IM2 ICPI KESIMPULAN DAN SARAN

e. CPI

Dependent Variable: ICPI Method: ML - ARCH Marquardt Date: 081406 Time: 08:39 Sampleadjusted: 1995:03 2005:12 Included observations: 130 after adjusting endpoints Convergence achieved after 56 iterations Variance backcast: ON Coefficient Std. Error z-Statistic Prob. C -0.001055 0.009100 -0.115886 0.9077 ICPI-1 0.616501 0.113900 5.412644 0.0000 Variance Equation C 0.003860 0.000281 13.75059 0.0000 ARCH1 0.212853 0.090132 2.361573 0.0182 R-squared 0.293247 Mean dependent var -0.000378 Adjusted R-squared 0.276419 S.D. dependent var 0.087938 S.E. of regression 0.074803 Akaike info criterion -2.508216 Sum squared resid 0.705035 Schwarz criterion -2.419984 Log likelihood 167.0340 F-statistic 17.42666 Durbin-Watson stat 2.050558 ProbF-statistic 0.000000

f. IBV

Dependent Variable: IIBV Method: ML - ARCH Marquardt Date: 081506 Time: 06:24 Sampleadjusted: 1995:03 2005:12 Included observations: 130 after adjusting endpoints Convergence achieved after 28 iterations Variance backcast: ON Coefficient Std. Error z-Statistic Prob. C -0.015692 0.009335 -1.681017 0.0928 IIBV-1 0.456209 0.040864 11.16405 0.0000 Variance Equation C 0.013468 0.002654 5.073826 0.0000 ARCH1 1.686954 0.336316 5.015979 0.0000 R-squared -0.035777 Mean dependent var -0.001196 Adjusted R-squared -0.060439 S.D. dependent var 0.284622 S.E. of regression 0.293097 Akaike info criterion -0.076033 Sum squared resid 10.82415 Schwarz criterion 0.012198 Log likelihood 8.942172 Durbin-Watson stat 2.487157 Lampiran 7. Sinyal dan Crisis Window untuk Krisis Nilai Tukar Indikator Pembentuk Sinyal Periode Crisis Window Indikator Komposit krisis 12 Bulan Periode reer dc m2 cpi eq imv ISP ISP 1995 jan feb mar 0 0 0 0 0 0 0 0 apr 1 0 0 0 0 1 0 0 may 0 0 0 0 0 0 0 0 jun 0 0 0 0 1 0 0 0 jul 0 0 0 0 0 0 0 0 aug 0 0 0 0 0 0 0 0 sep 0 0 0 0 0 0 0 0 oct 0 0 0 0 0 0 0 0 nov 0 0 0 0 0 0 0 0 dec 0 0 0 0 0 0 0 0 1996 jan 0 0 0 0 0 0 0 0 feb 1 1 0 1 0 1 0 0 mar 0 0 1 0 0 0 0 0 apr 0 0 0 1 0 0 0 0 may 0 0 0 0 0 0 0 0 jun 0 0 0 0 0 0 0 0 jul 0 0 0 1 0 0 0 0 aug 0 0 0 0 1 0 0 0 sep 0 0 0 0 0 0 0 1 oct 0 0 0 0 0 0 0 1 nov 0 0 0 0 0 0 0 1 dec 0 0 1 0 0 0 0 1 1997 jan 0 0 1 0 0 0 0 1 feb 1 0 0 0 0 0 0 1 mar 0 0 0 0 0 0 0 1 apr 0 0 0 0 0 0 0 1 may 0 0 0 0 0 0 0 1 jun 0 0 0 0 0 0 0 1 jul 0 1 0 0 0 0 0 1 aug 0 0 0 0 0 0 1 1 sep 0 0 0 0 1 1 1 1 oct 0 0 0 0 0 0 1 1 nov 0 0 0 0 0 0 0 1 dec 0 0 0 0 0 0 0 1 1998 jan 1 0 0 0 0 0 0 1 feb 1 1 1 1 0 0 1 1 mar 1 1 1 1 0 1 0 1 apr 0 0 0 0 0 1 0 1 may 0 0 0 0 0 0 0 1 jun 1 0 1 0 0 0 1 1 Lampiran 7. Lanjutan