Investasi Analisis Interaksi Kebijakan Fiskal dan Moneter Terhadap Stabilitas Ekonomi Makro di Indonesia

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