Lampiran 2
Pengujian Stasioneritas
a. Uji Akar-Akar Unit pada Level
o Y Pertumbuhan Ekonomi
Null Hypothesis: Y has a unit root Exogenous: None
Lag Length: 0 Automatic based on SIC, MAXLAG=8 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.924528 0.0531
Test critical values: 1 level
-2.647120 5
level -1.952910
10 level
-1.610011 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DY
Method: Least Squares Date: 041907 Time: 23:33
Sampleadjusted: 1976 2004 Included observations: 29 after adjusting endpoints
Variable Coefficient Std.
Error t-Statistic
Prob. Y-1 -0.234224
0.121705 -1.924528
0.0645 R-squared
0.116824 Mean dependent var 0.005172
Adjusted R-squared 0.116824 S.D. dependent var
4.702614 S.E. of regression
4.419396 Akaike info criterion 5.843757
Sum squared resid 546.8696 Schwarz criterion
5.890905 Log likelihood
-83.73448 Durbin-Watson stat 2.221632
o LN_RUTIN Pengeluaran Rutin Pemerintah
Null Hypothesis: LN_RUTIN has a unit root Exogenous: None
Lag Length: 0 Automatic based on SIC, MAXLAG=8 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
0.934522 0.9024
Test critical values: 1 level
-2.647120 5
level -1.952910
10 level
-1.610011 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLN_RUTIN
Method: Least Squares Date: 041907 Time: 23:32
Sampleadjusted: 1976 2004 Included observations: 29 after adjusting endpoints
Variable Coefficient Std.
Error t-Statistic
Prob.
LN_RUTIN-1 0.015019 0.016072
0.934522 0.3580
R-squared -0.018448 Mean dependent var
0.143575 Adjusted R-squared
-0.018448 S.D. dependent var 0.652055
S.E. of regression 0.658042 Akaike info criterion
2.034778 Sum squared resid
12.12454 Schwarz criterion 2.081926
Log likelihood -28.50428 Durbin-Watson stat
2.224775
o LN_PEMB Pengeluaran Pembangunan Pemerintah
Null Hypothesis: LN_PEMB has a unit root Exogenous: None
Lag Length: 0 Automatic based on SIC, MAXLAG=8 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
0.547387 0.8285
Test critical values: 1 level
-2.647120 5
level -1.952910
10 level
-1.610011 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLN_PEMB
Method: Least Squares Date: 041907 Time: 23:31
Sampleadjusted: 1976 2004 Included observations: 29 after adjusting endpoints
Variable Coefficient Std.
Error t-Statistic
Prob. LN_PEMB-1 0.009330
0.017045 0.547387
0.5885 R-squared
-0.012035 Mean dependent var 0.095753
Adjusted R-squared -0.012035 S.D. dependent var
0.644449 S.E. of regression
0.648315 Akaike info criterion 2.004994
Sum squared resid 11.76874 Schwarz criterion
2.052142 Log likelihood
-28.07241 Durbin-Watson stat 2.300885
o LN_INVEST Investasi Swasta
Null Hypothesis: LN_INVEST has a unit root Exogenous: None
Lag Length: 2 Automatic based on SIC, MAXLAG=8 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
0.644372 0.8493
Test critical values: 1 level
-2.653401 5
level -1.953858
10 level
-1.609571 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLN_INVEST
Method: Least Squares Date: 041907 Time: 23:29
Sampleadjusted: 1978 2004
Included observations: 27 after adjusting endpoints Variable Coefficient
Std. Error
t-Statistic Prob.
LN_INVEST-1 0.015316 0.023769
0.644372 0.5254
DLN_INVEST-1 -0.207274 0.171159
-1.211000 0.2377
DLN_INVEST-2 -0.504711 0.164992
-3.058997 0.0054
R-squared 0.289464 Mean dependent var
0.117099 Adjusted R-squared
0.230252 S.D. dependent var 1.101241
S.E. of regression 0.966177 Akaike info criterion
2.873499 Sum squared resid
22.40393 Schwarz criterion 3.017481
Log likelihood -35.79223 Durbin-Watson stat
2.231097
o LN_LABOR Pekerja
Null Hypothesis: LN_LABOR has a unit root Exogenous: None
Lag Length: 2 Automatic based on SIC, MAXLAG=8 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-0.143497 0.6249
Test critical values: 1 level
-2.653401 5
level -1.953858
10 level
-1.609571 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLN_LABOR
Method: Least Squares Date: 041907 Time: 23:30
Sampleadjusted: 1978 2004 Included observations: 27 after adjusting endpoints
Variable Coefficient Std.
Error t-Statistic
Prob. LN_LABOR-1 -0.001524
0.010618 -0.143497
0.8871 DLN_LABOR-1 -0.253809
0.161670 -1.569921
0.1295 DLN_LABOR-2 -0.599796
0.166090 -3.611278
0.0014 R-squared
0.370735 Mean dependent var 0.001053
Adjusted R-squared 0.318296 S.D. dependent var
0.581525 S.E. of regression
0.480138 Akaike info criterion 1.474955
Sum squared resid 5.532791 Schwarz criterion
1.618937 Log likelihood
-16.91189 Durbin-Watson stat 2.325422
o INF Inflasi
Null Hypothesis: INF has a unit root Exogenous: None
Lag Length: 0 Automatic based on SIC, MAXLAG=8 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-3.464036 0.0012
Test critical values: 1 level
-2.647120 5
level -1.952910
10 level
-1.610011 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DINF
Method: Least Squares Date: 041907 Time: 23:34
Sampleadjusted: 1976 2004 Included observations: 29 after adjusting endpoints
Variable Coefficient Std.
Error t-Statistic
Prob. INF-1 -0.582347
0.168112 -3.464036
0.0017 R-squared
0.299628 Mean dependent var -0.437931
Adjusted R-squared 0.299628 S.D. dependent var
19.53715 S.E. of regression
16.35030 Akaike info criterion 8.460243
Sum squared resid 7485.302 Schwarz criterion
8.507392 Log likelihood
-121.6735 Durbin-Watson stat 2.271989
b. Uji Akar-Akar Unit pada First Difference
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