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