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Uji Stasioneritas data pada tingkat level

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1. Uji Stasioneritas data pada tingkat level

a Uji stasioneritas IHSG Null Hypothesis: IHSG has a unit root Exogenous: Constant Lag Length: 1 Automatic based on SIC, MAXLAG=10 t-Statistic Prob. Augmented Dickey-Fuller test statistic -1.336089 0.6070 Test critical values: 1 level -3.548208 5 level -2.912631 10 level -2.594027 MacKinnon 1996 one-sided p-values. b Uji stasioneritas Indeks LQ 45 Null Hypothesis: LQ45 has a unit root Exogenous: Constant Lag Length: 1 Automatic based on SIC, MAXLAG=10 t-Statistic Prob. Augmented Dickey-Fuller test statistic -1.606304 0.4730 Test critical values: 1 level -3.548208 5 level -2.912631 10 level -2.594027 MacKinnon 1996 one-sided p-values. c Uji stasioneritas JII Null Hypothesis: JII has a unit root Exogenous: Constant Lag Length: 0 Automatic based on SIC, MAXLAG=10 t-Statistic Prob. Augmented Dickey-Fuller test statistic -1.314885 0.6171 Test critical values: 1 level -3.546099 5 level -2.911730 10 level -2.593551 MacKinnon 1996 one-sided p-values. xi d Uji stasioneritas harga minyak e Uji stasioneritas harga emas Null Hypothesis: EMAS has a unit root Exogenous: Constant Lag Length: 0 Automatic based on SIC, MAXLAG=10 t-Statistic Prob. Augmented Dickey-Fuller test statistic 0.087513 0.9622 Test critical values: 1 level -3.546099 5 level -2.911730 10 level -2.593551 MacKinnon 1996 one-sided p-values. f Uji stasioneritas nikel Null Hypothesis: NIKEL has a unit root Exogenous: Constant Lag Length: 1 Automatic based on SIC, MAXLAG=10 t-Statistic Prob. Augmented Dickey-Fuller test statistic -1.770012 0.3915 Test critical values: 1 level -3.548208 5 level -2.912631 10 level -2.594027 MacKinnon 1996 one-sided p-values. Null Hypothesis: MINYAK has a unit root Exogenous: Constant Lag Length: 1 Automatic based on SIC, MAXLAG=10 t-Statistic Prob. Augmented Dickey-Fuller test statistic -2.763831 0.0698 Test critical values: 1 level -3.548208 5 level -2.912631 10 level -2.594027 MacKinnon 1996 one-sided p-values. xii g Uji stasioneritas timah Null Hypothesis: TIMAH has a unit root Exogenous: Constant Lag Length: 2 Automatic based on SIC, MAXLAG=10 t-Statistic Prob. Augmented Dickey-Fuller test statistic -2.092847 0.2483 Test critical values: 1 level -3.550396 5 level -2.913549 10 level -2.594521 MacKinnon 1996 one-sided p-values. h Uji stasioneritas batubara Null Hypothesis: BATUBARA has a unit root Exogenous: Constant Lag Length: 0 Automatic based on SIC, MAXLAG=10 t-Statistic Prob. Augmented Dickey-Fuller test statistic -1.284138 0.6314 Test critical values: 1 level -3.546099 5 level -2.911730 10 level -2.593551 MacKinnon 1996 one-sided p-values. i Uji stasioneritas CPO Null Hypothesis: CPO has a unit root Exogenous: Constant Lag Length: 1 Automatic based on SIC, MAXLAG=10 t-Statistic Prob. Augmented Dickey-Fuller test statistic -1.929723 0.3167 Test critical values: 1 level -3.548208 5 level -2.912631 10 level -2.594027 MacKinnon 1996 one-sided p-values. xiii

2. Uji Stasioneritas data pada tingkat diferensi pertama

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