Intercept and Trend None Intercept Intercept and Trend None

c. None

Null Hypothesis: DFD,2 has a unit root Exogenous: None Lag Length: 0 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -6.119615 0.0000 Test critical values: 1 level -2.650145 5 level -1.953381 10 level -1.609798 MacKinnon 1996 one-sided p-values.

5 Inflasi

a. Intercept

Null Hypothesis: DINF,2 has a unit root Exogenous: Constant Lag Length: 3 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -5.449091 0.0002 Test critical values: 1 level -3.724070 5 level -2.986225 10 level -2.632604 MacKinnon 1996 one-sided p-values.

b. Intercept and Trend

Null Hypothesis: DINF,2 has a unit root Exogenous: Constant, Linear Trend Lag Length: 3 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -5.310026 0.0012 Test critical values: 1 level -4.374307 5 level -3.603202 10 level -3.238054 MacKinnon 1996 one-sided p-values.

c. None

Null Hypothesis: DINF,2 has a unit root Exogenous: None Lag Length: 3 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -5.583783 0.0000 Test critical values: 1 level -2.660720 5 level -1.955020 10 level -1.609070 MacKinnon 1996 one-sided p-values. LAMPIRAN 6 UJI KOINTEGRASI Null Hypothesis: ECT has a unit root Exogenous: None Lag Length: 0 Automatic - based on SIC, maxlag=7 t-Statistic Prob. Augmented Dickey-Fuller test statistic -6.482322 0.0000 Test critical values: 1 level -2.644302 5 level -1.952473 10 level -1.610211 MacKinnon 1996 one-sided p-values. LAMPIRAN 7 HASIL ESTIMASI ECM JANGKA PANJANG Dependent Variable: IW Method: Least Squares Date: 120115 Time: 17:01 Sample: 1983 2013 Included observations: 31 Variable Coefficient Std. Error t-Statistic Prob. C -51.00871 43.92175 -1.161354 0.2599 GR 0.612849 0.371238 1.650827 0.1152 OPEN 4.080660 1.415469 2.882903 0.0095 OPEN2 -0.031865 0.011202 -2.844676 0.0104 FD 3.754297 0.723299 5.190521 0.0001 INF -0.770910 0.354215 -2.176393 0.0423 D1 211.3540 60.58085 3.488792 0.0025 D1GR -0.613307 0.679423 -0.902688 0.3780 D1OPEN -6.147384 1.818104 -3.381205 0.0031 D1OPEN2 0.044391 0.013567 3.272059 0.0040 D1FD -3.398692 0.751034 -4.525351 0.0002 D1INF 0.920986 0.386381 2.383619 0.0277 R-squared 0.866138 Mean dependent var 83.05284 Adjusted R-squared 0.788638 S.D. dependent var 4.711714 S.E. of regression 2.166168 Akaike info criterion 4.668442 Sum squared resid 89.15338 Schwarz criterion 5.223533 Log likelihood -60.36085 Hannan-Quinn criter. 4.849388 F-statistic 11.17607 Durbin-Watson stat 1.309446 ProbF-statistic 0.000004