Uji Stasionaritas ( Akar Unit / Unit Root Tests) Variabel Konsumsi (LnY) DF (Lag 0) Model 1 ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI KONSUMSI MASYARAKAT PROPINSI JAWA BARAT TAHUN 1980-2005.

Uji Stasionaritas ( Akar Unit / Unit Root Tests)
Variabel Konsumsi (LnY)
DF (Lag 0)
Model 1
ADF Test Statistic

6.929974

1% Critical Value*
5% Critical Value
10% Critical Value

-2.6603
-1.9552
-1.6228

*MacKinnon critical values for rejection of hypothesis of a unit root.

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

Date: 12/06/06 Time: 07:20
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNY(-1)

0.010053

0.001451

6.929974

0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood

-0.122487
-0.122487
0.123873
0.368269
17.24927

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Durbin-Watson stat

0.176307
0.116919
-1.299942
-1.251187
1.106965

Model 2
ADF Test Statistic

-2.496065

1% Critical Value*
5% Critical Value
10% Critical Value

-3.7204
-2.9850
-2.6318

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNY)
Method: Least Squares
Date: 12/06/06 Time: 07:21
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNY(-1)
C

-0.040037
0.858008

0.016040
0.273931

-2.496065
3.132203

0.0202
0.0047

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.213146
0.178935
0.105944
0.258153
21.69002
1.470220

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.176307
0.116919
-1.575202
-1.477692
6.230341
0.020168

Model 3
ADF Test Statistic

-1.461115

1% Critical Value*
5% Critical Value
10% Critical Value

-4.3738
-3.6027
-3.2367

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNY)
Method: Least Squares
Date: 12/06/06 Time: 07:22

Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNY(-1)
C
@TREND(1980)

-0.209371
3.335456
0.031213

0.143295
2.101161
0.026250

-1.461115
1.587434
1.189053

0.1581
0.1267
0.2471

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.260661

0.193448
0.105003
0.242564
22.46859
1.303472

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.176307
0.116919
-1.557487
-1.411222
3.878147
0.036081

ADF (Lag 1)
Model 1
ADF Test Statistic

2.704326

1% Critical Value*
5% Critical Value
10% Critical Value

-2.6649
-1.9559
-1.6231

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNY)
Method: Least Squares
Date: 12/06/06 Time: 07:22
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNY(-1)
D(LNY(-1))

0.006046
0.327845

0.002236
0.179174

2.704326
1.829759

0.0130
0.0809

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.051406
0.008288
0.104717
0.241243
21.14552
2.277922

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.165219
0.105153
-1.595460
-1.497288
1.192214
0.286697

Model 2
ADF Test Statistic

-1.268890

1% Critical Value*
5% Critical Value
10% Critical Value

-3.7343
-2.9907
-2.6348

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNY)
Method: Least Squares
Date: 12/06/06 Time: 07:23
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNY(-1)
D(LNY(-1))
C

-0.022425
0.188699
0.515129

0.017673
0.192956
0.317368

-1.268890
0.977938
1.623131

0.2184
0.3392
0.1195

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.157146
0.076874
0.101031
0.214352
22.56376
2.125022

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.165219
0.105153
-1.630314
-1.483057
1.957674
0.166111

Model 3
ADF Test Statistic

-1.240563

1% Critical Value*
5% Critical Value
10% Critical Value

-4.3942
-3.6118
-3.2418

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNY)
Method: Least Squares
Date: 12/06/06 Time: 07:24
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNY(-1)
D(LNY(-1))
C
@TREND(1980)

-0.205941
0.293272
3.183063
0.033829

0.166006
0.213697
2.420481
0.030430

-1.240563
1.372372
1.315054
1.111723

0.2291
0.1851
0.2034
0.2794

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.206200
0.087130
0.100468
0.201877
23.28331
2.147249

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.165219
0.105153
-1.606943
-1.410600
1.731754
0.192721

Variabel LnPDRB
DF (Lag 0)
Model 1
ADF Test Statistic

10.34149

1% Critical Value*
5% Critical Value
10% Critical Value

-2.6603
-1.9552
-1.6228

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNPDRB)
Method: Least Squares
Date: 12/06/06 Time: 07:25
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNPDRB(-1)

0.008700

0.000841

10.34149

0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood

-0.130329
-0.130329
0.074115
0.131834
30.09011

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Durbin-Watson stat

0.155263
0.069712
-2.327209
-2.278454
1.727524

Model 2
ADF Test Statistic

-1.776265

1% Critical Value*
5% Critical Value
10% Critical Value

-3.7204
-2.9850
-2.6318

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNPDRB)
Method: Least Squares
Date: 12/06/06 Time: 07:26
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNPDRB(-1)
C

-0.019817
0.503623

0.011157
0.196573

-1.776265
2.562011

0.0889
0.0174

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.120631
0.082398
0.066778
0.102564
33.22836
2.149953

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.155263
0.069712
-2.498269
-2.400759
3.155118
0.088921

Model 3
ADF Test Statistic

-0.535192

1% Critical Value*
5% Critical Value
10% Critical Value

-4.3738
-3.6027
-3.2367

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNPDRB)
Method: Least Squares
Date: 12/06/06 Time: 07:27
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNPDRB(-1)
C
@TREND(1980)

-0.089210
1.573331
0.011546

0.166687
2.571377
0.027671

-0.535192
0.611863
0.417273

0.5979
0.5469
0.6805

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.127536
0.048221
0.068010
0.101758
33.32690
2.025292

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.155263
0.069712
-2.426152
-2.279887
1.607970
0.222958

ADF (Lag 1)
Model 1
ADF Test Statistic

3.639422

1% Critical Value*
5% Critical Value
10% Critical Value

-2.6649
-1.9559
-1.6231

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNPDRB)
Method: Least Squares
Date: 12/06/06 Time: 07:27
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNPDRB(-1)
D(LNPDRB(-1))

0.007717
0.094475

0.002120
0.217656

3.639422
0.434057

0.0014
0.6685

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood

-0.102382
-0.152491
0.075593
0.125716
28.96688

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Durbin-Watson stat

0.153184
0.070415
-2.247240
-2.149069
1.936704

Model 2
ADF Test Statistic

-1.598350

1% Critical Value*
5% Critical Value
10% Critical Value

-3.7343
-2.9907
-2.6348

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNPDRB)
Method: Least Squares
Date: 12/06/06 Time: 07:28
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNPDRB(-1)
D(LNPDRB(-1))
C

-0.020419
-0.086967
0.527637

0.012775
0.216254
0.236760

-1.598350
-0.402150
2.228572

0.1249
0.6916
0.0369

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.108467
0.023559
0.069581
0.101671
31.51431
1.901688

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.153184
0.070415
-2.376192
-2.228936
1.277462
0.299533

Model 3
ADF Test Statistic

-0.281179

1% Critical Value*
5% Critical Value
10% Critical Value

-4.3942
-3.6118
-3.2418

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNPDRB)
Method: Least Squares
Date: 12/06/06 Time: 07:28
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNPDRB(-1)
D(LNPDRB(-1))
C
@TREND(1980)

-0.061213
-0.055575
1.150777
0.006847

0.217702
0.277454
3.328270
0.036474

-0.281179
-0.200305
0.345758
0.187725

0.7815
0.8433
0.7331
0.8530

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.110035
-0.023460
0.071236
0.101492
31.53543
1.892017

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.153184
0.070415
-2.294620
-2.098277
0.824263
0.495873

Variabel Suku Bunga Deposito (R)
DF (Lag 0)
Model 1
ADF Test Statistic

-0.553569

1% Critical Value*
5% Critical Value
10% Critical Value

-2.6603
-1.9552
-1.6228

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(R)
Method: Least Squares
Date: 12/06/06 Time: 07:31
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

R(-1)

-0.027724

0.050082

-0.553569

0.5850

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood

0.012258
0.012258
4.205252
424.4194
-70.87154

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Durbin-Watson stat

0.078000
4.231265
5.749723
5.798478
1.968324

Model 2
ADF Test Statistic

-2.533119

1% Critical Value*
5% Critical Value
10% Critical Value

-3.7204
-2.9850
-2.6318

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(R)
Method: Least Squares
Date: 12/06/06 Time: 07:31
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

R(-1)
C

-0.413055
6.738928

0.163062
2.738383

-2.533119
2.460916

0.0186
0.0218

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.218131
0.184137
3.821896
335.9585
-67.94986
1.728946

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.078000
4.231265
5.595989
5.693499
6.416689
0.018582

Model 3
ADF Test Statistic

-2.464981

1% Critical Value*
5% Critical Value
10% Critical Value

-4.3738
-3.6027
-3.2367

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(R)
Method: Least Squares
Date: 12/06/06 Time: 07:32
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

R(-1)
C
@TREND(1980)

-0.403283
7.918325
-0.102845

0.163605
3.001240
0.106353

-2.464981
2.638351
-0.967014

0.0220
0.0150
0.3440

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.250009
0.181829
3.827299
322.2607
-67.42953
1.820510

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.078000
4.231265
5.634362
5.780627
3.666852
0.042229

ADF (Lag 1)
Model 1
ADF Test Statistic

-0.527760

1% Critical Value*
5% Critical Value
10% Critical Value

-2.6649
-1.9559
-1.6231

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(R)
Method: Least Squares
Date: 12/06/06 Time: 07:32
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

R(-1)
D(R(-1))

-0.027943
-0.003751

0.052946
0.217032

-0.527760
-0.017285

0.6029
0.9864

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.012403
-0.032488
4.391886
424.3506
-68.52460
1.963823

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.081250
4.322238
5.877050
5.975221
0.276298
0.604396

Model 2
ADF Test Statistic

-3.073855

1% Critical Value*
5% Critical Value
10% Critical Value

-3.7343
-2.9907
-2.6348

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(R)
Method: Least Squares
Date: 12/06/06 Time: 07:33
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

R(-1)
D(R(-1))
C

-0.595501
0.304806
9.885620

0.193731
0.211988
3.280903

-3.073855
1.437849
3.013079

0.0058
0.1652
0.0066

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.310490
0.244822
3.756067
296.2688
-64.21308
1.989084

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.081250
4.322238
5.601090
5.748347
4.728200
0.020169

Model 3
ADF Test Statistic

-2.937486

1% Critical Value*
5% Critical Value
10% Critical Value

-4.3942
-3.6118
-3.2418

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(R)
Method: Least Squares
Date: 12/06/06 Time: 07:33
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

R(-1)
D(R(-1))
C
@TREND(1980)

-0.574020
0.238662
11.03737
-0.111841

0.195412
0.223371
3.500775
0.116847

-2.937486
1.068458
3.152835
-0.957153

0.0081
0.2980
0.0050
0.3499

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.340691
0.241794
3.763589
283.2920
-63.67562
2.015168

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.081250
4.322238
5.639635
5.835977
3.444927
0.036270

Variabel INF
DF (Lag 0)
Model 1
ADF Test Statistic

-3.262752

1% Critical Value*
5% Critical Value
10% Critical Value

-2.6603
-1.9552
-1.6228

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(INF)
Method: Least Squares
Date: 12/06/06 Time: 07:34
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

INF(-1)

-0.620442

0.190159

-3.262752

0.0033

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood

0.307253
0.307253
16.19272
6292.903
-104.5772

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Durbin-Watson stat

0.094000
19.45507
8.446179
8.494934
2.163279

Model 2
ADF Test Statistic

-5.212736

1% Critical Value*
5% Critical Value
10% Critical Value

-3.7204
-2.9850
-2.6318

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(INF)
Method: Least Squares
Date: 12/06/06 Time: 07:34
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

INF(-1)
C

-1.087228
12.17962

0.208571
3.552118

-5.212736
3.428835

0.0000
0.0023

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.541583
0.521651
13.45566
4164.259
-99.41619
1.992284

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.094000
19.45507
8.113295
8.210805
27.17262
0.000028

Model 3
ADF Test Statistic

-5.276293

1% Critical Value*
5% Critical Value
10% Critical Value

-4.3738
-3.6027
-3.2367

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(INF)
Method: Least Squares
Date: 12/06/06 Time: 07:35
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

INF(-1)
C
@TREND(1980)

-1.109474
7.759970
0.358996

0.210275
5.841406
0.376242

-5.276293
1.328442
0.954163

0.0000
0.1976
0.3504

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.559799
0.519781
13.48194
3998.778
-98.90931
2.034521

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.094000
19.45507
8.152745
8.299010
13.98861
0.000120

ADF (Lag 1)
Model 1
ADF Test Statistic

-1.941280

1% Critical Value*
5% Critical Value
10% Critical Value

-2.6649
-1.9559
-1.6231

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(INF)
Method: Least Squares
Date: 12/06/06 Time: 07:36
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

INF(-1)
D(INF(-1))

-0.454716
-0.269593

0.234235
0.206597

-1.941280
-1.304921

0.0651
0.2054

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.350311
0.320780
16.29205
5839.477
-99.98664
2.105941

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.493750
19.76834
8.498886
8.597057
11.86236
0.002314

Model 2
ADF Test Statistic

-3.735457

1% Critical Value*
5% Critical Value
10% Critical Value

-3.7343
-2.9907
-2.6348

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(INF)
Method: Least Squares
Date: 12/06/06 Time: 07:36
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

INF(-1)
D(INF(-1))
C

-1.197985
0.106730
13.54928

0.320706
0.217846
4.554285

-3.735457
0.489935
2.975061

0.0012
0.6293
0.0072

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.542948
0.499419
13.98645
4108.038
-95.76629
1.992326

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.493750
19.76834
8.230524
8.377781
12.47329
0.000269

Model 3
ADF Test Statistic

-3.858131

1% Critical Value*
5% Critical Value
10% Critical Value

-4.3942
-3.6118
-3.2418

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(INF)
Method: Least Squares
Date: 12/06/06 Time: 07:36
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

INF(-1)
D(INF(-1))
C
@TREND(1980)

-1.267791
0.140053
8.689281
0.417158

0.328602
0.220578
6.708816
0.422613

-3.858131
0.634936
1.295203
0.987092

0.0010
0.5327
0.2100
0.3354

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.564180
0.498807
13.99500
3917.202
-95.19547
2.018465

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.493750
19.76834
8.266289
8.462632
8.630156
0.000710

Variabel LnKURS
DF (Lag 0)
Model 1
ADF Test Statistic

2.699756

1% Critical Value*
5% Critical Value
10% Critical Value

-2.6603
-1.9552
-1.6228

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNKURS)
Method: Least Squares
Date: 12/06/06 Time: 07:38
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNKURS(-1)

0.013418

0.004970

2.699756

0.0125

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood

-0.023203
-0.023203
0.195884
0.920897
5.792572

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Durbin-Watson stat

0.109646
0.193651
-0.383406
-0.334651
1.769342

Model 2
ADF Test Statistic

-0.717117

1% Critical Value*
5% Critical Value
10% Critical Value

-3.7204
-2.9850
-2.6318

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNKURS)
Method: Least Squares
Date: 12/06/06 Time: 07:38
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNKURS(-1)
C

-0.031470
0.356109

0.043883
0.345907

-0.717117
1.029496

0.4805
0.3140

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.021870
-0.020657
0.195641
0.880331
6.355706
1.770160

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.109646
0.193651
-0.348456
-0.250946
0.514257
0.480522

Model 3
ADF Test Statistic

-1.914975

1% Critical Value*
5% Critical Value
10% Critical Value

-4.3738
-3.6027
-3.2367

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNKURS)
Method: Least Squares
Date: 12/06/06 Time: 07:39
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNKURS(-1)
C
@TREND(1980)

-0.294898
1.979142
0.033853

0.153996
0.970962
0.019041

-1.914975
2.038331
1.777881

0.0686
0.0537
0.0893

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.144749
0.066999
0.187051
0.769738
8.033795
1.571417

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.109646
0.193651
-0.402704
-0.256439
1.861716
0.179074

ADF (Lag 1)
Model 1
ADF Test Statistic

2.007573

1% Critical Value*
5% Critical Value
10% Critical Value

-2.6649
-1.9559
-1.6231

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNKURS)
Method: Least Squares
Date: 12/06/06 Time: 07:39
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNKURS(-1)
D(LNKURS(-1))

0.012136
0.111805

0.006045
0.214796

2.007573
0.520515

0.0571
0.6079

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood

-0.015562
-0.061724
0.202749
0.904362
5.288432

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Durbin-Watson stat

0.113627
0.196768
-0.274036
-0.175865
1.957565

Model 2
ADF Test Statistic

-0.942686

1% Critical Value*
5% Critical Value
10% Critical Value

-3.7343
-2.9907
-2.6348

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNKURS)
Method: Least Squares
Date: 12/06/06 Time: 07:40
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNKURS(-1)
D(LNKURS(-1))
C

-0.044888
0.117533
0.454614

0.047617
0.212652
0.376610

-0.942686
0.552700
1.207122

0.3566
0.5863
0.2408

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.050333
-0.040111
0.200675
0.845682
6.093468
1.985092

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.113627
0.196768
-0.257789
-0.110532
0.556511
0.581430

Model 3
ADF Test Statistic

-2.280948

1% Critical Value*
5% Critical Value
10% Critical Value

-4.3942
-3.6118
-3.2418

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNKURS)
Method: Least Squares
Date: 12/06/06 Time: 07:40
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNKURS(-1)
D(LNKURS(-1))
C
@TREND(1980)

-0.381550
0.291894
2.505236
0.043400

0.167277
0.214413
1.043025
0.020797

-2.280948
1.361367
2.401896
2.086827

0.0336
0.1885
0.0261
0.0499

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.220141
0.103163
0.186342
0.694467
8.457450
2.023653

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.113627
0.196768
-0.371454
-0.175112
1.881893
0.165177

Variabel Jumlah Penduduk (LnP)
DF (Lag 0)
Model 1
ADF Test Statistic

3.627617

1% Critical Value*
5% Critical Value
10% Critical Value

-2.6603
-1.9552
-1.6228

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNP)
Method: Least Squares
Date: 12/06/06 Time: 07:43
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNP(-1)

0.001263

0.000348

3.627617

0.0013

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood

-0.000512
-0.000512
0.030235
0.021939
52.50599

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Durbin-Watson stat

0.021946
0.030227
-4.120479
-4.071724
3.262188

Model 2
ADF Test Statistic

-0.143537

1% Critical Value*
5% Critical Value
10% Critical Value

-3.7204
-2.9850
-2.6318

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNP)
Method: Least Squares
Date: 12/06/06 Time: 07:43
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNP(-1)
C

-0.004981
0.108452

0.034705
0.602703

-0.143537
0.179942

0.8871
0.8588

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.000895
-0.042544
0.030863
0.021908
52.52358
3.246459

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.021946
0.030227
-4.041886
-3.944376
0.020603
0.887117

Model 3
ADF Test Statistic

-4.156769

1% Critical Value*
5% Critical Value
10% Critical Value

-4.3738
-3.6027
-3.2367

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNP)
Method: Least Squares
Date: 12/06/06 Time: 07:44
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNP(-1)
C
@TREND(1980)

-0.817158
13.94968
0.020217

0.196585
3.351399
0.004849

-4.156769
4.162344
4.169546

0.0004
0.0004
0.0004

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.441913
0.391178
0.023585
0.012238
59.80290
2.269233

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.021946
0.030227
-4.544232
-4.397967
8.710197
0.001636

ADF (Lag 1)
Model 1
ADF Test Statistic

5.877804

1% Critical Value*
5% Critical Value
10% Critical Value

-2.6649
-1.9559
-1.6231

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNP)
Method: Least Squares
Date: 12/06/06 Time: 07:44
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNP(-1)
D(LNP(-1))

0.002091
-0.634840

0.000356
0.164986

5.877804
-3.847834

0.0000
0.0009

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.401829
0.374639
0.024387
0.013084
56.11834
2.076429

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.022247
0.030839
-4.509862
-4.411691
14.77876
0.000881

Model 2
ADF Test Statistic

0.311800

1% Critical Value*
5% Critical Value
10% Critical Value

-3.7343
-2.9907
-2.6348

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNP)
Method: Least Squares
Date: 12/06/06 Time: 07:45
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNP(-1)
D(LNP(-1))
C

0.009237
-0.640922
-0.124038

0.029623
0.170510
0.514193

0.311800
-3.758858
-0.241230

0.7583
0.0012
0.8117

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.403482
0.346670
0.024927
0.013048
56.15155
2.085022

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.022247
0.030839
-4.429296
-4.282039
7.102141
0.004406

Model 3
ADF Test Statistic

-2.733802

1% Critical Value*
5% Critical Value
10% Critical Value

-4.3942
-3.6118
-3.2418

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNP)
Method: Least Squares
Date: 12/06/06 Time: 07:45
Sample(adjusted): 1982 2005
Included observations: 24 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNP(-1)
D(LNP(-1))
C
@TREND(1980)

-0.673134
-0.334205
11.49563
0.017076

0.246226
0.184674
4.193733
0.006128

-2.733802
-1.809700
2.741145
2.786609

0.0128
0.0854
0.0126
0.0114

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.570312
0.505859
0.021678
0.009399
60.08816
1.991347

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.022247
0.030839
-4.674013
-4.477671
8.848470
0.000619

Uji Kointegrasi (Cointegration Tests)
DF ( Lag 0)
Model 1 = Model 2
Engle-Granger Cointegration Test: UROOT(C,0)
==============================================
--Cointegrating Vector-LNY
1.000000
LNPDRB
-0.930645
R
-0.004853
INF
0.000310
LNP
-0.510307
LNKURS
-0.122999
-----------------------Dickey-Fuller t-statistic
-3.3248
MacKinnon critical values: 1%
-6.4072
5%
-5.4375
10%
-4.9803
==============================================
LS // Dependent Variable is D(RESID)
Date: 12-06-2006 / Time: 7:53
SMPL range: 1982 - 2005
Number of observations: 24
Engle-Granger Cointegration Test: UROOT(C,0)
========================================================================
VARIABLE
COEFFICIENT
STD. ERROR
T-STAT.
2-TAIL SIG.
========================================================================
RESID(-1)
-0.5644385
0.1697686
-3.3247523
0.0293
========================================================================
R-squared
0.189286
Mean of dependent var
-0.002912
Adjusted R-squared
0.189286
S.D. of dependent var
0.085414
S.E. of regression
0.076907
Sum of squared resid
0.136037
Log likelihood
28.02002
Durbin-Watson stat
1.598561
========================================================================

Model 3
Engle-Granger Cointegration Test: UROOT(T,0)
==============================================
--Cointegrating Vector-LNY
1.000000
LNPDRB
-1.073505
R
-0.003041
INF
0.000639
LNP
-0.563494
LNKURS
-0.129622
TREND
0.025377
-----------------------Dickey-Fuller t-statistic
-3.5458
MacKinnon critical values: 1%
-6.8846
5%
-5.8625
10%
-5.3851
==============================================
LS // Dependent Variable is D(RESID)
Date: 12-06-2006 / Time: 7:53
SMPL range: 1982 - 2005
Number of observations: 24
Engle-Granger Cointegration Test: UROOT(T,0)
========================================================================
VARIABLE
COEFFICIENT
STD. ERROR
T-STAT.
2-TAIL SIG.
========================================================================
RESID(-1)
-0.6179446
0.1742729
-3.5458444
0.0181
========================================================================
R-squared
0.219733
Mean of dependent var
-0.001045
Adjusted R-squared
0.219733
S.D. of dependent var
0.089129
S.E. of regression
0.078730
Sum of squared resid
0.142565
Log likelihood
27.45760
Durbin-Watson stat
1.623832
========================================================================

ADF (Lag 1)
Model 1 = Model 2
Engle-Granger Cointegration Test: UROOT(C,1)
==============================================
--Cointegrating Vector-LNY
1.000000
LNPDRB
-0.930645
R
-0.004853
INF
0.000310
LNP
-0.510307
LNKURS
-0.122999
-----------------------Dickey-Fuller t-statistic
-4.9249
MacKinnon critical values: 1%
-6.4072
5%
-5.4375
10%
-4.9803
==============================================
LS // Dependent Variable is D(RESID)
Date: 12-06-2006 / Time: 7:53
SMPL range: 1982 - 2005
Number of observations: 24
Engle-Granger Cointegration Test: UROOT(C,1)
========================================================================
VARIABLE
COEFFICIENT
STD. ERROR
T-STAT.
2-TAIL SIG.
========================================================================
D(RESID(-1))
0.2992752
0.1683551
1.7776427
0.0893
RESID(-1)
-0.8644091
0.1755169
-4.9249338
0.0078
========================================================================
R-squared
0.291109
Mean of dependent var
-0.002912
Adjusted R-squared
0.258887
S.D. of dependent var
0.085414
S.E. of regression
0.073532
Sum of squared resid
0.118952
Log likelihood
29.63059
F-statistic
9.034401
Durbin-Watson stat
2.353197
Prob(F-statistic)
0.006508
========================================================================

Model 3
Engle-Granger Cointegration Test: UROOT(T,1)
==============================================
--Cointegrating Vector-LNY
1.000000
LNPDRB
-1.073505
R
-0.003041
INF
0.000639
LNP
-0.563494
LNKURS
-0.129622
TREND
0.025377
-----------------------Dickey-Fuller t-statistic
-5.9708
MacKinnon critical values: 1%
-6.8846
5%
-5.8625
10%
-5.3851
==============================================
LS // Dependent Variable is D(RESID)
Date: 12-06-2006 / Time: 7:54
SMPL range: 1982 - 2005
Number of observations: 24
Engle-Granger Cointegration Test: UROOT(T,1)
========================================================================
VARIABLE
COEFFICIENT
STD. ERROR
T-STAT.
2-TAIL SIG.
========================================================================
D(RESID(-1))
0.2793404
0.1703002
1.6402820
0.1152
RESID(-1)
-0.9281237
0.1830323
-5.0708194
0.0056
========================================================================
R-squared
0.304759
Mean of dependent var
-0.001045
Adjusted R-squared
0.273157
S.D. of dependent var
0.089129
S.E. of regression
0.075987
Sum of squared resid
0.127030
Log likelihood
28.84213
F-statistic
9.643693
Durbin-Watson stat
2.302186
Prob(F-statistic)
0.005159
========================================================================

Complete Regression Model (ECM)
Dependent Variable: D(LNY)
Method: Least Squares
Date: 12/06/06 Time: 08:43
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
D(LNPDRB)
D(R)
D(INF)
D(LNP)
D(LNKURS)
LNPDRB(-1)
R(-1)
INF(-1)
LNP(-1)
LNKURS(-1)
ECT

-46.68770
0.221947
0.000760
0.004432
2.800054
-0.165820
-0.404932
-0.199219
-0.199010
2.943130
-0.332256
0.334828

20.21731
0.378467
0.006066
0.002786
1.061250
0.157396
0.206687
0.187257
0.188131
1.396447
0.151380
0.186601

-2.309294
0.586438
0.125315
1.590652
2.638450
-1.053520
-1.959156
-1.063881
-1.057825
2.107585
-2.194856
1.794355

0.0380
0.5676
0.9022
0.1357
0.0205
0.3113
0.0719
0.3067
0.3094
0.0550
0.0469
0.0937

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.802183
0.634800
0.070656
0.064900
38.94880
1.619330

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.176307
0.116919
-2.155904
-1.570843
4.792494
0.004689

Estimation Command:
=====================
LS D(LNY) C D(LNPDRB) D(R) D(INF) D(LNP) D(LNKURS) LNPDRB(-1) R(-1) INF(-1) LNP(1) LNKURS(-1) ECT
Estimation Equation:
=====================
D(LNY) = C(1) + C(2)*D(LNPDRB) + C(3)*D(R) + C(4)*D(INF) + C(5)*D(LNP) +
C(6)*D(LNKURS) + C(7)*LNPDRB(-1) + C(8)*R(-1) + C(9)*INF(-1) + C(10)*LNP(-1) +
C(11)*LNKURS(-1) + C(12)*ECT
Substituted Coefficients:
=====================
D(LNY) = -46.68769804 + 0.2219471691*D(LNPDRB) + 0.0007602125219*D(R) +
0.00443155896*D(INF) + 2.800054106*D(LNP) - 0.1658197978*D(LNKURS) 0.4049322209*LNPDRB(-1) - 0.1992188458*R(-1) - 0.1990099747*INF(-1) +
2.943130453*LNP(-1) - 0.3322564485*LNKURS(-1) + 0.3348281077*ECT

Autocorrelation Tests
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared

1.466960
5.263988

Probability
Probability

0.272431
0.071935

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/06/06 Time: 08:52
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
D(LNPDRB)
D(R)
D(INF)
D(LNP)
D(LNKURS)
LNPDRB(-1)
R(-1)
INF(-1)
LNP(-1)
LNKURS(-1)
ECT
RESID(-1)
RESID(-2)
RESID(-3)

-9.614314
-0.318469
0.001330
0.001581
0.905081
-0.075285
-0.075906
0.063141
0.061448
0.713118
0.013776
-0.060477
0.393763
-0.310333
-0.565799

21.19481
0.491621
0.005913
0.003057
1.281178
0.158332
0.214122
0.207721
0.208052
1.499855
0.178445
0.207303
0.458151
0.420601
0.401386

-0.453616
-0.647793
0.225001
0.517329
0.706444
-0.475489
-0.354498
0.303973
0.295349
0.475458
0.077202
-0.291733
0.859461
-0.737831
-1.409611

0.6589
0.5304
0.8261
0.6152
0.4946
0.6437
0.7297
0.7668
0.7732
0.6438
0.9398
0.7759
0.4084
0.4776
0.1863

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.210560
-0.722416
0.068247
0.051235
41.90418
2.068393

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

6.67E-15
0.052002
-2.232335
-1.549764
0.225686
0.993370

Normality Test
8
Series: Residuals
Sample 1981 2005
Observations 25

6

4

2

0
- 0 .1 0

- 0 .0 5

0 .0 0

0 .0 5

0 .1 0

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

6.64E-15
0.002132
0.118812
-0.105872
0.052002
-0.096286
2.879125

Jarque-Bera
Probability

0.053849
0.973435

Heteroskedasticity Tests
White Heteroskedasticity Test:
F-statistic
Obs*R-squared

2.270249
23.51999

Probability
Probability

0.273548
0.316892

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/06/06 Time: 08:55
Sample: 1981 2005
Included observations: 25
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
D(LNPDRB)
(D(LNPDRB))^2
D(R)
(D(R))^2
D(INF)
(D(INF))^2
D(LNP)
(D(LNP))^2
D(LNKURS)
(D(LNKURS))^2
LNPDRB(-1)
LNPDRB(-1)^2
R(-1)
R(-1)^2
INF(-1)
INF(-1)^2
LNP(-1)
LNKURS(-1)
LNKURS(-1)^2
ECT
ECT^2

-6.860712
0.192383
-0.849535
1.10E-05
-0.000242
-0.000129
1.51E-05
0.468368
-5.280344
-0.011534
-0.028472
0.463858
-0.013519
0.091005
0.000366
0.099659
0.000235
0.289476
-0.033178
0.006363
-0.082643
-0.000209

3.557632
0.139885
0.424532
0.000644
9.88E-05
0.000681
9.40E-06
0.159310
1.203819
0.014988
0.024927
0.182263
0.005596
0.029660
0.000141
0.032957
7.73E-05
0.182652
0.054947
0.004337
0.027947
6.88E-05

-1.928449
1.375290
-2.001110
0.017117
-2.448543
-0.189283
1.608234
2.939970
-4.386326
-0.769545
-1.142201
2.544995
-2.416061
3.068262
2.586171
3.023941
3.039461
1.584849
-0.603816
1.467395
-2.957152
-3.031882

0.1494
0.2627
0.1392
0.9874
0.0918
0.8620
0.2062
0.0605
0.0219
0.4976
0.3363
0.0843
0.0945
0.0546
0.0813
0.0566
0.0559
0.2112
0.5886
0.2386
0.0597
0.0562

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.940799
0.526396
0.002500
1.87E-05
140.8213
2.754272

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.002596
0.003632
-9.505703
-8.433092
2.270249
0.273548

Stability Tests
Ramsey RESET Test:
F-statistic
Log likelihood ratio

0.367714
1.617925

Probability
Probability

0.700512
0.445320

Test Equation:
Dependent Variable: D(LNY)
Method: Least Squares
Date: 12/06/06 Time: 08:56
Sample: 1981 2005
Included observations: 25
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
D(LNPDRB)
D(R)
D(INF)
D(LNP)
D(LNKURS)
LNPDRB(-1)
R(-1)
INF(-1)
LNP(-1)
LNKURS(-1)
ECT
FITTED^2
FITTED^3

33.20075
-0.164576
0.001603
-0.002927
-1.920976
0.092950
0.308112
0.143290
0.141601
-2.089603
0.193815
-0.144991
6.782933
-7.961336

113.0197
0.601621
0.007119
0.011246
6.939721
0.481364
0.989041
0.456220
0.455095
7.234367
0.726842
0.464702
11.74159
17.28637

0.293761
-0.273553
0.225160
-0.260229
-0.276809
0.193097
0.311526
0.314082
0.311145
-0.288844
0.266653
-0.312010
0.577684
-0.460556

0.7744
0.7895
0.8260
0.7995
0.7871
0.8504
0.7612
0.7593
0.7615
0.7781
0.7947
0.7609
0.5751
0.6541

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.814580
0.595447
0.074366
0.060833
39.75776
1.744605

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.176307
0.116919
-2.060621
-1.378050
3.717291
0.017973

Multicolinearity Tests 1
Dependent Variable: D(LNPDRB)
Method: Least Squares
Date: 12/06/06 Time: 08:43
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
D(R)
D(INF)
D(LNP)
D(LNKURS)
LNPDRB(-1)
R(-1)
INF(-1)
LNP(-1)
LNKURS(-1)
ECT

3.263249
-0.002450
0.005458
0.054631
-0.229113
0.084716
0.238701
0.242032
0.047008
0.075153
-0.236232

14.25016
0.004234
0.001320
0.749279
0.092760
0.144189
0.115828
0.116041
0.986047
0.104996
0.115662

0.228997
-0.578591
4.134998
0.072911
-2.469959
0.587537
2.060818
2.085749
0.047673
0.715770
-2.042433

0.8222
0.5721
0.0010
0.9429
0.0270
0.5662
0.0584
0.0558
0.9626
0.4859
0.0604

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.701170
0.487720
0.049895
0.034854
46.71998
2.280943

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.155263
0.069712
-2.857598
-2.321293
3.284935
0.021150

Multicolinearity Tests 2
Dependent Variable: D(R)
Method: Least Squares
Date: 12/06/06 Time: 08:44
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
D(LNPDRB)
D(INF)
D(LNP)
D(LNKURS)
LNPDRB(-1)
R(-1)
INF(-1)
LNP(-1)
LNKURS(-1)
ECT

1451.061
-9.533925
0.212247
-45.91701
-3.323747
14.83183
5.045316
6.032087
-90.69738
2.104945
-5.637595

801.8299
16.47782
0.108845
45.11498
6.877080
8.197687
8.138809
8.129981
56.54503
6.645388
8.081602

1.809687
-0.578591
1.949996
-1.017778
-0.483308
1.809270
0.619908
0.741956
-1.603985
0.316753
-0.697584

0.0919
0.5721
0.0715
0.3261
0.6363
0.0919
0.5453
0.4704
0.1310
0.7561
0.4969

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.684292
0.458786
3.112826
135.6556
-56.61400
1.880988

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.078000
4.231265
5.409120
5.945426
3.034473
0.028717

Multicolinearity Tests 3
Dependent Variable: D(INF)
Method: Least Squares
Date: 12/06/06 Time: 08:44
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
D(LNPDRB)
D(R)
D(LNP)
D(LNKURS)
LNPDRB(-1)
R(-1)
INF(-1)
LNP(-1)
LNKURS(-1)
ECT

-1814.229
100.7288
1.006339
-2.934150
41.39207
-25.62604
-36.12643
-37.41796
81.77101
-12.59641
36.26540

1877.858
24.36006
0.516073
101.8027
10.27624
18.60707
15.14814
15.02340
132.1665
14.12624
15.04961

-0.966116
4.134998
1.949996
-0.028822
4.027941
-1.377220
-2.384876
-2.490646
0.618697
-0.891703
2.409723

0.3504
0.0010
0.0715
0.9774
0.0012
0.1901
0.0318
0.0259
0.5461
0.3876
0.0303

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.929195
0.878620
6.778066
643.1906
-76.06803
2.410042

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.094000
19.45507
6.965442
7.501748
18.37266
0.000002

Multicolinearity Tests 4
Dependent Variable: D(LNP)
Method: Least Squares
Date: 12/06/06 Time: 08:45
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
D(LNPDRB)
D(R)
D(INF)
D(LNKURS)
LNPDRB(-1)
R(-1)
INF(-1)
LNP(-1)
LNKURS(-1)
ECT

15.50295
0.006948
-0.001500
-2.02E-05
0.054878
0.153747
-0.062624
-0.058826
-1.111639
-0.047630
0.059456

2.958994
0.095294
0.001474
0.000702
0.036825
0.031951
0.044088
0.044694
0.188172
0.035935
0.044225

5.239265
0.072911
-1.017778
-0.028822
1.490255
4.811907
-1.420439
-1.316211
-5.907560
-1.325463
1.344399

0.0001
0.9429
0.3261
0.9774
0.1583
0.0003
0.1774
0.2092
0.0000
0.2062
0.2002

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.797852
0.653461
0.017794
0.004433
72.49684
2.369045

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.021946
0.030227
-4.919747
-4.383442
5.525626
0.002099

Multicolinearity Tests 5
Dependent Variable: D(LNKURS)
Method: Least Squares
Date: 12/06/06 Time: 08:45
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
D(LNPDRB)
D(R)
D(INF)
D(LNP)
LNPDRB(-1)
R(-1)
INF(-1)
LNP(-1)
LNKURS(-1)
ECT

-15.36229
-1.324702
-0.004937
0.012969
2.494867
0.024163
0.742484
0.745207
1.819692
0.281592
-0.733430

34.08294
0.536325
0.010216
0.003220
1.674121
0.350899
0.248444
0.249764
2.320782
0.245781
0.248942

-0.450733
-2.469959
-0.483308
4.027941
1.490255
0.068859
2.988530
2.983648
0.784086
1.145702
-2.946193

0.6591
0.0270
0.6363
0.0012
0.1583
0.9461
0.0098
0.0099
0.4461
0.2711
0.0106

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.776094
0.616161
0.119976
0.201519
24.78590
2.264094

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.109646
0.193651
-1.102872
-0.566567
4.852622
0.003915

Multicolinearity Tests 6
Dependent Variable: LNPDRB(-1)
Method: Least Squares
Date: 12/06/06 Time: 08:46
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
D(LNPDRB)
D(R)
D(INF)
D(LNP)
D(LNKURS)
R(-1)
INF(-1)
LNP(-1)
LNKURS(-1)
ECT

-93.50609
0.284051
0.012777
-0.004656
4.053367
0.014012
0.047711
0.020878
6.358827
0.137860
-0.029392

7.674537
0.483460
0.007062
0.003381
0.842362
0.203490
0.241800
0.243203
0.610231
0.192246
0.241160

-12.18394
0.587537
1.809270
-1.377220
4.811907
0.068859
0.197315
0.085845
10.42037
0.717104
-0.121875

0.0000
0.5662
0.0919
0.1901
0.0003
0.9461
0.8464
0.9328
0.0000
0.4851
0.9047

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.996738
0.994408
0.091364
0.116863
31.59694
1.730107

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

17.57848
1.221770
-1.647755
-1.111449
427.7826
0.000000

Multicolinearity Tests 7
Dependent Variable: R(-1)
Method: Least Squares
Date: 12/06/06 Time: 08:47
Sample(adjusted): 1981 2005
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
D(LNPDRB)
D(R)
D(INF)
D(LNP)
D(LNKURS)
LNPDRB(-1)
INF(-1)
LNP(-1)
LNKURS(-1)
ECT

12.94509
0.975067
0.005295
-0.007997
-2.011422
0.524565
0.058126
-1.003828
-1.978788
-0.672136
0.996021

28.64689
0.473145
0.008542
0.003353
1.416057
0.175526
0.294584
0.010994
1.921627
0.120046
0.008228

0.451885
2.060818
0.619908
-2.384876
-1.420439
2.988530
0.197315
-91.31064
-1.029746
-5.598972
121.0554

0.6583
0.0584
0.5453
0.0318
0.1774
0.0098
0.8464
0.0000
0.3206
0.0001
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.999741
0.999556
0.100844
0.142373
29.12880
1.172016

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

16.12600
4.784325
-1.450304
-0.913999
5400.581
0.000000

Multicolinearity Tests 8
Dependent Variable: INF(-1)
Method: Least Squares
Date: 12/06/06 Time: 08:47
Sample(adjusted): 1981 2005
Included observations: 25 after