5. PDB
Pada Level
Null Hypothesis: LOGPDB has a unit root Exogenous: Constant
Lag Length: 4 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
2.036818 0.9998
Test critical values: 1 level
-3.588509 5 level
-2.929734 10 level
-2.603064 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLOGPDB
Method: Least Squares Date: 050313 Time: 11:00
Sample adjusted: 2001Q2 2012Q1 Included observations: 44 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. LOGPDB-1
0.017817 0.008747
2.036818 0.0487
DLOGPDB-1 -0.501247
0.149683 -3.348716
0.0018 DLOGPDB-2
-0.516631 0.147514
-3.502249 0.0012
DLOGPDB-3 -0.490194
0.149620 -3.276250
0.0023 DLOGPDB-4
0.455154 0.145478
3.128680 0.0034
C -0.089170
0.047644 -1.871577
0.0690 R-squared
0.904815 Mean dependent var 0.005682
Adjusted R-squared 0.892291 S.D. dependent var
0.010309 S.E. of regression
0.003383 Akaike info criterion -8.413860
Sum squared resid 0.000435 Schwarz criterion
-8.170562 Log likelihood
191.1049 Hannan-Quinn criter. -8.323634
F-statistic 72.24457 Durbin-Watson stat
1.803606 ProbF-statistic
0.000000
Universita Sumatera Utara
Pada 1st Difference
Null Hypothesis: DLOGPDB has a unit root Exogenous: Constant
Lag Length: 3 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-2.850646 0.0596
Test critical values: 1 level
-3.588509 5 level
-2.929734 10 level
-2.603064 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLOGPDB,2
Method: Least Squares Date: 050313 Time: 11:02
Sample adjusted: 2001Q2 2012Q1 Included observations: 44 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DLOGPDB-1
-1.330399 0.466701
-2.850646 0.0069
DLOGPDB-1,2 0.014341
0.351891 0.040754
0.9677 DLOGPDB-2,2
-0.317417 0.240603
-1.319256 0.1948
DLOGPDB-3,2 -0.626850
0.123260 -5.085604
0.0000 C
0.007730 0.002689
2.874757 0.0065
R-squared 0.962043 Mean dependent var
0.000000 Adjusted R-squared
0.958150 S.D. dependent var 0.017192
S.E. of regression 0.003517 Akaike info criterion
-8.355699 Sum squared resid
0.000482 Schwarz criterion -8.152950
Log likelihood 188.8254 Hannan-Quinn criter.
-8.280510 F-statistic
247.1175 Durbin-Watson stat 1.922476
ProbF-statistic 0.000000
Universita Sumatera Utara
Pada 2nd Difference
Null Hypothesis: DLOGPDB,2 has a unit root Exogenous: Constant
Lag Length: 2 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-34.47048 0.0001
Test critical values: 1 level
-3.588509 5 level
-2.929734 10 level
-2.603064 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLOGPDB,3
Method: Least Squares Date: 050313 Time: 11:03
Sample adjusted: 2001Q2 2012Q1 Included observations: 44 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DLOGPDB-1,2
-3.931101 0.114043
-34.47048 0.0000
DLOGPDB-1,3 1.948734
0.086309 22.57849
0.0000 DLOGPDB-2,3
0.959584 0.042993
22.31965 0.0000
C 0.000215
0.000576 0.374195
0.7102 R-squared
0.985501 Mean dependent var 9.98E-17
Adjusted R-squared 0.984413 S.D. dependent var
0.030578 S.E. of regression
0.003818 Akaike info criterion -8.211886
Sum squared resid 0.000583 Schwarz criterion
-8.049687 Log likelihood
184.6615 Hannan-Quinn criter. -8.151735
F-statistic 906.2496 Durbin-Watson stat
2.259412 ProbF-statistic
0.000000
Universita Sumatera Utara
6. Investasi