LAMPIRAN 1. HASIL UJI STASIONERITAS VARIABEL
a. CRD First Different
Null Hypothesis: DCRD has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-6.658755 0.0000
Test critical values: 1 level
-3.557472 5 level
-2.916566 10 level
-2.596116 MacKinnon 1996 one-sided p-values.
Level
Null Hypothesis: CRD has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
1.432862 0.9989
Test critical values: 1 level
-3.555023 5 level
-2.915522 10 level
-2.595565 MacKinnon 1996 one-sided p-values.
b. IR First Different
Null Hypothesis: DIR has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-3.594928 0.0090
Test critical values: 1 level
-3.557472 5 level
-2.916566 10 level
-2.596116 MacKinnon 1996 one-sided p-values.
Level
Null Hypothesis: IR has a unit root Exogenous: Constant
Lag Length: 1 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-2.019345 0.2779
Test critical values: 1 level
-3.557472 5 level
-2.916566 10 level
-2.596116 MacKinnon 1996 one-sided p-values.
c. MARGIN
Level
Null Hypothesis: MARGIN has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-3.274322 0.0210
Test critical values: 1 level
-3.555023 5 level
-2.915522 10 level
-2.595565 MacKinnon 1996 one-sided p-values.
First Different
Null Hypothesis: DMARGIN has a unit root Exogenous: Constant
Lag Length: 2 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-6.884884 0.0000
Test critical values: 1 level
-3.562669 5 level
-2.918778 10 level
-2.597285 MacKinnon 1996 one-sided p-values.
d. PLS
First Different
Null Hypothesis: DPLS has a unit root Exogenous: Constant
Lag Length: 1 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-11.79131 0.0000
Test critical values: 1 level
-3.560019 5 level
-2.917650 10 level
-2.596689
MacKinnon 1996 one-sided p-values.
Level
Null Hypothesis: PLS has a unit root Exogenous: Constant
Lag Length: 3 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-2.013306 0.2804
Test critical values: 1 level
-3.562669 5 level
-2.918778 10 level
-2.597285 MacKinnon 1996 one-sided p-values.
e. PYD First Different