Analisis Komparasi Permintaan Impor Minyak Nabati oleh Belanda dan Cina

Lampiran 1. Data Impor, Harga, Konsumsi Minyak Nabati, GDP dan Nilai Tukar Belanda

  70 47 448 523 449 599 500 62 12.000 43 156 198147 1.3751 Q407 67 102

  38

  67 70 402 552 685 882 396 76 33.000 40 160 169179 1.2565 Q306

  67

  65 72 391 536 643 828 399 73 24.000 62 158 172983 1.2745 Q406

  43 64 100 480 523 584 766 411 96 69.000 55 182 177757 1.2896 Q107

  33

  41 75 389 519 529 691 438 84 36.000 28 134 183571 1.3102 Q207

  47

  68 63 419 524 470 604 496 86 21.000 37 137 191588 1.3483 Q307

  48

  56 522 492 344 658 440 98 50.000 61 139 211502 1.4485 Q108

  18 81 119 397 501 1172 788 382 75 69.000 53 207 155605 1.1887 Q106

  46

  76 75 507 540 376 661 464 44 38.000 52 154 222026 1.4986 Q208

  63

  94 95 535 547 907 648 443 71 0.001 50 149 231979 1.5625 Q308 52 128

  78 471 549 968 699 378 56 45.000 53 154 224172 1.5020 Q408

  59 77 113 639 535 1134 755 328 30 39.000 58 174 186301 1.2516 Q209

  7

  73 58 519 473 591 501 414 44 49.000 45 192 194033 1.3623 Q309

  7

  74 65 460 455 616 511 379 54 39.000 58 153 204304 1.4300

  58 Universitas Sumatera Utara

  33 89 105 417 514 860 811 396 77 35.000 53 158 159442 1.2024 Q206

  Waktu Import (1000 ton) Harga (Riil US$/ton) Konsumsi Domestik (1000)

  GDP (US$)

  Q104

  EXR(US$) Soybean

  Oil Sunflower

  Oil Rapseed

  Oil Palm Oil

  Soybean Oil

  Sunflower Oil

  Rapseed Oil

  Palm Oil Soybean

  Oil Sunflower

  Oil Rapseed

  Oil Palm Oil

  22

  19

  41 83 275 538 576 534 384 52 51.000 50 148 151346 1.2503 Q204

  18

  70 77 313 563 536 604 390 60 53.000 41 143 147170 1.2041 Q304

  15

  78 79 334 532 724 766 392 80 51.000 43 154 150709 1.2228 Q404

  12

  56 93 358 469 844 693 389 68 64.000 58 155 161230 1.2974 Q105

  12

  76 91 369 469 1130 740 361 68 63.000 37 189 164824 1.3112 Q205

  13

  95 79 365 497 1129 674 362 72 58.000 25 184 160849 1.2595 Q305

  78 80 379 515 1150 687 366 87 55.000 37 193 157771 1.2195 Q405

Lampiran 1. Lanjutan

  75 82 452 538 683 590 488 31 48.000 109 172 196552 1.3113 Q212 21 115 106 795 500 624 537 449

  8

  93 83 489 511 633 573 480 32 49.000 71 214 201767 1.3590 Q111

  10 89 132 435 522 651 592 502 47 42.000 126 135 204833 1.3679 Q211 27 116 140 442 556 748 626 491

  47 43.000 124 132 215308 1.4388 Q311

  25 80 138 444 558 759 614 465 45 40.000 133 127 212175 1.4135 Q411

  15 68 171 433 551 766 624 472 27 28.000 149 114 202220 1.3481 Q112

  19

  27 47.000 103 349 192927 1.2836 Q312 34 118 146 549 477 618 493 368

  11

  25 51.000 104 349 187040 1.2519 Q412

  23

  76 97 751 493 673 542 334 24 44.000 87 379 194772 1.2973 Q113 38 142 133 685 523 698 559 365

  33 55.000 86 268 198636 1.3208 Q213

  28

  79 91 470 535 717 555 375 55 41.108 65 183 195936 1.3060

  Universitas Sumatera Utara

  66 85 441 487 628 547 462 33 20.000 76 195 190407 1.2919 Q410

  Waktu Import (1000 ton) Harga (Riil US$/ton) Konsumsi Domestik (1000)

  GDP (US$)

  Palm Oil Soybean

  EXR(US$) Soybean

  Oil Sunflower

  Oil Rapseed

  Oil Palm Oil

  Soybean Oil

  Sunflower Oil

  Rapseed Oil

  Oil Sunflower

  16

  Oil Rapseed

  Oil Palm Oil

  Q409

  14

  33 54 493 491 625 532 397 43 22.000 59 174 211645 1.4758 Q110

  13

  85 77 562 500 649 535 449 33 20.000 53 194 199616 1.3829 Q210

  66 81 483 506 668 531 470 33 20.000 53 194 186690 1.2742 Q310

Lampiran 2. Data Impor, Harga Riil, Konsumsi Minyak Nabati, GDP dan Nilai Tukar Cina

  Waktu Import (1000 ton) Harga (Riil US$/ton) Konsumsi Domestik (1000) GDP(US$) ER(US$) Soybean

  Oil Sunflower Oil Rapseed

  Oil Palm Oil Soybean Oil Sunflower Oil Rapseed Oil Palm Oil

  Soybean Oil Sunflower Oil

  Rapseed Oil Palm Oil Q104 763 13.000000 152 702 537.578016 575.972177 534.089806 384.033676 1873

  70 1130 712 13107.977766 0.120826 Q204 615 6.000000 68 1025 562.805308 535.700390 604.264058 389.913991 1813 64 1045 1015 14437.366378 0.120766 Q304 664 3.000000 61 1025 532.189714 724.184951 766.023180 392.174326 1810 60 1153 963 15181.004278 0.120783 Q404 473 0.000010 72 1099 468.767819 844.412661 692.735798 389.401372 1826 57 1216 991 20004.133202 0.120799 Q105 404 7.000000 71 752 468.515548 1129.741233 739.981519 360.601130 1825 61 1273 882 11777.733135 0.120823 Q205 397 2.000000 61 1209 496.852723 1128.638867 673.841476 362.415508 1762 48 1193 1129 13170.637069 0.120822 Q305 454 0.000001

  6 1259 515.023802 1150.372009 687.240850 366.082180 1742 45 1086 1260 14241.827030 0.122926 Q405 439 22.000000 40 1100 501.404943 1171.509502 788.085560 382.248623 1931 79 1211 1069 18656.815147 0.123752 Q106 557 0.000010

  1 933 514.429397 859.551605 811.406112 395.911000 1991 58 1228 1052 10261.961170 0.124217 Q206 210 3.000000 1 1223 551.563833 685.279370 881.821550 396.066563 1771 58 1214 1293 11516.751759 0.124822 Q306 310 9.000000 2 1926 535.949422 642.557921 828.483225 399.422422 1623 58 1060 1795 12271.760105 0.125545 Q406 466 27.000000

  40 1379 523.159629 584.220752 766.080649 411.425793 2026 81 1150 1309 16393.237869 0.127192 Q107 581 24.000000 83 1265 518.876532 529.353651 691.183278 438.023148 2025 84 1236 1305 8996.771217 0.128862 Q207 551 31.000000 51 1292 523.911793 470.233851 604.301577 495.863919 2026 78 1200 1342 10210.258306 0.130255 Q307 806 12.000000 156 1606 523.303416 448.575873 599.472809 500.452526 2224

  78 1124 1504 10995.671851 0.132319 Q407 884 1.000000 85 1335 491.741886 344.054853 658.028167 439.831956 2451 35 1092 1317 14750.922293 0.134589 Q108 720 0.000010 34 1348 539.753894 375.906393 660.702550 464.093627 2387 32 1051 1358 9255.162805 0.139629 Q208 581 0.000001 67 1482 546.630881 906.552466 648.131081 442.763621 2263 36 1146 1486 10663.903620 0.143730 Q308 543 0.000010 91 1394 548.684730 967.857694 699.484976 378.363664 2161 37 1253 1469 11184.497629 0.146110 Q408 743 5.000000 78 1369 534.951975 1133.661788 754.534319 328.392289 2428 74 1307 1329 14178.141784 0.146137 Q109 292 8.000000 92 1411 490.677232 701.322317 533.584238 367.323264 2260 64 1290 1421 8009.510532 0.146277

  59

  60 Universitas Sumatera Utara

Lampiran 2. Lanjutan

  Waktu Import (1000 ton) Harga (Riil US$/ton) Konsumsi Domestik (1000) GDP(US$) ER(US$) Soybean

  Oil Sunflower Oil Rapseed

  Oil Palm Oil Soybean Oil Sunflower Oil Rapseed Oil Palm Oil

  Soybean Oil Sunflower Oil

  Rapseed Oil Palm Oil Q209 677 54.000000 158 1460 472.730340 591.248200 500.744570 413.748155 2381

  94 1288 1470 8963.995010 0.146368

Q309 782 57.000000 125 2057 455.355908 615.702203 510.966451 379.422885 2362 101 1242 1706 9382.681749 0.146371

Q409 640 33.000000 92 1630 491.109280 625.292613 532.438793 397.218157 2435 101 1385 1590 12551.683794 0.146445 Q110 144 28.000000 109 1506 499.711173 648.961597 534.514697 449.261088 2439

  94 1402 1566 6635.788962 0.146434 Q210 113 54.000000 263 1542 506.269520 667.692160 531.204754 469.601151 2395 89 1533 1482 7341.928156 0.146508

Q310 617 54.000000 321 1175 487.134845 628.041072 547.395647 461.718851 2532 112 1574 1263 7667.399430 0.147698

  Q410 467 1.000000 292 1581 510.822381 632.733749 572.947335 479.507685 2670 60 1524 1502 10361.185064 0.150221 Q111 301 3.000000 173 1129 522.257317 650.863369 592.494351 502.178332 2782 61 1571 1359 5944.397456 0.151963 Q211

  81 9.000000 98 1491 555.589107 747.755767 626.304104 490.689441 2700 49 1518 1520 6582.957375 0.153825 Q311 469 9.000000 123 1775 557.639273 758.746970 614.271300 465.298244 2714 50 1494 1593 6972.236471 0.155824 Q411 292 50.000000 196 1778 551.016065 766.197270 624.372063 472.240173 2762 78 1486 1615 9165.991630 0.157274 Q112 312 39.000000 229 1437 537.838467 683.120485 590.438708 487.758164 2870 91 1513 1511 5297.176240 0.158500 Q212 252 17.000000 262 1243 499.553369 623.953725 536.899991 448.811563 2869 60 1514 1443 5843.282890 0.157989 Q312 646 16.000000 349 1491 476.595888 617.936792 492.841394 368.145453 2957 61 1501 1520 6227.895125 0.157422 Q412 616 35.000000 337 2275 492.750141 672.763768 541.960307 334.175001 2973 80 1510 1616 7986.527208 0.160016

Q113 190 63.000000 387 1510 523.083297 698.057187 558.846855 364.684483 2909 100 1570 1589 9565.905538 0.160632

  

Q213 235 98.000000 496 1381 535.312789 716.933478 554.802904 374.964468 2868 117 1710 1501 8196.422735 0.162445

  61 Universitas Sumatera Utara

Lampiran 3. Uji Unit Root Persamaan Permintaan Impor Belanda

Log impor minyak kedelai (LMSOY)

  Null Hypothesis: D(LMSOY) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -6.761261 0.0000 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

Log impor minyak bunga matahari (LMSUN)

  Null Hypothesis: D(LMSUN) has a unit root Exogenous: Constant Lag Length: 1 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -7.828646 0.0000 Test critical values: 1% level -3.632900

  5% level -2.948404 10% level -2.612874 *MacKinnon (1996) one-sided p-values.

Log impor minyak biji lobak (LMRAP)

  Null Hypothesis: D(LMRAP) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -8.143818 0.0000 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

Log impor minyak sawit (LMPALM)

  Null Hypothesis: D(LMPALM) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -9.042018 0.0000 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

Lampiran 3. Lanjutan

Log harga minyak kedelai (LPSOY)

  Null Hypothesis: D(LPSOY) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -4.982362 0.0002 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

Log harga minyak bunga matahari (LPSUN)

  Null Hypothesis: D(LPSUN) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -4.727076 0.0005 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

Log harga minyak biji lobak (LPRAP)

  Null Hypothesis: D(LPRAP) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -5.438123 0.0001 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

Log harga minyak sawit (LPPALM)

  Null Hypothesis: D(LPPALM) has a unit root Exogenous: Constant Lag Length: 2 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -2.583154 0.1062 Test critical values: 1% level -3.639407

  5% level -2.951125 10% level -2.614300 *MacKinnon (1996) one-sided p-values.

Lampiran 3. Lanjutan

Log konsumsi minyak kedelai (LKONSOY)

  Null Hypothesis: D(LKONSOY) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -8.760568 0.0000 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

Log konsumsi minyak bunga matahari (LKONSUN)

  Null Hypothesis: D(LKONSUN) has a unit root Exogenous: Constant Lag Length: 1 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -7.542826 0.0000 Test critical values: 1% level -3.632900

  5% level -2.948404 10% level -2.612874 *MacKinnon (1996) one-sided p-values.

Log konsumsi minyak biji lobak (LKONRAP)

  Null Hypothesis: D(LKONRAP) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -6.546299 0.0000 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

Log konsumsi minyak sawit (LKONPALM)

  Null Hypothesis: D(LKONPALM) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -4.768665 0.0005 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

Lampiran 3. Lanjutan

Log GDP (LGDP)

  Null Hypothesis: D(LGDP) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -4.292687 0.0017 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

Log ER (LER)

  Null Hypothesis: D(LER) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -4.716006 0.0005 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

Lampiran 4. Uji Unit Root Variabel pada Persamaan Cina

  Log impor minyak kedelai (LMSOY) Null Hypothesis: D(LMSOY,2) has a unit root Exogenous: Constant Lag Length: 5 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -5.532764 0.0001 Test critical values: 1% level -3.670170

  5% level -2.963972 10% level -2.621007 *MacKinnon (1996) one-sided p-values.

  Log impor minyak bunga matahari (LMSUN) Null Hypothesis: D(LMSUN) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -9.705808 0.0000 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

  Log impor minyak biji lobak (LMRAP) Null Hypothesis: D(LMRAP) has a unit root Exogenous: Constant Lag Length: 8 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -5.164518 0.0002 Test critical values: 1% level -3.689194

  5% level -2.971853 10% level -2.625121 *MacKinnon (1996) one-sided p-values.

  Log impor minyak sawit (LMPALM) Null Hypothesis: LMPALM has a unit root Exogenous: Constant Lag Length: 1 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -3.274645 0.0237 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

Lampiran 4. Lanjutan

  Log harga minyak kedelai (LPSOY) Null Hypothesis: D(LPSOY) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -4.982362 0.0002 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

  Log harga minyak bunga matahari (LPSUN) Null Hypothesis: D(LPSUN) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -4.727076 0.0005 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

  Log harga minyak biji lobak (LPRAP) Null Hypothesis: D(LPRAP) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -5.438123 0.0001 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

  Log harga minyak sawit (LPPALM) Null Hypothesis: D(LPPALM,2) has a unit root Exogenous: Constant Lag Length: 1 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -9.546430 0.0000 Test critical values: 1% level -3.639407

  5% level -2.951125 10% level -2.614300 *MacKinnon (1996) one-sided p-values.

Lampiran 4. Lanjutan

  Log konsumsi minyak kedelai (LKONSOY) Null Hypothesis: D(LKONSOY) has a unit root Exogenous: Constant Lag Length: 1 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -6.711876 0.0000 Test critical values: 1% level -3.632900

  5% level -2.948404 10% level -2.612874 *MacKinnon (1996) one-sided p-values.

  Log konsumsi minyak bunga matahari (LKONSUN) Null Hypothesis: D(LKONSUN) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -6.472407 0.0000 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

  Log konsumsi minyak biji lobak (LKONRAP) Null Hypothesis: D(LKONRAP) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -5.957499 0.0000 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

  Log konsumsi minyak sawit (LKONPALM) Null Hypothesis: D(LKONPALM) has a unit root Exogenous: Constant Lag Length: 2 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -7.183606 0.0000 Test critical values: 1% level -3.639407

  5% level -2.951125 10% level -2.614300 *MacKinnon (1996) one-sided p-values.

Lampiran 4. Lanjutan

  Log GDP (LGDP) Null Hypothesis: D(LGDP,2) has a unit root Exogenous: Constant Lag Length: 3 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -7.010020 0.0000 Test critical values: 1% level -3.653730

  5% level -2.957110 10% level -2.617434 *MacKinnon (1996) one-sided p-values.

  Log Exchange Rate (LER) Null Hypothesis: D(LER) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -3.012079 0.0432 Test critical values: 1% level -3.626784

  5% level -2.945842 10% level -2.611531 *MacKinnon (1996) one-sided p-values.

Lampiran 5. Uji Asumsi Persamaan Impor Minyak Nabati Belanda

  System Residual Portmanteau Tests for Autocorrelations Null Hypothesis: no residual autocorrelations up to lag h Date: 08/23/13 Time: 04:13 Sample: 2004Q3 2013Q2 Included observations: 36

  Lags Q-Stat Prob. Adj Q-Stat Prob. df 1 13.69088 0.6217 14.08205 0.5926 16 2 35.05020 0.3254 36.69780 0.2600 32 3 51.18642 0.3497 54.30094 0.2469 48 4 60.28424 0.6086 64.53600 0.4577 64 5 82.01205 0.4167 89.76829 0.2133 80 *The test is valid only for lags larger than the System lag order. df is degrees of freedom for (approximate) chi-square distribution System Residual Normality Tests Orthogonalization: Cholesky (Lutkepohl) Null Hypothesis: residuals are multivariate normal Date: 08/23/13 Time: 04:14 Sample: 2004Q3 2013Q2 Included observations: 36 Component Skewness Chi-sq df Prob.

  1 -0.023424 0.003292 1 0.9542 2 -0.725418 3.157385 1 0.0756 3 -0.382171 0.876330 1 0.3492 4 0.047097 0.013309 1 0.9082

  Joint 4.050316 4 0.3992 Component Kurtosis Chi-sq df Prob.

  1 2.471380 0.419159 1 0.5174 2 3.705945 0.747538 1 0.3873 3 3.559051 0.468807 1 0.4935 4 2.291511 0.752934 1 0.3855

  Joint 2.388439 4 0.6647 Component Jarque-Bera df Prob.

  1 0.422451 2 0.8096 2 3.904923 2 0.1419 3 1.345137 2 0.5104 4 0.766243 2 0.6817

  Joint 6.438755 8 0.5982

Lampiran 5. Lanjutan

  Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic 0.771164 Prob. F(3,32) 0.5187 Obs*R-squared 2.427200 Prob. Chi-Square(3) 0.4886 Scaled explained SS 1.832622 Prob. Chi-Square(3) 0.6079 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 08/27/13 Time: 05:51 Sample: 2004Q3 2013Q2 Included observations: 36 Variable Coefficient Std. Error t-Statistic Prob.

  C 0.139834 0.033001 4.237222 0.0002 RESID02 -0.161451 0.111975 -1.441849 0.1591 RESID03 0.007716 0.178588 0.043206 0.9658 RESID04 -0.046430 0.341391 -0.136001 0.8927

  R-squared 0.067422 Mean dependent var 0.139834 Adjusted R-squared -0.020007 S.D. dependent var 0.196056 S.E. of regression 0.198008 Akaike info criterion -0.296582 Sum squared resid 1.254626 Schwarz criterion -0.120635 Log likelihood 9.338472 Hannan-Quinn criter. -0.235172 F-statistic 0.771164 Durbin-Watson stat 2.669512 Prob(F-statistic) 0.518691

Lampiran 6. Uji Asumsi Persamaan Impor Minyak Nabati Cina

  System Residual Portmanteau Tests for Autocorrelations Null Hypothesis: no residual autocorrelations up to lag h Date: 08/28/13 Time: 04:42 Sample: 2004Q3 2013Q2 Included observations: 36 Lags Q-Stat Prob. Adj Q-Stat Prob. df 1 9.232872 0.9035 9.496668 0.8916

  16 2 25.50345 0.7851 26.72434 0.7307 32 3 37.83545 0.8536 40.17743 0.7815 48 4 62.92735 0.5145 68.40582 0.3302 64 5 74.51750 0.6520 81.86534 0.4211 80 *The test is valid only for lags larger than the System lag order. df is degrees of freedom for (approximate) chi-square distribution System Residual Normality Tests Orthogonalization: Cholesky (Lutkepohl) Null Hypothesis: residuals are multivariate normal Date: 08/28/13 Time: 04:45 Sample: 2004Q3 2013Q2 Included observations: 36 Component Skewness Chi-sq df Prob.

  1 0.172972 0.179516 1 0.6718 2 -1.026573 6.323114 1 0.0119 3 0.153973 0.142247 1 0.7061 4 0.096363 0.055715 1 0.8134

  Joint 6.700592 4 0.1526 Component Kurtosis Chi-sq df Prob.

  1 3.414396 0.257586 1 0.6118 2 4.380086 2.856954 1 0.0910 3 3.654667 0.642884 1 0.4227 4 4.241698 2.312723 1 0.1283

  Joint 6.070147 4 0.1940 Component Jarque-Bera df Prob.

  1 0.437102 2 0.8037 2 9.180068 2 0.0102 3 0.785131 2 0.6753 4 2.368437 2 0.3060

  Joint 12.77074 8 0.1200

Lampiran 6. Lanjutan

  Heteroskedasticity Test: White F-statistic 0.254406 Prob. F(9,26) 0.9815 Obs*R-squared 2.913704 Prob. Chi-Square(9) 0.9676 Scaled explained SS 2.931743 Prob. Chi-Square(9) 0.9669 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 08/28/13 Time: 04:47 Sample: 2004Q3 2013Q2 Included observations: 36 Variable Coefficient Std. Error t-Statistic Prob.

  C 0.360768 0.120418 2.995976 0.0059 RESID06 -0.005010 0.025381 -0.197411 0.8450

  RESID06^2 -0.004513 0.005095 -0.885791 0.3838 RESID06*RESID07 0.017925 0.043117 0.415728 0.6810 RESID06*RESID08 0.389581 0.411637 0.946418 0.3526

  RESID07 -0.008043 0.133820 -0.060105 0.9525 RESID07^2 -0.105183 0.152273 -0.690754 0.4958

  RESID07*RESID08 0.833319 1.928023 0.432214 0.6691 RESID08 0.190382 0.831902 0.228852 0.8208

  RESID08^2 -3.863696 4.732757 -0.816373 0.4217 R-squared 0.080936 Mean dependent var 0.243950 Adjusted R-squared -0.237201 S.D. dependent var 0.394845 S.E. of regression 0.439184 Akaike info criterion 1.422338 Sum squared resid 5.014954 Schwarz criterion 1.862204 Log likelihood -15.60208 Hannan-Quinn criter. 1.575863 F-statistic 0.254406 Durbin-Watson stat 1.903626 Prob(F-statistic) 0.981456

Lampiran 7. Hasil Menjalankan Persamaan SURE pada Impor Belanda

  System: LYUDIBELANDATURUNAN1 Estimation Method: Seemingly Unrelated Regression Date: 08/27/13 Time: 05:57 Sample: 2004Q3 2013Q2 Included observations: 36 Total system (balanced) observations 144 Linear estimation after one-step weighting matrix Coefficient Std. Error t-Statistic Prob.

  C(1) -0.170863 0.182247 -0.937537 0.3507 C(2) 3.343456 1.697160 1.970029 0.0515 C(3) 0.091064 0.356029 0.255778 0.7986 C(4) 0.594518 0.882767 0.673471 0.5021 C(5) -1.954119 1.037562 -1.883375 0.0624 C(6) 0.051220 0.238416 0.214835 0.8303 C(7) 23.52570 12.10741 1.943084 0.0547 C(8) -23.76572 11.97585 -1.984471 0.0498 C(9) -0.378626 0.140468 -2.695455 0.0082 C(10) 0.105980 0.200664 0.528146 0.5985 C(11) -0.114318 0.143482 -0.796736 0.4274 C(12) -1.034957 1.288614 -0.803155 0.4237 C(13) 0.499587 0.329696 1.515297 0.1327 C(14) 0.089749 0.695163 0.129104 0.8975 C(15) 0.342384 0.823504 0.415765 0.6784 C(16) 0.046363 0.025491 1.818796 0.0718 C(17) 12.75176 9.427809 1.352568 0.1791 C(18) -12.25864 9.310492 -1.316648 0.1909 C(19) -0.523200 0.154217 -3.392619 0.0010 C(20) 0.103364 0.160180 0.645299 0.5202 C(21) -0.076551 0.098315 -0.778630 0.4380 C(22) -0.444861 0.971689 -0.457822 0.6480 C(23) 0.531681 0.192359 2.764009 0.0068 C(24) 0.031752 0.491539 0.064597 0.9486 C(25) 0.097781 0.538866 0.181457 0.8564 C(26) 0.391273 0.143877 2.719488 0.0077 C(27) 6.710894 6.341176 1.058304 0.2924 C(28) -7.755144 6.209710 -1.248874 0.2145 C(29) -0.167446 0.129414 -1.293878 0.1986 C(30) 0.068001 0.109433 0.621397 0.5357 C(31) 0.022062 0.050286 0.438727 0.6618 C(32) -0.443624 0.460467 -0.963422 0.3376 C(33) -0.027609 0.096735 -0.285406 0.7759 C(34) 0.193316 0.246316 0.784831 0.4343 C(35) -0.017640 0.272157 -0.064816 0.9484 C(36) 0.494982 0.088160 5.614610 0.0000 C(37) 2.555640 3.190073 0.801123 0.4249 C(38) -2.727594 3.125533 -0.872681 0.3848 C(39) -0.488960 0.114927 -4.254542 0.0000 C(40) -0.028615 0.055473 -0.515847 0.6071 Determinant residual covariance

  5.31E-06

Lampiran 7. Lanjutan

  Equation: D(LMSOY)=C(1)+C(2)*D(LPSOY)+C(3)*D(LPSUN)+C(4)

• D(LPRAP)+C(5)*D(LPPALM)+C(6)*D(LKONSOY)+C(7)*D(LGDP)+C(8)
• D(LER)+C(9)*D(LMSOY(-1))+C(10)*DUM Observations: 36 R-squared 0.433120 Mean dependent var 0.012273 Adjusted R-squared 0.236893 S.D. dependent var 0.530640 S.E. of regression 0.463546 Sum squared resid 5.586736 Durbin-Watson stat 2.153777

  Equation: D(LMSUN)=C(11)+C(12)*D(LPSOY)+C(13)*D(LPSUN)+C(14)

• D(LPRAP)+C(15)*D(LPPALM)+C(16)*D(LKONSUN)+C(17)*D(LGDP)
• C(18)*D(LER)+C(19)*D(LMSUN(-1))+C(20)*DUM Observations: 36 R-squared 0.323596 Mean dependent var 0.003360 Adjusted R-squared 0.089457 S.D. dependent var 0.376575 S.E. of regression 0.359337 Sum squared resid 3.357204 Durbin-Watson stat 2.436324

  Equation: D(LMRAP)=C(21)+C(22)*D(LPSOY)+C(23)*D(LPSUN)+C(24)

• D(LPRAP)+C(25)*D(LPPALM)+C(26)*D(LKONRAP)+C(27)*D(LGDP)
• C(28)*D(LER)+C(29)*D(LMRAP(-1))+C(30)*DUM Observations: 36 R-squared 0.462734 Mean dependent var 0.004640 Adjusted R-squared 0.276758 S.D. dependent var 0.297508 S.E. of regression 0.253011 Sum squared resid 1.664384 Durbin-Watson stat 2.407584

  Equation: D(LMPALM)=C(31)+C(32)*D(LPSOY)+C(33)*D(LPSUN)+C(34)

• D(LPRAP)+C(35)*D(LPPALM)+C(36)*D(LKONPALM)+C(37)*D(LGDP)
• C(38)*D(LER)+C(39)*D(LMPALM(-1))+C(40)*DUM Observations: 36 R-squared 0.601023 Mean dependent var 0.011292 Adjusted R-squared 0.462915 S.D. dependent var 0.175046 S.E. of regression 0.128284 Sum squared resid 0.427878 Durbin-Watson stat 2.512204

Lampiran 7. Lanjutan

  1.0

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  12 D(LMPALM) Residuals

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  12 D(LMRAP) Residuals

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Lampiran 8. Hasil Menjalankan Persamaan SURE Impor Minyak Nabati Cina

  System: YUDILCINATUR1 Estimation Method: Seemingly Unrelated Regression Date: 08/27/13 Time: 19:36 Sample: 2004Q3 2013Q2 Included observations: 36 Total system (balanced) observations 144 Linear estimation after one-step weighting matrix Coefficient Std. Error t-Statistic Prob.

  C(1) -0.204025 0.179861 -1.134349 0.2593 C(2) -2.463021 2.335257 -1.054711 0.2940 C(3) -0.619345 0.479983 -1.290348 0.1998 C(4) -0.450738 1.127291 -0.399842 0.6901 C(5) -2.700027 1.290243 -2.092650 0.0388 C(6) 3.333478 1.527836 2.181829 0.0314 C(7) 0.279155 0.306845 0.909759 0.3651 C(8) 18.13664 11.81331 1.535272 0.1278 C(9) -0.423645 0.130411 -3.248550 0.0016

  C(10) -0.052053 0.182093 -0.285858 0.7756 C(11) 2.333056 1.523131 1.531750 0.1286 C(12) 19.89091 18.82302 1.056733 0.2931 C(13) -5.953035 4.189307 -1.421007 0.1583 C(14) 2.171247 9.668181 0.224577 0.8227 C(15) -14.57938 11.10439 -1.312938 0.1921 C(16) 7.342384 2.371437 3.096175 0.0025 C(17) 0.011422 2.524422 0.004525 0.9964 C(18) -283.4300 98.17584 -2.886962 0.0047 C(19) -0.429368 0.121423 -3.536126 0.0006 C(20) 0.071836 1.575648 0.045591 0.9637 C(21) -0.229573 0.283184 -0.810685 0.4194 C(22) -5.701165 3.549127 -1.606357 0.1112 C(23) 0.361037 0.776198 0.465136 0.6428 C(24) -3.124131 1.781246 -1.753902 0.0824 C(25) 1.615893 2.090784 0.772864 0.4414 C(26) 6.239496 2.330797 2.676980 0.0086 C(27) 1.174094 0.476975 2.461542 0.0155 C(28) 16.40638 18.16474 0.903199 0.3685 C(29) -0.160072 0.125319 -1.277314 0.2043 C(30) 0.126728 0.290497 0.436247 0.6636 C(31) -0.030666 0.035240 -0.870198 0.3862 C(32) -0.692668 0.465624 -1.487613 0.1399 C(33) -0.048622 0.088911 -0.546863 0.5856 C(34) 0.189658 0.229029 0.828098 0.4095 C(35) -0.246174 0.252626 -0.974458 0.3321 C(36) 1.554545 0.148876 10.44189 0.0000 C(37) 0.181564 0.059617 3.045500 0.0029 C(38) 2.682512 2.222028 1.207236 0.2301 C(39) -0.186719 0.073197 -2.550901 0.0122 C(40) 0.011521 0.035628 0.323370 0.7471

  Determinant residual covariance 0.017750

Lampiran 8. Lanjutan

  Equation: D(LMSOY)=C(1)+C(2)*D(LPSOY)+C(3)*D(LPSUN)+C(4)

• D(LPRAP)+C(5)*D(LPPALM)+C(6)*D(LKONSOY)+C(7)*D(LGDP)+C(8)
• D(LER)+C(9)*D(LMSOY(-1))+C(10)*DUM Observations: 36 R-squared 0.432710 Mean dependent var -0.026723 Adjusted R-squared 0.236341 S.D. dependent var 0.683188 S.E. of regression 0.597022 Sum squared resid 9.267311 Durbin-Watson stat 2.229911

  Equation: D(LMSUN)=C(11)+C(12)*D(LPSOY)+C(13)*D(LPSUN)+C(14)

• D(LPRAP)+C(15)*D(LPPALM)+C(16)*D(LKONSUN)+C(17)*D(LGDP)
• C(18)*D(LER)+C(19)*D(LMSUN(-1))+C(20)*DUM Observations: 36 R-squared 0.555623 Mean dependent var 0.077589 Adjusted R-squared 0.401801 S.D. dependent var 6.683460 S.E. of regression 5.169211 Sum squared resid 694.7394 Durbin-Watson stat 2.478476

  Equation: D(LMRAP)=C(21)+C(22)*D(LPSOY)+C(23)*D(LPSUN)+C(24)

• D(LPRAP)+C(25)*D(LPPALM)+C(26)*D(LKONRAP)+C(27)*D(LGDP)
• C(28)*D(LER)+C(29)*D(LMRAP(-1))+C(30)*DUM Observations: 36 R-squared 0.396922 Mean dependent var 0.055196 Adjusted R-squared 0.188165 S.D. dependent var 1.044617 S.E. of regression 0.941220 Sum squared resid 23.03327 Durbin-Watson stat 2.252550

  Equation: D(LMPALM)=C(31)+C(32)*D(LPSOY)+C(33)*D(LPSUN)+C(34)

• D(LPRAP)+C(35)*D(LPPALM)+C(36)*D(LKONPALM)+C(37)*D(LGDP)
• C(38)*D(LER)+C(39)*D(LMPALM(-1))+C(40)*DUM Observations: 36 R-squared 0.822482 Mean dependent var 0.008281 Adjusted R-squared 0.761033 S.D. dependent var 0.234828 S.E. of regression 0.114794 Sum squared resid 0.342617 Durbin-Watson stat 2.440742

Lampiran 8. Lanjutan

  

D(LMSOY) Residuals D(LMSUN) Residuals

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  12 D(LMRAP) Residuals D(LMPALM) Residuals 2 .3 .2

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