LAMPIRAN C. UJI AKAR-AKAR UNIT DAN DERAJAT INTEGRASI C.1 Hasil Uji Akar-Akar Unit dan Uji Integrasi Augmented Dickey-Fuller
1. Variabel KR
a. Tingkat Level Null Hypothesis: LOG_KR has a unit root
Exogenous: None Lag Length: 2 Automatic - based on SIC, maxlag=10
t-Statistic Prob.
Augmented Dickey-Fuller test statistic 0.059631
0.6975 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: DLOG_KR has a unit root Exogenous: None
Lag Length: 1 Automatic - based on SIC, maxlag=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-9.789801 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: DLOG_KR,2 has a unit root
Exogenous: None Lag Length: 3 Automatic - based on SIC, maxlag=10
t-Statistic Prob.
Augmented Dickey-Fuller test statistic -7.262846
0.0000 Test critical values:
1 level -2.612033
5 level -1.947520
10 level -1.612650
MacKinnon 1996 one-sided p-values.
2. Variebel SBI
a. Tingkat Level
Null Hypothesis: I_SBI has a unit root Exogenous: None
Lag Length: 1 Automatic - based on SIC, maxlag=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.080640 0.2500
Test critical values: 1 level
-2.608490 5 level
-1.946996 10 level
-1.612934 MacKinnon 1996 one-sided p-values.
b. Tingkat First Difference Null Hypothesis: DI_SBI has a unit root
Exogenous: None Lag Length: 0 Automatic - based on SIC, maxlag=10
t-Statistic Prob.
Augmented Dickey-Fuller test statistic -3.408724
0.0010 Test critical values:
1 level -2.608490
5 level -1.946996
10 level -1.612934
MacKinnon 1996 one-sided p-values.
c. Tingkat Second Difference Null Hypothesis: DI_SBI,2 has a unit root
Exogenous: None Lag Length: 0 Automatic - based on SIC, maxlag=10
t-Statistic Prob.
Augmented Dickey-Fuller test statistic -8.063366
0.0000 Test critical values:
1 level -2.609324
5 level -1.947119
10 level -1.612867
MacKinnon 1996 one-sided p-values.
3. Variabel Inflasi
a. Tingkat Level
Null Hypothesis: INFLASI has a unit root
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
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