66
2. Model ADF
Null Hypothesis: PDRB has a unit root Exogenous: Constant, Linear Trend
Lag Length: 3 Fixed t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.918699 0.6124
Test critical values: 1 level
-4.416345 5
level -3.622033
10 level
-3.248592 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DPDRB
Method: Least Squares Date: 100209 Time: 14:13
Sampleadjusted: 1985 2007 Included observations: 23 after adjusting endpoints
Variable Coefficient Std.
Error t-Statistic
Prob. PDRB-1 -0.562506
0.293170
-1.918699
0.0720 DPDRB-1 -0.126057
0.295748 -0.426231
0.6753 DPDRB-2 0.209106
0.283113 0.738593
0.4702 DPDRB-3 0.172476
0.236460 0.729408
0.4757 C 618780.3
318020.3 1.945726
0.0684 TREND1981 115790.7
66531.55 1.740388
0.0999 R-squared
0.371174 Mean dependent var 218367.3
Adjusted R-squared 0.186225 S.D. dependent var
616340.2 S.E. of regression
555997.4 Akaike info criterion 29.51437
Sum squared resid 5.26E+12 Schwarz criterion
29.81059 Log likelihood
-333.4153 F-statistic 2.006897
Durbin-Watson stat 2.130388 ProbF-statistic
0.129187
67
Variabel E 1. Model DF
Null Hypothesis: E has a unit root Exogenous: Constant
Lag Length: 3 Fixed t-Statistic
Prob. Augmented Dickey-Fuller test statistic
-1.130534 0.6855
Test critical values: 1 level
-3.752946 5
level -2.998064
10 level
-2.638752 MacKinnon 1996 one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: DE
Method: Least Squares Date: 100209 Time: 14:17
Sampleadjusted: 1985 2007 Included observations: 23 after adjusting endpoints
Variable Coefficient Std.
Error t-Statistic
Prob. E-1 -0.082054
0.072580 -1.130534
0.2731 DE-1 -0.377351
0.226641 -1.664969
0.1132 DE-2 -0.094566
0.240804 -0.392710
0.6991 DE-3 -0.094070
0.230108 -0.408807
0.6875 C 5512.256
2629.277 2.096491
0.0504 R-squared
0.210180 Mean dependent var 1879.700
Adjusted R-squared 0.034665 S.D. dependent var
5519.077 S.E. of regression
5422.574 Akaike info criterion 20.22419
Sum squared resid 5.29E+08 Schwarz criterion
20.47104 Log likelihood
-227.5782 F-statistic 1.197504
Durbin-Watson stat 2.079014 ProbF-statistic
0.345854
68
2. Model ADF