Pengaruh Variabel Moneter dan Utang Luar Negeri Terhadap Inflasi di Indonesia
LAMPIRAN
Lampiran 1
Data Penelitian
JUB
TAHUN
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
(Milyar
Rupiah)
27661
33885
41998
58705
84630
99059
119053
145202
174512
222638
288632
355643
577381
646205
747028
844053
883908
955692
1033527
1203215
1382074
1643203
1883851
2141384
2469399
2870220
3304645
3413437
3475640
4292433
BI
GWM
RATE
IHSG
UTANG
LUAR
NEGERI
INFLASI
(%)
(%)
(Poin)
(US $ juta)
(%)
14
13,54
15,3
11,64
17,87
18,03
13,79
9,08
11,59
13,34
14,26
17,38
37,93
12,64
14,31
17,63
13,12
8,34
7,29
12,83
9,8
8
10,8
6,5
6,26
6,58
5,77
7
7,52
7,52
15
15
2
2
2
2
2
2
2
2
3
5
3
3
3
3
3
3
5
5
4
4
4
4
5
5
4
4
5
8
339,7708
328,864
305,12
399,69
417,79
247,39
274,33
588,77
489,64
513,85
637,43
401,71
398,03
676,91
416,32
392,04
424,94
679,3
1000,23
1162,63
1805,5
2745,8
1355,4
2534,4
3703,51
3821,99
4316,69
4274,18
33983,59
68635,8148
17242,5
33412,1
32131,9
56387,7
58242
65067
69945
71185
88367
98432
96706
100326
122033
120567
110934
133073
131343
135401
137024
134967,5
75820
80615
86600
99265
118624
118642
126119
92933
223077,7
4376000
8,84
8,9
5,47
5,97
9,53
9,52
4,94
9,77
9,24
8,64
6,47
11,05
77,63
2,01
9,35
12,55
10
5,16
6,4
17,11
6,6
6,59
11,06
2,78
6,96
3,79
4,3
8,38
8,36
6,38
60
Universitas Sumatera Utara
Lampiran 2
Hasil Uji OLS
Dependent Variable: INFLASI
Method: Least Squares
Date: 03/17/16 Time: 15:32
Sample: 1986 2015
Included observations: 30
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1
X2
X3
X4
X5
C
5.65E-06
2.297435
0.162033
-0.000141
-3.99E-07
-24.81462
1.40E-06
0.214263
0.352265
0.000231
3.48E-06
4.115100
4.046120
10.72251
0.459976
-0.610252
-0.114764
-6.030136
0.0005
0.0000
0.6497
0.5474
0.9096
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.831098
0.795910
5.924596
842.4200
-92.59438
23.61882
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
10.12500
13.11438
6.572958
6.853198
6.662609
1.766111
Lampiran 3
Hasil Uji Multikolinieritas
Y
X1
X2
X3
X4
X5
Y
1.000000
-0.138734
0.829996
-0.054031
-0.078585
-0.047604
X1
-0.138734
1.000000
-0.530431
0.101545
0.654386
0.497934
X2
0.829996
-0.530431
1.000000
-0.103621
-0.251125
-0.154671
X3
-0.054031
0.101545
-0.103621
1.000000
0.217162
0.202784
X4
-0.078585
0.654386
-0.251125
0.217162
1.000000
0.905905
X5
-0.047604
0.497934
-0.154671
0.202784
0.905905
1.000000
61
Universitas Sumatera Utara
Lampiran 4
Hasil Uji Multikolinearitas dengan Log
LY
LX1
LX2
LX3
LX4
LX5
LY
1.000.000
-0.117513
0.641279
-0.001858
-0.231082
-0.025686
LX1
LX2
LX3
LX4
LX5
-0.117513 1.000.000
0.641279 -0.584090
-0.001858 0.159757
-0.231082 0.766278
-0.025686 0.660630
-0.584090
1.000.000
-0.256419
-0.696672
-0.298123
0.159757
-0.256419
1.000.000
0.369024
0.094625
0.766278
-0.696672
0.369024
1.000.000
0.710272
0.660630
-0.298123
0.094625
0.710272
1.000.000
Lampiran 5
Hasil Uji Heterokedastisitas
Heteroskedasticity Test: Breusch-Pagan-Godfrey
F-statistic
Obs*R-squared
Scaled explained SS
2.589880
10.51389
6.357711
Prob. F(5,24)
Prob. Chi-Square(5)
Prob. Chi-Square(5)
0.0521
0.0619
0.2730
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 03/17/16 Time: 15:42
Sample: 1986 2015
Included observations: 30
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X1
X2
X3
X4
X5
11.79927
-4.15E-06
2.762313
-3.110192
-0.000106
4.15E-06
24.15904
8.21E-06
1.257900
2.068085
0.001359
2.04E-05
0.488400
-0.505348
2.195971
-1.503900
-0.077901
0.203205
0.6297
0.6179
0.0380
0.1457
0.9386
0.8407
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.350463
0.215143
34.78228
29035.36
-145.6942
2.589880
0.052076
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
28.08067
39.26112
10.11295
10.39319
10.20260
2.275974
62
Universitas Sumatera Utara
Lampiran 5
Hasil Uji Normalitas
6
Series: Residuals
Sample 1986 2015
Observations 30
5
4
3
2
1
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
-3.55e-15
-0.110162
12.69035
-8.289712
5.389709
0.541333
2.889676
Jarque-Bera
Probability
1.480422
0.477013
0
-10
-5
0
5
10
15
63
Universitas Sumatera Utara
Lampiran 1
Data Penelitian
JUB
TAHUN
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
(Milyar
Rupiah)
27661
33885
41998
58705
84630
99059
119053
145202
174512
222638
288632
355643
577381
646205
747028
844053
883908
955692
1033527
1203215
1382074
1643203
1883851
2141384
2469399
2870220
3304645
3413437
3475640
4292433
BI
GWM
RATE
IHSG
UTANG
LUAR
NEGERI
INFLASI
(%)
(%)
(Poin)
(US $ juta)
(%)
14
13,54
15,3
11,64
17,87
18,03
13,79
9,08
11,59
13,34
14,26
17,38
37,93
12,64
14,31
17,63
13,12
8,34
7,29
12,83
9,8
8
10,8
6,5
6,26
6,58
5,77
7
7,52
7,52
15
15
2
2
2
2
2
2
2
2
3
5
3
3
3
3
3
3
5
5
4
4
4
4
5
5
4
4
5
8
339,7708
328,864
305,12
399,69
417,79
247,39
274,33
588,77
489,64
513,85
637,43
401,71
398,03
676,91
416,32
392,04
424,94
679,3
1000,23
1162,63
1805,5
2745,8
1355,4
2534,4
3703,51
3821,99
4316,69
4274,18
33983,59
68635,8148
17242,5
33412,1
32131,9
56387,7
58242
65067
69945
71185
88367
98432
96706
100326
122033
120567
110934
133073
131343
135401
137024
134967,5
75820
80615
86600
99265
118624
118642
126119
92933
223077,7
4376000
8,84
8,9
5,47
5,97
9,53
9,52
4,94
9,77
9,24
8,64
6,47
11,05
77,63
2,01
9,35
12,55
10
5,16
6,4
17,11
6,6
6,59
11,06
2,78
6,96
3,79
4,3
8,38
8,36
6,38
60
Universitas Sumatera Utara
Lampiran 2
Hasil Uji OLS
Dependent Variable: INFLASI
Method: Least Squares
Date: 03/17/16 Time: 15:32
Sample: 1986 2015
Included observations: 30
Variable
Coefficient
Std. Error
t-Statistic
Prob.
X1
X2
X3
X4
X5
C
5.65E-06
2.297435
0.162033
-0.000141
-3.99E-07
-24.81462
1.40E-06
0.214263
0.352265
0.000231
3.48E-06
4.115100
4.046120
10.72251
0.459976
-0.610252
-0.114764
-6.030136
0.0005
0.0000
0.6497
0.5474
0.9096
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.831098
0.795910
5.924596
842.4200
-92.59438
23.61882
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
10.12500
13.11438
6.572958
6.853198
6.662609
1.766111
Lampiran 3
Hasil Uji Multikolinieritas
Y
X1
X2
X3
X4
X5
Y
1.000000
-0.138734
0.829996
-0.054031
-0.078585
-0.047604
X1
-0.138734
1.000000
-0.530431
0.101545
0.654386
0.497934
X2
0.829996
-0.530431
1.000000
-0.103621
-0.251125
-0.154671
X3
-0.054031
0.101545
-0.103621
1.000000
0.217162
0.202784
X4
-0.078585
0.654386
-0.251125
0.217162
1.000000
0.905905
X5
-0.047604
0.497934
-0.154671
0.202784
0.905905
1.000000
61
Universitas Sumatera Utara
Lampiran 4
Hasil Uji Multikolinearitas dengan Log
LY
LX1
LX2
LX3
LX4
LX5
LY
1.000.000
-0.117513
0.641279
-0.001858
-0.231082
-0.025686
LX1
LX2
LX3
LX4
LX5
-0.117513 1.000.000
0.641279 -0.584090
-0.001858 0.159757
-0.231082 0.766278
-0.025686 0.660630
-0.584090
1.000.000
-0.256419
-0.696672
-0.298123
0.159757
-0.256419
1.000.000
0.369024
0.094625
0.766278
-0.696672
0.369024
1.000.000
0.710272
0.660630
-0.298123
0.094625
0.710272
1.000.000
Lampiran 5
Hasil Uji Heterokedastisitas
Heteroskedasticity Test: Breusch-Pagan-Godfrey
F-statistic
Obs*R-squared
Scaled explained SS
2.589880
10.51389
6.357711
Prob. F(5,24)
Prob. Chi-Square(5)
Prob. Chi-Square(5)
0.0521
0.0619
0.2730
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 03/17/16 Time: 15:42
Sample: 1986 2015
Included observations: 30
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X1
X2
X3
X4
X5
11.79927
-4.15E-06
2.762313
-3.110192
-0.000106
4.15E-06
24.15904
8.21E-06
1.257900
2.068085
0.001359
2.04E-05
0.488400
-0.505348
2.195971
-1.503900
-0.077901
0.203205
0.6297
0.6179
0.0380
0.1457
0.9386
0.8407
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.350463
0.215143
34.78228
29035.36
-145.6942
2.589880
0.052076
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
28.08067
39.26112
10.11295
10.39319
10.20260
2.275974
62
Universitas Sumatera Utara
Lampiran 5
Hasil Uji Normalitas
6
Series: Residuals
Sample 1986 2015
Observations 30
5
4
3
2
1
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
-3.55e-15
-0.110162
12.69035
-8.289712
5.389709
0.541333
2.889676
Jarque-Bera
Probability
1.480422
0.477013
0
-10
-5
0
5
10
15
63
Universitas Sumatera Utara