44 Lampiran 2 Faktor-faktor yang mempengaruhi Total Factor Productivity TFP
10 provinsi tahun 1986-2010
1. Provinsi Sumatera Utara
Uji Stasioneritas a.
Total Factor Productivity TFP
Null Hypothesis: TFP has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=5 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-6.619240 0.0000
Test critical values: 1 level
-3.737853 5 level
-2.991878 10 level
-2.635542 MacKinnon 1996 one-sided p-values.
b. Produk Domestik Regional Bruto PDRB Industri
Null Hypothesis: LNPDRBI has a unit root Exogenous: Constant, Linear Trend
Lag Length: 1 Automatic based on SIC, MAXLAG=5 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-3.576557 0.0546
Test critical values: 1 level
-4.416345 5 level
-3.622033 10 level
-3.248592 MacKinnon 1996 one-sided p-values.
c. Penanaman Modal Asing PMA
Null Hypothesis: LNPMA has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=5 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-2.034979 0.2709
Test critical values: 1 level
-3.737853 5 level
-2.991878 10 level
-2.635542 MacKinnon 1996 one-sided p-values.
d. Penanaman Modal Dalam Negeri PMDN
Null Hypothesis: LNPMDN has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=5 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-2.481306 0.1322
Test critical values: 1 level
-3.737853 5 level
-2.991878 10 level
-2.635542 MacKinnon 1996 one-sided p-values.
45
e. Ekspor
Null Hypothesis: LNX has a unit root Exogenous: Constant
Lag Length: 1 Automatic based on SIC, MAXLAG=5 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-2.581098 0.1111
Test critical values: 1 level
-3.752946 5 level
-2.998064 10 level
-2.638752 MacKinnon 1996 one-sided p-values.
f. Impor
Null Hypothesis: LNM has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=5 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-4.232800 0.0032
Test critical values: 1 level
-3.737853 5 level
-2.991878 10 level
-2.635542 MacKinnon 1996 one-sided p-values.
Uji Kointegrasi
Null Hypothesis: RESID01 has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=5 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-5.283107 0.0003
Test critical values: 1 level
-3.752946 5 level
-2.998064 10 level
-2.638752 MacKinnon 1996 one-sided p-values.
46
Hasil Estimasi ECM
Dependent Variable: DTFP Method: Least Squares
Date: 070213 Time: 20:45 Sample adjusted: 1991 2010
Included observations: 20 after adjustments Variable
Coefficient Std. Error
t-Statistic Prob.
DLNPDRBI 0.687432
0.721365 0.952960
0.3685 DLNPMA
-0.051497 0.028653
-1.797262 0.1100
DLNPMDN -0.014755
0.021380 -0.690120
0.5096 DLNX
0.008848 0.010668
0.829385 0.4309
DLNM -0.167632
0.088994 -1.883646
0.0964 DTFP-3
-0.872057 0.480657
-1.814302 0.1072
DLNPDRBI-1 -0.502186
0.668171 -0.751582
0.4738 DLNPMA-4
-0.029569 0.011271
-2.623446 0.0305
DLNPMDN-2 0.040556
0.024704 1.641719
0.1393 DLNX-2
0.280971 0.264363
1.062822 0.3189
DLNM-2 0.196734
0.124495 1.580252
0.1527 C
0.001497 0.046338
0.032310 0.9750
R-squared 0.664137 Mean dependent var
0.003178 Adjusted R-squared
0.202325 S.D. dependent var 0.150944
S.E. of regression 0.134812 Akaike info criterion
-0.886161 Sum squared resid
0.145394 Schwarz criterion -0.288722
Log likelihood 20.86161 Hannan-Quinn criter.
-0.769535 F-statistic
1.438113 Durbin-Watson stat 1.778805
ProbF-statistic 0.309599
