Exogenous: None Lag Length: 0 Automatic - based on SIC, maxlag=10
t-Statistic Prob.
Augmented Dickey-Fuller test statistic -0.741032
0.3909 Test critical values:
1 level -2.607686
5 level -1.946878
10 level -1.612999
MacKinnon 1996 one-sided p-values. b. Tingkat First Difference
Null Hypothesis: DINFLASI has a unit root Exogenous: None
Lag Length: 3 Automatic - based on SIC, maxlag=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-5.184740 0.0000
Test critical values: 1 level
-2.611094 5 level
-1.947381 10 level
-1.612725 MacKinnon 1996 one-sided p-values.
c. Tingkat Second Difference Null Hypothesis: DINFLASI,2 has a unit root
Exogenous: None Lag Length: 3 Automatic - based on SIC, maxlag=10
t-Statistic Prob.
Augmented Dickey-Fuller test statistic -5.433443
0.0000 Test critical values:
1 level -2.612033
5 level -1.947520
10 level -1.612650
MacKinnon 1996 one-sided p-values.
4. Variabel ER
a. Tingkat Level Null Hypothesis: ER has a unit root
Exogenous: None Lag Length: 2 Automatic - based on SIC, maxlag=10
t-Statistic Prob.
Augmented Dickey-Fuller test statistic 0.550571
0.8319 Test critical values:
1 level -2.609324
5 level -1.947119
10 level -1.612867
MacKinnon 1996 one-sided p-values.
b. Tingkat First Difference Null Hypothesis: DER has a unit root
Exogenous: None Lag Length: 1 Automatic - based on SIC, maxlag=10
t-Statistic Prob.
Augmented Dickey-Fuller test statistic -4.817058
0.0000 Test critical values:
1 level -2.609324
5 level -1.947119
10 level -1.612867
MacKinnon 1996 one-sided p-values. c. Tingkat Second Difference
Null Hypothesis: DER,2 has a unit root Exogenous: None
Lag Length: 1 Automatic - based on SIC, maxlag=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-8.997069 0.0000
Test critical values: 1 level
-2.610192 5 level
-1.947248 10 level
-1.612797 MacKinnon 1996 one-sided p-values.
5. Variabel GDP
a. Tingkat Level
Null Hypothesis: GDP has a unit root Exogenous: None
Lag Length: 2 Automatic - based on SIC, maxlag=10 t-Statistic
Prob.
Augmented Dickey-Fuller test statistic 7.066291
1.0000 Test critical values:
1 level -2.609324
5 level -1.947119
10 level -1.612867
MacKinnon 1996 one-sided p-values. b. Tingkat First Difference
Null Hypothesis: DGDP has a unit root Exogenous: None
Lag Length: 3 Automatic - based on SIC, maxlag=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-0.754067 0.3848
Test critical values: 1 level
-2.611094 5 level
-1.947381 10 level
-1.612725 MacKinnon 1996 one-sided p-values.
c. Tingkat Second Difference Null Hypothesis: DGDP,2 has a unit root
Exogenous: None Lag Length: 2 Automatic - based on SIC, maxlag=10
t-Statistic Prob.
Augmented Dickey-Fuller test statistic -8.161561
0.0000 Test critical values:
1 level -2.611094
5 level -1.947381
10 level -1.612725
MacKinnon 1996 one-sided p-values.
Lampiran D. Hasil Regresi Linier
Dependent Variable: LOG_KR Method: Least Squares
Date: 021815 Time: 19:59 Sample: 2000Q1 2013Q4
Included observations: 56 Variable
Coefficient Std. Error t-Statistic Prob.
C -20.29804
3.803070 -5.337277 0.0000
I_SBI 0.159293
0.021194 7.515886
0.0000
INFLASI -0.061979
0.011889 -5.213021 0.0000
ER -0.019572
0.047624 -0.410976 0.6828
GDP 4.425828
0.654865 6.758381
0.0000 R-squared
0.560500 Mean dependent var 6.608028
Adjusted R-squared 0.526029 S.D. dependent var
0.335989 S.E. of regression
0.231313 Akaike info criterion -0.005042 Sum squared resid
2.728798 Schwarz criterion 0.175793
Log likelihood 5.141179 Hannan-Quinn criter. 0.065067
F-statistic 16.26021 Durbin-Watson stat
2.163310 ProbF-statistic
0.000000
Lampiran E. Hasil Uji Asumsi Klasik Hasil Uji Asumsi Klasik
1. Uji Multikolinieritas
