117 d. Laba Tahun Berjalan
Null Hypothesis: LABA has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 Automatic based on SIC, MAXLAG=4 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-2.406072 0.3649
Test critical values: 1 level
-4.532598 5 level
-3.673616 10 level
-3.277364 MacKinnon 1996 one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 19
Augmented Dickey-Fuller Test Equation Dependent Variable: DLABA
Method: Least Squares Date: 062411 Time: 10:10
Sample adjusted: 2006Q2 2010Q4 Included observations: 19 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. LABA-1
-0.777123 0.322984
-2.406072 0.0286
C 79283.24
104154.8 0.761206
0.4576 TREND2006Q1
30999.91 12745.57
2.432210 0.0271
R-squared 0.294963 Mean dependent var
64162.74 Adjusted R-squared
0.206834 S.D. dependent var 226424.2
S.E. of regression 201653.1 Akaike info criterion
27.41042 Sum squared resid
6.51E+11 Schwarz criterion 27.55955
Log likelihood -257.3990 Hannan-Quinn criter.
27.43566 F-statistic
3.346928 Durbin-Watson stat 1.631742
ProbF-statistic 0.061051
118
2. Uji Stasioneritas Tingkat Differnsi Pertama
a. Aset
Null Hypothesis: DASET has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 Automatic based on SIC, MAXLAG=4 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-2.459061 0.3412
Test critical values: 1 level
-4.571559 5 level
-3.690814 10 level
-3.286909 MacKinnon 1996 one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 18
Augmented Dickey-Fuller Test Equation Dependent Variable: DASET,2
Method: Least Squares Date: 062411 Time: 10:14
Sample adjusted: 2006Q3 2010Q4 Included observations: 18 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DASET-1
-0.910849 0.370405
-2.459061 0.0266
C -446536.3
1335688. -0.334312
0.7428 TREND2006Q1
408717.1 151403.8
2.699516 0.0165
R-squared 0.349345 Mean dependent var
661676.4 Adjusted R-squared
0.262591 S.D. dependent var 2880033.
S.E. of regression 2473157. Akaike info criterion
32.43090 Sum squared resid
9.17E+13 Schwarz criterion 32.57930
Log likelihood -288.8781 Hannan-Quinn criter.
32.45136 F-statistic
4.026844 Durbin-Watson stat 1.680688
ProbF-statistic 0.039823
119 b. Dana Pihak Ketiga
Null Hypothesis: DDPK has a unit root Exogenous: Constant, Linear Trend
Lag Length: 3 Automatic based on SIC, MAXLAG=4 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-0.691402 0.9538
Test critical values: 1 level
-4.728363 5 level
-3.759743 10 level
-3.324976 MacKinnon 1996 one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 15
Augmented Dickey-Fuller Test Equation Dependent Variable: DDPK,2
Method: Least Squares Date: 062411 Time: 10:15
Sample adjusted: 2007Q2 2010Q4 Included observations: 15 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DDPK-1
-0.799369 1.156157
-0.691402 0.5068
DDPK-1,2 -0.173599
0.925560 -0.187561
0.8554 DDPK-2,2
-0.369178 0.707277
-0.521971 0.6143
DDPK-3,2 -0.936113
0.422209 -2.217179
0.0538 C
-1146617. 1409165.
-0.813686 0.4368
TREND2006Q1 353998.0
256452.4 1.380365
0.2008 R-squared
0.829222 Mean dependent var 727549.9
Adjusted R-squared 0.734345 S.D. dependent var
3467750. S.E. of regression
1787338. Akaike info criterion 31.91953
Sum squared resid 2.88E+13 Schwarz criterion
32.20275 Log likelihood
-233.3965 Hannan-Quinn criter. 31.91651
F-statistic 8.739987 Durbin-Watson stat
1.860913 ProbF-statistic
0.002903
120 c. Pembiayaan
Null Hypothesis: DPEMBIAYAAN has a unit root Exogenous: Constant, Linear Trend
Lag Length: 1 Automatic based on SIC, MAXLAG=4 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-0.942136 0.9260
Test critical values: 1 level
-4.616209 5 level
-3.710482 10 level
-3.297799 MacKinnon 1996 one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 17
Augmented Dickey-Fuller Test Equation Dependent Variable: DPEMBIAYAAN,2
Method: Least Squares Date: 062411 Time: 10:16
Sample adjusted: 2006Q4 2010Q4 Included observations: 17 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DPEMBIAYAAN-1
-0.394967 0.419225
-0.942136 0.3633
DPEMBIAYAAN-1,2 -0.538426
0.281892 -1.910043
0.0784 C
-546246.0 706164.0
-0.773540 0.4530
TREND2006Q1 179260.9
95301.78 1.880982
0.0826 R-squared
0.572268 Mean dependent var 335916.7
Adjusted R-squared 0.473561 S.D. dependent var
1569101. S.E. of regression
1138479. Akaike info criterion 30.93061
Sum squared resid 1.68E+13 Schwarz criterion
31.12666 Log likelihood
-258.9102 Hannan-Quinn criter. 30.95010
F-statistic 5.797632 Durbin-Watson stat
1.561435 ProbF-statistic
0.009649
121 d. Laba Tahun Berjalan
Null Hypothesis: DLABA has a unit root Exogenous: Constant, Linear Trend
Lag Length: 2 Automatic based on SIC, MAXLAG=4 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-4.564662 0.0120
Test critical values: 1 level
-4.667883 5 level
-3.733200 10 level
-3.310349 MacKinnon 1996 one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 16
Augmented Dickey-Fuller Test Equation Dependent Variable: DLABA,2
Method: Least Squares Date: 062411 Time: 10:16
Sample adjusted: 2007Q1 2010Q4 Included observations: 16 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DLABA-1
-3.849070 0.843232
-4.564662 0.0008
DLABA-1,2 1.968866
0.632056 3.115018
0.0098 DLABA-2,2
0.928163 0.341152
2.720676 0.0199
C -20297.03
134808.5 -0.150562
0.8830 TREND2006Q1
14073.81 10653.29
1.321077 0.2133
R-squared 0.814854 Mean dependent var
14524.38 Adjusted R-squared
0.747528 S.D. dependent var 380518.0
S.E. of regression 191197.4 Akaike info criterion
27.41031 Sum squared resid
4.02E+11 Schwarz criterion 27.65174
Log likelihood -214.2825 Hannan-Quinn criter.
27.42267 F-statistic
12.10311 Durbin-Watson stat 1.862517
ProbF-statistic 0.000513
