None Intercept Second Difference

LAMPIRAN 8 UJI NORMALITAS ECM JANGKA PANJANG 1 2 3 4 5 6 7 8 9 -4 -3 -2 -1 1 2 3 4 5 Series: Residuals Sample 1983 2013 Observations 31 Mean -2.19e-14 Median -0.023295 Maximum 4.952204 Minimum -3.258672 Std. Dev. 1.723885 Skewness 0.543307 Kurtosis 3.687130 Jarque-Bera 2.134969 Probability 0.343872 LAMPIRAN 9 UJI HOMOSEDASTISITAS ECM JANGKA PANJANG Heteroskedasticity Test: White F-statistic 0.815152 Prob. F11,19 0.6267 ObsR-squared 9.939220 Prob. Chi-Square11 0.5359 Scaled explained SS 5.016430 Prob. Chi-Square11 0.9304 Test Equation: Dependent Variable: RESID2 Method: Least Squares Date: 032216 Time: 10:58 Sample: 1983 2013 Included observations: 31 Variable Coefficient Std. Error t-Statistic Prob. C -34.24965 26.34157 -1.300213 0.2091 GR2 -0.098893 0.119583 -0.826979 0.4185 OPEN2 0.020543 0.013346 1.539267 0.1402 OPEN22 -2.38E-06 1.59E-06 -1.498561 0.1504 FD2 0.057639 0.273279 0.210916 0.8352 INF2 -0.013565 0.053415 -0.253949 0.8023 D12 35.82821 37.73803 0.949393 0.3543 D1GR2 0.197720 0.321525 0.614946 0.5459 D1OPEN2 -0.021294 0.016278 -1.308153 0.2064 D1OPEN22 2.43E-06 1.79E-06 1.362261 0.1890 D1FD2 -0.053178 0.274266 -0.193891 0.8483 D1INF2 0.010273 0.054228 0.189445 0.8518 R-squared 0.320620 Mean dependent var 2.875915 Adjusted R-squared -0.072705 S.D. dependent var 4.792263 S.E. of regression 4.963418 Akaike info criterion 6.326712 Sum squared resid 468.0749 Schwarz criterion 6.881803 Log likelihood -86.06403 Hannan-Quinn criter. 6.507658 F-statistic 0.815152 Durbin-Watson stat 2.322812 ProbF-statistic 0.626740 LAMPIRAN 10 UJI AUTOKORELASI ECM JANGKA PANJANG Breusch-Godfrey Serial Correlation LM Test: F-statistic 2.277916 Prob. F2,17 0.1329 ObsR-squared 6.551860 Prob. Chi-Square2 0.0378 Test Equation: Dependent Variable: RESID Method: Least Squares Date: 032216 Time: 11:07 Sample: 1983 2013 Included observations: 31 Presample missing value lagged residuals set to zero. Variable Coefficient Std. Error t-Statistic Prob. C -8.711555 41.69242 -0.208948 0.8370 GR 0.725861 0.604177 1.201405 0.2461 OPEN 0.107930 1.332033 0.081027 0.9364 OPEN2 -0.000694 0.010528 -0.065940 0.9482 FD 0.619370 0.764761 0.809886 0.4292 INF -0.030855 0.346251 -0.089113 0.9300 D1 -3.222637 58.15464 -0.055415 0.9565 D1GR -0.761797 0.758148 -1.004813 0.3291 D1OPEN 0.310355 1.729274 0.179471 0.8597 D1OPEN2 -0.002498 0.012838 -0.194570 0.8480 D1FD -0.723982 0.816314 -0.886892 0.3875 D1INF 0.044791 0.386164 0.115990 0.9090 RESID-1 0.689503 0.323854 2.129055 0.0482 RESID-2 0.052715 0.333662 0.157989 0.8763 R-squared 0.211350 Mean dependent var -2.19E-14 Adjusted R-squared -0.391735 S.D. dependent var 1.723885 S.E. of regression 2.033698 Akaike info criterion 4.560041 Sum squared resid 70.31078 Schwarz criterion 5.207648 Log likelihood -56.68063 Hannan-Quinn criter. 4.771145 F-statistic 0.350449 Durbin-Watson stat 2.056033 ProbF-statistic 0.969458