Augmented Dickey-Fuller Test Equation Dependent Variable: DINF
Method: Least Squares Date: 041907 Time: 23:34
Sampleadjusted: 1976 2004 Included observations: 29 after adjusting endpoints
Variable Coefficient Std.
Error t-Statistic
Prob. INF-1 -0.582347
0.168112 -3.464036
0.0017 R-squared
0.299628 Mean dependent var -0.437931
Adjusted R-squared 0.299628 S.D. dependent var
19.53715 S.E. of regression
16.35030 Akaike info criterion 8.460243
Sum squared resid 7485.302 Schwarz criterion
8.507392 Log likelihood
-121.6735 Durbin-Watson stat 2.271989
b. Uji Akar-Akar Unit pada First Difference
o Y Pertumbuhan Ekonomi
Null Hypothesis: DY has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=8 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-6.598313 0.0000
Test critical values: 1 level
-3.689194 5
level -2.971853
10 level
-2.625121 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DY,2
Method: Least Squares Date: 041907 Time: 23:33
Sampleadjusted: 1977 2004 Included observations: 28 after adjusting endpoints
Variable Coefficient Std.
Error t-Statistic
Prob. DY-1 -1.249213
0.189323 -6.598313
0.0000 C -0.063747
0.890269 -0.071604
0.9435 R-squared
0.626102 Mean dependent var -0.059286
Adjusted R-squared 0.611722 S.D. dependent var
7.560116 S.E. of regression
4.710858 Akaike info criterion 6.006367
Sum squared resid 576.9969 Schwarz criterion
6.101524 Log likelihood
-82.08913 F-statistic 43.53773
Durbin-Watson stat 2.173686 ProbF-statistic
0.000001
o LN_RUTIN Pengeluaran Rutin Pemerintah
Null Hypothesis: DLN_RUTIN has a unit root Exogenous: Constant
Lag Length: 1 Automatic based on SIC, MAXLAG=8 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-6.219194 0.0000
Test critical values: 1 level
-3.699871 5
level -2.976263
10 level
-2.627420 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLN_RUTIN,2
Method: Least Squares Date: 041907 Time: 23:32
Sampleadjusted: 1978 2004 Included observations: 27 after adjusting endpoints
Variable Coefficient Std.
Error t-Statistic
Prob. DLN_RUTIN-1 -1.664138
0.267581 -6.219194
0.0000 DLN_RUTIN-1,2 0.499099
0.183353 2.722068
0.0119 C 0.258370
0.122883 2.102569
0.0462 R-squared
0.664250 Mean dependent var 0.029470
Adjusted R-squared 0.636271 S.D. dependent var
1.003120 S.E. of regression
0.604981 Akaike info criterion 1.937199
Sum squared resid 8.784041 Schwarz criterion
2.081181 Log likelihood
-23.15219 F-statistic 23.74092
Durbin-Watson stat 2.285413 ProbF-statistic
0.000002
o LN_PEMB Pengeluaran Pembangunan Pemerintah
Null Hypothesis: DLN_PEMB has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=8 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-5.955748 0.0000
Test critical values: 1 level
-3.689194 5
level -2.971853
10 level
-2.625121 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLN_PEMB,2
Method: Least Squares Date: 041907 Time: 23:31
Sampleadjusted: 1977 2004 Included observations: 28 after adjusting endpoints
Variable Coefficient Std.
Error t-Statistic
Prob. DLN_PEMB-1 -1.155731
0.194053 -5.955748
0.0000 C 0.108509
0.126028 0.860992
0.3971 R-squared
0.577036 Mean dependent var 0.005900
Adjusted R-squared 0.560768 S.D. dependent var
0.996788 S.E. of regression
0.660617 Akaike info criterion 2.077465
Sum squared resid 11.34679 Schwarz criterion
2.172622 Log likelihood
-27.08451 F-statistic 35.47094
Durbin-Watson stat 2.063421 ProbF-statistic
0.000003
o LN_INVEST Investasi Swasta
Null Hypothesis: DLN_INVEST has a unit root Exogenous: Constant
Lag Length: 1 Automatic based on SIC, MAXLAG=8 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-6.907204 0.0000
Test critical values: 1 level
-3.699871 5
level -2.976263
10 level
-2.627420 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLN_INVEST,2
Method: Least Squares Date: 041907 Time: 23:29
Sampleadjusted: 1978 2004 Included observations: 27 after adjusting endpoints
Variable Coefficient Std.
Error t-Statistic
Prob. DLN_INVEST-1 -1.699143
0.245996 -6.907204
0.0000 DLN_INVEST-1,2 0.498281
0.163327 3.050815
0.0055 C 0.150748
0.185630 0.812091
0.4247 R-squared
0.700860 Mean dependent var 0.038092
Adjusted R-squared 0.675932 S.D. dependent var
1.688794 S.E. of regression
0.961379 Akaike info criterion 2.863543
Sum squared resid 22.18200 Schwarz criterion
3.007525 Log likelihood
-35.65784 F-statistic 28.11505
Durbin-Watson stat 2.232908 ProbF-statistic
0.000001
o LN_LABOR Jumlah Pekerja
Null Hypothesis: DLN_LABOR has a unit root Exogenous: Constant
Lag Length: 1 Automatic based on SIC, MAXLAG=8 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-7.443874 0.0000
Test critical values: 1 level
-3.699871 5
level -2.976263
10 level
-2.627420 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLN_LABOR,2
Method: Least Squares Date: 041907 Time: 23:30
Sampleadjusted: 1978 2004 Included observations: 27 after adjusting endpoints
Variable Coefficient Std.
Error t-Statistic
Prob.
DLN_LABOR-1 -1.854410 0.249119
-7.443874 0.0000
DLN_LABOR-1,2 0.600345 0.166121
3.613912 0.0014
C -0.006805 0.092556
-0.073522 0.9420
R-squared 0.733380 Mean dependent var
0.030588 Adjusted R-squared
0.711162 S.D. dependent var 0.893669
S.E. of regression 0.480290 Akaike info criterion
1.475587 Sum squared resid
5.536291 Schwarz criterion 1.619569
Log likelihood -16.92043 F-statistic
33.00789 Durbin-Watson stat
2.326842 ProbF-statistic 0.000000
o INF Inflasi
Null Hypothesis: DINF has a unit root Exogenous: Constant
Lag Length: 1 Automatic based on SIC, MAXLAG=8 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-6.489563 0.0000
Test critical values: 1 level
-3.699871 5
level -2.976263
10 level
-2.627420 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DINF,2
Method: Least Squares Date: 041907 Time: 23:34
Sampleadjusted: 1978 2004 Included observations: 27 after adjusting endpoints
Variable Coefficient Std.
Error t-Statistic
Prob. DINF-1 -2.095270
0.322868 -6.489563
0.0000 DINF-1,2 0.398454
0.186563 2.135764
0.0431 C -0.684631
3.216557 -0.212846
0.8332 R-squared
0.790528 Mean dependent var 0.375556
Adjusted R-squared 0.773072 S.D. dependent var
35.05061 S.E. of regression
16.69704 Akaike info criterion 8.572779
Sum squared resid 6690.984 Schwarz criterion
8.716760 Log likelihood
-112.7325 F-statistic 45.28696
Durbin-Watson stat 2.234907 ProbF-statistic
0.000000
Lampiran 3 Kointegrasi
a. Hasil Uji Akar Unit terhadap Residual Persamaan Regresi
