4 551.3471
7.030673 1.36e-11
-16.52732 -15.18929
-16.00198 5
567.8523 24.49166
1.08e-11 -16.76943
-15.12262 -16.12285
6 575.3956
10.46323 1.17e-11
-16.72244 -14.76685
-15.95462 indicates lag order selected by the criterion
LR: sequential modified LR test statistic each test at 5 level FPE: Final prediction error
AIC: Akaike information criterion SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion Lag
Adj-R square 1
0.739295 2
0.749126 5
0.775168
h. Laos
VAR Lag Order Selection Criteria Endogenous variables: BD_Y CA_Y ER_Y
Exogenous variables: C Date: 061911 Time: 20:36
Sample: 1 68 Included observations: 62
Lag LogL
LR FPE
AIC SC
HQ 741.4044
NA 9.08e-15
-23.81950 -23.71657
-23.77908 1
907.7638 311.2531
5.67e-17 -28.89561
-28.48390 -28.73396
2 935.0950
48.49089 3.15e-17
-29.48694 -28.76646
-29.20406 3
969.7380 58.11072
1.38e-17 -30.31413
-29.28487 -29.91001
4 984.0801
22.66990 1.18e-17
-30.48646 -29.14842
-29.96111 5
994.1067 14.87809
1.16e-17 -30.51957
-28.87276 -29.87299
6 1006.458
17.13192 1.07e-17
-30.62766 -28.67207
-29.85985 indicates lag order selected by the criterion
LR: sequential modified LR test statistic each test at 5 level FPE: Final prediction error
AIC: Akaike information criterion SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion Lag
Adj-R square 3
0.709164 4
0.706539 6
0.727959
i. Myanmar
VAR Lag Order Selection Criteria Endogenous variables: BD_Y CA_Y ER_Y
Exogenous variables: C Date: 062111 Time: 17:53
Sample: 1991Q1 2010Q4 Included observations: 76
Lag LogL
LR FPE
AIC SC
HQ 419.6701
NA 3.47e-09
-10.96500 -10.87300
-10.92823
1 833.6629
784.4075 8.17e-14
-21.62271 -21.25470
-21.47563 2
1022.939 343.6852
7.12e-16 -26.36681
-25.72279 -26.10943
3 1175.207
264.4656 1.65e-17
-30.13702 -29.21700
-29.76934 4
1187.181 19.85240
1.53e-17 -30.21530
-29.01927 -29.73731
indicates lag order selected by the criterion LR: sequential modified LR test statistic each test at 5 level
FPE: Final prediction error AIC: Akaike information criterion
SC: Schwarz information criterion HQ: Hannan-Quinn information criterion
Lag Adj-R square
3 0.998751
4 0.998852
j. Vietnam
VAR Lag Order Selection Criteria Endogenous variables: BD CA ER
Exogenous variables: C Date: 061911 Time: 21:41
Sample: 1991Q1 2010Q4 Included observations: 76
Lag LogL
LR FPE
AIC SC
HQ -1081.607
NA 4.99e+08
28.54228 28.63429
28.57905 1
-710.5745 703.0084
36380.21 19.01512
19.38313 19.16219
2 -560.6433
272.2435 892.7828
15.30640 15.95042
15.56378 3
-468.6908 159.7071
100.9287 13.12344
14.04347 13.49113
4 -447.8499
34.55203 74.32126
12.81184 14.00787
13.28983 indicates lag order selected by the criterion
LR: sequential modified LR test statistic each test at 5 level FPE: Final prediction error
AIC: Akaike information criterion SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
94
LAMPIRAN 3. UJI STABILITAS VAR a. Brunei Darussalam
Roots of Characteristic Polynomial Endogenous variables: BD_Y CA_Y ER_Y
Exogenous variables: C Lag specification: 1 1
Date: 061911 Time: 15:13
Root Modulus
0.827731 0.827731
0.783862 0.783862
0.460482 0.460482
No root lies outside the unit circle. VAR satisfies the stability condition.
b. Singapura
Roots of Characteristic Polynomial Endogenous variables: BD_Y CA_Y ER_Y
Exogenous variables: C Lag specification: 1 1
Date: 061911 Time: 16:05
Root Modulus
0.921335 0.921335
0.508791 0.508791
0.243447 0.243447
No root lies outside the unit circle. VAR satisfies the stability condition.
c. Indonesia Roots of Characteristic Polynomial