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