RESID01 HARUS SIGNIFIKAN PADA TINGKAT LEVEL 1. INTERCEPT
Null Hypothesis: RESID01 has a unit root Exogenous: Constant
Lag Length: 0 Automatic based on SIC, MAXLAG=7
t-Statistic Prob.
Augmented Dickey-Fuller test statistic -5.215686
0.0002 Test critical values:
1 level -3.670170
5 level -2.963972
10 level -2.621007
MacKinnon 1996 one-sided p-values.
2. TREND AND INTERCEPT
Null Hypothesis: RESID01 has a unit root Exogenous: Constant, Linear Trend
Lag Length: 0 Automatic based on SIC, MAXLAG=7
t-Statistic Prob.
Augmented Dickey-Fuller test statistic -5.135611
0.0013 Test critical values:
1 level -4.296729
5 level -3.568379
10 level -3.218382
MacKinnon 1996 one-sided p-values.
3. NONE
Null Hypothesis: RESID01 has a unit root Exogenous: None
Lag Length: 0 Automatic based on SIC, MAXLAG=7
t-Statistic Prob.
Augmented Dickey-Fuller test statistic -5.307302
0.0000 Test critical values:
1 level -2.644302
5 level -1.952473
10 level -1.610211
MacKinnon 1996 one-sided p-values.
LAMPIRAN 6 ESTIMASI
ERROR CORRECTION MODEL ECM
Dependent Variable: DIMPOR Method: Least Squares
Date: 081712 Time: 15:55 Sample adjusted: 1981 2010
Included observations: 30 after adjustments
Variable Coefficient
Std. Error t-Statistic
Prob. DKONSUMSI
0.251149 0.303757
0.826809 0.4162
DPENDUDUK 0.056189
0.070955 0.791897
0.4359 DPRODUKSI
0.191642 0.357415
0.536189 0.5966
RESID02 -1.012795
0.176230 -5.747020
0.0000 C
-134520.1 228122.9
-0.589683 0.5607
R-squared 0.600971
Mean dependent var 63986.00
Adjusted R-squared 0.537127
S.D. dependent var 596771.8
S.E. of regression 406012.4
Akaike info criterion 28.81717
Sum squared resid 4.12E+12
Schwarz criterion 29.05070
Log likelihood -427.2575
Hannan-Quinn criter. 28.89188
F-statistic 9.413032
Durbin-Watson stat 1.767051
ProbF-statistic 0.000088
LAMPIRAN 7 HASIL UJI ASUMSI KLASIK MULTIKOLINIERITAS
DKONSUMSI DPENDUDUK DPRODUKSI KONSUMSI PENDUDUK PRODUKSI DKONSUMSI
1.000000 0.059947
0.155096 0.315763
0.120523 0.279553
DPENDUDUK 0.059947
1.000000 -0.417120
0.067499 -0.030276
0.053195 DPRODUKSI
0.155096 -0.417120
1.000000 -0.212590
-0.187941 0.211300
KONSUMSI 0.315763
0.067499 -0.212590
1.000000 0.955068
0.577321 PENDUDUK
0.120523 -0.030276
-0.187941 0.955068
1.000000 0.527873
PRODUKSI 0.279553
0.053195 0.211300
0.577321 0.527873
1.000000
LAMPIRAN 8 HASIL UJI ASUMSI KLASIK HETEROSKEDASITAS
1. MODEL ECM
Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic
0.637917 Prob. F4,25
0.6403 ObsR-squared
2.778417 Prob. Chi-Square4
0.5956 Scaled explained SS
5.107393 Prob. Chi-Square4
0.2765 Test Equation:
Dependent Variable: RESID2 Method: Least Squares
Date: 012013 Time: 15:11 Sample: 1981 2010
Included observations: 30
Variable Coefficient
Std. Error t-Statistic
Prob. C
-1.23E+10 1.85E+11
-0.066218 0.9477
DKONSUMSI -164933.6
246756.5 -0.668406
0.5100 DPENDUDUK
50684.13 57640.38
0.879317 0.3876
DPRODUKSI 418446.9
290345.0 1.441206
0.1619 RESID02
-89232.14 143159.7
-0.623305 0.5387
R-squared 0.092614
Mean dependent var 1.37E+11
Adjusted R-squared -0.052568
S.D. dependent var 3.21E+11
S.E. of regression 3.30E+11
Akaike info criterion 56.03253
Sum squared resid 2.72E+24
Schwarz criterion 56.26607
Log likelihood -835.4880
Hannan-Quinn criter. 56.10724
F-statistic 0.637917
Durbin-Watson stat 1.919941
ProbF-statistic 0.640306
2. MODEL JANGKA PENDEK
