JKSE TAHUN 2006 JKSE TAHUN 2010

2. JKSE TAHUN 2006

Null Hypothesis: RJKSE_2006 has a unit root Exogenous: Constant Lag Length: 0 Automatic - based on SIC, maxlag=15 t-Statistic Prob. Augmented Dickey-Fuller test statistic -14.98140 0.0000 Test critical values: 1 level -3.457061 5 level -2.873190 10 level -2.573054 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DRJKSE_2006 Method: Least Squares Date: 041716 Time: 10:37 Sample adjusted: 2 245 Included observations: 244 after adjustments Variable Coefficient Std. Error t-Statistic Prob. RJKSE_2006-1 -0.961980 0.064212 -14.98140 0.0000 C 0.001785 0.000849 2.101548 0.0366 R-squared 0.481179 Mean dependent var -3.20E-05 Adjusted R-squared 0.479035 S.D. dependent var 0.018195 S.E. of regression 0.013133 Akaike info criterion -5.819246 Sum squared resid 0.041738 Schwarz criterion -5.790580 Log likelihood 711.9480 Hannan-Quinn criter. -5.807701 F-statistic 224.4422 Durbin-Watson stat 1.994400 ProbF-statistic 0.000000

3. JKSE TAHUN 2010

Null Hypothesis: RJKSE_2010 has a unit root Exogenous: Constant Lag Length: 0 Automatic - based on SIC, maxlag=15 t-Statistic Prob. Augmented Dickey-Fuller test statistic -16.07302 0.0000 Test critical values: 1 level -3.457061 5 level -2.873190 10 level -2.573054 MacKinnon 1996 one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: DRJKSE_2010 Method: Least Squares Date: 041716 Time: 10:40 Sample adjusted: 2 245 Included observations: 244 after adjustments Variable Coefficient Std. Error t-Statistic Prob. RJKSE_2010-1 -1.029949 0.064079 -16.07302 0.0000 C 0.001621 0.000820 1.975335 0.0494 R-squared 0.516331 Mean dependent var -6.15E-05 Adjusted R-squared 0.514332 S.D. dependent var 0.018239 S.E. of regression 0.012711 Akaike info criterion -5.884549 Sum squared resid 0.039099 Schwarz criterion -5.855884 Log likelihood 719.9150 Hannan-Quinn criter. -5.873005 F-statistic 258.3420 Durbin-Watson stat 2.001192 ProbF-statistic 0.000000

4. JKSE TAHUN 2014