Analisis Hubungan Timbal Balik Antara Tingkat Inflasi dengan Tingkat Pengangguran di Indonesia

Lampiran I

Data Variabel Tingkat Inflasi dan Tingkat Pengangguran Indonesia

Tahun
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995

1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008

Inflasi
17.7
12.6
9.3
11.9
10.4

5.66
8.84
8.9
5.47
5.97
5.97
9.52
4.94
9.77
9.24
8.64
6.47
11.05
77.63
2.01
9.53
12.55
10.03
5.06
6.4

17.11
6.6
6.59
11.6

Tingkat Pengangguran Terbuka
1.66
2.70
3.01
2,0
2,0
2.14
2.6
2.55
2.81
2.87
2.51
2.59
2.71
2.80

4.40
7.24
4.89
4.68
5.46
6.36
6.08
8.10
9.06
9.50
9.86
10.26
10.40
9.11
8.39

Universitas Sumatera Utara

Lampiran II

Augmented Dickey Fuller Unit Root Test on Inflation (INFLASI)
(Level)

Null Hypothesis: INFLASI has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=4)

Augmented Dickey-Fuller test statistic
Test critical values:
1% level
5% level
10% level

t-Statistic

Prob.*

-5.660154
-3.689194
-2.971853

-2.625121

0.0001

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(INFLASI)
Method: Least Squares
Date: 03/04/10 Time: 18:07
Sample (adjusted): 1981 2008
Included observations: 28 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

INFLASI(-1)
C

-1.099812
12.32824

0.194308
3.388318

-5.660154
3.638456

0.0000
0.0012

R-squared
Adjusted R-squared
S.E. of regression

Sum squared resid
Log likelihood
Durbin-Watson stat

0.552013
0.534782
13.56064
4781.167
-111.6936
2.023260

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

-0.217857
19.88164

8.120970
8.216127
32.03735
0.000006

Universitas Sumatera Utara

Lampiran III

Augmented Dickey Fuller Unit Root Test on Rate of Unemployment (UN)
(First Diference)

Null Hypothesis: D(UN) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=4)

Augmented Dickey-Fuller test statistic
Test critical values:
1% level
5% level

10% level

t-Statistic

Prob.*

-4.936821
-3.699871
-2.976263
-2.627420

0.0005

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(UN,2)
Method: Least Squares
Date: 03/04/10 Time: 18:12
Sample (adjusted): 1982 2008

Included observations: 27 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(UN(-1))
C

-0.993093
0.208835

0.201160
0.201748

-4.936821
1.035129

0.0000
0.3105

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.493642
0.473388
1.007857
25.39439
-37.48367
1.968787

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

-0.065185
1.388844
2.924717
3.020704
24.37220
0.000044

Universitas Sumatera Utara

Lampiran IV

Hasil Uji Kausalitas Granger

Pairwise Granger Causality Tests
Date: 03/04/10 Time: 21:09
Sample: 1980 2008
Lags: 4
Null Hypothesis:
UN does not Granger Cause INFLASI
INFLASI does not Granger Cause UN

Obs

F-Statistic

Probability

25

8.28464
1.11005

0.00081
0.38591

Universitas Sumatera Utara

Lampiran V

Hasil Uji Kointegrasi

Null Hypothesis: RESID01 has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=4)

Augmented Dickey-Fuller test statistic
Test critical values:
1% level
5% level
10% level

t-Statistic

Prob.*

-4.819811
-3.711457
-2.981038
-2.629906

0.0007

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID01)
Method: Least Squares
Date: 03/04/10 Time: 21:57
Sample (adjusted): 1983 2008
Included observations: 26 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

RESID01(-1)
C

-1.001175
-0.003573

0.207721
0.201830

-4.819811
-0.017703

0.0001
0.9860

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.491855
0.470682
1.028453
25.38518
-36.58130
1.899528

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

-0.039034
1.413599
2.967792
3.064569
23.23057
0.000066

Universitas Sumatera Utara