Lampiran 6 Penetapan Lag Optimal
6.1 Variabel-Variabel Fungsi Ekspor Pakaian Jadi Indonesia ke Amerika Serikat
VAR Lag Order Selection Criteria Endogenous variables: LNXT LNQT LNHDT LNHET LNERT DT
Exogenous variables: C Date: 050807 Time: 17:40
Sample: 2000:01 2006:12 Included observations: 77
Lag LogL
LR FPE
AIC SC
HQ 274.3526
NA 3.78E-11
-6.970197 -6.787563
-6.897145 1
592.1655 577.8416
2.51E-14 -14.29001
-13.01157 -13.77865
2 614.6567
37.38802 3.63E-14
-13.93914 -11.56489
-12.98946 3
634.6868 30.17520
5.74E-14 -13.52433
-10.05428 -12.13634
4 674.6144
53.92821 5.63E-14
-13.62635 -9.060494
-11.80005 5
720.8666 55.26232
4.98E-14 -13.89264
-8.230979 -11.62802
6 756.5426
37.06595 6.31E-14
-13.88422 -7.126758
-11.18130 7
791.7004 31.04852
9.13E-14 -13.86235
-6.009079 -10.72111
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
6.2 Variabel-Variabel Fungsi Ekspor Kain dan Benang Indonesia ke Amerika Serikat
VAR Lag Order Selection Criteria Endogenous variables: LNXT LNHET LNERT LNHDT LNQT DT
Exogenous variables: C Date: 050807 Time: 17:29
Sample: 2000:01 2006:12 Included observations: 77
Lag LogL
LR FPE
AIC SC
HQ 356.3207
NA 4.50E-12
-9.099238 -8.916604
-9.026186 1
681.4555 591.1542
2.47E-15 -16.60923
-15.33079 -16.09787
2 714.8073
55.44209 2.69E-15
-16.54045 -14.16621
-15.59077 3
732.7446 27.02235
4.49E-15 -16.07129
-12.60124 -14.68330
4 758.3280
34.55420 6.40E-15
-15.80073 -11.23487
-13.97443 5
783.8868 30.53783
9.70E-15 -15.52953
-9.867868 -13.26491
6 818.6412
36.10841 1.26E-14
-15.49717 -8.739708
-12.79425 7
871.1413 46.36376
1.16E-14 -15.92575
-8.072478 -12.78451
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
Lampiran 7 Uji Kointegrasi
7.1 Variabel-Variabel Fungsi Ekspor Pakaian Jadi Indonesia ke Amerika Serikat
