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Intercept Intercept and Trend None

a. Intercept and Trend

Null Hypothesis: DFD has a unit root Exogenous: Constant, Linear Trend Lag Length: 0 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -3.251477 0.0946 Test critical values: 1 level -4.309824 5 level -3.574244 10 level -3.221728 MacKinnon 1996 one-sided p-values.

b. None

Null Hypothesis: DFD has a unit root Exogenous: None Lag Length: 0 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -3.315227 0.0017 Test critical values: 1 level -2.647120 5 level -1.952910 10 level -1.610011 MacKinnon 1996 one-sided p-values.

5 Inflasi

a. Intercept

Null Hypothesis: DINF has a unit root Exogenous: Constant Lag Length: 1 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -6.718312 0.0000 Test critical values: 1 level -3.689194 5 level -2.971853 10 level -2.625121 MacKinnon 1996 one-sided p-values.

b. Intercept and Trend

Null Hypothesis: DINF has a unit root Exogenous: Constant, Linear Trend Lag Length: 1 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -6.602622 0.0000 Test critical values: 1 level -4.323979 5 level -3.580623 10 level -3.225334 MacKinnon 1996 one-sided p-values.

c. None

Null Hypothesis: DINF has a unit root Exogenous: None Lag Length: 1 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -6.852375 0.0000 Test critical values: 1 level -2.650145 5 level -1.953381 10 level -1.609798 MacKinnon 1996 one-sided p-values.

2. Second Difference

1 Indeks Williamson

a. Intercept

Null Hypothesis: DIW,2 has a unit root Exogenous: Constant Lag Length: 2 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -6.569479 0.0000 Test critical values: 1 level -3.711457 5 level -2.981038 10 level -2.629906 MacKinnon 1996 one-sided p-values.

b. Intercept and Trend

Null Hypothesis: DIW,2 has a unit root Exogenous: Constant, Linear Trend Lag Length: 2 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -6.451049 0.0001 Test critical values: 1 level -4.356068 5 level -3.595026 10 level -3.233456 MacKinnon 1996 one-sided p-values.

c. None

Null Hypothesis: DIW,2 has a unit root Exogenous: None Lag Length: 2 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -6.706489 0.0000 Test critical values: 1 level -2.656915 5 level -1.954414 10 level -1.609329 MacKinnon 1996 one-sided p-values.

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