2. Gov
Pada Level
Null Hypothesis: LOGGOV has a unit root Exogenous: Constant
Lag Length: 2 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.911929 0.3241
Test critical values: 1 level
-3.581152 5 level
-2.926622 10 level
-2.601424 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLOGGOV
Method: Least Squares Date: 050313 Time: 10:50
Sample adjusted: 2000Q4 2012Q1 Included observations: 46 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. LOGGOV-1
-0.188694 0.098693
-1.911929 0.0627
DLOGGOV-1 -0.624933
0.127885 -4.886669
0.0000 DLOGGOV-2
-0.524411 0.119267
-4.396932 0.0001
C 1.021784
0.510479 2.001618
0.0518 R-squared
0.521151 Mean dependent var 0.016870
Adjusted R-squared 0.486947 S.D. dependent var
0.220884 S.E. of regression
0.158214 Akaike info criterion -0.766792
Sum squared resid 1.051334 Schwarz criterion
-0.607779 Log likelihood
21.63621 Hannan-Quinn criter. -0.707225
F-statistic 15.23677 Durbin-Watson stat
1.962509 ProbF-statistic
0.000001
Universita Sumatera Utara
Pada 1st difference
Null Hypothesis: DLOGGOV has a unit root Exogenous: Constant
Lag Length: 1 Automatic based on SIC, MAXLAG=10 t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-10.98188 0.0000
Test critical values: 1 level
-3.581152 5 level
-2.926622 10 level
-2.601424 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DLOGGOV,2
Method: Least Squares Date: 050313 Time: 10:51
Sample adjusted: 2000Q4 2012Q1 Included observations: 46 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DLOGGOV-1
-2.279293 0.207550
-10.98188 0.0000
DLOGGOV-1,2 0.559439
0.121436 4.606845
0.0000 C
0.046846 0.024525
1.910130 0.0628
R-squared 0.826768 Mean dependent var
-0.006391 Adjusted R-squared
0.818711 S.D. dependent var 0.382888
S.E. of regression 0.163026 Akaike info criterion
-0.726816 Sum squared resid
1.142837 Schwarz criterion -0.607557
Log likelihood 19.71677 Hannan-Quinn criter.
-0.682141 F-statistic
102.6113 Durbin-Watson stat 2.007183
ProbF-statistic 0.000000
Universita Sumatera Utara
3. SBK
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