PDB Analisis Interaksi Kebijakan Fiskal dan Moneter Terhadap Stabilitas Ekonomi Makro di Indonesia

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