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