Analisisn Efektivitas Kebijakan Moneter terhadap Pertumbuhan Ekonomi di Indonesia

Lampiran 1
TABEL PERKEMBANGAN LAJU PERTUMBUHAN EKONOMI, SUKU
BUNGA SBI DAN PDB TAHUN 1998 – 2009 DI INDONESIA
Tahun

Laju
pertumbuhan
ekonomi (%)

Suku bunga SBI
(dalam persen)

PDB (Triliun)

1998

-13.3

37.84

37.58

1999

0.3

12.64

48.29

2000

4.9

14.31

165.02

2001

3,4

17.63

140.63

2002

4.3

13.12

161.66

2003

4.8

8.34

183.88

2004

5

7.3

185.31

2005

5.7

12.83

180.42

2006

5.5

9.75

201.69

2007

6.3

8

214.4

2008

6

9.25

227.26

2009

4.5

7.5

240.9

Universitas Sumatera Utara

Lampiran 2
HASIL UJI STASIONERITASB DAN SUKU BUNGA SBI MENGGUNAKAN AKAR UNIT
(UJI AUGMENTED DICKEY FULLER)
Null Hypothesis: PDB has a unit root
Exogenous: Constant
Lag Length: 1 (Automatic based on SIC, MAXLAG=2)

Augmented Dickey-Fuller test statistic
Test critical

values:
1% level

t-Statistic

Prob.*

-3.952268

0.0166

-4.297073

5% level

-3.212696

10% level

-2.747676

*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20
observations and may not be accurate for a sample size of 10

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(PDB)
Method: Least Squares

Universitas Sumatera Utara

Lampiran 3
HASIL UJI STASIONERITAS PDB DAN SUKU BUNGA SBI MENGGUNAKAN AKAR
UNIT
(UJI AUGMENTED DICKEY FULLER)
Null Hypothesis: PDB has a unit root
Exogenous: Constant
Lag Length: 1 (Automatic based on SIC, MAXLAG=2)

Augmented Dickey-Fuller test statistic

Test critical values: 1% level
5% level
10% level

t-Statistic

Prob.*

-3.952268
-4.297073
-3.212696
-2.747676

0.0166

*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20
observations and may not be accurate for a sample size of 10

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(PDB)
Method: Least Squares
Date: 11/07/13 Time: 16:54
Sample (adjusted): 1998Q3 2000Q4
Included observations: 10 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

PDB(-1)
D(PDB(-1))
C

-0.570753

-0.347717
123.3731

0.144412
0.194140
25.71353

-3.952268
-1.791062
4.797984

0.0055
0.1164
0.0020

R-squared
0.735831
Adjusted Rsquared
0.660354
S.E. of regression

21.66563
Sum squared resid 3285.797
Log likelihood
-43.16328
Durbin-Watson
stat
1.059604

Mean dependent var

19.26100

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic

37.17561
9.232657
9.323432
9.749090

Prob(F-statistic)

0.009475

Universitas Sumatera Utara

Lampiran 4
VAR Lag Order Selection
Criteria
Endogenous variables: PDB
SBI
Exogenous variables: C
Date: 11/08/13 Time: 11:03
Sample: 1998Q1 2009Q4
Included observations: 10

L
a
g

LogL

LR

FPE

AIC

SC

HQ

0
1

-68.95283
-65.00457

NA
5.527558

4994.802
5235.612

14.19057
14.20091

14.25108
14.38247

2

-48.04353

16.96104*

459.5173*

11.60871*

11.91129*

14.12418
14.00175
11.27677
*

* indicates lag order selected by the criterion
LR: sequential modified LR test statistic (each test at 5% level)
FPE: Final prediction error
AIC: Akaike information criterion
SC: Schwarz information
criterion
HQ: Hannan-Quinn information criterion

Universitas Sumatera Utara