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.