -7.760394 F-statistic 186.3171 Durbin-Watson stat 2.015076 ProbF-statistic 0.000000

9. SSE TAHUN 2002

Null Hypothesis: RSSE_2002 has a unit root Exogenous: Constant Lag Length: 0 Automatic - based on SIC, maxlag=15 t-Statistic Prob. Augmented Dickey-Fuller test statistic -15.70678 0.0000 Test critical values: 1 level -3.455387 5 level -2.872455 10 level -2.572660 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DRSSE_2002 Method: Least Squares Date: 041716 Time: 11:26 Sample adjusted: 2 261 Included observations: 260 after adjustments Variable Coefficient Std. Error t-Statistic Prob. RSSE_2002-1 -0.977907 0.062260 -15.70678 0.0000 C -0.000619 0.000922 -0.671610 0.5024 R-squared 0.488808 Mean dependent var -2.46E-05 Adjusted R-squared 0.486827 S.D. dependent var 0.020737 S.E. of regression 0.014855 Akaike info criterion -5.573290 Sum squared resid 0.056934 Schwarz criterion -5.545900 Log likelihood 726.5277 Hannan-Quinn criter. -5.562279 F-statistic 246.7031 Durbin-Watson stat 2.002103 ProbF-statistic 0.000000

10. SSE TAHUN 2006