6. Investasi
Pada Level
Null Hypothesis: LOGINV has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-2.072839 0.2562
Test critical values: 1 level
-3.574446 5 level
-2.923780 10 level
-2.599925 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLOGINV
Method: Least Squares Date: 050313 Time: 11:04
Sample adjusted: 2000Q2 2012Q1 Included observations: 48 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. LOGINV-1
-0.193105 0.093160
-2.072839 0.0438
C 1.372935
0.658534 2.084837
0.0427 R-squared
0.085426 Mean dependent var 0.009583
Adjusted R-squared 0.065544 S.D. dependent var
0.234259 S.E. of regression
0.226451 Akaike info criterion -0.091799
Sum squared resid 2.358890 Schwarz criterion
-0.013833 Log likelihood
4.203188 Hannan-Quinn criter. -0.062336
F-statistic 4.296663 Durbin-Watson stat
2.240447 ProbF-statistic
0.043817
Universita Sumatera Utara
Pada 1st Difference
Null Hypothesis: DLOGINV has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-8.695659 0.0000
Test critical values: 1 level
-3.577723 5 level
-2.925169 10 level
-2.600658 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLOGINV,2
Method: Least Squares Date: 050313 Time: 11:04
Sample adjusted: 2000Q3 2012Q1 Included observations: 47 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DLOGINV-1
-1.252124 0.143994
-8.695659 0.0000
C 0.015099
0.033725 0.447699
0.6565 R-squared
0.626910 Mean dependent var 0.000872
Adjusted R-squared 0.618620 S.D. dependent var
0.373946 S.E. of regression
0.230934 Akaike info criterion -0.051748
Sum squared resid 2.399873 Schwarz criterion
0.026982 Log likelihood
3.216082 Hannan-Quinn criter. -0.022122
F-statistic 75.61449 Durbin-Watson stat
2.011840 ProbF-statistic
0.000000
Universita Sumatera Utara
7. Kurs Pada Level