Analisis Kausalitas BI Rate dan Jumlah Uang Beredar di Indonesia
LAMPIRAN 1
BULANAN
JANUARI 2010
FEBRUARI 2010
MARET 2010
APRIL 2010
MEI 2010
JUNI 2010
JULI 2010
AGUSTUS 2010
SEPTEMBER 2010
OKTOBER 2010
NOVEMBER 2010
DESEMBER 2010
JANUARI 2011
FEBRUARI 2011
MARET 2011
APRIL 2011
MEI 2011
JUNI 2011
JULI 2011
AGUSTUS 2011
SEPTEMBER 2011
OKTOBER 2011
NOVEMBER 2011
DESEMBER 2011
JANUARI 2012
FEBRUARI 2012
MARET 2012
APRIL 2012
MEI 2012
JUNI 2012
JULI 2012
AGUSTUS 2012
SEPTEMBER 2012
OKTOBER 2012
NOVEMBER 2012
DESEMBER 2012
BI RATE (%)
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.75%
6.75%
6.75%
6.75%
6.75%
6.75%
6.75%
6.75%
6.50%
6.00%
6.00%
6.50%
5.75%
5.75%
5.75%
5.75%
5.75%
5.75%
5.75%
5.75%
5.75%
5.75%
5.75%
M1 ( Miliar Rp)
496527
490084
494461
494718
514005
545405
539746
555495
549941
555549
571337
605411
604169
585890
580601
584634
611791
636206
639688
662806
656096
665000
667587
722991
696281
683208
714215
720876
749403
779367
771739
772378
795460
774923
801345
841652
M2 (Miliar Rp)
2073859.77
2066480.99
2112082.7
2116023.54
2143234.05
2231144.33
2217588.81
2236459.45
2274954.57
2308845.97
2347806.86
2471205.79
2436678.95
2420191.14
2451356.92
2434478.39
2475285.98
2522783.81
2564556.13
2621345.74
2643331.45
2677786.93
2729538.27
2877219.57
2857126.93
2852004.94
2914194.47
2929610.37
2994474.39
3052786.1
3057335.75
3091568.49
3128179.27
3164443.15
3207908.29
3307507.55
57
Universitas Sumatera Utara
LAMPIRAN 2
Null Hypothesis: BI_RATE has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on AIC, MAXLAG=8)
Augmented Dickey-Fuller test statistic
Test critical values: 1% level
5% level
10% level
t-Statistic
Prob.*
-1.047167
-3.632900
-2.948404
-2.612874
0.7252
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(BI_RATE)
Method: Least Squares
Date: 06/04/14 Time: 22:08
Sample (adjusted): 2010M02 2012M12
Included observations: 35 after adjustments
Variable
Coefficient
BI_RATE(-1)
C
-0.083388
0.005051
R-squared
Adjusted R-squared
0.032160
0.002832
S.E. of regression
0.001854
Sum squared resid
0.000113
Log likelihood
F-statistic
Prob(F-statistic)
171.5398
1.096559
0.302632
Std. Error
t-Statistic
0.079632 -1.047167
0.005038 1.002606
Prob.
0.3026
0.3233
0.000214
0.001856
Akaike info criterion 9.687991
Schwarz criterion
9.599114
Hannan-Quinn criter. 9.657310
Durbin-Watson stat
2.331647
Mean dependent var
S.D. dependent var
58
Universitas Sumatera Utara
BULANAN
JANUARI 2010
FEBRUARI 2010
MARET 2010
APRIL 2010
MEI 2010
JUNI 2010
JULI 2010
AGUSTUS 2010
SEPTEMBER 2010
OKTOBER 2010
NOVEMBER 2010
DESEMBER 2010
JANUARI 2011
FEBRUARI 2011
MARET 2011
APRIL 2011
MEI 2011
JUNI 2011
JULI 2011
AGUSTUS 2011
SEPTEMBER 2011
OKTOBER 2011
NOVEMBER 2011
DESEMBER 2011
JANUARI 2012
FEBRUARI 2012
MARET 2012
APRIL 2012
MEI 2012
JUNI 2012
JULI 2012
AGUSTUS 2012
SEPTEMBER 2012
OKTOBER 2012
NOVEMBER 2012
DESEMBER 2012
BI RATE (%)
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.50%
6.75%
6.75%
6.75%
6.75%
6.75%
6.75%
6.75%
6.75%
6.50%
6.00%
6.00%
6.50%
5.75%
5.75%
5.75%
5.75%
5.75%
5.75%
5.75%
5.75%
5.75%
5.75%
5.75%
M1 ( Miliar Rp)
496527
490084
494461
494718
514005
545405
539746
555495
549941
555549
571337
605411
604169
585890
580601
584634
611791
636206
639688
662806
656096
665000
667587
722991
696281
683208
714215
720876
749403
779367
771739
772378
795460
774923
801345
841652
M2 (Miliar Rp)
2073859.77
2066480.99
2112082.7
2116023.54
2143234.05
2231144.33
2217588.81
2236459.45
2274954.57
2308845.97
2347806.86
2471205.79
2436678.95
2420191.14
2451356.92
2434478.39
2475285.98
2522783.81
2564556.13
2621345.74
2643331.45
2677786.93
2729538.27
2877219.57
2857126.93
2852004.94
2914194.47
2929610.37
2994474.39
3052786.1
3057335.75
3091568.49
3128179.27
3164443.15
3207908.29
3307507.55
57
Universitas Sumatera Utara
LAMPIRAN 2
Null Hypothesis: BI_RATE has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on AIC, MAXLAG=8)
Augmented Dickey-Fuller test statistic
Test critical values: 1% level
5% level
10% level
t-Statistic
Prob.*
-1.047167
-3.632900
-2.948404
-2.612874
0.7252
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(BI_RATE)
Method: Least Squares
Date: 06/04/14 Time: 22:08
Sample (adjusted): 2010M02 2012M12
Included observations: 35 after adjustments
Variable
Coefficient
BI_RATE(-1)
C
-0.083388
0.005051
R-squared
Adjusted R-squared
0.032160
0.002832
S.E. of regression
0.001854
Sum squared resid
0.000113
Log likelihood
F-statistic
Prob(F-statistic)
171.5398
1.096559
0.302632
Std. Error
t-Statistic
0.079632 -1.047167
0.005038 1.002606
Prob.
0.3026
0.3233
0.000214
0.001856
Akaike info criterion 9.687991
Schwarz criterion
9.599114
Hannan-Quinn criter. 9.657310
Durbin-Watson stat
2.331647
Mean dependent var
S.D. dependent var
58
Universitas Sumatera Utara