UJI STASIONER DATA
LAMPIRAN 4 UJI STASIONER DATA
1. Pertumbuhan ekonomi per tenaga kerja
a. Intercept
Null Hypothesis: LNYL has a unit root Exogenous: Constant Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -0.151704 0.9352 Test critical values:
*MacKinnon (1996) one-sided p-values.
b. Intercept and Trend
Null Hypothesis: LNYL has a unit root Exogenous: Constant, Linear Trend Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.800520 0.6816 Test critical values:
*MacKinnon (1996) one-sided p-values.
c. None
Null Hypothesis: LNYL has a unit root Exogenous: None Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 3.902682 0.9999 Test critical
*MacKinnon (1996) one-sided p-values.
2. Remitansi
a. Intercept
Null Hypothesis: LNREM has a unit root Exogenous: Constant Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.737954 0.0080 Test critical values:
*MacKinnon (1996) one-sided p-values.
b. Intercept and Trend
Null Hypothesis: LNREM has a unit root Exogenous: Constant, Linear Trend Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.779204 0.0306 Test critical values:
*MacKinnon (1996) one-sided p-values.
c. None
Null Hypothesis: LNREM has a unit root Exogenous: None Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.335388 0.0001 Test critical values:
*MacKinnon (1996) one-sided p-values.
3. Stok modal per tenaga kerja
a. Intercept
Null Hypothesis: LNCAPL has a unit root Exogenous: Constant Lag Length: 1 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -0.644682 0.8465 Test critical values:
*MacKinnon (1996) one-sided p-values.
b. Intercept and Trend
Null Hypothesis: LNCAPL has a unit root Exogenous: Constant, Linear Trend Lag Length: 2 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.726320 0.2336 Test critical values:
*MacKinnon (1996) one-sided p-values.
c. None
Null Hypothesis: LNCAPL has a unit root Exogenous: None Lag Length: 1 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 2.897075 0.9985 Test critical values:
*MacKinnon (1996) one-sided p-values.
4. Tingkat partisipasi perguruan tinggi
a. Intercept
Null Hypothesis: LNEDU has a unit root Exogenous: Constant Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.220115 0.2033 Test critical values:
*MacKinnon (1996) one-sided p-values.
b. Trend and Intercept
Null Hypothesis: LNEDU has a unit root Exogenous: Constant, Linear Trend Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.011129 0.0181 Test critical values:
*MacKinnon (1996) one-sided p-values.
c. None
Null Hypothesis: LNEDU has a unit root Exogenous: None Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 3.011829 0.9989 Test critical values:
*MacKinnon (1996) one-sided p-values.
5. Pengeluaran pemerintah
a. Intercept
Null Hypothesis: LNGOV has a unit root Exogenous: Constant Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.500127 0.5211 Test critical values:
*MacKinnon (1996) one-sided p-values.
b. Intercept and trend
Null Hypothesis: LNGOV has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.352350 0.8563
Test critical values: 1% level
*MacKinnon (1996) one-sided p-values.
c. None
Null Hypothesis: LNGOV has a unit root Exogenous: None
Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -0.317520 0.5634
Test critical values:
*MacKinnon (1996) one-sided p-values.
6. Jumlah Uang Beredar (M2)
a. Intercept
Null Hypothesis: LNM2 has a unit root Exogenous: Constant
Lag Length: 6 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.841713 0.3533
Test critical values:
*MacKinnon (1996) one-sided p-values.
b. Trend and Intercept
Null Hypothesis: LNM2 has a unit root Exogenous: Constant, Linear Trend
Lag Length: 3 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.200496 0.4722
Test critical values:
*MacKinnon (1996) one-sided p-values.
c. None
Null Hypothesis: LNM2 has a unit root Exogenous: None
Lag Length: 3 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 0.291071 0.7635
Test critical values:
*MacKinnon (1996) one-sided p-values.
7. FDI
a. Intercept
Null Hypothesis: LNFDI has a unit root Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.555535 0.4935
Test critical values:
*MacKinnon (1996) one-sided p-values.
b. Trend and Intercept
Null Hypothesis: LNFDI has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.568923 0.7836
Test critical values:
*MacKinnon (1996) one-sided p-values.
c. None
Null Hypothesis: LNFDI has a unit root Exogenous: None Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -0.751034 0.3833 Test critical values:
*MacKinnon (1996) one-sided p-values.
8. Ekspor
a. Intercept
Null Hypothesis: LNEX has a unit root Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.227994 0.2007
Test critical values:
*MacKinnon (1996) one-sided p-values.
b. Trend and Intercept
Null Hypothesis: LNEX has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.116370 0.5181
Test critical values:
*MacKinnon (1996) one-sided p-values.
c. None
Null Hypothesis: LNEX has a unit root Exogenous: None
Lag Length: 1 (Automatic - based on SIC, maxlag=8)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -0.439165 0.5162
Test critical values:
*MacKinnon (1996) one-sided p-values.