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