Analisis Kausalitas Antara Bi Rate Dan Capital Inflow Di Indonesia
LAMPIRAN
Lampiran 1
Hasil Uji Stasioneritas BI rate pada tingkat Second Difference
Null Hypothesis: D(BI_RATE,2) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=5)
t-Statistic
Prob.*
Augmented Dickey-Fuller test statistic
-4.485869
0.0096
Test critical values:
1% level
-4.467895
5% level
-3.644963
10% level
-3.261452
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(BI_RATE,3)
Method: Least Squares
Date: 07/09/14 Time: 09:30
Sample (adjusted): 2008Q4 2013Q4
Included observations: 21 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(BI_RATE(-1),2)
-1.040431
0.231935
-4.485869
0.0003
C
-0.002815
0.002554
-1.102267
0.2849
@TREND(2008Q1)
0.000212
0.000180
1.178382
0.2540
R-squared
0.527923
Mean dependent var
-0.000414
Adjusted R-squared
0.475470
S.D. dependent var
0.006693
S.E. of regression
0.004847
Akaike info criterion
-7.689213
Sum squared resid
0.000423
Schwarz criterion
-7.539995
Log likelihood
83.73673
Hannan-Quinn criter.
-7.656829
F-statistic
10.06470
Durbin-Watson stat
Prob(F-statistic)
0.001164
1.923929
Universitas Sumatera Utara
Lampiran 2
Hasil Uji Stasioneritas SBI pada tingkat Second Difference
Null Hypothesis: D(SBI,2) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=5)
t-Statistic
Prob.*
Augmented Dickey-Fuller test statistic
-12.77804
0.0000
Test critical values:
1% level
-4.467895
5% level
-3.644963
10% level
-3.261452
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(SBI,3)
Method: Least Squares
Date: 07/09/14 Time: 09:36
Sample (adjusted): 2008Q4 2013Q4
Included observations: 21 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(SBI(-1),2)
-1.796131
0.140564
-12.77804
0.0000
C
418.2020
1365.519
0.306259
0.7629
@TREND(2008Q1)
-25.44550
95.21725
-0.267236
0.7923
R-squared
0.900743
Mean dependent var
83.47619
Adjusted R-squared
0.889715
S.D. dependent var
7956.137
S.E. of regression
2642.171
Akaike info criterion
18.72815
Sum squared resid
1.26E+08
Schwarz criterion
18.87737
Log likelihood
-193.6456
Hannan-Quinn criter.
18.76054
Durbin-Watson stat
2.364589
F-statistic
81.67395
Prob(F-statistic)
0.000000
Universitas Sumatera Utara
Lampiran 3
Hasil Uji Stasioneritas SUN pada tingkat Second Difference
Null Hypothesis: D(SUN) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 1 (Automatic based on SIC, MAXLAG=5)
t-Statistic
Prob.*
Augmented Dickey-Fuller test statistic
-5.770420
0.0007
Test critical values:
1% level
-4.467895
5% level
-3.644963
10% level
-3.261452
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(SUN,2)
Method: Least Squares
Date: 07/09/14 Time: 12:27
Sample (adjusted): 2008Q4 2013Q4
Included observations: 21 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(SUN(-1))
-2.195285
0.380438
-5.770420
0.0000
D(SUN(-1),2)
0.438689
0.217446
2.017458
0.0597
C
-724.9021
2803.821
-0.258541
0.7991
@TREND(2008Q1)
62.65138
195.6700
0.320189
0.7527
R-squared
0.809211
Mean dependent var
80.71429
Adjusted R-squared
0.775543
S.D. dependent var
11416.81
S.E. of regression
5408.933
Akaike info criterion
20.19913
Sum squared resid
4.97E+08
Schwarz criterion
20.39809
Log likelihood
-208.0909
Hannan-Quinn criter.
20.24231
Durbin-Watson stat
2.227968
F-statistic
24.03459
Prob(F-statistic)
0.000002
Universitas Sumatera Utara
Lampiran 4
Pengujian Lag Lenght
VAR Lag Order Selection Criteria
Endogenous variables: SBI SUN BI_RATE
Exogenous variables: C
Date: 07/20/14 Time: 18:36
Sample: 2008Q1 2013Q4
Included observations: 21
Lag
LogL
LR
FPE
AIC
SC
HQ
0
1
2
3
-318.5458
-299.6135
-281.2641
-275.8662
NA
30.65244
24.46582*
5.654949
4.00e+09
1.58e+09
6.90e+08*
1.16e+09
30.62341
29.67747
28.78706*
29.13011
30.77263
30.27434
29.83158*
30.62229
30.65580
29.80701
29.01374*
29.45395
* indicates lag order selected by the criterion
LR: sequential modified LR test statistic (each test at 5% level)
FPE: Final prediction error
AIC: Akaike information criterion
SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
Universitas Sumatera Utara
Lampiran 5
Hasil Uji Kointegrasi
Date: 08/04/14 Time: 03:36
Sample (adjusted): 2008Q4 2013Q4
Included observations: 21 after adjustments
Trend assumption: Linear deterministic trend (restricted)
Series: BI_RATE SBI SUN
Lags interval (in first differences): 1 to 2
Unrestricted Cointegration Rank Test (Trace)
Hypothesized
No. of CE(s)
Eigenvalue
Trace
Statistic
0.05
Critical Value
Prob.**
None
At most 1
At most 2
0.581369
0.464611
0.222693
36.69640
18.41034
5.290331
42.91525
25.87211
12.51798
0.1820
0.3170
0.5552
Trace test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized
No. of CE(s)
Eigenvalue
Max-Eigen
Statistic
0.05
Critical Value
Prob.**
None
At most 1
At most 2
0.581369
0.464611
0.222693
18.28606
13.12001
5.290331
25.82321
19.38704
12.51798
0.3557
0.3184
0.5552
Max-eigenvalue test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
BI_RATE
123.4707
-60.28552
7.806705
SBI
0.001334
0.000323
-0.000310
SUN
-0.000576
0.000514
-0.000223
@TREND(08Q2)
0.229979
0.036769
0.138396
Unrestricted Adjustment Coefficients (alpha):
D(BI_RATE)
D(SBI)
D(SUN)
1.57E-05
-502.0705
2062.831
1 Cointegrating Equation(s):
0.001790
-713.4690
705.8012
0.001020
528.3321
762.1931
Log likelihood
-282.6478
Normalized cointegrating coefficients (standard error in parentheses)
BI_RATE
SBI
SUN
@TREND(08Q2)
Universitas Sumatera Utara
1.000000
1.08E-05
(2.6E-06)
-4.66E-06
(2.4E-06)
0.001863
(0.00035)
Adjustment coefficients (standard error in parentheses)
D(BI_RATE)
0.001933
(0.11648)
D(SBI)
-61990.97
(54475.6)
D(SUN)
254699.1
(88937.2)
2 Cointegrating Equation(s):
Log likelihood
-276.0878
Normalized cointegrating coefficients (standard error in parentheses)
BI_RATE
SBI
SUN
@TREND(08Q2)
1.000000
0.000000
-7.25E-06
0.000210
(3.5E-06)
(0.00061)
0.000000
1.000000
0.239329
153.0386
(0.33702)
(59.5728)
Adjustment coefficients (standard error in parentheses)
D(BI_RATE)
-0.105967
5.99E-07
(0.11023)
(1.1E-06)
D(SBI)
-18979.12
-0.899897
(54183.1)
(0.54107)
D(SUN)
212149.5
2.978797
(95247.3)
(0.95114)
Universitas Sumatera Utara
Lampiran 6
Hasil Uji Granger Causality
Date: 07/11/14 Time: 16:41
Sample: 2008Q1 2013Q4
Lags: 2
Null Hypothesis:
DSBI does not Granger Cause DBI_RATE
Obs
F-Statistic
Prob.
20
1.13102
0.3487
1.09031
0.3613
1.37295
0.2834
4.97981
0.0219
0.22796
0.7989
2.74496
0.0964
DBI_RATE does not Granger Cause DSBI
DSUN does not Granger Cause DBI_RATE
20
DBI_RATE does not Granger Cause DSUN
DSUN does not Granger Cause DSBI
DSBI does not Granger Cause DSUN
20
Universitas Sumatera Utara
Lampiran 7
Hasil Uji Estimasi VAR
Vector Autoregression Estimates
Date: 08/04/14 Time: 03:41
Sample (adjusted): 2009Q1 2013Q4
Included observations: 20 after adjustments
Standard errors in ( ) & t-statistics in [ ]
DBI_RATE
DSBI
DSUN
DBI_RATE(-1)
1.355534
(0.20420)
[ 6.63837]
-132901.7
(103867.)
[-1.27954]
-611831.9
(156501.)
[-3.90945]
DBI_RATE(-2)
-0.482550
(0.20790)
[-2.32111]
127773.4
(105749.)
[ 1.20827]
538707.7
(159336.)
[ 3.38095]
DSBI(-1)
4.60E-07
(5.1E-07)
[ 0.90115]
-0.024447
(0.25949)
[-0.09421]
0.852366
(0.39098)
[ 2.18009]
DSBI(-2)
2.62E-07
(5.6E-07)
[ 0.47236]
0.288637
(0.28258)
[ 1.02145]
1.063850
(0.42577)
[ 2.49865]
DSUN(-1)
2.07E-07
(2.3E-07)
[ 0.89670]
-0.045637
(0.11739)
[-0.38875]
-0.491459
(0.17688)
[-2.77846]
DSUN(-2)
2.25E-07
(2.2E-07)
[ 1.01471]
-0.030671
(0.11300)
[-0.27142]
-0.178164
(0.17026)
[-1.04641]
C
0.007389
(0.00598)
[ 1.23661]
260.6698
(3039.50)
[ 0.08576]
6858.840
(4579.74)
[ 1.49765]
0.914682
0.875305
0.000179
0.003712
23.22855
87.85441
-8.085441
-7.736935
0.067000
0.010511
0.163786
-0.222159
46338611
1887.991
0.424377
-174.9363
18.19363
18.54214
-65.80000
1707.796
0.698407
0.559210
1.05E+08
2844.714
5.017402
-183.1353
19.01353
19.36204
1420.695
4284.723
R-squared
Adj. R-squared
Sum sq. resids
S.E. equation
F-statistic
Log likelihood
Akaike AIC
Schwarz SC
Mean dependent
S.D. dependent
Determinant resid covariance (dof adj.)
Determinant resid covariance
Log likelihood
Akaike information criterion
Schwarz criterion
2.17E+08
59596820
-264.1674
28.51674
29.56226
Universitas Sumatera Utara
Lampiran 8
Data Perkembangan Capital Inflow dari sektor SUN
Periode
2008 trwI
trwII
trwIII
trwIV
2009 trwI
trwII
trwIII
trwIV
2010 trwI
trwII
trwIII
trwIV
2011 trwI
trwII
trwIII
trwIV
2012 trwI
trwII
trwIII
trwIV
2013 trwI
trwII
trwIII
trwIV
BI rate
8.00%
8.25%
9.00%
9.42%
8.25%
7.25%
6.58%
6.50%
6.50%
6.50%
6.50%
6.50%
6.67%
6.75%
6.75%
6.17%
5.83%
5.75%
5.75%
5.75%
5.75%
5.83%
6.81%
7.42%
SUN (milion US$)
2,412
3,566
971
-3,170
-10,184
14,225
1,496
1,848
4,899
2,600
2,300
1,520
2,200
2,900
2,000
-3
300
407
2
2.9
1,000
3,100
3,500
2,600
Universitas Sumatera Utara
Lampiran 9
Data Perkembangan Capital Inflow dari sektor SBI
Periode
2008 trwI
2008 trwII
2008 trwIII
2008 trwIV
2009 trwI
2009 trwII
2009 trwIII
2009 trwIV
2010 trwI
2010 trwII
2010 trwIII
2010 trwIV
2011 trwI
2011 trwII
2011 trwIII
2011 trwIV
2012 trwI
2012 trwII
2012 trwIII
2012 trwIV
2013 trwI
2013 trwII
2013 trwIII
2013 trwIV
SBI (milion US$)
BI rate
8.00%
8.25%
9.00%
9.42%
8.25%
7.25%
6.58%
6.50%
6.50%
6.50%
6.50%
6.50%
6.67%
6.75%
6.75%
6.17%
5.83%
5.75%
5.75%
5.75%
5.75%
5.83%
6.81%
7.42%
359
313
-1486
-1385
656
597
1747
926
2227
-2300
2600
-1100
2800
100
-2600
-3700
-399
1.30
0.40
0.01
0.00
0.01
0.10
0.30
Universitas Sumatera Utara
Lampiran 1
Hasil Uji Stasioneritas BI rate pada tingkat Second Difference
Null Hypothesis: D(BI_RATE,2) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=5)
t-Statistic
Prob.*
Augmented Dickey-Fuller test statistic
-4.485869
0.0096
Test critical values:
1% level
-4.467895
5% level
-3.644963
10% level
-3.261452
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(BI_RATE,3)
Method: Least Squares
Date: 07/09/14 Time: 09:30
Sample (adjusted): 2008Q4 2013Q4
Included observations: 21 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(BI_RATE(-1),2)
-1.040431
0.231935
-4.485869
0.0003
C
-0.002815
0.002554
-1.102267
0.2849
@TREND(2008Q1)
0.000212
0.000180
1.178382
0.2540
R-squared
0.527923
Mean dependent var
-0.000414
Adjusted R-squared
0.475470
S.D. dependent var
0.006693
S.E. of regression
0.004847
Akaike info criterion
-7.689213
Sum squared resid
0.000423
Schwarz criterion
-7.539995
Log likelihood
83.73673
Hannan-Quinn criter.
-7.656829
F-statistic
10.06470
Durbin-Watson stat
Prob(F-statistic)
0.001164
1.923929
Universitas Sumatera Utara
Lampiran 2
Hasil Uji Stasioneritas SBI pada tingkat Second Difference
Null Hypothesis: D(SBI,2) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=5)
t-Statistic
Prob.*
Augmented Dickey-Fuller test statistic
-12.77804
0.0000
Test critical values:
1% level
-4.467895
5% level
-3.644963
10% level
-3.261452
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(SBI,3)
Method: Least Squares
Date: 07/09/14 Time: 09:36
Sample (adjusted): 2008Q4 2013Q4
Included observations: 21 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(SBI(-1),2)
-1.796131
0.140564
-12.77804
0.0000
C
418.2020
1365.519
0.306259
0.7629
@TREND(2008Q1)
-25.44550
95.21725
-0.267236
0.7923
R-squared
0.900743
Mean dependent var
83.47619
Adjusted R-squared
0.889715
S.D. dependent var
7956.137
S.E. of regression
2642.171
Akaike info criterion
18.72815
Sum squared resid
1.26E+08
Schwarz criterion
18.87737
Log likelihood
-193.6456
Hannan-Quinn criter.
18.76054
Durbin-Watson stat
2.364589
F-statistic
81.67395
Prob(F-statistic)
0.000000
Universitas Sumatera Utara
Lampiran 3
Hasil Uji Stasioneritas SUN pada tingkat Second Difference
Null Hypothesis: D(SUN) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 1 (Automatic based on SIC, MAXLAG=5)
t-Statistic
Prob.*
Augmented Dickey-Fuller test statistic
-5.770420
0.0007
Test critical values:
1% level
-4.467895
5% level
-3.644963
10% level
-3.261452
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(SUN,2)
Method: Least Squares
Date: 07/09/14 Time: 12:27
Sample (adjusted): 2008Q4 2013Q4
Included observations: 21 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(SUN(-1))
-2.195285
0.380438
-5.770420
0.0000
D(SUN(-1),2)
0.438689
0.217446
2.017458
0.0597
C
-724.9021
2803.821
-0.258541
0.7991
@TREND(2008Q1)
62.65138
195.6700
0.320189
0.7527
R-squared
0.809211
Mean dependent var
80.71429
Adjusted R-squared
0.775543
S.D. dependent var
11416.81
S.E. of regression
5408.933
Akaike info criterion
20.19913
Sum squared resid
4.97E+08
Schwarz criterion
20.39809
Log likelihood
-208.0909
Hannan-Quinn criter.
20.24231
Durbin-Watson stat
2.227968
F-statistic
24.03459
Prob(F-statistic)
0.000002
Universitas Sumatera Utara
Lampiran 4
Pengujian Lag Lenght
VAR Lag Order Selection Criteria
Endogenous variables: SBI SUN BI_RATE
Exogenous variables: C
Date: 07/20/14 Time: 18:36
Sample: 2008Q1 2013Q4
Included observations: 21
Lag
LogL
LR
FPE
AIC
SC
HQ
0
1
2
3
-318.5458
-299.6135
-281.2641
-275.8662
NA
30.65244
24.46582*
5.654949
4.00e+09
1.58e+09
6.90e+08*
1.16e+09
30.62341
29.67747
28.78706*
29.13011
30.77263
30.27434
29.83158*
30.62229
30.65580
29.80701
29.01374*
29.45395
* indicates lag order selected by the criterion
LR: sequential modified LR test statistic (each test at 5% level)
FPE: Final prediction error
AIC: Akaike information criterion
SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
Universitas Sumatera Utara
Lampiran 5
Hasil Uji Kointegrasi
Date: 08/04/14 Time: 03:36
Sample (adjusted): 2008Q4 2013Q4
Included observations: 21 after adjustments
Trend assumption: Linear deterministic trend (restricted)
Series: BI_RATE SBI SUN
Lags interval (in first differences): 1 to 2
Unrestricted Cointegration Rank Test (Trace)
Hypothesized
No. of CE(s)
Eigenvalue
Trace
Statistic
0.05
Critical Value
Prob.**
None
At most 1
At most 2
0.581369
0.464611
0.222693
36.69640
18.41034
5.290331
42.91525
25.87211
12.51798
0.1820
0.3170
0.5552
Trace test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized
No. of CE(s)
Eigenvalue
Max-Eigen
Statistic
0.05
Critical Value
Prob.**
None
At most 1
At most 2
0.581369
0.464611
0.222693
18.28606
13.12001
5.290331
25.82321
19.38704
12.51798
0.3557
0.3184
0.5552
Max-eigenvalue test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
BI_RATE
123.4707
-60.28552
7.806705
SBI
0.001334
0.000323
-0.000310
SUN
-0.000576
0.000514
-0.000223
@TREND(08Q2)
0.229979
0.036769
0.138396
Unrestricted Adjustment Coefficients (alpha):
D(BI_RATE)
D(SBI)
D(SUN)
1.57E-05
-502.0705
2062.831
1 Cointegrating Equation(s):
0.001790
-713.4690
705.8012
0.001020
528.3321
762.1931
Log likelihood
-282.6478
Normalized cointegrating coefficients (standard error in parentheses)
BI_RATE
SBI
SUN
@TREND(08Q2)
Universitas Sumatera Utara
1.000000
1.08E-05
(2.6E-06)
-4.66E-06
(2.4E-06)
0.001863
(0.00035)
Adjustment coefficients (standard error in parentheses)
D(BI_RATE)
0.001933
(0.11648)
D(SBI)
-61990.97
(54475.6)
D(SUN)
254699.1
(88937.2)
2 Cointegrating Equation(s):
Log likelihood
-276.0878
Normalized cointegrating coefficients (standard error in parentheses)
BI_RATE
SBI
SUN
@TREND(08Q2)
1.000000
0.000000
-7.25E-06
0.000210
(3.5E-06)
(0.00061)
0.000000
1.000000
0.239329
153.0386
(0.33702)
(59.5728)
Adjustment coefficients (standard error in parentheses)
D(BI_RATE)
-0.105967
5.99E-07
(0.11023)
(1.1E-06)
D(SBI)
-18979.12
-0.899897
(54183.1)
(0.54107)
D(SUN)
212149.5
2.978797
(95247.3)
(0.95114)
Universitas Sumatera Utara
Lampiran 6
Hasil Uji Granger Causality
Date: 07/11/14 Time: 16:41
Sample: 2008Q1 2013Q4
Lags: 2
Null Hypothesis:
DSBI does not Granger Cause DBI_RATE
Obs
F-Statistic
Prob.
20
1.13102
0.3487
1.09031
0.3613
1.37295
0.2834
4.97981
0.0219
0.22796
0.7989
2.74496
0.0964
DBI_RATE does not Granger Cause DSBI
DSUN does not Granger Cause DBI_RATE
20
DBI_RATE does not Granger Cause DSUN
DSUN does not Granger Cause DSBI
DSBI does not Granger Cause DSUN
20
Universitas Sumatera Utara
Lampiran 7
Hasil Uji Estimasi VAR
Vector Autoregression Estimates
Date: 08/04/14 Time: 03:41
Sample (adjusted): 2009Q1 2013Q4
Included observations: 20 after adjustments
Standard errors in ( ) & t-statistics in [ ]
DBI_RATE
DSBI
DSUN
DBI_RATE(-1)
1.355534
(0.20420)
[ 6.63837]
-132901.7
(103867.)
[-1.27954]
-611831.9
(156501.)
[-3.90945]
DBI_RATE(-2)
-0.482550
(0.20790)
[-2.32111]
127773.4
(105749.)
[ 1.20827]
538707.7
(159336.)
[ 3.38095]
DSBI(-1)
4.60E-07
(5.1E-07)
[ 0.90115]
-0.024447
(0.25949)
[-0.09421]
0.852366
(0.39098)
[ 2.18009]
DSBI(-2)
2.62E-07
(5.6E-07)
[ 0.47236]
0.288637
(0.28258)
[ 1.02145]
1.063850
(0.42577)
[ 2.49865]
DSUN(-1)
2.07E-07
(2.3E-07)
[ 0.89670]
-0.045637
(0.11739)
[-0.38875]
-0.491459
(0.17688)
[-2.77846]
DSUN(-2)
2.25E-07
(2.2E-07)
[ 1.01471]
-0.030671
(0.11300)
[-0.27142]
-0.178164
(0.17026)
[-1.04641]
C
0.007389
(0.00598)
[ 1.23661]
260.6698
(3039.50)
[ 0.08576]
6858.840
(4579.74)
[ 1.49765]
0.914682
0.875305
0.000179
0.003712
23.22855
87.85441
-8.085441
-7.736935
0.067000
0.010511
0.163786
-0.222159
46338611
1887.991
0.424377
-174.9363
18.19363
18.54214
-65.80000
1707.796
0.698407
0.559210
1.05E+08
2844.714
5.017402
-183.1353
19.01353
19.36204
1420.695
4284.723
R-squared
Adj. R-squared
Sum sq. resids
S.E. equation
F-statistic
Log likelihood
Akaike AIC
Schwarz SC
Mean dependent
S.D. dependent
Determinant resid covariance (dof adj.)
Determinant resid covariance
Log likelihood
Akaike information criterion
Schwarz criterion
2.17E+08
59596820
-264.1674
28.51674
29.56226
Universitas Sumatera Utara
Lampiran 8
Data Perkembangan Capital Inflow dari sektor SUN
Periode
2008 trwI
trwII
trwIII
trwIV
2009 trwI
trwII
trwIII
trwIV
2010 trwI
trwII
trwIII
trwIV
2011 trwI
trwII
trwIII
trwIV
2012 trwI
trwII
trwIII
trwIV
2013 trwI
trwII
trwIII
trwIV
BI rate
8.00%
8.25%
9.00%
9.42%
8.25%
7.25%
6.58%
6.50%
6.50%
6.50%
6.50%
6.50%
6.67%
6.75%
6.75%
6.17%
5.83%
5.75%
5.75%
5.75%
5.75%
5.83%
6.81%
7.42%
SUN (milion US$)
2,412
3,566
971
-3,170
-10,184
14,225
1,496
1,848
4,899
2,600
2,300
1,520
2,200
2,900
2,000
-3
300
407
2
2.9
1,000
3,100
3,500
2,600
Universitas Sumatera Utara
Lampiran 9
Data Perkembangan Capital Inflow dari sektor SBI
Periode
2008 trwI
2008 trwII
2008 trwIII
2008 trwIV
2009 trwI
2009 trwII
2009 trwIII
2009 trwIV
2010 trwI
2010 trwII
2010 trwIII
2010 trwIV
2011 trwI
2011 trwII
2011 trwIII
2011 trwIV
2012 trwI
2012 trwII
2012 trwIII
2012 trwIV
2013 trwI
2013 trwII
2013 trwIII
2013 trwIV
SBI (milion US$)
BI rate
8.00%
8.25%
9.00%
9.42%
8.25%
7.25%
6.58%
6.50%
6.50%
6.50%
6.50%
6.50%
6.67%
6.75%
6.75%
6.17%
5.83%
5.75%
5.75%
5.75%
5.75%
5.83%
6.81%
7.42%
359
313
-1486
-1385
656
597
1747
926
2227
-2300
2600
-1100
2800
100
-2600
-3700
-399
1.30
0.40
0.01
0.00
0.01
0.10
0.30
Universitas Sumatera Utara