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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
Endogenous variables: BD_Y CA_Y ER_Y Exogenous variables: C
Lag specification: 1 1 Date: 061911 Time: 16:35
Root Modulus
0.926932 0.926932
-0.218183 0.218183
0.026774 0.026774
No root lies outside the unit circle. VAR satisfies the stability condition.
d. Malaysia
Roots of Characteristic Polynomial Endogenous variables: BD_Y CA_Y ER_Y
Exogenous variables: C Lag specification: 1 2
Date: 061911 Time: 17:06
Root Modulus
0.983027 0.983027
0.844080 0.844080
0.481967 - 0.538905i 0.722987
0.481967 + 0.538905i 0.722987
-0.391302 0.391302
0.157131 0.157131
No root lies outside the unit circle. VAR satisfies the stability condition.
95
e. Filipina Roots of Characteristic Polynomial
Endogenous variables: BD_Y CA_Y ER_Y Exogenous variables: C
Lag specification: 1 3 Date: 061911 Time: 17:25
Root Modulus
0.993906 - 0.015444i 0.994026
0.993906 + 0.015444i 0.994026
-0.765256 - 0.054153i 0.767170
-0.765256 + 0.054153i 0.767170
0.617786 - 0.430397i 0.752929
0.617786 + 0.430397i 0.752929
-0.100860 - 0.731581i 0.738501
-0.100860 + 0.731581i 0.738501
0.506831 0.506831
No root lies outside the unit circle. VAR satisfies the stability condition.
f. Thailand Roots of Characteristic Polynomial
Endogenous variables: BD_Y CA_Y ER_Y Exogenous variables: C
Lag specification: 1 2 Date: 061911 Time: 18:34
Root Modulus
0.895121 0.895121
0.720580 - 0.271285i 0.769956
0.720580 + 0.271285i 0.769956
0.041789 - 0.456269i 0.458179
0.041789 + 0.456269i 0.458179
-0.208619 0.208619
No root lies outside the unit circle. VAR satisfies the stability condition.
g. Kamboja
Roots of Characteristic Polynomial Endogenous variables: BD_Y CA_Y ER_Y
Exogenous variables: C Lag specification: 1 2
Date: 061911 Time: 19:24
Root Modulus
0.998443 0.998443
0.631609 - 0.283331i 0.692247
0.631609 + 0.283331i 0.692247
-0.153049 - 0.439891i 0.465756
-0.153049 + 0.439891i 0.465756
0.195804 0.195804
No root lies outside the unit circle. VAR satisfies the stability condition.
h. Laos