Analisis Hubungan Kointegrasi dan Kausalitas antara Pengeluaran Pemerintah dan Kemiskinan di Provinsi Sumatera Utara
LAMPIRAN
Lampiran 1
Data Penelitian
Belanja
Langsung
Tahun
(Milyar Rupiah)
1980
21.6
1981
21
1982
23.2
1983
21.2
1984
20
1985
26.2
1986
31
1987
36.3
1988
44.7
1989
58.5
1990
73.5
1991
81.3
1992
84.2
1993
93.6
1994
93.5
1995
127.1
1996
169.3
1997
195
1998
141.8
1999
246.8
2000
197.2
2001
287.9
2002
317.9
2003
789.3
2004
949.8
2005
1290.12
2006
1570.9
2007
1346.8
2008
1172.9
2009
1378.37
2010
1795.45
Belanja Tidak
Langsung
(Milyar Rupiah)
66.2
83.2
96.8
113
109.6
147
155.4
168.9
245.7
208.7
240.4
255.6
299
365.1
422.1
456.9
491.5
576
200.8
202.2
219.6
628.3
703.4
562.7
551.7
540.46
613.7
1371.1
1794.4
2066.19
2037.73
Total Pengeluaran
Pemerintah
(Milyar Rupiah)
87.8
104.2
120
134.2
129.6
173.2
186.4
205.2
290.4
267.2
313.9
336.9
383.2
458.7
515.6
584
660.8
771
342.6
449
416.8
916.2
1021.3
1352
1501.5
1830.58
2184.6
2717.9
2967.3
3444.56
3833.18
Penduduk Miskin
(Juta Jiwa)
2307584
2261440
2158082
1961893
1924448
1833848
1747514
1665244
1558434
1458474
1364926
1363736
1342638
1331631
1298325
1265051
1234194
1776021
3550642
1972700
1942641
1913040
1883890
1889400
1800100
1840000
1979702
1768500
1613800
1499700
1490900
56
Universitas Sumatera Utara
2011
2012
2013
2014
2646.11
2474.55
2679.62
2819.98
2031.75
5159.08
6187.3
5706.32
4677.86
7633.63
8866.92
8526.3
1492200
1425800
1362400
1286700
Lampiran 2
Hasil Uji Akar Unit (Unit Root Test) Belanja Tidak Langsung
Uji Augmented-Dickey Fuller (ADF) dengan 2nd Difference-Intercept
Null Hypothesis: D(BELANJA_TIDAK_LANGSUNG,2) has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=2)
Augmented Dickey-Fuller test statistic
Test critical values:
1% level
5% level
10% level
t-Statistic
Prob.*
-5.234749
-3.670170
-2.963972
-2.621007
0.0002
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(BELANJA_TIDAK_LANGSUNG,3)
Method: Least Squares
Date: 03/16/16 Time: 21:29
Sample (adjusted): 1985 2014
Included observations: 30 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(BELANJA_TIDAK_LANGSUNG(-1),2)
D(BELANJA_TIDAK_LANGSUNG(-1),3)
D(BELANJA_TIDAK_LANGSUNG(-2),3)
C
-3.724719
1.968572
0.939812
115.6447
0.711537
0.608009
0.520880
110.7777
-5.234749
3.237737
1.804278
1.043935
0.0000
0.0033
0.0828
0.3061
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.779242
0.753770
589.2199
9026683.
-231.7856
30.59208
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-49.65333
1187.428
15.71904
15.90587
15.77881
2.399779
57
Universitas Sumatera Utara
Lampiran 3
Hasil Uji Akar Unit (Unit Root Test) Belanja Tidak Langsung
Uji Philips-Perron (PP) dengan 2nd Difference-Intercept
Null Hypothesis: D(BELANJA_TIDAK_LANGSUNG,2) has a unit root
Exogenous: Constant
Bandwidth: 21 (Newey-West automatic) using Bartlett kernel
Phillips-Perron test statistic
Test critical values:
1% level
5% level
10% level
Adj. t-Stat
Prob.*
-12.47967
-3.653730
-2.957110
-2.617434
0.0000
*MacKinnon (1996) one-sided p-values.
Residual variance (no correction)
HAC corrected variance (Bartlett kernel)
532214.3
49415.25
Phillips-Perron Test Equation
Dependent Variable: D(BELANJA_TIDAK_LANGSUNG,3)
Method: Least Squares
Date: 03/16/16 Time: 21:30
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(BELANJA_TIDAK_LANGSUNG(-1),2)
C
-1.236672
-7.976636
0.190746
133.3297
-6.483341
-0.059826
0.0000
0.9527
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.583528
0.569646
753.4556
17030859
-256.3629
42.03372
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-47.05625
1148.536
16.14768
16.23929
16.17804
1.968854
58
Universitas Sumatera Utara
Lampiran 4
Hasil Uji Akar Unit (Unit Root Test)Belanja Langsung
Uji Augmented-Dickey Fuller (ADF) dengan 2nd Difference-Intercept
Null Hypothesis: D(BELANJA_LANGSUNG,2) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=2)
Augmented Dickey-Fuller test statistic
Test critical values:
1% level
5% level
10% level
t-Statistic
Prob.*
-8.647878
-3.653730
-2.957110
-2.617434
0.0000
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(BELANJA_LANGSUNG,3)
Method: Least Squares
Date: 03/16/16 Time: 21:42
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(BELANJA_LANGSUNG(-1),2)
C
-1.428504
7.071572
0.165185
43.59269
-8.647878
0.162219
0.0000
0.8722
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.713702
0.704158
246.5244
1823228.
-220.6122
74.78579
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-2.109687
453.2420
13.91326
14.00487
13.94363
2.124999
59
Universitas Sumatera Utara
Lampiran 5
Hasil Uji Akar Unit (Unit Root Test)Belanja Langsung
Uji Phillips-Perron (PP) dengan 2nd Difference-Intercept
Null Hypothesis: D(BELANJA_LANGSUNG,2) has a unit root
Exogenous: Constant
Bandwidth: 18 (Newey-West automatic) using Bartlett kernel
Phillips-Perron test statistic
Test critical values:
1% level
5% level
10% level
Adj. t-Stat
Prob.*
-21.49607
-3.653730
-2.957110
-2.617434
0.0001
*MacKinnon (1996) one-sided p-values.
Residual variance (no correction)
HAC corrected variance (Bartlett kernel)
56975.87
4908.332
Phillips-Perron Test Equation
Dependent Variable: D(BELANJA_LANGSUNG,3)
Method: Least Squares
Date: 03/16/16 Time: 21:43
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(BELANJA_LANGSUNG(-1),2)
C
-1.428504
7.071572
0.165185
43.59269
-8.647878
0.162219
0.0000
0.8722
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.713702
0.704158
246.5244
1823228.
-220.6122
74.78579
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-2.109687
453.2420
13.91326
14.00487
13.94363
2.124999
60
Universitas Sumatera Utara
Lampiran 6
Hasil Uji Akar Unit (Unit Root Test) Total Pengeluaran Pemerintah
Uji Augmented-Dickey Fuller (ADF) dengan 2nd Difference-Intercept
Null Hypothesis: D(TOTAL_GE,2) has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=2)
Augmented Dickey-Fuller test statistic
Test critical values:
1% level
5% level
10% level
t-Statistic
Prob.*
-5.423181
-3.670170
-2.963972
-2.621007
0.0001
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(TOTAL_GE,3)
Method: Least Squares
Date: 03/16/16 Time: 21:38
Sample (adjusted): 1985 2014
Included observations: 30 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(TOTAL_GE(-1),2)
D(TOTAL_GE(-1),3)
D(TOTAL_GE(-2),3)
C
-3.276292
1.744154
0.778135
126.5762
0.604127
0.504983
0.416777
99.64529
-5.423181
3.453887
1.867030
1.270267
0.0000
0.0019
0.0732
0.2152
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.691454
0.655853
514.5438
6883638.
-227.7201
19.42209
0.000001
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-51.83700
877.1022
15.44800
15.63483
15.50777
2.111229
61
Universitas Sumatera Utara
Lampiran 7
Hasil Uji Akar Unit (Unit Root Test) Total Pengeluaran Pemerintah
Uji Phillips-Perron (PP) dengan 2nd Difference-Intercept
Null Hypothesis: D(TOATAL_GE,2) has a unit root
Exogenous: Constant
Bandwidth: 31 (Newey-West automatic) using Bartlett kernel
Phillips-Perron test statistic
Test critical values:
1% level
5% level
10% level
Adj. t-Stat
Prob.*
-7.982916
-3.653730
-2.957110
-2.617434
0.0000
*MacKinnon (1996) one-sided p-values.
Residual variance (no correction)
HAC corrected variance (Bartlett kernel)
354760.6
35043.51
Phillips-Perron Test Equation
Dependent Variable: D(TOTAL_GE,3)
Method: Least Squares
Date: 03/16/16 Time: 21:44
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(TOTAL_GE(-1),2)
C
-1.107523
-7.049252
0.205782
109.0256
-5.382030
-0.064657
0.0000
0.9489
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.491234
0.474276
615.1515
11352340
-249.8732
28.96625
0.000008
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-49.16594
848.4045
15.74208
15.83368
15.77244
1.801867
62
Universitas Sumatera Utara
Lampiran 8
Hasil Uji Akar Unit (Unit Root Test) Kemiskinan
Uji Augmented-Dickey Fuller (ADF) dengan 2nd Difference-Intercept
Null Hypothesis: D(KEMISKINAN,2) has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=2)
Augmented Dickey-Fuller test statistic
Test critical values:
1% level
5% level
10% level
t-Statistic
Prob.*
-5.976137
-3.670170
-2.963972
-2.621007
0.0000
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(KEMISKINAN,3)
Method: Least Squares
Date: 03/16/16 Time: 21:39
Sample (adjusted): 1985 2014
Included observations: 30 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(KEMISKINAN(-1),2)
D(KEMISKINAN(-1),3)
D(KEMISKINAN(-2),3)
C
-3.019311
1.065831
0.344220
4378.569
0.505228
0.369887
0.183985
99237.35
-5.976137
2.881501
1.870912
0.044122
0.0000
0.0078
0.0727
0.9651
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.842388
0.824203
543505.7
7.68E+12
-436.5955
46.32086
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-5701.467
1296277.
29.37303
29.55986
29.43280
2.219259
63
Universitas Sumatera Utara
Lampiran 9
Hasil Uji Akar Unit (Unit Root Test) Kemiskinan
Uji Phillips-Perron (PP) dengan 2nd Difference-Intercept
Null Hypothesis: D(KEMISKINAN,2) has a unit root
Exogenous: Constant
Bandwidth: 20 (Newey-West automatic) using Bartlett kernel
Phillips-Perron test statistic
Test critical values:
Adj. t-Stat
Prob.*
-34.05271
0.0001
1% level
-3.653730
5% level
-2.957110
10% level
-2.617434
*MacKinnon (1996) one-sided p-values.
Residual variance (no correction)
3.41E+11
HAC corrected variance (Bartlett kernel)
1.87E+10
Phillips-Perron Test Equation
Dependent Variable: D(KEMISKINAN,3)
Method: Least Squares
Date: 03/16/16 Time: 21:45
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(KEMISKINAN(-1),2)
-1.552688
0.152133
-10.20611
0.0000
C
566.2753
106609.2
0.005312
0.9958
R-squared
0.776394
Mean dependent var
1403.563
Adjusted R-squared
0.768941
S.D. dependent var
1254607.
S.E. of regression
603072.3
Akaike info criterion
29.51792
Sum squared resid
1.09E+13
Schwarz criterion
29.60953
64
Universitas Sumatera Utara
Log likelihood
-470.2868
F-statistic
104.1646
Prob(F-statistic)
0.000000
Hannan-Quinn criter.
29.54829
Durbin-Watson stat
2.493320
Lampiran 10
Hasil Uji Kointegrasi Antara Belanja Tidak Langsung dan Kemiskinan
Metode Johansen
Date: 03/16/16 Time: 21:55
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Trend assumption: Linear deterministic trend
Series: BELANJA _TIDAK_LANGSUNG KEMISKINAN
Lags interval (in first differences): 1 to 2
Unrestricted Cointegration Rank Test (Trace)
Hypothesized
No. of CE(s)
Eigenvalue
Trace
Statistic
0.05
Critical Value
Prob.**
None *
At most 1 *
0.446718
0.184902
25.48269
6.542299
15.49471
3.841466
0.0011
0.0105
Trace test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized
No. of CE(s)
Eigenvalue
Max-Eigen
Statistic
0.05
Critical Value
Prob.**
None *
At most 1 *
0.446718
0.184902
18.94039
6.542299
14.26460
3.841466
0.0085
0.0105
Max-eigenvalue test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
BELANJA_TIDAK_L
ANGSUNG
-0.002125
-0.000716
KEMISKINAN
5.07E-07
-3.20E-06
Unrestricted Adjustment Coefficients (alpha):
D(BELANJA_TIDAK
_LANGSUNG)
D(KEMISKINAN)
-352.9756
-39787.52
-75.87821
173143.0
65
Universitas Sumatera Utara
1 Cointegrating Equation(s):
Log likelihood
-696.4897
Normalized cointegrating coefficients (standard error in parentheses)
BELANJA NONLANGSUNG
KEMISKINAN
1.000000
-0.000239
(0.00033)
Adjustment coefficients (standard error in parentheses)
D(BELANJA_TIDAK
0.750094
_LANGSUNG)
(0.17947)
D(KEMISKINAN)
84.55088
(168.822)
Lampiran 11
Hasil Uji Kointegrasi Antara Belanja Langsung dan Kemiskinan
Metode Johansen
Date: 03/16/16 Time: 21:56
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Trend assumption: Linear deterministic trend
Series: BELANJA_LANGSUNG KEMISKINAN
Lags interval (in first differences): 1 to 2
Unrestricted Cointegration Rank Test (Trace)
Hypothesized
No. of CE(s)
Eigenvalue
Trace
Statistic
0.05
Critical Value
Prob.**
None
At most 1
0.200574
0.044974
8.636079
1.472521
15.49471
3.841466
0.4001
0.2249
Trace test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized
No. of CE(s)
Eigenvalue
Max-Eigen
Statistic
0.05
Critical Value
Prob.**
None
At most 1
0.200574
0.044974
7.163558
1.472521
14.26460
3.841466
0.4700
0.2249
Max-eigenvalue test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
BELANJA_LANGSU
NG
KEMISKINAN
66
Universitas Sumatera Utara
0.000745
0.001450
3.00E-06
-9.44E-07
Unrestricted Adjustment Coefficients (alpha):
D(BELANJA_LANG
SUNG)
D(KEMISKINAN)
19.08168
-180113.8
1 Cointegrating Equation(s):
41.29994
12876.36
Log likelihood
-669.9128
Normalized cointegrating coefficients (standard error in parentheses)
BELANJA_LANGSU
NG
KEMISKINAN
1.000000
0.004030
(0.00163)
Adjustment coefficients (standard error in parentheses)
D(BELANJA_LANG
SUNG)
0.014212
(0.02899)
D(KEMISKINAN)
-134.1502
(53.2674)
Lampiran 12
Hasil Uji Kointegrasi Antara Total Pengeluaran Pemerintah dan Kemiskinan
Metode Johansen
Date: 03/16/16 Time: 21:57
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Trend assumption: Linear deterministic trend
Series: TOTAL_GE KEMISKINAN
Lags interval (in first differences): 1 to 2
Unrestricted Cointegration Rank Test (Trace)
Hypothesized
No. of CE(s)
Eigenvalue
Trace
Statistic
0.05
Critical Value
Prob.**
None *
At most 1 *
0.474390
0.189918
27.32210
6.739824
15.49471
3.841466
0.0005
0.0094
Trace test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized
No. of CE(s)
Eigenvalue
Max-Eigen
Statistic
0.05
Critical Value
Prob.**
None *
At most 1 *
0.474390
0.189918
20.58228
6.739824
14.26460
3.841466
0.0044
0.0094
67
Universitas Sumatera Utara
Max-eigenvalue test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
TOTAL_GE
-0.001655
-0.000164
KEMISKINAN
3.00E-07
-3.20E-06
Unrestricted Adjustment Coefficients (alpha):
D(TOTAL_GE)
D(KEMISKINAN)
-330.2614
10020.85
1 Cointegrating Equation(s):
-43.45375
176941.9
Log likelihood
-691.0626
Normalized cointegrating coefficients (standard error in parentheses)
TOTAL_GE
KEMISKINAN
1.000000
-0.000181
(0.00040)
Adjustment coefficients (standard error in parentheses)
D(TOTAL_GE)
0.546515
(0.11737)
D(KEMISKINAN)
-16.58246
(131.811)
Lampiran 13
Hasil Uji Granger Causality Belanja Tidak Langsung dan Kemiskinan
Pairwise Granger Causality Tests
Date: 03/16/16 Time: 22:04
Sample: 1980 2014
Lags: 2
Null Hypothesis:
KEMISKINAN does not Granger Cause BELANJA_TIDAK_LANGSUNG
BELANJA_TIDAK_LANGSUNG does not Granger Cause KEMISKINAN
Obs
F-Statistic
Prob.
33
0.01779
0.9824
0.42394
0.6586
68
Universitas Sumatera Utara
Lampiran 14
Hasil Uji Granger Causality Belanja Langsung dan Kemiskinan
Pairwise Granger Causality Tests
Date: 03/16/16 Time: 22:05
Sample: 1980 2014
Lags: 2
Null Hypothesis:
KEMISKINAN does not Granger Cause BELANJA_LANGSUNG
Obs
F-Statistic
Prob.
33
0.09255
0.9119
0.47053
0.6295
BELANJA_LANGSUNG does not Granger Cause KEMISKINAN
Lampiran 15
Hasil Uji Granger Causality Total Pengeluaran Pemerintah dan Kemiskinan
Pairwise Granger Causality Tests
Date: 03/16/16 Time: 22:06
Sample: 1980 2014
Lags: 2
Null Hypothesis:
KEMISKINAN does not Granger Cause TOTAL_GE
TOTAL_GE does not Granger Cause KEMISKINAN
Obs
F-Statistic
Prob.
33
0.03660
0.9641
0.49562
0.6144
69
Universitas Sumatera Utara
Lampiran 1
Data Penelitian
Belanja
Langsung
Tahun
(Milyar Rupiah)
1980
21.6
1981
21
1982
23.2
1983
21.2
1984
20
1985
26.2
1986
31
1987
36.3
1988
44.7
1989
58.5
1990
73.5
1991
81.3
1992
84.2
1993
93.6
1994
93.5
1995
127.1
1996
169.3
1997
195
1998
141.8
1999
246.8
2000
197.2
2001
287.9
2002
317.9
2003
789.3
2004
949.8
2005
1290.12
2006
1570.9
2007
1346.8
2008
1172.9
2009
1378.37
2010
1795.45
Belanja Tidak
Langsung
(Milyar Rupiah)
66.2
83.2
96.8
113
109.6
147
155.4
168.9
245.7
208.7
240.4
255.6
299
365.1
422.1
456.9
491.5
576
200.8
202.2
219.6
628.3
703.4
562.7
551.7
540.46
613.7
1371.1
1794.4
2066.19
2037.73
Total Pengeluaran
Pemerintah
(Milyar Rupiah)
87.8
104.2
120
134.2
129.6
173.2
186.4
205.2
290.4
267.2
313.9
336.9
383.2
458.7
515.6
584
660.8
771
342.6
449
416.8
916.2
1021.3
1352
1501.5
1830.58
2184.6
2717.9
2967.3
3444.56
3833.18
Penduduk Miskin
(Juta Jiwa)
2307584
2261440
2158082
1961893
1924448
1833848
1747514
1665244
1558434
1458474
1364926
1363736
1342638
1331631
1298325
1265051
1234194
1776021
3550642
1972700
1942641
1913040
1883890
1889400
1800100
1840000
1979702
1768500
1613800
1499700
1490900
56
Universitas Sumatera Utara
2011
2012
2013
2014
2646.11
2474.55
2679.62
2819.98
2031.75
5159.08
6187.3
5706.32
4677.86
7633.63
8866.92
8526.3
1492200
1425800
1362400
1286700
Lampiran 2
Hasil Uji Akar Unit (Unit Root Test) Belanja Tidak Langsung
Uji Augmented-Dickey Fuller (ADF) dengan 2nd Difference-Intercept
Null Hypothesis: D(BELANJA_TIDAK_LANGSUNG,2) has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=2)
Augmented Dickey-Fuller test statistic
Test critical values:
1% level
5% level
10% level
t-Statistic
Prob.*
-5.234749
-3.670170
-2.963972
-2.621007
0.0002
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(BELANJA_TIDAK_LANGSUNG,3)
Method: Least Squares
Date: 03/16/16 Time: 21:29
Sample (adjusted): 1985 2014
Included observations: 30 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(BELANJA_TIDAK_LANGSUNG(-1),2)
D(BELANJA_TIDAK_LANGSUNG(-1),3)
D(BELANJA_TIDAK_LANGSUNG(-2),3)
C
-3.724719
1.968572
0.939812
115.6447
0.711537
0.608009
0.520880
110.7777
-5.234749
3.237737
1.804278
1.043935
0.0000
0.0033
0.0828
0.3061
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.779242
0.753770
589.2199
9026683.
-231.7856
30.59208
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-49.65333
1187.428
15.71904
15.90587
15.77881
2.399779
57
Universitas Sumatera Utara
Lampiran 3
Hasil Uji Akar Unit (Unit Root Test) Belanja Tidak Langsung
Uji Philips-Perron (PP) dengan 2nd Difference-Intercept
Null Hypothesis: D(BELANJA_TIDAK_LANGSUNG,2) has a unit root
Exogenous: Constant
Bandwidth: 21 (Newey-West automatic) using Bartlett kernel
Phillips-Perron test statistic
Test critical values:
1% level
5% level
10% level
Adj. t-Stat
Prob.*
-12.47967
-3.653730
-2.957110
-2.617434
0.0000
*MacKinnon (1996) one-sided p-values.
Residual variance (no correction)
HAC corrected variance (Bartlett kernel)
532214.3
49415.25
Phillips-Perron Test Equation
Dependent Variable: D(BELANJA_TIDAK_LANGSUNG,3)
Method: Least Squares
Date: 03/16/16 Time: 21:30
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(BELANJA_TIDAK_LANGSUNG(-1),2)
C
-1.236672
-7.976636
0.190746
133.3297
-6.483341
-0.059826
0.0000
0.9527
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.583528
0.569646
753.4556
17030859
-256.3629
42.03372
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-47.05625
1148.536
16.14768
16.23929
16.17804
1.968854
58
Universitas Sumatera Utara
Lampiran 4
Hasil Uji Akar Unit (Unit Root Test)Belanja Langsung
Uji Augmented-Dickey Fuller (ADF) dengan 2nd Difference-Intercept
Null Hypothesis: D(BELANJA_LANGSUNG,2) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=2)
Augmented Dickey-Fuller test statistic
Test critical values:
1% level
5% level
10% level
t-Statistic
Prob.*
-8.647878
-3.653730
-2.957110
-2.617434
0.0000
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(BELANJA_LANGSUNG,3)
Method: Least Squares
Date: 03/16/16 Time: 21:42
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(BELANJA_LANGSUNG(-1),2)
C
-1.428504
7.071572
0.165185
43.59269
-8.647878
0.162219
0.0000
0.8722
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.713702
0.704158
246.5244
1823228.
-220.6122
74.78579
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-2.109687
453.2420
13.91326
14.00487
13.94363
2.124999
59
Universitas Sumatera Utara
Lampiran 5
Hasil Uji Akar Unit (Unit Root Test)Belanja Langsung
Uji Phillips-Perron (PP) dengan 2nd Difference-Intercept
Null Hypothesis: D(BELANJA_LANGSUNG,2) has a unit root
Exogenous: Constant
Bandwidth: 18 (Newey-West automatic) using Bartlett kernel
Phillips-Perron test statistic
Test critical values:
1% level
5% level
10% level
Adj. t-Stat
Prob.*
-21.49607
-3.653730
-2.957110
-2.617434
0.0001
*MacKinnon (1996) one-sided p-values.
Residual variance (no correction)
HAC corrected variance (Bartlett kernel)
56975.87
4908.332
Phillips-Perron Test Equation
Dependent Variable: D(BELANJA_LANGSUNG,3)
Method: Least Squares
Date: 03/16/16 Time: 21:43
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(BELANJA_LANGSUNG(-1),2)
C
-1.428504
7.071572
0.165185
43.59269
-8.647878
0.162219
0.0000
0.8722
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.713702
0.704158
246.5244
1823228.
-220.6122
74.78579
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-2.109687
453.2420
13.91326
14.00487
13.94363
2.124999
60
Universitas Sumatera Utara
Lampiran 6
Hasil Uji Akar Unit (Unit Root Test) Total Pengeluaran Pemerintah
Uji Augmented-Dickey Fuller (ADF) dengan 2nd Difference-Intercept
Null Hypothesis: D(TOTAL_GE,2) has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=2)
Augmented Dickey-Fuller test statistic
Test critical values:
1% level
5% level
10% level
t-Statistic
Prob.*
-5.423181
-3.670170
-2.963972
-2.621007
0.0001
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(TOTAL_GE,3)
Method: Least Squares
Date: 03/16/16 Time: 21:38
Sample (adjusted): 1985 2014
Included observations: 30 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(TOTAL_GE(-1),2)
D(TOTAL_GE(-1),3)
D(TOTAL_GE(-2),3)
C
-3.276292
1.744154
0.778135
126.5762
0.604127
0.504983
0.416777
99.64529
-5.423181
3.453887
1.867030
1.270267
0.0000
0.0019
0.0732
0.2152
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.691454
0.655853
514.5438
6883638.
-227.7201
19.42209
0.000001
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-51.83700
877.1022
15.44800
15.63483
15.50777
2.111229
61
Universitas Sumatera Utara
Lampiran 7
Hasil Uji Akar Unit (Unit Root Test) Total Pengeluaran Pemerintah
Uji Phillips-Perron (PP) dengan 2nd Difference-Intercept
Null Hypothesis: D(TOATAL_GE,2) has a unit root
Exogenous: Constant
Bandwidth: 31 (Newey-West automatic) using Bartlett kernel
Phillips-Perron test statistic
Test critical values:
1% level
5% level
10% level
Adj. t-Stat
Prob.*
-7.982916
-3.653730
-2.957110
-2.617434
0.0000
*MacKinnon (1996) one-sided p-values.
Residual variance (no correction)
HAC corrected variance (Bartlett kernel)
354760.6
35043.51
Phillips-Perron Test Equation
Dependent Variable: D(TOTAL_GE,3)
Method: Least Squares
Date: 03/16/16 Time: 21:44
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(TOTAL_GE(-1),2)
C
-1.107523
-7.049252
0.205782
109.0256
-5.382030
-0.064657
0.0000
0.9489
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.491234
0.474276
615.1515
11352340
-249.8732
28.96625
0.000008
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-49.16594
848.4045
15.74208
15.83368
15.77244
1.801867
62
Universitas Sumatera Utara
Lampiran 8
Hasil Uji Akar Unit (Unit Root Test) Kemiskinan
Uji Augmented-Dickey Fuller (ADF) dengan 2nd Difference-Intercept
Null Hypothesis: D(KEMISKINAN,2) has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=2)
Augmented Dickey-Fuller test statistic
Test critical values:
1% level
5% level
10% level
t-Statistic
Prob.*
-5.976137
-3.670170
-2.963972
-2.621007
0.0000
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(KEMISKINAN,3)
Method: Least Squares
Date: 03/16/16 Time: 21:39
Sample (adjusted): 1985 2014
Included observations: 30 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(KEMISKINAN(-1),2)
D(KEMISKINAN(-1),3)
D(KEMISKINAN(-2),3)
C
-3.019311
1.065831
0.344220
4378.569
0.505228
0.369887
0.183985
99237.35
-5.976137
2.881501
1.870912
0.044122
0.0000
0.0078
0.0727
0.9651
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.842388
0.824203
543505.7
7.68E+12
-436.5955
46.32086
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
-5701.467
1296277.
29.37303
29.55986
29.43280
2.219259
63
Universitas Sumatera Utara
Lampiran 9
Hasil Uji Akar Unit (Unit Root Test) Kemiskinan
Uji Phillips-Perron (PP) dengan 2nd Difference-Intercept
Null Hypothesis: D(KEMISKINAN,2) has a unit root
Exogenous: Constant
Bandwidth: 20 (Newey-West automatic) using Bartlett kernel
Phillips-Perron test statistic
Test critical values:
Adj. t-Stat
Prob.*
-34.05271
0.0001
1% level
-3.653730
5% level
-2.957110
10% level
-2.617434
*MacKinnon (1996) one-sided p-values.
Residual variance (no correction)
3.41E+11
HAC corrected variance (Bartlett kernel)
1.87E+10
Phillips-Perron Test Equation
Dependent Variable: D(KEMISKINAN,3)
Method: Least Squares
Date: 03/16/16 Time: 21:45
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(KEMISKINAN(-1),2)
-1.552688
0.152133
-10.20611
0.0000
C
566.2753
106609.2
0.005312
0.9958
R-squared
0.776394
Mean dependent var
1403.563
Adjusted R-squared
0.768941
S.D. dependent var
1254607.
S.E. of regression
603072.3
Akaike info criterion
29.51792
Sum squared resid
1.09E+13
Schwarz criterion
29.60953
64
Universitas Sumatera Utara
Log likelihood
-470.2868
F-statistic
104.1646
Prob(F-statistic)
0.000000
Hannan-Quinn criter.
29.54829
Durbin-Watson stat
2.493320
Lampiran 10
Hasil Uji Kointegrasi Antara Belanja Tidak Langsung dan Kemiskinan
Metode Johansen
Date: 03/16/16 Time: 21:55
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Trend assumption: Linear deterministic trend
Series: BELANJA _TIDAK_LANGSUNG KEMISKINAN
Lags interval (in first differences): 1 to 2
Unrestricted Cointegration Rank Test (Trace)
Hypothesized
No. of CE(s)
Eigenvalue
Trace
Statistic
0.05
Critical Value
Prob.**
None *
At most 1 *
0.446718
0.184902
25.48269
6.542299
15.49471
3.841466
0.0011
0.0105
Trace test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized
No. of CE(s)
Eigenvalue
Max-Eigen
Statistic
0.05
Critical Value
Prob.**
None *
At most 1 *
0.446718
0.184902
18.94039
6.542299
14.26460
3.841466
0.0085
0.0105
Max-eigenvalue test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
BELANJA_TIDAK_L
ANGSUNG
-0.002125
-0.000716
KEMISKINAN
5.07E-07
-3.20E-06
Unrestricted Adjustment Coefficients (alpha):
D(BELANJA_TIDAK
_LANGSUNG)
D(KEMISKINAN)
-352.9756
-39787.52
-75.87821
173143.0
65
Universitas Sumatera Utara
1 Cointegrating Equation(s):
Log likelihood
-696.4897
Normalized cointegrating coefficients (standard error in parentheses)
BELANJA NONLANGSUNG
KEMISKINAN
1.000000
-0.000239
(0.00033)
Adjustment coefficients (standard error in parentheses)
D(BELANJA_TIDAK
0.750094
_LANGSUNG)
(0.17947)
D(KEMISKINAN)
84.55088
(168.822)
Lampiran 11
Hasil Uji Kointegrasi Antara Belanja Langsung dan Kemiskinan
Metode Johansen
Date: 03/16/16 Time: 21:56
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Trend assumption: Linear deterministic trend
Series: BELANJA_LANGSUNG KEMISKINAN
Lags interval (in first differences): 1 to 2
Unrestricted Cointegration Rank Test (Trace)
Hypothesized
No. of CE(s)
Eigenvalue
Trace
Statistic
0.05
Critical Value
Prob.**
None
At most 1
0.200574
0.044974
8.636079
1.472521
15.49471
3.841466
0.4001
0.2249
Trace test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized
No. of CE(s)
Eigenvalue
Max-Eigen
Statistic
0.05
Critical Value
Prob.**
None
At most 1
0.200574
0.044974
7.163558
1.472521
14.26460
3.841466
0.4700
0.2249
Max-eigenvalue test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
BELANJA_LANGSU
NG
KEMISKINAN
66
Universitas Sumatera Utara
0.000745
0.001450
3.00E-06
-9.44E-07
Unrestricted Adjustment Coefficients (alpha):
D(BELANJA_LANG
SUNG)
D(KEMISKINAN)
19.08168
-180113.8
1 Cointegrating Equation(s):
41.29994
12876.36
Log likelihood
-669.9128
Normalized cointegrating coefficients (standard error in parentheses)
BELANJA_LANGSU
NG
KEMISKINAN
1.000000
0.004030
(0.00163)
Adjustment coefficients (standard error in parentheses)
D(BELANJA_LANG
SUNG)
0.014212
(0.02899)
D(KEMISKINAN)
-134.1502
(53.2674)
Lampiran 12
Hasil Uji Kointegrasi Antara Total Pengeluaran Pemerintah dan Kemiskinan
Metode Johansen
Date: 03/16/16 Time: 21:57
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Trend assumption: Linear deterministic trend
Series: TOTAL_GE KEMISKINAN
Lags interval (in first differences): 1 to 2
Unrestricted Cointegration Rank Test (Trace)
Hypothesized
No. of CE(s)
Eigenvalue
Trace
Statistic
0.05
Critical Value
Prob.**
None *
At most 1 *
0.474390
0.189918
27.32210
6.739824
15.49471
3.841466
0.0005
0.0094
Trace test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized
No. of CE(s)
Eigenvalue
Max-Eigen
Statistic
0.05
Critical Value
Prob.**
None *
At most 1 *
0.474390
0.189918
20.58228
6.739824
14.26460
3.841466
0.0044
0.0094
67
Universitas Sumatera Utara
Max-eigenvalue test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
TOTAL_GE
-0.001655
-0.000164
KEMISKINAN
3.00E-07
-3.20E-06
Unrestricted Adjustment Coefficients (alpha):
D(TOTAL_GE)
D(KEMISKINAN)
-330.2614
10020.85
1 Cointegrating Equation(s):
-43.45375
176941.9
Log likelihood
-691.0626
Normalized cointegrating coefficients (standard error in parentheses)
TOTAL_GE
KEMISKINAN
1.000000
-0.000181
(0.00040)
Adjustment coefficients (standard error in parentheses)
D(TOTAL_GE)
0.546515
(0.11737)
D(KEMISKINAN)
-16.58246
(131.811)
Lampiran 13
Hasil Uji Granger Causality Belanja Tidak Langsung dan Kemiskinan
Pairwise Granger Causality Tests
Date: 03/16/16 Time: 22:04
Sample: 1980 2014
Lags: 2
Null Hypothesis:
KEMISKINAN does not Granger Cause BELANJA_TIDAK_LANGSUNG
BELANJA_TIDAK_LANGSUNG does not Granger Cause KEMISKINAN
Obs
F-Statistic
Prob.
33
0.01779
0.9824
0.42394
0.6586
68
Universitas Sumatera Utara
Lampiran 14
Hasil Uji Granger Causality Belanja Langsung dan Kemiskinan
Pairwise Granger Causality Tests
Date: 03/16/16 Time: 22:05
Sample: 1980 2014
Lags: 2
Null Hypothesis:
KEMISKINAN does not Granger Cause BELANJA_LANGSUNG
Obs
F-Statistic
Prob.
33
0.09255
0.9119
0.47053
0.6295
BELANJA_LANGSUNG does not Granger Cause KEMISKINAN
Lampiran 15
Hasil Uji Granger Causality Total Pengeluaran Pemerintah dan Kemiskinan
Pairwise Granger Causality Tests
Date: 03/16/16 Time: 22:06
Sample: 1980 2014
Lags: 2
Null Hypothesis:
KEMISKINAN does not Granger Cause TOTAL_GE
TOTAL_GE does not Granger Cause KEMISKINAN
Obs
F-Statistic
Prob.
33
0.03660
0.9641
0.49562
0.6144
69
Universitas Sumatera Utara