Variabel-variabel Fungsi Ekspor Pakaian Jadi Indonesia ke Amerika Serikat.

Lampiran 5 Uji Stasioneritas Data

5.1 Variabel-variabel Fungsi Ekspor Pakaian Jadi Indonesia ke Amerika Serikat.

a. Pada saat Level • Volume Ekspor LnXt Null Hypothesis: LNXT has a unit root Exogenous: Constant, Linear Trend Lag Length: 11 Automatic based on AIC, MAXLAG=11 t-Statistic Prob. Augmented Dickey-Fuller test statistic -0.903266 0.9496 Test critical values: 1 level -4.090602 5 level -3.473447 10 level -3.163967 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DLNXT Method: Least Squares Date: 041907 Time: 08:22 Sampleadjusted: 2001:01 2006:12 Included observations: 72 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. LNXT-1 -0.149232 0.165213 -0.903266 0.3701 DLNXT-1 -0.667708 0.191056 -3.494827 0.0009 DLNXT-2 -0.507399 0.192043 -2.642114 0.0106 DLNXT-3 -0.426334 0.191598 -2.225150 0.0300 DLNXT-4 -0.638872 0.186729 -3.421384 0.0011 DLNXT-5 -0.431351 0.197155 -2.187881 0.0327 DLNXT-6 -0.367451 0.189954 -1.934423 0.0579 DLNXT-7 -0.238295 0.179118 -1.330383 0.1886 DLNXT-8 -0.305401 0.154540 -1.976187 0.0529 DLNXT-9 -0.382686 0.148430 -2.578218 0.0125 DLNXT-10 -0.466426 0.138664 -3.363718 0.0014 DLNXT-11 -0.283849 0.119343 -2.378421 0.0207 C 2.696451 3.086118 0.873735 0.3859 TREND2000:01 0.003975 0.001588 2.503459 0.0151 R-squared 0.552025 Mean dependent var 0.006429 Adjusted R-squared 0.451616 S.D. dependent var 0.222249 S.E. of regression 0.164582 Akaike info criterion -0.598154 Sum squared resid 1.571053 Schwarz criterion -0.155469 Log likelihood 35.53355 F-statistic 5.497800 Durbin-Watson stat 1.932106 ProbF-statistic 0.000002 • Produksi LnQt Null Hypothesis: LNQT has a unit root Exogenous: Constant, Linear Trend Lag Length: 2 Automatic based on AIC, MAXLAG=11 t-Statistic Prob. Augmented Dickey-Fuller test statistic -1.358851 0.8656 Test critical values: 1 level -4.075340 5 level -3.466248 10 level -3.159780 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DLNQT Method: Least Squares Date: 041907 Time: 08:15 Sampleadjusted: 2000:04 2006:12 Included observations: 81 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. LNQT-1 -0.107038 0.078771 -1.358851 0.1782 DLNQT-1 -0.348712 0.122336 -2.850454 0.0056 DLNQT-2 -0.190916 0.114186 -1.671968 0.0986 C 0.462818 0.348467 1.328153 0.1881 TREND2000:01 0.001179 0.000847 1.391779 0.1680 R-squared 0.190534 Mean dependent var 0.010418 Adjusted R-squared 0.147931 S.D. dependent var 0.168122 S.E. of regression 0.155189 Akaike info criterion -0.828601 Sum squared resid 1.830363 Schwarz criterion -0.680796 Log likelihood 38.55834 F-statistic 4.472273 Durbin-Watson stat 1.984545 ProbF-statistic 0.002676 • Harga Ekspor LnHEt Null Hypothesis: LNHET has a unit root Exogenous: Constant, Linear Trend Lag Length: 11 Automatic based on AIC, MAXLAG=11 t-Statistic Prob. Augmented Dickey-Fuller test statistic -1.473900 0.8296 Test critical values: 1 level -4.090602 5 level -3.473447 10 level -3.163967 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DLNHET Method: Least Squares Date: 041907 Time: 08:14 Sampleadjusted: 2001:01 2006:12 Included observations: 72 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. LNHET-1 -0.296358 0.201071 -1.473900 0.1459 DLNHET-1 -0.290031 0.207050 -1.400772 0.1666 DLNHET-2 -0.224952 0.198428 -1.133667 0.2616 DLNHET-3 -0.214908 0.190647 -1.127255 0.2643 DLNHET-4 -0.434854 0.181219 -2.399605 0.0196 DLNHET-5 -0.234783 0.181613 -1.292768 0.2012 DLNHET-6 -0.461539 0.161862 -2.851435 0.0060 DLNHET-7 -0.270850 0.165222 -1.639312 0.1066 DLNHET-8 -0.362790 0.145891 -2.486715 0.0158 DLNHET-9 -0.358748 0.141381 -2.537456 0.0139 DLNHET-10 -0.331542 0.134228 -2.470003 0.0165 DLNHET-11 -0.173422 0.120084 -1.444176 0.1541 C 0.730920 0.515005 1.419250 0.1612 TREND2000:01 0.000924 0.000454 2.034577 0.0465 R-squared 0.494123 Mean dependent var 0.003233 Adjusted R-squared 0.380737 S.D. dependent var 0.085834 S.E. of regression 0.067546 Akaike info criterion -2.379357 Sum squared resid 0.264621 Schwarz criterion -1.936672 Log likelihood 99.65686 F-statistic 4.357872 Durbin-Watson stat 1.848005 ProbF-statistic 0.000045 • Harga Domestik LnHDt Null Hypothesis: LNHDT has a unit root Exogenous: Constant, Linear Trend Lag Length: 1 Automatic based on AIC, MAXLAG=11 t-Statistic Prob. Augmented Dickey-Fuller test statistic -1.266823 0.8890 Test critical values: 1 level -4.073859 5 level -3.465548 10 level -3.159372 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DLNHDT Method: Least Squares Date: 041907 Time: 08:13 Sampleadjusted: 2000:03 2006:12 Included observations: 82 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. LNHDT-1 -0.044296 0.034966 -1.266823 0.2090 DLNHDT-1 0.197759 0.112653 1.755475 0.0831 C 0.201607 0.158818 1.269427 0.2081 TREND2000:01 0.000333 0.000194 1.720099 0.0894 R-squared 0.082796 Mean dependent var 0.005894 Adjusted R-squared 0.047519 S.D. dependent var 0.015097 S.E. of regression 0.014733 Akaike info criterion -5.549841 Sum squared resid 0.016932 Schwarz criterion -5.432441 Log likelihood 231.5435 F-statistic 2.347035 Durbin-Watson stat 1.985601 ProbF-statistic 0.079114 • Nilai Tukar Rupiah LnERt Null Hypothesis: LNERT has a unit root Exogenous: Constant, Linear Trend Lag Length: 1 Automatic based on AIC, MAXLAG=11 t-Statistic Prob. Augmented Dickey-Fuller test statistic -3.374929 0.0619 Test critical values: 1 level -4.073859 5 level -3.465548 10 level -3.159372 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DLNERT Method: Least Squares Date: 041907 Time: 08:12 Sampleadjusted: 2000:03 2006:12 Included observations: 82 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. LNERT-1 -0.181984 0.053922 -3.374929 0.0012 DLNERT-1 0.174690 0.106782 1.635957 0.1059 C 1.668764 0.491670 3.394071 0.0011 TREND2000:01 -0.000137 0.000180 -0.758691 0.4503 R-squared 0.150534 Mean dependent var 0.002242 Adjusted R-squared 0.117862 S.D. dependent var 0.040699 S.E. of regression 0.038225 Akaike info criterion -3.643080 Sum squared resid 0.113972 Schwarz criterion -3.525679 Log likelihood 153.3663 F-statistic 4.607451 Durbin-Watson stat 2.003017 ProbF-statistic 0.005077 • Dummy Kebijakan Penghapusan Kuota Dt Null Hypothesis: DT has a unit root Exogenous: Constant, Linear Trend Lag Length: 0 Automatic based on AIC, MAXLAG=11 t-Statistic Prob. Augmented Dickey-Fuller test statistic -1.928897 0.6305 Test critical values: 1 level -4.072415 5 level -3.464865 10 level -3.158974 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DDT Method: Least Squares Date: 041907 Time: 08:11 Sampleadjusted: 2000:02 2006:12 Included observations: 83 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. DT-1 -0.081077 0.042033 -1.928897 0.0573 C -0.030671 0.027729 -1.106105 0.2720 TREND2000:01 0.001552 0.000785 1.976576 0.0515 R-squared 0.051019 Mean dependent var 0.012048 Adjusted R-squared 0.027294 S.D. dependent var 0.109764 S.E. of regression 0.108256 Akaike info criterion -1.573162 Sum squared resid 0.937548 Schwarz criterion -1.485734 Log likelihood 68.28623 F-statistic 2.150472 Durbin-Watson stat 1.967223 ProbF-statistic 0.123112 b. Pada saat first Difference • Volume Ekspor LnXt Null Hypothesis: DLNXT has a unit root Exogenous: None Lag Length: 11 Automatic based on AIC, MAXLAG=11 t-Statistic Prob. Augmented Dickey-Fuller test statistic -3.125228 0.0022 Test critical values: 1 level -2.597939 5 level -1.945456 10 level -1.613799 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DLNXT,2 Method: Least Squares Date: 041807 Time: 11:58 Sampleadjusted: 2001:02 2006:12 Included observations: 71 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. DLNXT-1 -3.476055 1.112257 -3.125228 0.0028 DLNXT-1,2 1.852426 1.052984 1.759216 0.0837 DLNXT-2,2 1.503673 0.971638 1.547566 0.1271 DLNXT-3,2 1.274651 0.891571 1.429668 0.1581 DLNXT-4,2 0.840146 0.810518 1.036554 0.3042 DLNXT-5,2 0.641019 0.721148 0.888887 0.3777 DLNXT-6,2 0.522230 0.620653 0.841422 0.4035 DLNXT-7,2 0.506489 0.517618 0.978500 0.3318 DLNXT-8,2 0.405382 0.414665 0.977612 0.3323 DLNXT-9,2 0.168925 0.328686 0.513942 0.6092 DLNXT-10,2 -0.137404 0.232095 -0.592018 0.5561 DLNXT-11,2 -0.218085 0.122908 -1.774369 0.0812 R-squared 0.819317 Mean dependent var 0.003412 Adjusted R-squared 0.785630 S.D. dependent var 0.375402 S.E. of regression 0.173811 Akaike info criterion -0.508805 Sum squared resid 1.782416 Schwarz criterion -0.126380 Log likelihood 30.06258 Durbin-Watson stat 2.143985 • Produksi LnQt Null Hypothesis: DLNQT has a unit root Exogenous: None Lag Length: 1 Automatic based on AIC, MAXLAG=11 t-Statistic Prob. Augmented Dickey-Fuller test statistic -9.157751 0.0000 Test critical values: 1 level -2.593824 5 level -1.944862 10 level -1.614145 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DLNQT,2 Method: Least Squares Date: 041807 Time: 11:57 Sampleadjusted: 2000:04 2006:12 Included observations: 81 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. DLNQT-1 -1.625280 0.177476 -9.157751 0.0000 DLNQT-1,2 0.220248 0.108708 2.026046 0.0461 R-squared 0.683481 Mean dependent var -0.001110 Adjusted R-squared 0.679475 S.D. dependent var 0.275232 S.E. of regression 0.155822 Akaike info criterion -0.855819 Sum squared resid 1.918169 Schwarz criterion -0.796696 Log likelihood 36.66065 Durbin-Watson stat 1.990488 • Harga Ekspor LnHEt Null Hypothesis: DLNHET has a unit root Exogenous: None Lag Length: 11 Automatic based on AIC, MAXLAG=11 t-Statistic Prob. Augmented Dickey-Fuller test statistic -3.512658 0.0006 Test critical values: 1 level -2.597939 5 level -1.945456 10 level -1.613799 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DLNHET,2 Method: Least Squares Date: 041907 Time: 08:15 Sampleadjusted: 2001:02 2006:12 Included observations: 71 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. DLNHET-1 -4.089713 1.164279 -3.512658 0.0009 DLNHET-1,2 2.647307 1.097414 2.412313 0.0190 DLNHET-2,2 2.315704 1.014359 2.282924 0.0261 DLNHET-3,2 2.012173 0.927461 2.169550 0.0341 DLNHET-4,2 1.519466 0.836712 1.815996 0.0745 DLNHET-5,2 1.258320 0.734218 1.713824 0.0918 DLNHET-6,2 0.848415 0.624781 1.357941 0.1797 DLNHET-7,2 0.613366 0.521931 1.175186 0.2446 DLNHET-8,2 0.347490 0.411192 0.845080 0.4015 DLNHET-9,2 0.078926 0.314810 0.250711 0.8029 DLNHET-10,2 -0.133428 0.216890 -0.615186 0.5408 DLNHET-11,2 -0.178492 0.118254 -1.509396 0.1365 R-squared 0.798470 Mean dependent var -0.002397 Adjusted R-squared 0.760897 S.D. dependent var 0.139215 S.E. of regression 0.068073 Akaike info criterion -2.383572 Sum squared resid 0.273406 Schwarz criterion -2.001147 Log likelihood 96.61680 Durbin-Watson stat 2.044286 • Harga Domestik LnHDt Null Hypothesis: DLNHDT has a unit root Exogenous: None Lag Length: 0 Automatic based on AIC, MAXLAG=11 t-Statistic Prob. Augmented Dickey-Fuller test statistic -6.660396 0.0000 Test critical values: 1 level -2.593468 5 level -1.944811 10 level -1.614175 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DLNHDT,2 Method: Least Squares Date: 041907 Time: 08:14 Sampleadjusted: 2000:03 2006:12 Included observations: 82 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. DLNHDT-1 -0.698409 0.104860 -6.660396 0.0000 R-squared 0.353796 Mean dependent var -0.000199 Adjusted R-squared 0.353796 S.D. dependent var 0.019219 S.E. of regression 0.015450 Akaike info criterion -5.490337 Sum squared resid 0.019334 Schwarz criterion -5.460986 Log likelihood 226.1038 Durbin-Watson stat 2.020312 • Nilai Tukar Rupiah LnERt Null Hypothesis: DLNERT has a unit root Exogenous: None Lag Length: 0 Automatic based on AIC, MAXLAG=11 t-Statistic Prob. Augmented Dickey-Fuller test statistic -7.917067 0.0000 Test critical values: 1 level -2.593468 5 level -1.944811 10 level -1.614175 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DLNERT,2 Method: Least Squares Date: 041907 Time: 08:12 Sampleadjusted: 2000:03 2006:12 Included observations: 82 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. DLNERT-1 -0.873012 0.110270 -7.917067 0.0000 R-squared 0.436226 Mean dependent var -0.000325 Adjusted R-squared 0.436226 S.D. dependent var 0.053848 S.E. of regression 0.040432 Akaike info criterion -3.566276 Sum squared resid 0.132414 Schwarz criterion -3.536926 Log likelihood 147.2173 Durbin-Watson stat 1.977903 • Dummy Kebijakan Penghapusan Kuota Dt Null Hypothesis: DDT has a unit root Exogenous: None Lag Length: 0 Automatic based on AIC, MAXLAG=11 t-Statistic Prob. Augmented Dickey-Fuller test statistic -9.000000 0.0000 Test critical values: 1 level -2.593468 5 level -1.944811 10 level -1.614175 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DDT,2 Method: Least Squares Date: 041907 Time: 08:11 Sampleadjusted: 2000:03 2006:12 Included observations: 82 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. DDT-1 -1.000000 0.111111 -9.000000 0.0000 R-squared 0.500000 Mean dependent var 0.000000 Adjusted R-squared 0.500000 S.D. dependent var 0.157135 S.E. of regression 0.111111 Akaike info criterion -1.544452 Sum squared resid 1.000000 Schwarz criterion -1.515102 Log likelihood 64.32253 Durbin-Watson stat 2.000000

5.2 Variabel-variabel Fungsi Ekspor Kain dan Benang Indonesia ke Amerika Serikat.