Saran Penelitian Lanjutan KESIMPULAN DAN REKOMENDASI KEBIJAKAN
LAMPIRAN
Lampiran 1. Agregasi dan Disagregasi Sektor dalam Penelitian No.
Klasifikasi 66 Sektor Klasifikasi 44 Sektor
1 Padi
Padi 2
Tanaman Kacang-kacangan Tanaman bahan makanan lain
3 Jagung
Tanaman bahan makanan lain 4
Tanaman Umbi-umbian Tanaman bahan makanan lain
5 Sayur-sayuran dan buah-buahan
Tanaman bahan makanan lain 6
Tanaman makanan lainnya Tanaman bahan makanan lain
7 Karet
Karet 8
Tebu Tebu
9 Kelapa
Kelapa 10 Kelapa Sawit
Sawit 11 Tembakau
Tembakau 12 Kopi
Kopi 13 Teh
Teh 14 Cengkeh
Cengkeh 15 Hasil tanaman serat
Tanaman perkebunan lain 16 Tanaman perkebunan lainnya
Tanaman perkebunan lain 17 Tanaman lainnya
Tanaman perkebunan lain 18 Peternakan
Peternakan 19 Pemotongan hewan
Peternakan 20 Unggas dan hasil-hasilnya
Pertenakan 21 Kayu
Kehutanan 22 Hasil hutan lainnya
Kehutanan 23 Perikanan
Perikanan 24
Penambangan batu bara dan bijih logam
Penambangan batu bara, logam dan lainnya
25 Penambangan minyak, gas dan
panas bumi Penambangan minyak, gas dan
panas bumi
26 Penambangan dan penggalian
lainnya Penambangan batu bara, logam dan
lainnya 27
Industri pengolahan dan pengawetan makanan
Industri makanan olahan Industri makanan olahan laut
28 Industri minyak dan lemak Industri minyak dan lemak
29 Industri penggilingan padi Industri makanan olahan
30 Industri tepung, segala jenisnya Industri makanan olahan
31 Industri gula Industri makanan olahan
32 Industri makanan lainnya Industri makanan olahan
33 Industri minuman Industri makanan olahan
34 Industri rokok Industri makanan olahan
35 Industri pemintalan Industri tekstil, pakaian dan kulit
Lampiran 1. Lanjutan No.
Klasifikasi 66 Sektor Klasifikasi 44 Sektor
36 Industri tekstil, pakaian dan kulit Industri tekstil, pakaian dan kulit
Industri alas kaki 37 Industri bambu, kayu dan rotan
Industri bambu, kayu dan rotan 38
Industri kertas, barang dari kertas dan karton
Industri kertas, barang dari kertas dan karton
39 Industri pupuk dan pestisida Industri pupuk dan pestisida
40 Industri kimia Industri lain
41 Pengilangan minyak bumi Pengilangan minyak bumi
42 Industri barang karet dan plastic Industri barang karet dan plastic
43 Industri barang-barang dari mineral
bukan logam Industri lain
44 Indutri semen Indutri semen
45 Industri dasar besi dan baja Industri dasar besi dan baja
46 Industri logam dasar bukan besi Industri lainnya
47 Industri barang dari logam Industri lain
48 Industri mesin, alat-alat dan
perlengkapan listrik Industri mesin, alat-alat dan
perlengkapan listrik
49 Industri alat pengangkutan dan
perbaikannya Industri alat pengangkutan dan
perbaikannya
50 Industri barang lain yang belum
digolongkan dimanapun Industri lain
51 Listrik, gas dan air bersih Listrik
Gas dan air bersih 52 Bangunan
Bangunan 53 Perdagangan
Perdagangan 54 Restoran dan hotel
Restoran dan hotel 55 Angkutan kereta api
Angkutan darat 56 Angkutan darat
Angkutan darat 57 Angkutan air
Angkutan air 58 Angkutan udara
Angkutan udara 59 Jasa penunjang angkutan
Jasa lain 60 Komunikasi
Komunikasi 61 Lembaga keuangan
Lembaga keuangan 62
Usaha bangunan dan jasa perusahaan
Jasa lain 63
Pemerintahan umum dan pertahanan
Jasa pemerintah 64 Jasa sosial kemasyarakatan
Jasa lain 65 Jasa lainnya
Jasa lain 66 Kegiatan yang tak jelas batasannya
Jasa lain Sumber: Badan Pusat Statistik, 2010b diolah.
Lampiran 2. Pembayaran Upah Tiap Sektor Berdasarkan Jenis Pekerjaan, Tahun 2008
Milyar Rupiah No.
Sektor unskill
skill Total
1 Padi
21744.97 120.58
21865.55 2
Tanaman Lain 42449.64
235.40 42685.04
3 Karet
11832.36 341.04
12173.40 4
Tebu 2372.80
68.39 2441.19
5 Kelapa
2608.10 75.17
2683.27 6
Sawit 13079.64
376.99 13456.63
7 Tembakau
723.64 20.86
744.50 8
Kopi 1632.77
47.06 1679.83
9 Teh
296.13 8.54
304.67 10
Sektor 504.22
14.53 518.75
11 Cengkeh
7252.26 209.03
7461.29 12
KebunLain 41053.36
2348.16 43401.52
13 Peternakan
7884.17 972.10
8856.27 14
Kehutanan 25582.75
868.51 26451.26
15 Perikanan
14381.63 12951.67
27333.30 16
Minyak Gas Panas Bumi 29552.06
26613.70 56165.76
17 Batu bara dan galian Logam
18370.78 5167.96
23538.74 18
Minyak Lemak hewani dan Nabati
3245.67 834.10
4079.77 19
Makanan Olahan Laut 44808.23
11515.28 56323.51
20 Makanan Olahan lainnya
22624.92 4050.36
26675.28 21
Tekstil 7850.12
1405.35 9255.47
22 Alas Kaki
18843.39 1512.00
20355.39 23
Bambu Kayu Rotan 11743.15
4009.18 15752.33
24 Kertas
15573.22 5821.65
21394.87 25
Karet Plastik 8730.51
3263.68 11994.19
26 Pupuk dan Pestisida
44589.07 16668.49
61257.56 27
Kilang Minyak 3004.19
1123.04 4127.23
28 Semen
1620.10 605.63
2225.73 29
Besi dan Baja 32542.54
12165.20 44707.74
30 Industri Logam
28023.53 10475.88
38499.41 31
Mesin Listrik 24745.31
9250.41 33995.72
32 Alat Angkut
28334.18 10592.01
38926.19 33
Industri Lain 13585.52
12179.85 25765.37
34 Listrik
3061.03 2744.31
5805.34 35
Gas dan Air bersih 137394.88
30461.04 167855.92
36 Bangunan
8347.75 142990.86
151338.61 37
Perdagangan 1097.58
52534.55 53632.13
Lampiran 2. Lanjutan Milyar Rupiah
No. Sektor
unskill skill
Total 38
Restoran dan Hotel 47870.51
10726.19 58596.70
39 Angkutan Darat
3887.01 4733.53
8620.54 40
Angkutan Air 4525.30
5510.81 10036.11
41 Angkutan Udara
13492.71 16431.16
29923.87 42
Komunikasi 842.81
50896.84 51739.65
43 Lembaga Keuangan
17208.43 289194.72
306403.15 44
Jasa Pemerintah 2465.66
52735.80 55201.46
Sumber: Badan Pusat Statistik, 2010b diolah.
Lampiran 3. Pendapatan Lahan dan Modal Tahun 2008 Milyar Rupiah
No Sektor
Lahan Modal
Tetap Modal
Variabel 1
Padi 48275.48
55124.85 2
Tanaman Lain 97656.36
111511.93 3
Karet 6086.38
5211.91 4
Tebu 2496.47
2137.79 5
Kelapa 5915.02
5065.17 6
Sawit 15661.38
13411.22 7
Tembakau 572.45
490.21 8
Kopi 2645.81
2265.67 9
Teh 292.20
250.22 10
Cengkeh 1015.37
869.49 11
KebunLain 12353.56
10578.66 12
Peternakan 25461.38
60405.63 13
Kehutanan 15476.95
15800.56 14
Perikanan 81170.57
26182.27 15
Minyak Gas Panas Bumi 263195.25
8588.06 16
Batu bara dan galian Logam 103857.05
91600.46 17
Minyak Lemak hewani dan Nabati
38509.84 5433.73
18 Makanan Olahan Laut
981.64 2444.91
19 Makanan Olahan lainnya
90423.52 60753.64
20 Tekstil
30179.54 38674.99
21 Alas Kaki
1958.49 2575.30
22 Bambu Kayu Rotan
42868.00 8342.22
23 Kertas
31106.45 5215.58
24 Karet Plastik
17630.09 20169.17
25 Pupuk dan Pestisida
10872.75 8399.17
26 Kilang Minyak
134501.44 137666.16
27 Semen
4686.16 5033.66
28 Besi dan Baja
5554.86 5230.58
29 Industri Logam
36561.40 41974.58
30 Mesin Listrik
42340.84 50070.92
31 Alat Angkut
34586.48 31767.81
32 Industri Lain
30292.54 41014.30
33 Listrik
46567.35 40031.88
34 Gas dan Air bersih
3392.89 2916.71
35 Bangunan
221908.02 45536.86
36 Perdagangan
344354.13 18132.48
37 Restoran dan Hotel
75931.59 15671.43
Lampiran 3. Lanjutan Milyar Rupiah
No Sektor
Lahan Modal
Tetap Modal
Variabel 38
Angkutan Darat 66010.72
15327.84 39
Angkutan Air 9214.45
5874.01 40
Angkutan Udara 1790.20
8892.54 41
Komunikasi 72961.76
44805.13 42
Lembaga Keuangan 104016.43
20074.72 43
Jasa Pemerintah 166882.34
62933.53 44
Jasa Lain 74420.58
11044.79 Sumber: Badan Pusat Statistik, 2010b diolah.
Lampiran 4. Nilai Elastisitas Armington, Permintaan Ekspor, Substitusi Input Primer, dan Substitusi Tenaga Kerja pada Masing-masing
Komoditi
No Sektor
Elastisitas Armington
Elastisitas Ekspor
Elastisitas Substitusi
Input Primer
Elasitisitas Substitusi
Tenaga Kerja
1 Padi
5.10 -9.98
0.50 0.50
2 Tanaman Lain
2.70 -9.98
0.50 0.50
3 Karet
2.50 -4.99
0.50 0.50
4 Tebu
2.70 -5.39
0.50 0.50
5 Kelapa
2.50 -4.99
0.50 0.50
6 Sawit
2.50 -4.87
0.50 0.50
7 Tembakau
2.50 -3.86
0.50 0.50
8 Kopi
2.50 -2.24
0.50 0.50
9 Teh
2.50 -2.24
0.50 0.50
10 Cengkeh
2.50 -2.24
0.50 0.50
11 KebunLain
2.50 -2.24
0.50 0.50
12 Peternakan
1.30 -4.00
0.50 0.50
13 Kehutanan
3.40 -4.62
0.50 0.50
14 Perikanan
1.30 -2.23
0.50 0.50
15 Minyak Gas Panas
Bumi 11.20
-2.57 0.50
0.44 16
Batu bara dan galian Logam
3.40 -5.19
0.50 0.44
17 Minyak Lemak
hewani dan Nabati 3.30
-5.76 0.50
0.44 18
Makanan Olahan Laut
2.00 -2.23
0.50 0.44
19 Makanan Olahan
lainnya 1.90
-8.89 0.50
0.44 20
Tekstil 3.80
-7.26 0.50
0.44 21
Alas Kaki 3.70
-7.7 0.50
0.44 22
Bambu Kayu Rotan
3.40 -6.01
0.50 0.44
23 Kertas
3.00 -5.5
0.50 0.44
24 Karet Plastik
3.30 -7.42
0.50 0.44
25 Pupuk dan
Pestisida 3.30
-6.49 0.50
0.44 26
Kilang Minyak 2.10
-4.09 0.50
0.44 27
Semen 3.80
-7.42 0.50
0.44 28
Besi dan Baja 3.80
-7.42 0.50
0.44
Lampiran 4. Lanjutan
No Sektor
Elastisitas Armington
Elastisitas Ekspor
Elastisitas Substitusi
Input Primer
Elasitisitas Substitusi
Tenaga Kerja
29 Industri Logam
3.80 -7.42
0.50 0.44
30 Mesin Listrik
4.10 -7.42
0.50 0.44
31 Alat Angkut
4.30 -8.53
0.50 0.44
32 Industri Lain
3.80 -7.42
0.50 0.44
33 Listrik
10.00 -5.60
0.50 0.50
34 Gas dan Air bersih
10.00 -5.58
0.50 0.50
35 Bangunan
1.90 -3.78
0.50 0.50
36 Perdagangan
1.90 -3.79
0.50 0.50
37 Restoran dan Hotel
1.90 -3.79
0.50 0.50
38 Angkutan Darat
1.90 -3.78
0.50 0.07
39 Angkutan Air
1.90 -3.78
0.50 0.07
40 Angkutan Udara
1.90 -3.78
0.50 0.07
41 Komunikasi
1.90 -3.78
0.50 0.50
42 Lembaga
Keuangan 1.90
-3.78 0.50
0.50 43
Jasa Pemerintah 1.90
-3.77 0.50
0.50 44
Jasa Lain 1.90
-3.79 0.50
0.50 Total
143.56 -227.61
22.0 19.63
Sumber: Global Trade Analysis Project Database, 2010.
Lampiran 5. Elastisitas Pengeluaran Berdasarkan Kelompok Rumah Tangga
No. Sektor
rural1 rural2 rural3 rural4 rural5 rural6 rural7 urban1 urban2 urban3 1 Padi
0.86 0.86
0.86 0.86
0.86 0.86
0.86 0.86
0.86 0.86
2 Tanaman Lain 4.30
4.30 4.30
4.30 4.30
4.30 4.30
4.30 4.30
4.30 3 Karet
0.86 0.94
0.96 0.95
0.88 0.90
0.96 0.69
0.68 0.67
4 Tebu 0.86
0.94 0.96
0.95 0.88
0.90 0.96
0.69 0.68
0.67 5 Kelapa
0.86 0.94
0.96 0.95
0.88 0.90
0.96 0.69
0.68 0.67
6 Sawit 0.86
0.94 0.96
0.95 0.88
0.90 0.96
0.69 0.68
0.67 7 Tembakau
0.86 0.94
0.96 0.95
0.88 0.90
0.96 0.69
0.68 0.67
8 Kopi 0.86
0.94 0.96
0.95 0.88
0.90 0.96
0.69 0.68
0.67 9 Teh
0.86 0.94
0.96 0.95
0.88 0.90
0.96 0.69
0.68 0.67
10 Cengkeh 0.86
0.94 0.96
0.95 0.88
0.90 0.96
0.69 0.68
0.67 11 KebunLain
2.58 2.82
2.88 2.85
2.64 2.70
2.88 2.07
2.04 2.01
12 Peternakan 5.31
5.82 6.00
5.88 5.49
5.55 5.94
5.52 5.40
5.34 13 Kehutanan
1.08 1.18
1.20 1.18
1.10 1.12
1.20 1.88
1.84 1.82
14 Perikanan 0.99
0.99 0.99
0.99 0.99
0.99 0.99
0.99 0.99
0.99 15 Minyak Gas Panas Bumi
0.54 0.59
0.60 0.59
0.55 0.56
0.60 0.94
0.92 0.91
16 Batu bara dan galian Logam 1.08
1.18 1.20
1.18 1.10
1.12 1.20
1.88 1.84
1.82 17 Minyak Lemak hewani dan Nabati
0.69 0.75
0.78 0.76
0.71 0.72
0.77 1.24
1.21 1.20
18 Makanan Olahan Laut 0.69
0.75 0.78
0.76 0.71
0.72 0.77
1.24 1.21
1.20 19 Makanan Olahan lainnya
4.83 5.25
5.46 5.32
4.97 5.04
5.39 8.68
8.47 8.40
20 Tekstil 2.22
2.42 2.50
2.46 2.28
2.32 2.48
1.66 1.62
1.60 21 Alas Kaki
1.11 1.21
1.25 1.23
1.14 1.16
1.24 0.83
0.81 0.80
22 Bambu Kayu Rotan 0.66
0.73 0.75
0.74 0.69
0.69 0.74
0.66 0.64
0.63 23 Kertas
0.66 0.73
0.75 0.74
0.69 0.69
0.74 0.66
0.64 0.63
24 Karet Plastik 0.66
0.73 0.75
0.74 0.69
0.69 0.74
0.66 0.64
0.63 25 Pupuk dan Pestisida
0.66 0.73
0.75 0.74
0.69 0.69
0.74 0.66
0.64 0.63
26 Kilang Minyak 0.66
0.73 0.75
0.74 0.69
0.69 0.74
0.66 0.64
0.63 27 Semen
0.66 0.73
0.75 0.74
0.69 0.69
0.74 0.66
0.64 0.63
28 Besi dan Baja 0.66
0.73 0.75
0.74 0.69
0.69 0.74
0.66 0.64
0.63 29 Industri Logam
1.32 1.46
1.50 1.48
1.38 1.38
1.48 1.32
1.28 1.26
Lampiran 5. Lanjutan
No Sektor
rural1 rural2 rural3 rural4
rural5 rural6
rural7 urban1 urban2 urban3 30 Mesin Listrik
0.66 0.73
0.75 0.74
0.69 0.69
0.74 0.66
0.64 0.63
31 Alat Angkut 0.66
0.73 0.75
0.74 0.69
0.69 0.74
0.66 0.64
0.63 32 Industri Lain
1.98 2.19
2.25 2.22
2.07 2.07
2.22 1.98
1.92 1.89
33 Listrik 0.54
0.59 0.60
0.59 0.55
0.56 0.60
0.94 0.92
0.91 34 Gas dan Air bersih
0.54 0.59
0.60 0.59
0.55 0.56
0.60 0.94
0.92 0.91
35 Bangunan 0.69
0.75 0.78
0.76 0.71
0.72 0.77
1.24 1.21
1.20 36 Perdagangan
0.95 1.04
1.07 1.05
0.98 0.99
1.06 1.29
1.26 1.25
37 Restoran dan Hotel 0.99
1.08 1.11
1.09 1.02
1.03 1.10
0.85 0.83
0.83 38 Angkutan Darat
2.89 3.18
3.27 3.21
3.00 3.03
3.24 2.79
2.72 2.71
39 Angkutan Air 0.95
1.04 1.07
1.05 0.98
0.99 1.06
1.29 1.26
1.25 40 Angkutan Udara
0.95 1.04
1.07 1.05
0.98 0.99
1.06 1.29
1.26 1.25
41 Komunikasi 0.95
1.04 1.07
1.05 0.98
0.99 1.06
1.29 1.26
1.25 42 Lembaga Keuangan
0.66 0.73
0.75 0.74
0.69 0.69
0.74 0.66
0.64 0.63
43 Jasa Pemerintah 2.64
2.90 2.98
2.93 2.72
2.77 2.96
3.37 3.29
3.27 44 Jasa Lain
2.62 2.86
2.96 2.90
2.70 2.74
2.92 2.10
2.06 2.04
Sumber: Global Trade Analysis Project Database, 2010.
Lampiran 6. Nilai Penjualan Setiap Sektor Diirinci Menurut Jenisnya, Tahun 2008
Milyar Rupiah
1 Padi 164955.60
0.00 0.00
0.03 0.00
3027.00 167982.60 2 Tanaman Lain
110618.60 5.13 200215.40
657.90 0.00 -12507.00 298990.00
3 Karet 34693.37
212.35 0.00
95.02 0.00
807.00 35807.74 4 Tebu
10116.74 0.00
62.98 0.69
0.00 113.00 10293.41
5 Kelapa 10962.55
241.53 7769.61
269.18 0.00
-597.00 18645.87 6 Sawit
76716.63 684.41
0.00 297.57
0.00 -700.00 76998.61
7 Tembakau 3362.14
0.00 717.08
0.00 0.00
-151.00 3928.22
8 Kopi 3997.92
186.64 643.66
6599.86 0.00
-726.00 10702.08 9 Teh
843.68 12.35
128.96 22.78
0.00 -2.00
1005.77 10 Cengkeh
2662.78 42.06
2.40 230.31
0.00 -14.00
2923.55 11 KebunLain
27430.46 63.38
3216.37 10833.51 0.00
378.00 41921.72 12 Peternakan
138038.10 734.67 133554.60
425.58 0.00 -8139.00 264613.90
13 Kehutanan 44037.66
0.00 5138.43
400.26 0.00
2706.00 52282.35 14 Perikanan
72227.52 0.00 111657.30
2829.29 0.00 -4588.00 182126.10
15 Minyak Gas Panas Bumi 193574.20
959.03 0.00 128371.00
0.00 32989.00 355893.30 16 Batu bara dan galian Logam
195896.00 0.00
1041.89 106905.80 0.00 34032.00 337875.60
17 Minyak Lemak hewani dan Nabati 57065.65
0.00 18150.74 130005.40 0.00 -10498.00 194723.80
18 Makanan Olahan Laut 12478.68
0.00 25988.33 19068.32 0.00 -3972.95 53562.38
19 Makanan Olahan lainnya 217990.00
0.00 479218.80 14567.44 0.00 -11767.00 700009.20
20 Tekstil 91616.34
163.76 76028.18 89073.81 0.00 10102.95 266985.00
21 Alas Kaki 1111.68
0.00 10503.97 12674.42 0.00
1703.05 25993.13 22 Bambu Kayu Rotan
97821.37 137.43 33058.02 37445.20
0.00 4144.00 172606.00
23 Kertas 89917.20
0.00 15121.86
40187.33 0.00
140.00 145366.40 24 Karet Plastik
93895.73 0.00
58947.77 73797.29
0.00 358.00 226998.80
25 Pupuk dan Pestisida 43187.95
0.00 767.23
2907.90 0.00
2119.00 48982.08
26 Kilang Minyak 242165.90
0.00 28631.13 172772.40
0.00 -37644.00 405925.40 27 Semen
34082.78 0.00
0.00 699.33
0.00 568.00
35350.11
Pengeluaran Pemerintah
Perubahan Stok
Total No
Sektor Produk
Antara ik
Investasi Kons. RT Ekspor
Lampiran 6. Lanjutan
Milyar Rupiah
28 Besi dan Baja 38630.84
0.00 0.00
12918.42 0.00
808.00 52357.26
29 Industri Logam 169690.50
6784.08 17990.63
75321.23 0.00
24159.00 293945.40 30 Mesin Listrik
176610.00 53892.48 112887.30
91661.55 0.00
36314.00 471365.40 31 Alat Angkut
80560.76 22030.79 106856.60
39209.54 0.00
3449.00 252106.70 32 Industri Lain
232898.10 1574.10
77534.66 74250.73
0.00 -26851.00 359406.60 33 Listrik
77149.34 0.00
32650.90 0.00
0.00 0.00 109800.30
34 Gas dan Air bersih 4542.82
0.00 4685.73
0.00 0.00
0.00 9228.54
35 Bangunan 98557.70 1129077.00
0.00 0.00
0.00 0.00 1227635.00
36 Perdagangan 416581.60
37695.21 373736.00 147750.80 0.00
3638.00 979401.60 37 Restoran dan Hotel
61755.09 0.00 229981.70
38535.21 0.00
0.00 330272.00 38 Angkutan Darat
171667.40 7978.08 112463.50
28893.82 0.00
614.00 321616.80 39 Angkutan Air
24131.76 1654.78
13820.12 34080.04
0.00 268.00
73954.70 40 Angkutan Udara
25368.73 207.11
36014.20 7996.81
0.00 36.00
69622.86 41 Komunikasi
82676.75 0.00
87583.84 19081.33
0.00 0.00 189341.90
42 Lembaga Keuangan 211570.50
0.00 53737.70
3754.16 0.00
0.00 269062.40 43 Jasa Pemerintah
209332.80 2391.87 238831.30
31139.18 411823.40
0.00 893518.60 44 Jasa Lain
153012.60 15436.50 115943.00
4876.40 0.00
0.00 289268.50 Total
4306204.50 1282165.60 2825282.80 1460606.80 411823.40
44316.01 10330397.20
Pengeluaran Pemerintah
No Sektor
Produk Antara
ik Investasi Kons. RT
Ekspor Perubahan
Stok Total
Sumber: Badan Pusat Statistik, 2010b dan 2007 diolah.
Lampiran 7. Biaya Produksi Setiap Sektor Dirinci Menurut Jenisnya, Tahun 2008
Milyar Rupiah
No Sektor
Input Antara Domestik
Input Antara Impor
Pajak Tak Lsg
Upah Gaji Kapital
Lahan Pajak
Produksi Total
1 Padi 34698.18
7863.77 764.47
21865.55 55124.85
48275.48 -609.42
167982.90 2 Tanaman Lain
41151.58 5558.50
704.63 42685.04 111511.90
97656.36 -278.11
298989.90 3 Karet
11780.25 420.71
134.71 12173.40
5211.91 6086.38
0.00 35807.36
4 Tebu 2642.62
523.48 51.33
2441.19 2137.79
2496.47 0.00
10292.88 5 Kelapa
4545.24 377.71
59.23 2683.27
5065.18 5915.02
0.00 18645.64
6 Sawit 26462.50
7385.85 621.41
13456.63 13411.22
15661.38 0.00
76998.99 7 Tembakau
2009.54 90.83
20.52 744.50
490.21 572.45
0.00 3928.05
8 Kopi 3949.26
116.03 45.90
1679.83 2265.67
2645.81 0.00
10702.50 9 Teh
145.87 10.67
1.79 304.67
250.22 292.20
0.00 1005.41
10 Cengkeh 504.03
11.26 4.61
518.75 869.49
1015.37 0.00
2923.51 11 KebunLain
11267.28 143.04
112.70 7461.29
10578.66 12353.56
0.00 41916.53
12 Peternakan 127581.60
5614.51 2149.47
43401.52 60405.63
25461.38 0.00
264614.10 13 Kehutanan
11033.36 924.24
190.61 8856.27
15800.56 15476.95
0.00 52281.99
14 Perikanan 44747.04
3104.71 568.08
26451.26 26182.27
81170.57 -97.73
182126.20 15 Minyak Gas Panas Bumi
35713.88 19684.31
1378.37 27333.30 271783.30
0.00 0.00
355893.20 16 Batu bara dan galian Logam
79507.25 4908.35
1836.79 56165.76 195457.50
0.00 0.00
337875.70 17 Minyak Lemak hewani dan Nabati
125444.30 522.51
1275.00 23538.74
43943.57 0.00
0.00 194724.10
18 Makanan Olahan Laut 59032.13
765.77 0.00
4079.77 3426.55
0.00 0.00
67304.22 19 Makanan Olahan lainnya
428387.50 38738.98
11640.89 56323.51 151177.20
0.00 0.00
686268.00 20 Tekstil
135822.60 26857.91
7062.95 26675.28
68854.53 0.00
0.00 265273.30
21 Alas Kaki 13516.21
404.67 0.00
9255.47 4533.79
0.00 0.00
27710.14 22 Bambu Kayu Rotan
90097.84 8679.90
2262.43 20355.39
51210.22 0.00
0.00 172605.80
23 Kertas 73563.76
17121.49 2607.09
15752.33 36322.03
0.00 0.00
145366.70 24 Karet Plastik
122672.60 38499.58
6632.43 21394.87
37799.26 0.00
0.00 226998.80
25 Pupuk dan Pestisida 26757.43
4633.33 1489.09
11994.19 19271.92
0.00 -15163.90 48982.07
26 Kilang Minyak 85085.86
82155.37 3175.96
61257.56 272167.60 0.00 -97917.20
405925.10 27 Semen
19421.16 1354.76
727.55 4127.23
9719.82 0.00
0.00 35350.52
28 Besi dan Baja 23722.01
13786.77 1836.93
2225.73 10785.44
0.00 0.00
52356.88 29 Industri Logam
123094.20 41150.50
6456.87 44707.74
78535.98 0.00
0.00 293945.30
30 Mesin Listrik 205982.60 119256.60
15214.61 38499.41
92411.77 0.00
0.00 471365.00
31 Alat Angkut 91326.11
54038.22 6392.55
33995.72 66354.29
0.00 0.00
252106.90
Lampiran 7. Lanjutan
Milyar Rupiah
No Sektor
Input Antara Domestik
Input Antara Impor
Pajak Tak Lsg
Upah Gaji Kapital
Lahan Pajak
Produksi Total
32 Industri Lain 165509.10
74287.16 9377.42
38926.19 71306.84
0.00 0.00
359406.70 33 Listrik
68030.72 6961.48
1809.19 25765.37
86599.23 0.00
-83906.50 105259.50
34 Gas dan Air bersih 1595.10
59.30 0.00
5805.34 6309.59
0.00 0.00
13769.33 35 Bangunan
643203.40 128166.40 20963.98 167855.90 267444.90
0.00 0.00 1227635.00
36 Perdagangan 417205.90
41424.86 6945.81 151338.60 362486.60
0.00 0.00
979401.80 37 Restoran dan Hotel
179465.10 1589.01
3982.73 53632.13
91603.02 0.00
0.00 330272.00
38 Angkutan Darat 156875.30
23074.47 2420.00
58596.70 81338.56
0.00 -688.42
321616.60 39 Angkutan Air
35984.74 14218.05
892.87 8620.54
15088.46 0.00
-850.00 73954.66
40 Angkutan Udara 30874.09
17129.69 900.23
10036.11 10682.74
0.00 0.00
69622.86 41 Komunikasi
37059.27 4250.32
491.61 29923.87 117766.90
0.00 -150.00
189342.00 42 Lembaga Keuangan
85323.46 7060.54
847.52 51739.65 124091.10
0.00 0.00
269062.30 43 Jasa Pemerintah
315284.10 35969.87
6045.88 306403.20 229815.90 0.00
0.00 893518.80
44 Jasa Lain 108128.50
35611.79 4902.08
55201.46 85465.37
0.00 -40.70
289268.50 Total
4306204.50 894507.30 134998.30 1606250.20 3273060.50 315079.40 -199702.00 10330397.20
Sumber: Badan Pusat Statistik, 2010b dan 2007 diolah.
Lampiran 8. Komponen Database 44 Sektor
No Header
Tipe Dimensi
Koefisien Total
Deskripsi 1 0TAR
RE COM
V0TAR -18423.40 V0TARCom
2 1ARM RE
COM SIGMA1
143.56 SIGMA1Com 3 1CAG
RE AGIN
V1CAPA 309305.60 Capital rentals
4 1CAP RE
KAPNAGR V1CAPN
2963754.00 V1CAPNRNANL:NAI 5 1LND
RE IND
V1LND 315079.40 Land rentals
6 1OCT RE
IND V1OCT
-199702.00 Otehr cost tickets 7 CAPA
RE HH
MMAN 309305.60 MMANHH
8 CAPN RE
HH MMNN
856197.20 mobile cap owned by hh non agr 9 CAPS
RE HHNAGR
FIXEDK 2107557.00 Fixed cap owned by hh non agr
10 SLAB RE
IND SIGMA1LAB
19.63 SIGMA1LAB IND 11 P028
RE IND
SIGMA1PRIM 22.00 Primary factor substitution elasticity
12 2ARM RE
COM SIGMA2
44.00 SIGMA2COM 13 3ARM
RE COM
SIGMA3 88.00 SIGMA3COM
14 SCET RE
IND SIGMA1OUT
0.00 SIGMA1OUT 15 P021
RE HH
FRISCH -28.75 Frisch LES parameter
16 TRAN RE
TYPE TRANSFER_F
27445.87 Gov Trans foreign 17 GOHH
RE HHTYPE
TRANSFER_H 207590.50 Gov Trans household
18 HINC RE
HHOCC HINC
8015169.00 HINCHH:OCC 19 LAND
RE AGINHH
LANDS 315079.40 household land rental by ind
20 P018 RE
COM EXP_ELAST
-227.61 Export demand elas 21 1REG
RE INDREG
36.03 Region Output Share 22 2REG
RE INDREG
16.00 Region Investment Share 23 4REG
RE INDREG
43.97 Region Export Share 24 5REG
RE INDREG
43.57 Region Otehr Share 25 1BAS
RE COMSRCIND
V1BAS 5200712.00 Intermediate Basic
26 2BAS RE
COMSRCIND V2BAS
1378153.00 Investment Basic 27 2BS_
RE COMSRC
V2BASOLD 1378153.00 Investment Basic
28 2TOT RE
IND V2TOT
1405455.00 Investment by Ind 29 3BAS
RE COMSRCHH
V3BAS 3100906.00 Households Basic
30 4BAS RE
COM V4BAS
1460607.00 Exports Basic 31 5BAS
RE COMSRC
V5BAS 415977.60 Government Basic
32 6BAS RE
COMSRC V6DOM
103375.20 Inventory Changes 33 1MAR
RE COMSRCINDMARG
V1MAR 0.00 Intermediate Margins
34 2MAR RE
COMSRCINDMARG V2MAR
0.00 Investment Margins 35 3MAR
RE COMSRC4HH
V3MAR 0.00 Households Margins
36 4MAR RE
COMMARG V4MAR
0.00 Exports Margins 37 5MAR
RE COMSRCMARG
V5MAR 0.00 Government Margins
38 1TAX RE
COMSRCIND V1TAX
134998.30 Intermediate Tax
Lampiran 8. Lanjutan
No Header
Tipe Dimensi
Koefisien Total
Deskripsi 39 2TAX
RE COMSRCIND
V2TAX 27302.61 Investment Tax
40 2TX_ RE
COMSRC V2TAXOLD
27302.62 Investment Tax 41 3TAX
RE COMSRCHH
V3TAX 94898.86 Households Tax
42 4TAX RE
COM V4TAX
26631.07 Exports Tax 43 5TAX
RE COMSRC
V5TAX 889.10 Government Tax
44 1LAB RE
INDOCC V1LAB
1606250.00 Labour 45 MAKE
RE COMIND
MAKE 10330396.00 Multiproduct Matrix
46 XPEL RE
COMHH EPS
622.79 Expenditure Elasticities 48 TRNL
RE IND
TRNL 0.00 TRNL
50 PINC RE
HH V0HHTAX
11362.51 Personal income tax 51 BETR
RE IND
BETA_R 220.00 Investment Parameter
52 YBYK RE
IND R_W
4.31 Investment Capital Ratio 53 DPRC
RE IND
DEP 39.60 Depreciation Factors
54 EXNT RE
1 -4.00 Non Traditional Export Demand Elasticity
55 EMPR RE
1 1.00 ActualTrend Employment
56 ELWG RE
1 0.50 Elasticity of wage to Employment
49 ALP2 RE
BETA_N 0.00 BETA_N
N_AGRIFACN_AGRIFAC N_AGRI
47 ALPH RE
BETA_A 0.00 BETA_A
AGRIFACAGRIFAC Agricultural
Lampiran 9. Pengujian Unit Root Data Harga Minyak Dunia
Null Hypotehsis: DPOILW has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=14 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-9.046887 0.0000
Test critical values: 1 level
-3.457747 5 level
-2.873492 10 level
-2.573215 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DPOILW,2
Method: Least Squares Included observations: 238 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DPOILW-1
-0.515916 0.057027
-9.046887 0.0000
C 0.116062
0.232257 0.499714
0.6177 R-squared
0.257502 Mean dependent var -0.007429
Adjusted R-squared 0.254356 S.D. dependent var
4.142283 S.E. of regression
3.576889 Akaike info criterion 5.395232
Sum squared resid 3019.416 Schwarz criterion
5.424411 Log likelihood
-640.0326 Hannan-Quinn criter. 5.406991
F-statistic 81.84616 Durbin-Watson stat
2.091574 ProbF-statistic
0.000000
Lampiran 10. Pengujian Unit Root Data Harga Ekspor Industri Minyak dan Lemak
Null Hypotehsis: DPXMIMAK has a unit root Exogenous: Constant, Linear Trend
Lag Length: 2 Automatic based on SIC, MAXLAG=15 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-5.774861 0.0000
Test critical values: 1 level
-3.995492 5 level
-3.428049 10 level
-3.137397 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DPXMIMAK,2
Method: Least Squares Included observations: 248 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DPXMIMAK-1
-0.703270 0.121781
-5.774861 0.0000
DPXMIMAK-1,2 -0.291025
0.101014 -2.881029
0.0043 DPXMIMAK-2,2
-0.270301 0.068140
-3.966822 0.0001
C 0.000498
0.005752 0.086630
0.9310 TREND1988M01
-7.07E-06 3.95E-05
-0.179204 0.8579
R-squared 0.528348 Mean dependent var
-0.000484 Adjusted R-squared
0.520585 S.D. dependent var 0.063985
S.E. of regression 0.044303 Akaike info criterion
-3.375574 Sum squared resid
0.476949 Schwarz criterion -3.304739
Log likelihood 423.5712 Hannan-Quinn criter.
-3.347059 F-statistic
68.05270 Durbin-Watson stat 1.976373
ProbF-statistic 0.000000
Lampiran 11. Pengujian Unit Root Data Harga Ekspor Industri Besi Baja
Null Hypotehsis: DBESIBAJA has a unit root Exogenous: Constant, Linear Trend
Lag Length: 2 Automatic based on SIC, MAXLAG=15 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-15.00511 0.0000
Test critical values: 1 level
-3.995492 5 level
-3.428049 10 level
-3.137397 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DBESIBAJA,2
Method: Least Squares Included observations: 248 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DBESIBAJA-1
-2.593227 0.172823
-15.00511 0.0000
DBESIBAJA-1,2 0.711291
0.129786 5.480495
0.0000 DBESIBAJA-2,2
0.218038 0.063289
3.445124 0.0007
C -0.002155
0.020547 -0.104882
0.9166 TREND1988M01
9.44E-05 0.000141
0.670269 0.5033
R-squared 0.836752 Mean dependent var
0.000718 Adjusted R-squared
0.834065 S.D. dependent var 0.388703
S.E. of regression 0.158339 Akaike info criterion
-0.828203 Sum squared resid
6.092300 Schwarz criterion -0.757368
Log likelihood 107.6972 Hannan-Quinn criter.
-0.799688 F-statistic
311.3834 Durbin-Watson stat 2.041939
ProbF-statistic 0.000000
Lampiran 12. Pengujian Unit Root Data Harga Ekspor Industri Mesin dan Alat Listrik
Null Hypotehsis: PXMESIN has a unit root Exogenous: Constant, Linear Trend
Lag Length: 2 Automatic based on SIC, MAXLAG=15 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-5.747908 0.0000
Test critical values: 1 level
-3.995340 5 level
-3.427975 10 level
-3.137353 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DPXMESIN
Method: Least Squares Included observations: 249 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. PXMESIN-1
-0.490809 0.085389
-5.747908 0.0000
DPXMESIN-1 -0.400914
0.080841 -4.959289
0.0000 DPXMESIN-2
-0.179069 0.062914
-2.846249 0.0048
C 1.591308
0.322225 4.938504
0.0000 TREND1988M01
0.011690 0.002416
4.838620 0.0000
R-squared 0.453823 Mean dependent var
0.028534 Adjusted R-squared
0.444869 S.D. dependent var 1.933439
S.E. of regression 1.440549 Akaike info criterion
3.587802 Sum squared resid
506.3444 Schwarz criterion 3.658433
Log likelihood -441.6813 Hannan-Quinn criter.
3.616232 F-statistic
50.68538 Durbin-Watson stat 2.050519
ProbF-statistic 0.000000
Lampiran 13. Pengujian Unit Root Data Harga Ekspor Industri Tekstil
Null Hypotehsis: PXTEKSTIL has a unit root Exogenous: Constant, Linear Trend
Lag Length: 2 Automatic based on SIC, MAXLAG=15 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-3.509459 0.0405
Test critical values: 1 level
-3.995340 5 level
-3.427975 10 level
-3.137353 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DPXTEKSTIL
Method: Least Squares Included observations: 249 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. PXTEKSTIL-1
-0.170516 0.048588
-3.509459 0.0005
DPXTEKSTIL-1 -0.392607
0.067679 -5.801043
0.0000 DPXTEKSTIL-2
-0.212370 0.062574
-3.393917 0.0008
C 2.516467
0.731447 3.440396
0.0007 TREND1988M01
-0.002369 0.001293
-1.833100 0.0680
R-squared 0.255677 Mean dependent var
0.008980 Adjusted R-squared
0.243475 S.D. dependent var 1.437709
S.E. of regression 1.250497 Akaike info criterion
3.304836 Sum squared resid
381.5535 Schwarz criterion 3.375467
Log likelihood -406.4521 Hannan-Quinn criter.
3.333266 F-statistic
20.95363 Durbin-Watson stat 2.044296
ProbF-statistic 0.000000
Lampiran 14. Pengujian Unit Root Data Harga Ekspor Industri Karet dan Plastik
Null Hypotehsis: DPXKARET has a unit root Exogenous: Constant, Linear Trend
Lag Length: 3 Automatic based on SIC, MAXLAG=15 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-13.18737 0.0000
Test critical values: 1 level
-3.995645 5 level
-3.428123 10 level
-3.137440 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DPXKARET,2
Method: Least Squares Included observations: 247 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DPXKARET-1
-2.900475 0.219943
-13.18737 0.0000
DPXKARET-1,2 1.100828
0.184173 5.977145
0.0000 DPXKARET-2,2
0.514749 0.124631
4.130167 0.0001
DPXKARET-3,2 0.231596
0.060922 3.801524
0.0002 C
-0.003616 0.044242
-0.081733 0.9349
TREND1988M01 0.000246
0.000302 0.813818
0.4166 R-squared
0.814648 Mean dependent var -0.001247
Adjusted R-squared 0.810802 S.D. dependent var
0.777788 S.E. of regression
0.338314 Akaike info criterion 0.694305
Sum squared resid 27.58394 Schwarz criterion
0.779554 Log likelihood
-79.74673 Hannan-Quinn criter. 0.728627
F-statistic 211.8451 Durbin-Watson stat
2.030795 ProbF-statistic
0.000000
Lampiran 15. Pengujian Unit Root Data Suku Bunga Riil
Null Hypotehsis: DSBIRIIL has a unit root Exogenous: Constant, Linear Trend
Lag Length: 1 Automatic based on SIC, MAXLAG=11 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-9.832110 0.0000
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: DSBIRIIL,2
Method: Least Squares Included observations: 81 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DSBIRIIL-1
-1.716804 0.174612
-9.832110 0.0000
DSBIRIIL-1,2 0.293609
0.107379 2.734319
0.0078 C
-0.683449 0.315814
-2.164087 0.0336
TREND2002M01 0.013297
0.006443 2.063781
0.0424 R-squared
0.698124 Mean dependent var -0.020617
Adjusted R-squared 0.686363 S.D. dependent var
2.379761 S.E. of regression
1.332745 Akaike info criterion 3.460480
Sum squared resid 136.7681 Schwarz criterion
3.578724 Log likelihood
-136.1494 Hannan-Quinn criter. 3.507921
F-statistic 59.35728 Durbin-Watson stat
2.013908 ProbF-statistic
0.000000
Lampiran 16. Model ARIMA untuk Data Harga Minyak Dunia
Dependent Variable: DPOILW Method: Least Squares
Included observations: 235 after adjustments Convergence achieved after 20 iterations
MA Backcast: 1989M12 1990M05 Variable
Coefficient Std. Error
t-Statistic Prob.
C 0.208335
0.164665 1.265205
0.2071 AR1
1.416176 0.212924
6.651072 0.0000
AR2 -1.249555
0.179639 -6.955924
0.0000 AR3
1.275513 0.171637
7.431439 0.0000
AR4 -0.637590
0.146397 -4.355200
0.0000 MA1
-1.039429 0.229148
-4.536069 0.0000
MA2 1.123898
0.143885 7.811107
0.0000 MA3
-1.372143 0.220692
-6.217462 0.0000
MA4 0.604295
0.210212 2.874688
0.0044 MA5
-0.448683 0.094073
-4.769539 0.0000
MA6 0.271933
0.140044 1.941772
0.0534 R-squared
0.359597 Mean dependent var 0.249681
Adjusted R-squared 0.331008 S.D. dependent var
4.100138 S.E. of regression
3.353583 Akaike info criterion 5.303613
Sum squared resid 2519.220 Schwarz criterion
5.465551 Log likelihood
-612.1745 Hannan-Quinn criter. 5.368899
F-statistic 12.57798 Durbin-Watson stat
1.956085 ProbF-statistic
0.000000 Inverted AR Roots
.82+.24i .82-.24i
-.11+.93i -.11-.93i
Inverted MA Roots .88
.69 .01-.89i
.01+.89i -.27+.70i
-.27-.70i
Lampiran 17. Model ARIMA untuk Data Harga Ekspor Industri Minyak dan Lemak
Dependent Variable: DPXMIMAK Method: Least Squares
Included observations: 248 after adjustments Convergence achieved after 18 iterations
MA Backcast: 1988M02 1988M04 Variable
Coefficient Std. Error
t-Statistic Prob.
C -0.000227
0.003849 -0.059095
0.9529 AR1
0.349943 0.145192
2.410204 0.0167
AR2 0.349508
0.132031 2.647162
0.0087 AR3
-0.439599 0.144514
-3.041903 0.0026
MA1 -0.318671
0.117359 -2.715360
0.0071 MA2
-0.363265 0.100471
-3.615603 0.0004
MA3 0.702876
0.111344 6.312640
0.0000 R-squared
0.089383 Mean dependent var 0.000250
Adjusted R-squared 0.066712 S.D. dependent var
0.045346 S.E. of regression
0.043807 Akaike info criterion -3.390207
Sum squared resid 0.462501 Schwarz criterion
-3.291037 Log likelihood
427.3856 Hannan-Quinn criter. -3.350285
F-statistic 3.942623 Durbin-Watson stat
2.012542 ProbF-statistic
0.000884 Inverted AR Roots
.57+.48i .57-.48i
-.79 Inverted MA Roots
.62+.62i .62-.62i
-.92
Lampiran 18. Model ARIMA untuk Data Harga Ekspor Industri Besi Baja
Dependent Variable: DBESIBAJA Method: Least Squares
Included observations: 250 after adjustments Convergence achieved after 6 iterations
MA Backcast: 1988M02 Variable
Coefficient Std. Error
t-Statistic Prob.
C 0.003821
0.002278 1.677495
0.0947 AR1
-0.239226 0.076157
-3.141207 0.0019
MA1 -0.714696
0.054840 -13.03248
0.0000 R-squared
0.489077 Mean dependent var 0.002904
Adjusted R-squared 0.484940 S.D. dependent var
0.215524 S.E. of regression
0.154677 Akaike info criterion -0.883034
Sum squared resid 5.909431 Schwarz criterion
-0.840777 Log likelihood
113.3793 Hannan-Quinn criter. -0.866027
F-statistic 118.2193 Durbin-Watson stat
1.969907 ProbF-statistic
0.000000
Lampiran 19. Model ARIMA untuk Data Harga Ekspor Industri Mesin dan Alat Listrik
Dependent Variable: PXMESIN Method: Least Squares
Included observations: 251 after adjustments Convergence achieved after 11 iterations
MA Backcast: 1988M01 Variable
Coefficient Std. Error
t-Statistic Prob.
C 10.00958
3.538475 2.828783
0.0051 AR1
0.992743 0.006153
161.3420 0.0000
MA1 -0.885557
0.031224 -28.36158
0.0000 R-squared
0.643486 Mean dependent var 6.169983
Adjusted R-squared 0.640611 S.D. dependent var
2.325879 S.E. of regression
1.394342 Akaike info criterion 3.514603
Sum squared resid 482.1593 Schwarz criterion
3.556740 Log likelihood
-438.0827 Hannan-Quinn criter. 3.531560
F-statistic 223.8126 Durbin-Watson stat
2.140735 ProbF-statistic
0.000000
Lampiran 20. Model ARIMA untuk Data Harga Ekspor Industri Tekstil
Dependent Variable: PXTEKSTIL Method: Least Squares
Included observations: 251 after adjustments Convergence achieved after 9 iterations
MA Backcast: 1988M01 Variable
Coefficient Std. Error
t-Statistic Prob.
C 13.11006
0.937363 13.98611
0.0000 AR1
0.968572 0.018072
53.59505 0.0000
MA1 -0.626221
0.056865 -11.01238
0.0000 R-squared
0.656542 Mean dependent var 12.92798
Adjusted R-squared 0.653772 S.D. dependent var
2.093679 S.E. of regression
1.231945 Akaike info criterion 3.266945
Sum squared resid 376.3866 Schwarz criterion
3.309082 Log likelihood
-407.0016 Hannan-Quinn criter. 3.283902
F-statistic 237.0336 Durbin-Watson stat
1.887778 ProbF-statistic
0.000000
Lampiran 21. Model ARIMA untuk Data Harga Ekspor Industri Karet dan Plastik
Dependent Variable: DPXKARET Method: Least Squares
Included observations: 249 after adjustments Convergence achieved after 14 iterations
White Heteroskedasticity-Consistent Standard Errors Covariance MA Backcast: 1988M01 1988M03
Variable Coefficient
Std. Error t-Statistic
Prob. C
0.008397 0.004343
1.933401 0.0543
AR1 -1.431262
0.248703 -5.754906
0.0000 AR2
-0.656028 0.186229
-3.522699 0.0005
MA1 0.607323
0.288157 2.107612
0.0361 MA2
-0.542878 0.093317
-5.817560 0.0000
MA3 -0.429812
0.191930 -2.239425
0.0260 R-squared
0.458286 Mean dependent var 0.013386
Adjusted R-squared 0.447139 S.D. dependent var
0.449576 S.E. of regression
0.334281 Akaike info criterion 0.670130
Sum squared resid 27.15369 Schwarz criterion
0.754888 Log likelihood
-77.43118 Hannan-Quinn criter. 0.704246
F-statistic 41.11517 Durbin-Watson stat
2.038409 ProbF-statistic
0.000000
Lampiran 22. Model ARIMA untuk Data Suku Bunga Riil
Dependent Variable: DSBIRIIL Method: Least Squares
Sample adjusted: 2002M04 2008M12 Included observations: 81 after adjustments
Convergence achieved after 3 iterations Variable
Coefficient Std. Error
t-Statistic Prob.
C -0.065481
0.091571 -0.715091
0.4767 AR1
-0.389038 0.108357
-3.590327 0.0006
AR2 -0.261681
0.108456 -2.412782
0.0182 R-squared
0.159449 Mean dependent var -0.072963
Adjusted R-squared 0.137896 S.D. dependent var
1.465063 S.E. of regression
1.360304 Akaike info criterion 3.489627
Sum squared resid 144.3333 Schwarz criterion
3.578310 Log likelihood
-138.3299 Hannan-Quinn criter. 3.525208
F-statistic 7.398130 Durbin-Watson stat
1.978614 ProbF-statistic
0.001143 Inverted AR Roots
-.19+.47i -.19-.47i
Lampiran 23. Uji Heteroskedastisitas untuk Data Harga Minyak Dunia
Heteroskedasticity Test: ARCH F-statistic
5.765056 Prob. F1,232 0.0171
ObsR-squared 5.673765 Prob. Chi-Square1
0.0172 Test Equation:
Dependent Variable: RESID2 Method: Least Squares
Date: 070810 Time: 23:27 Sample adjusted: 1990M07 2009M12
Included observations: 234 after adjustments Variable
Coefficient Std. Error
t-Statistic Prob.
C 9.111979
1.732161 5.260468
0.0000 RESID2-1
0.157378 0.065546
2.401053 0.0171
R-squared 0.024247 Mean dependent var
10.76199 Adjusted R-squared
0.020041 S.D. dependent var 24.56994
S.E. of regression 24.32249 Akaike info criterion
9.229191 Sum squared resid
137247.4 Schwarz criterion 9.258723
Log likelihood -1077.815 Hannan-Quinn criter.
9.241098 F-statistic
5.765056 Durbin-Watson stat 2.071101
ProbF-statistic 0.017136
Lampiran 24. Uji Heteroskedastisitas untuk Data Harga Ekspor Industri Minyak dan Lemak
Heteroskedasticity Test: ARCH F-statistic
53.94892 Prob. F1,245 0.0000
ObsR-squared 44.57411 Prob. Chi-Square1
0.0000 Test Equation:
Dependent Variable: RESID2 Method: Least Squares
Date: 070810 Time: 23:31 Sample adjusted: 1988M06 2008M12
Included observations: 247 after adjustments Variable
Coefficient Std. Error
t-Statistic Prob.
C 0.001080
0.000438 2.463495
0.0144 RESID2-1
0.424756 0.057829
7.344993 0.0000
R-squared 0.180462 Mean dependent var
0.001872 Adjusted R-squared
0.177117 S.D. dependent var 0.007358
S.E. of regression 0.006675 Akaike info criterion
-7.172836 Sum squared resid
0.010916 Schwarz criterion -7.144420
Log likelihood 887.8452 Hannan-Quinn criter.
-7.161395 F-statistic
53.94892 Durbin-Watson stat 2.015573
ProbF-statistic 0.000000
Lampiran 25. Uji Heteroskedastisitas untuk Data Harga Ekspor Industri Besi Baja
Heteroskedasticity Test: ARCH F-statistic
6.184105 Prob. F2,245 0.0024
ObsR-squared 11.91801 Prob. Chi-Square2
0.0026 Test Equation:
Dependent Variable: RESID2 Method: Least Squares
Date: 070810 Time: 23:38 Sample adjusted: 1988M05 2008M12
Included observations: 248 after adjustments Variable
Coefficient Std. Error
t-Statistic Prob.
C 0.018280
0.006049 3.021759
0.0028 RESID2-1
0.007844 0.062355
0.125791 0.9000
RESID2-2 0.219066
0.062353 3.513327
0.0005 R-squared
0.048056 Mean dependent var 0.023582
Adjusted R-squared 0.040286 S.D. dependent var
0.091447 S.E. of regression
0.089586 Akaike info criterion -1.975210
Sum squared resid 1.966289 Schwarz criterion
-1.932709 Log likelihood
247.9260 Hannan-Quinn criter. -1.958101
F-statistic 6.184105 Durbin-Watson stat
2.067054 ProbF-statistic
0.002398
Lampiran 26. Uji Heteroskedastisitas untuk Data Harga Ekspor Industri Mesin dan Alat Listrik
Heteroskedasticity Test: ARCH F-statistic
0.128999 Prob. F1,248 0.7198
ObsR-squared 0.129972 Prob. Chi-Square1
0.7185 Test Equation:
Dependent Variable: RESID2 Method: Least Squares
Date: 071010 Time: 11:08 Sample adjusted: 1988M03 2008M12
Included observations: 250 after adjustments Variable
Coefficient Std. Error
t-Statistic Prob.
C 1.884647
0.679242 2.774634
0.0059 RESID2-1
0.022801 0.063483
0.359165 0.7198
R-squared 0.000520 Mean dependent var
1.928620 Adjusted R-squared
-0.003510 S.D. dependent var 10.54536
S.E. of regression 10.56385 Akaike info criterion
7.560721 Sum squared resid
27675.56 Schwarz criterion 7.588893
Log likelihood -943.0901 Hannan-Quinn criter.
7.572059 F-statistic
0.128999 Durbin-Watson stat 1.999538
ProbF-statistic 0.719777
Lampiran 27. Uji Heteroskedastisitas untuk Data Harga Ekspor Industri Tekstil
Heteroskedasticity Test: ARCH F-statistic
74.78429 Prob. F1,248 0.0000
ObsR-squared 57.92126 Prob. Chi-Square1
0.0000 Test Equation:
Dependent Variable: RESID2 Method: Least Squares
Date: 071010 Time: 11:46 Sample adjusted: 1988M03 2008M12
Included observations: 250 after adjustments Variable
Coefficient Std. Error
t-Statistic Prob.
C 0.782707
0.248552 3.149067
0.0018 RESID2-1
0.481235 0.055648
8.647791 0.0000
R-squared 0.231685 Mean dependent var
1.505546 Adjusted R-squared
0.228587 S.D. dependent var 4.213884
S.E. of regression 3.701059 Akaike info criterion
5.463083 Sum squared resid
3397.064 Schwarz criterion 5.491255
Log likelihood -680.8854 Hannan-Quinn criter.
5.474421 F-statistic
74.78429 Durbin-Watson stat 1.938889
ProbF-statistic 0.000000
Lampiran 28. Uji Heteroskedastisitas untuk Data Harga Ekspor Industri Karet dan Plastik
Heteroskedasticity Test: ARCH F-statistic
0.343799 Prob. F1,246 0.5582
ObsR-squared 0.346110 Prob. Chi-Square1
0.5563 Test Equation:
Dependent Variable: RESID2 Method: Least Squares
Date: 070810 Time: 23:44 Sample adjusted: 1988M05 2008M12
Included observations: 248 after adjustments White Heteroskedasticity-Consistent Standard Errors Covariance
Variable Coefficient
Std. Error t-Statistic
Prob. C
0.105250 0.041251
2.551478 0.0113
RESID2-1 0.037358
0.038170 0.978731
0.3287 R-squared
0.001396 Mean dependent var 0.109336
Adjusted R-squared -0.002664 S.D. dependent var
0.676353 S.E. of regression
0.677253 Akaike info criterion 2.066488
Sum squared resid 112.8332 Schwarz criterion
2.094822 Log likelihood
-254.2445 Hannan-Quinn criter. 2.077894
F-statistic 0.343799 Durbin-Watson stat
1.999396 ProbF-statistic
0.558182
Lampiran 29. Uji Heteroskedastisitas untuk Data Suku Bunga Riil
Heteroskedasticity Test: ARCH F-statistic
44.41819 Prob. F1,79 0.0000
ObsR-squared 29.15189 Prob. Chi-Square1
0.0000 Test Equation:
Dependent Variable: RESID2 Method: Least Squares
Date: 070810 Time: 23:24 Sample: 2002M04 2008M12
Included observations: 81 Variable
Coefficient Std. Error
t-Statistic Prob.
C 0.703829
0.580173 1.213137
0.2287 RESID2-1
0.600119 0.090045
6.664697 0.0000
R-squared 0.359900 Mean dependent var
1.781893 Adjusted R-squared
0.351797 S.D. dependent var 6.228341
S.E. of regression 5.014502 Akaike info criterion
6.086927 Sum squared resid
1986.473 Schwarz criterion 6.146049
Log likelihood -244.5205 Hannan-Quinn criter.
6.110647 F-statistic
44.41819 Durbin-Watson stat 1.636406
ProbF-statistic 0.000000
Lampiran 30. Model ARCH-GARCH untuk Data Harga Minyak Dunia
Dependent Variable: DPOILW Method: ML - ARCH Marquardt - Normal distribution
GARCH = C12 + C13RESID-12 + C14GARCH-1 Variable
Coefficient Std. Error
z-Statistic Prob.
C -0.016525
0.108149 -0.152796
0.8786 AR1
0.350531 0.043430
8.071081 0.0000
AR2 0.079472
0.049481 1.606104
0.1083 AR3
0.410724 0.049106
8.364083 0.0000
AR4 -0.840095
0.040790 -20.59567
0.0000 MA1
-0.143316 0.086052
-1.665468 0.0958
MA2 -0.200469
0.088611 -2.262341
0.0237 MA3
-0.434297 0.069702
-6.230789 0.0000
MA4 0.743231
0.058756 12.64940
0.0000 MA5
0.236428 0.084850
2.786421 0.0053
MA6 -0.093075
0.072006 -1.292593
0.1962 Variance Equation
C 0.033114
0.056803 0.582965
0.5599 RESID-12
0.232413 0.089271
2.603458 0.0092
GARCH-1 0.795732
0.078142 10.18315
0.0000 R-squared
0.148227 Mean dependent var 0.249681
Adjusted R-squared 0.098123 S.D. dependent var
4.100138 S.E. of regression
3.893786 Akaike info criterion 4.535032
Sum squared resid 3350.707 Schwarz criterion
4.741135 Log likelihood
-518.8663 Hannan-Quinn criter. 4.618124
F-statistic 2.958379 Durbin-Watson stat
1.437228 ProbF-statistic
0.000529 Inverted AR Roots
.78-.52i .78+.52i
-.61-.76i -.61+.76i
Inverted MA Roots .78+.52i
.78-.52i .24
-.46 -.60+.78i
-.60-.78i
Lampiran 31. Model ARCH-GARCH untuk Data Harga Ekspor Industri Minyak dan Lemak
Dependent Variable: DPXMIMAK Method: ML - ARCH Marquardt - Normal distribution
GARCH = C8 + C9RESID-12 Variable
Coefficient Std. Error
z-Statistic Prob.
C 0.001426
0.002328 0.612310
0.5403 AR1
0.979375 0.164006
5.971593 0.0000
AR2 0.622589
0.123698 5.033151
0.0000 AR3
-0.703150 0.159523
-4.407833 0.0000
MA1 -0.853215
0.118088 -7.225264
0.0000 MA2
-0.777268 0.078704
-9.875795 0.0000
MA3 0.791744
0.100612 7.869302
0.0000 Variance Equation
C 0.000423
8.62E-05 4.906912
0.0000 RESID-12
0.961897 0.330120
2.913778 0.0036
R-squared 0.048409 Mean dependent var
0.000250 Adjusted R-squared
0.016557 S.D. dependent var 0.045346
S.E. of regression 0.044969 Akaike info criterion
-4.019561 Sum squared resid
0.483312 Schwarz criterion -3.892058
Log likelihood 507.4256 Hannan-Quinn criter.
-3.968233 F-statistic
1.519799 Durbin-Watson stat 2.163840
ProbF-statistic 0.150893
Inverted AR Roots .90-.21i
.90+.21i -.82
Inverted MA Roots .89+.27i
.89-.27i -.92
Lampiran 32. Model ARCH-GARCH untuk Data Harga Ekspor Industri Besi Baja
Dependent Variable: DBESIBAJA Method: ML - ARCH Marquardt - Normal distribution
GARCH = C4 + C5RESID-12 + C6GARCH-1 Variable
Coefficient Std. Error
z-Statistic Prob.
C 0.002683
0.002086 1.286405
0.1983 AR1
-0.208352 0.099962
-2.084312 0.0371
MA1 -0.602343
0.084777 -7.105008
0.0000 Variance Equation
C 0.001897
0.001177 1.612803
0.1068 RESID-12
0.351372 0.128732
2.729476 0.0063
GARCH-1 0.622256
0.099753 6.237981
0.0000 R-squared
0.476856 Mean dependent var 0.002904
Adjusted R-squared 0.466136 S.D. dependent var
0.215524 S.E. of regression
0.157475 Akaike info criterion -1.224792
Sum squared resid 6.050778 Schwarz criterion
-1.140277 Log likelihood
159.0991 Hannan-Quinn criter. -1.190778
F-statistic 44.48216 Durbin-Watson stat
2.228956 ProbF-statistic
0.000000
Lampiran 33. Model ARCH-GARCH untuk Data Harga Ekspor Industri Tekstil
Dependent Variable: PXTEKSTIL Method: ML - ARCH Marquardt - Normal distribution
GARCH = C4 + C5RESID-12 Variable
Coefficient Std. Error
z-Statistic Prob.
C 12.89857
0.784501 16.44174
0.0000 AR1
0.964634 0.014644
65.87373 0.0000
MA1 -0.561398
0.063518 -8.838433
0.0000 Variance Equation
C 0.870388
0.190516 4.568586
0.0000 RESID-12
0.390333 0.140804
2.772175 0.0056
R-squared 0.655156 Mean dependent var
12.92798 Adjusted R-squared
0.649549 S.D. dependent var 2.093679
S.E. of regression 1.239435 Akaike info criterion
3.047277 Sum squared resid
377.9048 Schwarz criterion 3.117505
Log likelihood -377.4333 Hannan-Quinn criter.
3.075539 F-statistic
116.8416 Durbin-Watson stat 1.994383
ProbF-statistic 0.000000
Lampiran 34. Model ARCH-GARCH untuk Data Suku Bunga Riil
Dependent Variable: DSBIRIIL Method: ML - ARCH Marquardt - Normal distribution
GARCH = C4 + C5RESID-12 + C6GARCH-1 Variable
Coefficient Std. Error
z-Statistic Prob.
C -0.215946
0.056492 -3.822596
0.0001 AR1
-0.453438 0.218140
-2.078649 0.0376
AR2 -0.113530
0.127002 -0.893921
0.3714 Variance Equation
C 0.259399
0.137733 1.883343
0.0597 RESID-12
0.932705 0.524034
1.779857 0.0751
GARCH-1 0.166351
0.128671 1.292842
0.1961 R-squared
0.101046 Mean dependent var -0.072963
Adjusted R-squared 0.041116 S.D. dependent var
1.465063 S.E. of regression
1.434628 Akaike info criterion 2.925300
Sum squared resid 154.3617 Schwarz criterion
3.102667 Log likelihood
-112.4747 Hannan-Quinn criter. 2.996462
F-statistic 1.686067 Durbin-Watson stat
1.855786 ProbF-statistic
0.148348 Inverted AR Roots
-.23+.25i -.23-.25i
Lampiran 35. Uji Normalitas pada Variabel Harga Minyak Dunia
4 8
12 16
20 24
28
-3 -2
-1 1
2
Series: Standardized Residuals Sample 1990M06 2009M12
Observations 235 Mean
0.099401 Median
0.101749 Maximum
2.353631 Minimum
-3.042753 Std. Dev.
0.998564 Skewness
-0.217285 Kurtosis
3.013668 Jarque-Bera
1.850989 Probability
0.396335
Lampiran 36. Uji Normalitas pada Variabel Harga Ekspor Industri Minyak dan Lemak
5 10
15 20
25 30
35
-3 -2
-1 1
2 3
4
Series: Standardized Residuals Sample 1988M05 2008M12
Observations 248 Mean
0.049807 Median
0.045763 Maximum
4.546950 Minimum
-2.780952 Std. Dev.
1.000782 Skewness
0.144576 Kurtosis
4.570268 Jarque-Bera
26.34329 Probability
0.000002
Lampiran 37. Uji Normalitas pada Variabel Harga Ekspor Industri Besi Baja
10 20
30 40
50
-3.75 -2.50
-1.25 0.00
1.25 2.50
3.75
Series: Standardized Residuals Sample 1988M03 2008M12
Observations 250 Mean
0.013599 Median
-0.072485 Maximum
4.704414 Minimum
-3.679781 Std. Dev.
1.003856 Skewness
0.787363 Kurtosis
6.226479 Jarque-Bera
134.2701 Probability
0.000000
Lampiran 38. Uji Normalitas pada Variabel Harga Ekspor Industri Tekstil
10 20
30 40
50
-5.00 -3.75
-2.50 -1.25
0.00 1.25
2.50 3.75
Series: Standardized Residuals Sample 1988M02 2008M12
Observations 251 Mean
0.005600 Median
0.066341 Maximum
3.826223 Minimum
-4.930834 Std. Dev.
1.001957 Skewness
-0.651797 Kurtosis
7.373423 Jarque-Bera
217.8072 Probability
0.000000
Lampiran 39. Uji Normalitas pada Variabel Harga SBI Riil
2 4
6 8
10 12
14
-4 -3
-2 -1
1 2
3
Series: Standardized Residuals Sample 2002M04 2008M12
Observations 81 Mean
0.088018 Median
0.024739 Maximum
3.016691 Minimum
-4.334937 Std. Dev.
1.002299 Skewness
-0.742168 Kurtosis
7.002953 Jarque-Bera
61.51574 Probability
0.000000
Lampiran 40. Contoh Closure pada Model CGE Dampak Volatilitas Solution file, Solution method, Log file
check-on-read
elements = warn; very often needed method
= Johansen; log file
= yes; Optional auxiliary
files = wayang44; verbal
description = Harga Minyak Dunia;
Data, Equations file, Summary file file
mdata=D:\Disertasi\Way44.har;
updated file mdata=D:\Disertasi\Way44a3.har;
file summary=D:\Disertasi\summary44.har;
equations file=D:\Disertasi\temp;
model
=D:\Disertasi\indof;
solution file=D:\Disertasi\simbbm;
Closure Exogenous
q ; HH Number of households
Exogenous f5 ; COMSRC Government demand shift
Exogenous
f4p ; COM Price upward shift in export demand schedule
Exogenous f4q ; COM Quantity right shift in export demands
Exogenous fx6 ; COMSRC Shifter on rule for stocks
Exogenous
phi ; 1 Exchange rate, rupiahworld
Exogenous a3_s ; COMHH Taste change, hhold impdom composite
Exogenous
a1fac ; AGRIFACAGIND Primary factor tech. change, agri.
Exogenous
a1tot ; IND All input augmenting technical change
Exogenous a2tot ; IND Neutral technical change - investment
Exogenous
delB ;
Exogenous f1oct ; IND Shift in price of otehr cost tickets
Exogenous t0imp ; COM Power of tariff
Exogenous
a1faco ; N_AGRIFACN_AGIND Prim. factor tech. change, otehr
Exogenous
a1prim ; IND All factor augmenting technical change
Exogenous f5tot2 ; 1 Ratio between f5tot and x3tot
Exogenous
fgov_f ; TYPE Shift in transfers: govt. -- foreign
Exogenous fgov_h ; HHTYPE Shift in transfers: govt. -- households
Exogenous pf0cif ; COM C.I.F. foreign currency import prices
Exogenous
f0tax_s ; COM General sales tax shifter
Exogenous f3tot_h ; HH Ratio, consumptionincome by hh
Exogenous
f3tax_s ; 1 Uniform change in powers of taxes on household usage
Exogenous
f5tax_cs ; 1 Uniform change in powers of taxes on government usage
Exogenous f1inc_tax ; 1 Overall income tax shifter
Exogenous
f1lab_i_x ; OCC Skill-specific labour shifter
Exogenous
f1tax_csi ; 1 Uniform change in powers of taxes on intermediate usage
Exogenous f2tax_csi ; 1 Uniform change in powers of taxes on investment
Exogenous
x1cap_vah ; HH variable capital by household, agri.
Exogenous x1cap_vnh ; HH variable capital by household, non-agri.
Exogenous x1lab_i_h ; OCCHH Household labour supply
Exogenous
x1lndi_hh ; AGINDHH Household supply of land, agri.
Exogenous
f4tax_trad ; 1 Uniform change in powers of taxes on tradtnl exports
Exogenous x1cap_f_hh ; N_AGINDHH fixed capital by hhold, non-ag.
Lampiran 40. Lanjutan
Exogenous
emptrend ; Trend employment
Exogenous delUnity; dummy variable, always exogenously set to one
Exogenous f_accum; IND shifter to switch on accumulation equation
Exogenous
invslack;1
Exogenous delfudge;1
Exogenous
ffreg2 ; IND
Exogenous
ffreg3 ; COM
Exogenous ffreg4 ; COM
Exogenous
ffreg5 ; COM
Exogenous
ff_x1tot_r ; NATIND
Exogenous f_x1tot_r ; NATINDREG
Exogenous
freg2 ; INDREG
Exogenous freg3 ; COMREG
Exogenous freg4 ; COMREG
Exogenous
freg5 ; COMREG
Exogenous q_reg ; REG
Rest
endogenous; cpu
=yes ; Optional Reports CPU times for various stages shock
delUnity=1;
shock
delfudge=1;
shock emptrend=3.485;
shock
f5tot2=-1.16;
shock
f4pKilangMyk=16.48;
shock pf0cifKilangMyk=16.48;
shock
a1totPadi=-6.86;
shock
a1totTanLain=-5.56;
shock a1totKaret=-4.04;
shock
a1totTebu=-4.5;
shock
a1totKelapa=-3.24;
shock a1totsawit=-3.24;
shock
a1totTembakau=-6.46;
shock a1totKopi=-4.14;
shock a1totTeh=-2.84;
shock
a1totCengkeh=-0.50;
shock a1totKebunLain=-1.84;
shock a1totPeternakan=-2.95;
shock
a1totKehutanan=0.33;
shock a1totPerikanan=-4.81;
shock
a1totMnkGasPnsBm=0.26;
shock
a1totBatubaraLgm=-7.56;
shock a1totMnykLemak=-8.8;
shock
a1totMakOlahLaut=-7.59;
shock
a1totMakOlah=-7.59;
shock a1totTexPakKlt=0.14;
shock
a1totAlasKaki=0.14;
shock a1totBmbKaRtn=0.74;
shock a1totKaretPlast=-2.82;
shock
a1totKertas=-4.07;
Lampiran 41. Lanjutan
shock
a1totFertiPest=-2.82;
shock a1totKilangMyk=0.27;
shock
a1totSemen=-0.26;
shock
a1totBesiBaja=-5.18;
shock a1totIndLogam=-5.18;
shock
a1totMesinListrik=-7.68;
shock a1totAltAngkut=-7.68;
shock a1totIndustriLain=-1.84;
shock
a1totListrik=-6.14;
shock a1totGasAir=-17.56;
shock a1totBangunan=-6.62;
shock
a1totPerdagangan=-2.74;
shock a1totRestHotel=-5.02;
shock
a1totAngkDrt=-4.62;
shock
a1totAngkAir=-1.74;
shock a1totAngkUdara=-9.43;
shock
a1totKomunikasi=-24.51;
shock
a1totLembKeu=-5.06;
shock a1totJsPemerintah=-4.08;
shock
a1totJasaLain=-6.73;
structurally singular solve modified equations = yes ;
ABSTRACT ALLA ASMARA. The Impact of Economic Variables Volatility on
Manufacturing Sector and Indonesian Macroeconomic Performance RINA OKTAVIANI as Chairman, KUNTJORO and MUHAMMAD FIRDAUS as
Members of the Advisory Committee.
The manufacturing sector has a prominent contribution on national economic growth. Aside from being able to provide higher added value, it is also
significant in the formation of Gross Domestic Product GDP, foreign exchange, and employment. Moreover, the growth of manufacturing sector implies a
relatively large multiplier effect on the economic growth. The dynamics of the economy that are reflected in the fluctuations of economic variables generally
affect the performance of manufacturing sector and macroeconomic condition. In respect to the background, the purpose of this study is to analyze the volatility of
economic variables and their impact on manufacturing sector and macroeconomic performance. The economic variables analyzed are oil price, export prices of
manufacturing, real interest rate and real devaluation. The analytical methods used are the ARCH-GARCH model and Recursive Dynamic CGE model. Set of
economic variables that are analyzed reveal that volatility tends to vary over time time varying. In addition, the impacts also vary among industries. The volatility
of world oil price and real interest rate has a tendency to provide negative influence on the Indonesian manufacturing sector and macroeconomic
performance. Meanwhile, the volatility of industrial export prices and real devaluation causes a relatively different effect. Manufacturing sector is relatively
susceptible to volatility of economic variables. Nevertheless, advanced durability against shock volatility performed by the manufacturing sector which tend to have
linkages with agricultural sector, such as processed food, fertilizer and pesticide. As for the group of export-oriented industry, volatility tends to reduce export
.
Keywords: Volatility, Manufacturing Sector, Recursive Dynamic CGE, ARCH-GARCH Model
RINGKASAN ALLA ASMARA. Dampak Volatilitas Variabel Ekonomi terhadap Kinerja
Sektor Industri Pengolahan dan Makroekonomi Indonesia RINA OKTAVIANI sebagai Ketua, KUNTJORO dan MUHAMMAD FIRDAUS
sebagai Anggota Komisi Pembimbing.
Sektor industri memiliki peran penting bagi pertumbuhan ekonomi nasional. Selain mampu memberikan nilai tambah yang lebih tinggi terhadap
produk antara, sektor ini juga berperan penting dalam pembentukan Produk Domestik Bruto PDB, penghasil devisa dan penyerapan tenaga kerja.
Disamping itu, pertumbuhan sektor industri pengolahan juga memberikan multiplier effect
efek pengganda yang relatif besar terhadap pertumbuhan ekonomi nasional. Namun demikian, dinamika yang terjadi dalam perekonomian
nasional ataupun global seringkali menyebabkan penurunan kinerja sektor industri pengolahan. Kenaikan harga minyak di pasar dunia, krisis keuangan global hingga
penguatan rupiah merupakan dinamika yang terjadi dalam perekonomian belakangan ini. Perubahan yang cukup signifikan pada berbagai variabel ekonomi
tersebut ditunjukan dengan peningkatan volatilitas. Berangkat dari pemikiran tersebut maka permasalahan penelitian yang dikaji adalah bagaimana tingkat
volatilitas suatu variabel ekonomi dan bagimana dampak volatilitas tersebut terhadap kinerja sektor industri pengolahan dan makroekonomi Indonesia.
Penelitian ini bertujuan untuk: 1 menganalisis tingkat volatilitas harga minyak dunia, harga ekspor industri, suku bunga riil dan devaluasi riil; 2
menganalisis perkembangan output, harga, ekspor, impor dan penyerapan tenaga kerja pada sektor industri pengolahan sebagai dampak volatilitas harga minyak
dunia, harga ekspor industri, suku bunga riil dan devaluasi riil; 3 menganalisis kinerja makroekonomi Indonesia sebagai dampak volatilitas harga minyak dunia,
harga ekspor industri, suku bunga riil dan devaluasi riil; dan 4 merumuskan rekomendasi kebijakan untuk mendorong kinerja sektor industri pengolahan dan
makroekonomi
Indonesia. Tujuan penelitian tersebut dicapai dengan mengaplikasikan model ARCH-GARCH dan model CGE Recursive Dynamic.
Hasil yang diperoleh menunjukkan bahwa sejumlah variabel ekonomi yang dianalisis menunjukkan tingkat volatilitas yang bervariasi antar waktu time
varying . Volatilitas harga minyak dunia menunjukkan kecenderungan yang terus
meningkat. Sementara itu, volatilitas harga ekspor industri menunjukkan pola yang beragam. Harga ekspor industri besi baja menunjukkan tingkat volatilitas
yang lebih besar dibandingkan harga ekspor industri lainnya. Untuk variabel suku bunga riil, tingkat volatilitas yang dicapai relatif berfluktuasi pada nilai rataan
volatilitasnya.
Shock volatilitas suatu variabel ekonomi cenderung menyebabkan
penurunan kinerja sektor industri pengolahan. Hal ini menunjukkan bahwa sektor industri pengolahan relatif rentan terhadap shock volatilitas suatu variabel
ekonomi. Daya tahan yang lebih baik terhadap shock volatilitas ditunjukan oleh sektor industri yang cenderung memiliki keterkaitan dengan sektor pertanian
seperti terjadi pada sektor industri makanan olahan dan industri pupuk dan pestisida.
Pada kelompok sektor industri berorientasi ekspor, shock volatilitas cenderung menurunkan kinerja ekspor. Tingkat produktivitas yang rendah
merupakan salah satu faktor utama yang menyebabkan penurunan kinerja tersebut seperti terjadi pada industri tekstil, alas kaki dan kilang minyak. Faktor lain yang
juga mempengaruhi kinerja industri orientasi ekspor adalah dukungan pertumbuhan pada sektor pemasok sumber bahan baku utama. Penurunan
pertumbuhan sektor karet dan sektor kehutanan menjadi salah satu faktor yang menyebabkan penurunan kinerja sektor industri karet dan plastik dan industri
kertas.
Pada sisi makro, volatilitas harga minyak dunia dan suku bunga riil memberikan efek kontraksi terhadap pertumbuhan ekonomi serta mendorong
kenaikan hargainflasi. Sementara itu, volatilitas harga ekspor industri dan devaluasi riil menyebabkan pertumbuhan GDP riil sedikit lebih tinggi
dibandingkan baseline.
Bertitik tolak dari sejumlah temuan yang ada maka rekomendasi kebijakan dari studi ini adalah: 1 pemerintah perlu merumuskan kebijakan yang dapat
mendukung peningkatan kinerja sektor industri pengolahan dan makroekonomi Indonesia sebagai respon terhadap volatilitas harga minyak dunia yang terjadi
serta antisipasi perkembangannya pada masa mendatang; 2 relatif rentannya sektor industri pengolahan terhadap guncangan dalam perekonomian
menunjukkan perlunya perumusan strategi penguatan struktur industri yang bersifat spesifik sesuai karakteristik masing-masing industri dan didasarkan pada
skala prioritas kebutuhan setiap industri; 3 pada kelompok industri yang tingkat produktivitasnya cenderung menurun seperti pada industri tekstil, alas kaki dan
kilang minyak maka strategi penguatan industri yang perlu diprioritaskan adalah peningkatan investasi dan adopsi teknologi dalam bentuk penggantianperemajaan
mesin-mesin dan alat produksi sehingga dapat mencapai tingkat produktivitas yang lebih tinggi; 4 penguatan sektor industri pengolahan yang berbasis sumber
daya pertanian seperti: industri makanan olahan, industri makanan olahan laut, industri minyak lemak, industri karet, industri kertas, dan industri kayu dan
berorientasi ekspor dapat dilakukan dengan menjaga pertumbuhan produksi dan produktivitas sektor pertanian serta pengembangan sektor industri tersebut
dilakukan secara terintegrasi dengan pengembangan sektor pertanian; 5 pada kelompok industri yang pangsa input impornya relatif besar maka strategi
penguatan industri yang perlu diupayakan adalah dengan pengembangan dan penyediaan input secara domestik guna mengurangi ketergantungan yang tinggi
terhadap input impor; dan 6 pada kelompok industri orientasi ekspor serta industri yang pangsa input impornya relatif besar maka dukungan terhadap
peningkatan kinerja sektor industri dapat diwujudkan dalam bentuk pengendalian tingkat suku bunga dan nilai tukar rupiah dalam rentang nilai yang dianggap wajar
dan stabil.
DAMPAK VOLATILITAS VARIABEL EKONOMI TERHADAP KINERJA SEKTOR INDUSTRI PENGOLAHAN
DAN MAKROEKONOMI INDONESIA
DISERTASI
ALLA ASMARA
SEKOLAH PASCASARJANA INSTITUT PERTANIAN BOGOR
2011