DATA PERIODE SEBELUM DAN SESUDAH KRISIS MONETER (1993.I-2003.IV) ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI SUKU BUNGA KREDIT BANK UMUM DI INDONESIA SEBELUM DAN SESUDAH KRISIS MONETER TAHUN 1997.
DATA PERIODE SEBELUM DAN SESUDAH KRISIS MONETER
(1993.I-2003.IV)
obs
1993:01:00
1993:02:00
1993:03:00
1993:04:00
1994:01:00
1994:02:00
1994:03:00
1994:04:00
1995:01:00
1995:02:00
1995:03:00
1995:04:00
1996:01:00
1996:02:00
1996:03:00
1996:04:00
1997:01:00
1997:02:00
1997:03:00
1997:04:00
1998:01:00
1998:02:00
1998:03:00
1998:04:00
1999:01:00
1999:02:00
1999:03:00
1999:04:00
2000:01:00
2000:02:00
2000:03:00
2000:04:00
2001:01:00
2001:02:00
2001:03:00
2001:04:00
2002:01:00
2002:02:00
INF
2.35
2.41
2.47
2.54
2.22
2.28
2.34
2.4
3.04
2.34
1.41
1.85
3.26
0.77
0.91
1.53
1.96
2.54
2.83
5.68
27.1
15.3
19.7
1.23
4.08
-1.3
-2.64
2.04
0.93
1.91
1.74
4.48
2.11
3.28
2.56
4.06
3.5
0.29
JUB
30592
31142
34802
36805
37908
39886
42195
45374
44908
47045
48981
52677
53162
56448
59685
64089
63565
69950
66258
78343
98270
109480
102563
101197
105705
105964
118124
124633
124663
133832
135431
162186
148375
160142
164237
177731
166173
174017
KURS
2068
2080.333
2102
2107.367
2134
2154.667
2175
2193
2212.667
2236.333
2266
2296.333
2323.667
2346
2352
2367.667
2407
2441
2969.667
3989.333
9150
11131.67
11591.67
7625
8788.333
7697
7608.667
7141.667
7506.667
8433.333
8691
9506.667
9895
11391
9355
10421.67
10054.67
8943.667
PDB
78529.7
79380.5
85254.1
86611.6
85604.6
87888.2
91143
90008.8
92563.4
94340.3
98293.8
98595.4
97874.9
100634.7
106561.9
108726.3
105261.1
105867.1
112212.7
109905
100535.7
91741.9
94258.1
89839.1
94371.1
93387.9
96939.9
94653.6
98244.5
98191.9
100862.9
100717.7
104917.3
106277.7
109199.6
106345.9
109306.4
110532.4
SBI
12.71
9.6
9.18
9.09
8.78
9.33
10.36
11.59
13.28
13.16
12.76
13.34
13.34
13.19
12.8
12.26
8.46
8.19
14.58
17.38
26.62
56.28
60.89
37.84
34.42
22.86
12.98
12.39
11.03
11.74
13.62
14.53
15.82
16.65
17.57
17.62
16.76
15.11
SBK
17.77
17.27
16.57
15.7
15.34
14.89
14.75
14.88
15.2
15.65
16
16.06
16.3
16.46
16.49
16.43
16.38
16.28
18.68
19.08
19.43
22.39
24.16
24.89
25.98
23.39
20.6
20.51
17.01
16.35
16.09
16.77
16.83
16.9
17.07
17.64
18.01
18.1
SIBOR
3.34
3.29
3.28
3.44
3.6
4.47
4.98
5.87
6.29
6.13
5.92
5.84
5.38
5.51
5.61
5.52
5.57
5.8
5.73
5.84
5.67
5.69
5.63
5.27
4.5
5.06
5.43
6.13
6.1
6.6
6.7
6.69
5.34
4.19
3.45
2.14
1.9
1.9
2002:03:00
2002:04:00
2003:01:00
2003:02:00
2003:03:00
2003:04:00
SBK
JUB
SBI
INF
KURS
PDB
SLN
1.64
3.63
0.77
0.46
1.24
2.51
181791
191939
181239
194537
207234
223799
8996.667
9049.667
8896.333
8413
8476.333
8499
: Suku bunga kredit
: Jumlah uang beredar
: Suku bunga SBI
: Inflasi
: Kurs valuta asing
: Produk Domestik Bruto
: Suku bunga simpanan luar negeri
113890
110724.7
388005.2
392594.9
397184.6
401774.2
13.22
12.99
11.4
9.53
8.66
8.31
18.1
17.94
17.84
17.61
16.75
15.96
1.82
1.56
1.33
1.23
1.13
1.17
DATA PERIODE SEBELUM KRISIS MONETER
(1993.I-1997.II)
obs
1993:01:00
1993:02:00
1993:03:00
1993:04:00
1994:01:00
1994:02:00
1994:03:00
1994:04:00
1995:01:00
1995:02:00
1995:03:00
1995:04:00
1996:01:00
1996:02:00
1996:03:00
1996:04:00
1997:01:00
1997:02:00
SBK
JUB
SBI
INF
KURS
PDB
SLN
INF
2.35
2.41
2.47
2.54
2.22
2.28
2.34
2.4
3.04
2.34
1.41
1.85
3.26
0.77
0.91
1.53
1.96
2.54
JUB
30592
31142
34802
36805
37908
39886
42195
45374
44908
47045
48981
52677
53162
56448
59685
64089
63565
69950
KURS
2068
2080.333
2102
2107.367
2134
2154.667
2175
2193
2212.667
2236.333
2266
2296.333
2323.667
2346
2352
2367.667
2407
2441
: Suku bunga kredit
: Jumlah uang beredar
: Suku bunga SBI
: Inflasi
: Kurs valuta asing
: Produk Domestik Bruto
: Suku bunga simpanan luar negeri
PDB
78529.7
79380.5
85254.1
86611.6
85604.9
87888.2
91143
90004.8
92563.4
94340.3
98293.8
98595.4
97874.9
100634.7
106561.9
108726.3
105261.1
105867.1
SBI
12.71
9.6
9.18
9.09
8.78
9.33
10.36
11.59
13.28
13.16
13.76
13.34
13.34
13.19
12.8
12.26
8.46
8.19
SBK
17.77
17.27
16.57
15.7
15.34
14.89
14.75
14.88
15.2
15.65
16
16.06
16.3
16.46
16.49
16.43
16.38
16.28
SIBOR
3.34
3.29
3.28
3.44
3.6
4.47
4.98
5.87
6.29
6.13
5.92
5.84
5.38
5.51
5.61
5.52
5.57
5.8
DATA PERIODE SESUDAH KRISIS MONETER
(1997.III-2003.IV)
obs
1997:03:00
1997:04:00
1998:01:00
1998:02:00
1998:03:00
1998:04:00
1999:01:00
1999:02:00
1999:03:00
1999:04:00
2000:01:00
2000:02:00
2000:03:00
2000:04:00
2001:01:00
2001:02:00
2001:03:00
2001:04:00
2002:01:00
2002:02:00
2002:03:00
2002:04:00
2003:01:00
2003:02:00
2003:03:00
2003:04:00
SBK
JUB
SBI
INF
KURS
PDB
SLN
INF
2.83
5.68
27.1
15.3
19.7
1.23
4.08
-1.3
-2.64
2.04
0.93
1.91
1.74
4.48
2.11
3.28
2.56
4.06
3.5
0.92
1.64
3.63
0.77
0.46
1.24
2.51
JUB
66258
78343
98270
109480
102563
101197
105705
105964
118124
124633
124663
133832
135431
162186
148375
160142
164237
177731
166173
174017
181791
191939
181239
194537
207234
223799
KURS
2969.667
3989.333
9150
11131.67
11591.67
7625
8788.333
7697
7608.667
7141.667
7506.667
8433.333
8691
9506.667
9895
11391
9355
10421.67
10054.67
8943.667
8996.667
9049.667
8896.333
8413
8476.333
8499
: Suku bunga kredit
: Jumlah uang beredar
: Suku bunga SBI
: Inflasi
: Kurs valuta asing
: Produk Domestik Bruto
: Suku bunga simpanan luar negeri
PDB
112212.7
109905
100535.7
91741.9
94258.1
89839.1
94371.1
93387.9
96939.9
94653.6
98244.5
98191.9
100862.9
100717.5
104917.3
106277.7
109199.6
106345.9
109306.4
110532.4
113890
110724.7
388005.2
392594.9
397184.6
401774.2
SBI
14.58
17.38
26.62
56.28
60.89
37.84
34.42
22.86
12.98
12.39
11.03
11.74
13.62
14.53
15.82
16.65
17.57
17.62
16.76
15.11
13.22
12.99
11.4
9.53
8.66
8.31
SBK
18.68
19.08
19.43
22.39
24.16
24.89
25.98
23.39
20.6
20.51
17.01
16.35
16.09
16.77
16.83
16.9
17.07
17.64
18.01
18.1
18.1
17.94
17.84
17.61
16.75
15.96
SIBOR
5.73
5.84
5.67
5.69
5.63
5.27
4.5
5.06
5.43
6.13
6.1
6.6
6.7
6.69
5.34
4.19
3.45
2.14
1.9
1.9
1.82
1.56
1.33
1.23
1.13
1.17
Regres Sebelum Krisis
Dependent Variable: SBK
Method: Least Squares
Date: 12/25/06 Time: 10:39
Sample: 1993:1 1997:2
Included observations: 18
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
SIBOR
6.059272
7.37E-05
0.316868
-0.106825
0.009255
-0.000130
-1.072612
16.88474
0.000115
0.103818
0.269305
0.009122
7.93E-05
0.251539
0.358861
0.642570
3.052153
-0.396669
1.014658
-1.639952
-4.264199
0.7265
0.5337
0.0110
0.6992
0.3321
0.1293
0.0013
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.705955
0.545566
0.550843
3.337707
-10.37511
0.825242
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
16.02333
0.817133
1.930567
2.276823
4.401535
0.016439
Uji Normalitas
6
Series: Residuals
Sample 1993:1 1997:2
Observations 18
5
4
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
3
2
1
Jarque-Bera
Probability
0
-1.0
-0.5
0.0
0.5
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
8.799960
13.81394
Probability
Probability
0.006493
0.003170
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/25/06 Time: 10:59
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
-18.90810
-0.000113
-0.040199
-0.163210
0.011925
-1.20E -05
11.31285
7.41E-05
0.061019
0.162162
0.006255
4.51E-05
-1.671382
-1.522344
-0.658794
-1.006462
1.906538
-0.265558
0.1332
0.1664
0.5285
0.3437
0.0930
0.7973
-6.18E-15
0.110883
0.732777
-0.810726
0.443098
-0.230405
1.956037
0.976653
0.613652
SIBOR
RESID(-1)
RESID(-2)
RESID(-3)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
-0.097539
0.817882
-0.472394
-0.563726
0.767441
0.505812
0.311491
0.776214
2.752399
2.599493
0.175564
0.292248
0.372070
0.310006
-0.555573
2.798588
-1.269637
-1.818437
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
0.5937
0.0232
0.2399
0.1065
-6.18E -15
0.443098
0.805289
1.299940
2.933320
0.072242
Uji Heteroskedastisitas
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
5.967983
16.82531
Probability
Probability
0.030223
0.156288
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/25/06 Time: 11:00
Sample: 1993:1 1997:2
Included observations: 18
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
JUB^2
SBI
SBI^2
INF
INF^2
KURS
KURS^2
PDB
PDB^2
SIBOR
SIBOR^2
-190.1211
-0.000108
7.23E-10
-0.246917
0.006323
-0.378558
0.083183
0.190110
-4.03E -05
-0.000473
2.20E-09
-0.702881
0.057067
59.84655
0.000123
1.09E-09
0.466550
0.021056
0.260234
0.062084
0.053283
1.16E-05
0.000181
9.33E-10
0.556055
0.054160
-3.176810
-0.874487
0.662149
-0.529240
0.300271
-1.454683
1.339836
3.567953
-3.469831
-2.608378
2.361233
-1.264050
1.053673
0.0246
0.4219
0.5372
0.6193
0.7761
0.2055
0.2380
0.0161
0.0179
0.0478
0.0647
0.2619
0.3403
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.934739
0.778114
0.087880
0.038615
29.75960
2.722889
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
0.185428
0.186563
-1.862177
-1.219131
5.967983
0.030223
Uji Spesifikasi Model
Ramsey RESET Test:
F-statistic
Log likelihood ratio
0.165094
0.648551
Probability
Probability
0.850324
0.723051
Test Equation:
Dependent Variable: SBK
Method: Least Squares
Date: 12/25/06 Time: 11:03
Sample: 1993:1 1997:2
Included observations: 18
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
SIBOR
FITTED^2
FITTED^3
133.0814
0.014960
64.30433
-21.62697
1.877051
-0.026402
-217.5496
-12.36073
0.251935
266.8212
0.029098
125.1430
42.09950
3.654778
0.051367
423.5299
24.40264
0.502170
0.498766
0.514120
0.513847
-0.513711
0.513588
-0.513998
-0.513658
-0.506533
0.501693
0.6299
0.6196
0.6197
0.6198
0.6199
0.6196
0.6199
0.6247
0.6279
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.716361
0.464237
0.598107
3.219588
-10.05083
0.881918
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
16.02333
0.817133
2.116759
2.561945
2.841307
0.070426
Regres Setelah Krisis
Dependent Variable: SBK
Method: Least Squares
Date: 12/25/06 Time: 10:16
Sample: 1997:3 2003:4
Included observations: 26
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
SIBOR
25.31031
-5.22E -05
0.161608
-0.167101
0.000108
1.65E-06
-0.586493
3.291875
2.62E-05
0.048305
0.063866
0.000364
4.49E-06
0.290335
7.688722
-1.992831
3.345583
-2.616422
0.296619
0.367061
-2.020054
0.0000
0.0608
0.0034
0.0170
0.7700
0.7176
0.0577
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.788259
0.721393
1.516480
43.69453
-43.64104
1.346794
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
19.00308
2.873036
3.895465
4.234183
11.78871
0.000016
Uji Normalitas
6
Series: Residuals
Sample 1997:3 2003:4
Observations 26
5
4
3
2
1
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
6.83E-16
-0.441674
2.845245
-2.197619
1.322037
0.545973
2.513706
Jarque-Bera
Probability
1.547896
0.461189
0
-2
-1
0
1
2
3
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
0.829301
3.498801
Probability
Probability
0.496991
0.320918
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/26/06 Time: 12:18
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
SIBOR
RESID(-1)
RESID(-2)
RESID(-3)
0.101182
9.75E-06
0.010996
0.061951
-0.000116
-3.00E -06
-0.126006
0.362156
0.107364
0.232418
3.392762
2.81E-05
0.049921
0.077541
0.000391
5.07E-06
0.335794
0.269803
0.275032
0.314822
0.029823
0.346820
0.220260
0.798948
-0.295177
-0.592614
-0.375249
1.342298
0.390370
0.738252
0.9766
0.7332
0.8285
0.4360
0.7717
0.5617
0.7124
0.1982
0.7014
0.4711
R-squared
Adjusted R-squared
S.E. of regression
0.134569
-0.352236
1.537339
Mean dependent var
S.D. dependent var
Akaike info criterion
1.46E-15
1.322037
3.981706
Sum squared resid
Log likelihood
Durbin-Watson stat
37.81459
-41.76218
1.769711
Schwarz criterion
F-statistic
Prob(F-statistic)
4.465589
0.276434
0.972104
Probability
Probability
0.260694
0.249940
Uji Heteroskedastisitas
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
1.442027
14.84648
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/26/06 Time: 12:19
Sample: 1997:3 2003:4
Included observations: 26
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
JUB^2
SBI
SBI^2
INF
INF^2
KURS
KURS^2
PDB
PDB^2
SIBOR
SIBOR^2
31.34980
4.31E-05
-3.48E -10
-0.151029
-0.000215
0.869871
-0.029300
0.000799
-6.50E -08
-0.000363
7.32E-10
1.774642
-0.321423
27.08692
0.000320
9.15E-10
0.327153
0.003853
0.406407
0.015542
0.004588
2.34E-07
0.000277
5.52E-10
2.832267
0.326100
1.157378
0.134804
-0.379758
-0.461646
-0.055737
2.140395
-1.885146
0.174176
-0.278035
-1.309541
1.326951
0.626580
-0.985658
0.2679
0.8948
0.7103
0.6520
0.9564
0.0519
0.0820
0.8644
0.7854
0.2130
0.2074
0.5418
0.3423
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.571018
0.175035
1.915176
47.68271
-44.77654
2.500197
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
1.680559
2.108585
4.444349
5.073398
1.442027
0.260694
Uji Spesifikasi Model
Ramsey RESET Test:
F-statistic
Log likelihood ratio
2.610386
6.963170
Probability
Probability
0.102651
0.030759
Test Equation:
Dependent Variable: SBK
Method: Least Squares
Date: 12/26/06 Time: 12:20
Sample: 1997:3 2003:4
Included observations: 26
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
SIBOR
FITTED^2
FITTED^3
-288.4442
0.000866
-3.138885
3.024169
-0.001183
-3.25E -05
9.733985
0.708818
-0.007484
547.7769
0.001501
4.554671
4.764995
0.003137
4.67E-05
16.85367
1.519496
0.026884
-0.526572
0.577347
-0.689157
0.634664
-0.377103
-0.696972
0.577559
0.466482
-0.278373
0.6053
0.5713
0.5000
0.5341
0.7108
0.4952
0.5711
0.6468
0.7841
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.838008
0.761776
1.402277
33.42850
-40.15946
1.355716
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
19.00308
2.873036
3.781497
4.216992
10.99290
0.000023
Regres Sebelum dan Sesudah Krisis
Dependent Variable: SBK
Method: Least Squares
Date: 12/25/06 Time: 10:18
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
SIBOR
14.91691
-1.18E -05
0.206604
-0.180197
0.000288
1.08E-06
-0.113811
1.391698
1.93E-05
0.043234
0.067288
0.000310
4.75E-06
0.189761
10.71850
-0.608829
4.778699
-2.677981
0.929281
0.227195
-0.599760
0.0000
0.5464
0.0000
0.0110
0.3588
0.8215
0.5523
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.687852
0.637233
1.622782
97.43660
-79.92356
0.761582
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
17.78409
2.694302
3.951071
4.234919
13.58889
0.000000
Uji Normalitas
10
Series: Residuals
Sample 1993:1 2003:4
Observations 44
8
6
4
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
-1.25E-14
-0.332425
3.805511
-2.774173
1.505313
0.827566
3.148868
Jarque-Bera
Probability
5.062979
0.079540
2
0
-3
-2
-1
0
1
2
3
4
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
7.830387
17.97861
Probability
Probability
0.000418
0.000444
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/26/06 Time: 12:24
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
0.139902
1.26E-05
0.016435
0.025456
1.184461
1.62E-05
0.035852
0.055316
0.118114
0.778176
0.458408
0.460192
0.9067
0.4418
0.6496
0.6483
KURS
PDB
SIBOR
RESID(-1)
RESID(-2)
RESID(-3)
-0.000218
-2.78E -06
-0.033285
0.714794
-0.113947
0.009981
0.000263
4.02E-06
0.162390
0.172897
0.221187
0.178276
-0.830626
-0.691767
-0.204967
4.134208
-0.515159
0.055986
0.4120
0.4938
0.8388
0.0002
0.6098
0.9557
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.408605
0.252059
1.301849
57.62354
-68.36761
1.968456
Uji Heteroskedastisitas
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
-9.98E -15
1.505313
3.562164
3.967662
2.610129
0.020743
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
4.806320
28.61813
Probability
Probability
0.000207
0.004488
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/26/06 Time: 12:25
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
JUB^2
SBI
SBI^2
INF
INF^2
KURS
KURS^2
PDB
PDB^2
SIBOR
SIBOR^2
-3.805286
0.000168
-6.27E -10
0.415077
-0.006199
0.581207
-0.015756
0.001611
-1.50E -07
-0.000244
5.17E-10
4.601801
-0.549698
15.07545
0.000219
6.77E-10
0.224941
0.003220
0.342833
0.012410
0.002826
1.50E-07
0.000220
4.40E-10
2.643461
0.293684
-0.252416
0.768072
-0.925009
1.845271
-1.925007
1.695309
-1.269623
0.570198
-0.999867
-1.113531
1.174993
1.740824
-1.871736
0.8024
0.4483
0.3621
0.0746
0.0634
0.1000
0.2137
0.5727
0.3251
0.2740
0.2489
0.0916
0.0707
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Uji Spesifikasi Model
0.650412
0.515088
2.286641
162.0906
-91.12054
2.069857
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
2.214468
3.283723
4.732752
5.259899
4.806320
0.000207
Ramsey RESET Test:
F-statistic
Log likelihood ratio
9.212558
18.60905
Probability
Probability
0.000610
0.000091
Test Equation:
Dependent Variable: SBK
Method: Least Squares
Date: 12/26/06 Time: 12:26
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
SIBOR
FITTED^2
FITTED^3
-416.2295
0.000577
-9.902675
8.800778
-0.014168
-4.98E -05
5.553786
2.616904
-0.045611
145.2593
0.000207
3.616749
3.156075
0.005021
1.95E-05
2.003421
0.869390
0.014267
-2.865423
2.788777
-2.738004
2.788520
-2.821648
-2.554942
2.772151
3.010046
-3.197021
0.0070
0.0085
0.0097
0.0085
0.0078
0.0151
0.0089
0.0048
0.0029
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.795505
0.748763
1.350480
63.83291
-70.61904
0.651304
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
17.78409
2.694302
3.619047
3.983995
17.01911
0.000000
(1993.I-2003.IV)
obs
1993:01:00
1993:02:00
1993:03:00
1993:04:00
1994:01:00
1994:02:00
1994:03:00
1994:04:00
1995:01:00
1995:02:00
1995:03:00
1995:04:00
1996:01:00
1996:02:00
1996:03:00
1996:04:00
1997:01:00
1997:02:00
1997:03:00
1997:04:00
1998:01:00
1998:02:00
1998:03:00
1998:04:00
1999:01:00
1999:02:00
1999:03:00
1999:04:00
2000:01:00
2000:02:00
2000:03:00
2000:04:00
2001:01:00
2001:02:00
2001:03:00
2001:04:00
2002:01:00
2002:02:00
INF
2.35
2.41
2.47
2.54
2.22
2.28
2.34
2.4
3.04
2.34
1.41
1.85
3.26
0.77
0.91
1.53
1.96
2.54
2.83
5.68
27.1
15.3
19.7
1.23
4.08
-1.3
-2.64
2.04
0.93
1.91
1.74
4.48
2.11
3.28
2.56
4.06
3.5
0.29
JUB
30592
31142
34802
36805
37908
39886
42195
45374
44908
47045
48981
52677
53162
56448
59685
64089
63565
69950
66258
78343
98270
109480
102563
101197
105705
105964
118124
124633
124663
133832
135431
162186
148375
160142
164237
177731
166173
174017
KURS
2068
2080.333
2102
2107.367
2134
2154.667
2175
2193
2212.667
2236.333
2266
2296.333
2323.667
2346
2352
2367.667
2407
2441
2969.667
3989.333
9150
11131.67
11591.67
7625
8788.333
7697
7608.667
7141.667
7506.667
8433.333
8691
9506.667
9895
11391
9355
10421.67
10054.67
8943.667
PDB
78529.7
79380.5
85254.1
86611.6
85604.6
87888.2
91143
90008.8
92563.4
94340.3
98293.8
98595.4
97874.9
100634.7
106561.9
108726.3
105261.1
105867.1
112212.7
109905
100535.7
91741.9
94258.1
89839.1
94371.1
93387.9
96939.9
94653.6
98244.5
98191.9
100862.9
100717.7
104917.3
106277.7
109199.6
106345.9
109306.4
110532.4
SBI
12.71
9.6
9.18
9.09
8.78
9.33
10.36
11.59
13.28
13.16
12.76
13.34
13.34
13.19
12.8
12.26
8.46
8.19
14.58
17.38
26.62
56.28
60.89
37.84
34.42
22.86
12.98
12.39
11.03
11.74
13.62
14.53
15.82
16.65
17.57
17.62
16.76
15.11
SBK
17.77
17.27
16.57
15.7
15.34
14.89
14.75
14.88
15.2
15.65
16
16.06
16.3
16.46
16.49
16.43
16.38
16.28
18.68
19.08
19.43
22.39
24.16
24.89
25.98
23.39
20.6
20.51
17.01
16.35
16.09
16.77
16.83
16.9
17.07
17.64
18.01
18.1
SIBOR
3.34
3.29
3.28
3.44
3.6
4.47
4.98
5.87
6.29
6.13
5.92
5.84
5.38
5.51
5.61
5.52
5.57
5.8
5.73
5.84
5.67
5.69
5.63
5.27
4.5
5.06
5.43
6.13
6.1
6.6
6.7
6.69
5.34
4.19
3.45
2.14
1.9
1.9
2002:03:00
2002:04:00
2003:01:00
2003:02:00
2003:03:00
2003:04:00
SBK
JUB
SBI
INF
KURS
PDB
SLN
1.64
3.63
0.77
0.46
1.24
2.51
181791
191939
181239
194537
207234
223799
8996.667
9049.667
8896.333
8413
8476.333
8499
: Suku bunga kredit
: Jumlah uang beredar
: Suku bunga SBI
: Inflasi
: Kurs valuta asing
: Produk Domestik Bruto
: Suku bunga simpanan luar negeri
113890
110724.7
388005.2
392594.9
397184.6
401774.2
13.22
12.99
11.4
9.53
8.66
8.31
18.1
17.94
17.84
17.61
16.75
15.96
1.82
1.56
1.33
1.23
1.13
1.17
DATA PERIODE SEBELUM KRISIS MONETER
(1993.I-1997.II)
obs
1993:01:00
1993:02:00
1993:03:00
1993:04:00
1994:01:00
1994:02:00
1994:03:00
1994:04:00
1995:01:00
1995:02:00
1995:03:00
1995:04:00
1996:01:00
1996:02:00
1996:03:00
1996:04:00
1997:01:00
1997:02:00
SBK
JUB
SBI
INF
KURS
PDB
SLN
INF
2.35
2.41
2.47
2.54
2.22
2.28
2.34
2.4
3.04
2.34
1.41
1.85
3.26
0.77
0.91
1.53
1.96
2.54
JUB
30592
31142
34802
36805
37908
39886
42195
45374
44908
47045
48981
52677
53162
56448
59685
64089
63565
69950
KURS
2068
2080.333
2102
2107.367
2134
2154.667
2175
2193
2212.667
2236.333
2266
2296.333
2323.667
2346
2352
2367.667
2407
2441
: Suku bunga kredit
: Jumlah uang beredar
: Suku bunga SBI
: Inflasi
: Kurs valuta asing
: Produk Domestik Bruto
: Suku bunga simpanan luar negeri
PDB
78529.7
79380.5
85254.1
86611.6
85604.9
87888.2
91143
90004.8
92563.4
94340.3
98293.8
98595.4
97874.9
100634.7
106561.9
108726.3
105261.1
105867.1
SBI
12.71
9.6
9.18
9.09
8.78
9.33
10.36
11.59
13.28
13.16
13.76
13.34
13.34
13.19
12.8
12.26
8.46
8.19
SBK
17.77
17.27
16.57
15.7
15.34
14.89
14.75
14.88
15.2
15.65
16
16.06
16.3
16.46
16.49
16.43
16.38
16.28
SIBOR
3.34
3.29
3.28
3.44
3.6
4.47
4.98
5.87
6.29
6.13
5.92
5.84
5.38
5.51
5.61
5.52
5.57
5.8
DATA PERIODE SESUDAH KRISIS MONETER
(1997.III-2003.IV)
obs
1997:03:00
1997:04:00
1998:01:00
1998:02:00
1998:03:00
1998:04:00
1999:01:00
1999:02:00
1999:03:00
1999:04:00
2000:01:00
2000:02:00
2000:03:00
2000:04:00
2001:01:00
2001:02:00
2001:03:00
2001:04:00
2002:01:00
2002:02:00
2002:03:00
2002:04:00
2003:01:00
2003:02:00
2003:03:00
2003:04:00
SBK
JUB
SBI
INF
KURS
PDB
SLN
INF
2.83
5.68
27.1
15.3
19.7
1.23
4.08
-1.3
-2.64
2.04
0.93
1.91
1.74
4.48
2.11
3.28
2.56
4.06
3.5
0.92
1.64
3.63
0.77
0.46
1.24
2.51
JUB
66258
78343
98270
109480
102563
101197
105705
105964
118124
124633
124663
133832
135431
162186
148375
160142
164237
177731
166173
174017
181791
191939
181239
194537
207234
223799
KURS
2969.667
3989.333
9150
11131.67
11591.67
7625
8788.333
7697
7608.667
7141.667
7506.667
8433.333
8691
9506.667
9895
11391
9355
10421.67
10054.67
8943.667
8996.667
9049.667
8896.333
8413
8476.333
8499
: Suku bunga kredit
: Jumlah uang beredar
: Suku bunga SBI
: Inflasi
: Kurs valuta asing
: Produk Domestik Bruto
: Suku bunga simpanan luar negeri
PDB
112212.7
109905
100535.7
91741.9
94258.1
89839.1
94371.1
93387.9
96939.9
94653.6
98244.5
98191.9
100862.9
100717.5
104917.3
106277.7
109199.6
106345.9
109306.4
110532.4
113890
110724.7
388005.2
392594.9
397184.6
401774.2
SBI
14.58
17.38
26.62
56.28
60.89
37.84
34.42
22.86
12.98
12.39
11.03
11.74
13.62
14.53
15.82
16.65
17.57
17.62
16.76
15.11
13.22
12.99
11.4
9.53
8.66
8.31
SBK
18.68
19.08
19.43
22.39
24.16
24.89
25.98
23.39
20.6
20.51
17.01
16.35
16.09
16.77
16.83
16.9
17.07
17.64
18.01
18.1
18.1
17.94
17.84
17.61
16.75
15.96
SIBOR
5.73
5.84
5.67
5.69
5.63
5.27
4.5
5.06
5.43
6.13
6.1
6.6
6.7
6.69
5.34
4.19
3.45
2.14
1.9
1.9
1.82
1.56
1.33
1.23
1.13
1.17
Regres Sebelum Krisis
Dependent Variable: SBK
Method: Least Squares
Date: 12/25/06 Time: 10:39
Sample: 1993:1 1997:2
Included observations: 18
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
SIBOR
6.059272
7.37E-05
0.316868
-0.106825
0.009255
-0.000130
-1.072612
16.88474
0.000115
0.103818
0.269305
0.009122
7.93E-05
0.251539
0.358861
0.642570
3.052153
-0.396669
1.014658
-1.639952
-4.264199
0.7265
0.5337
0.0110
0.6992
0.3321
0.1293
0.0013
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.705955
0.545566
0.550843
3.337707
-10.37511
0.825242
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
16.02333
0.817133
1.930567
2.276823
4.401535
0.016439
Uji Normalitas
6
Series: Residuals
Sample 1993:1 1997:2
Observations 18
5
4
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
3
2
1
Jarque-Bera
Probability
0
-1.0
-0.5
0.0
0.5
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
8.799960
13.81394
Probability
Probability
0.006493
0.003170
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/25/06 Time: 10:59
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
-18.90810
-0.000113
-0.040199
-0.163210
0.011925
-1.20E -05
11.31285
7.41E-05
0.061019
0.162162
0.006255
4.51E-05
-1.671382
-1.522344
-0.658794
-1.006462
1.906538
-0.265558
0.1332
0.1664
0.5285
0.3437
0.0930
0.7973
-6.18E-15
0.110883
0.732777
-0.810726
0.443098
-0.230405
1.956037
0.976653
0.613652
SIBOR
RESID(-1)
RESID(-2)
RESID(-3)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
-0.097539
0.817882
-0.472394
-0.563726
0.767441
0.505812
0.311491
0.776214
2.752399
2.599493
0.175564
0.292248
0.372070
0.310006
-0.555573
2.798588
-1.269637
-1.818437
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
0.5937
0.0232
0.2399
0.1065
-6.18E -15
0.443098
0.805289
1.299940
2.933320
0.072242
Uji Heteroskedastisitas
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
5.967983
16.82531
Probability
Probability
0.030223
0.156288
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/25/06 Time: 11:00
Sample: 1993:1 1997:2
Included observations: 18
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
JUB^2
SBI
SBI^2
INF
INF^2
KURS
KURS^2
PDB
PDB^2
SIBOR
SIBOR^2
-190.1211
-0.000108
7.23E-10
-0.246917
0.006323
-0.378558
0.083183
0.190110
-4.03E -05
-0.000473
2.20E-09
-0.702881
0.057067
59.84655
0.000123
1.09E-09
0.466550
0.021056
0.260234
0.062084
0.053283
1.16E-05
0.000181
9.33E-10
0.556055
0.054160
-3.176810
-0.874487
0.662149
-0.529240
0.300271
-1.454683
1.339836
3.567953
-3.469831
-2.608378
2.361233
-1.264050
1.053673
0.0246
0.4219
0.5372
0.6193
0.7761
0.2055
0.2380
0.0161
0.0179
0.0478
0.0647
0.2619
0.3403
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.934739
0.778114
0.087880
0.038615
29.75960
2.722889
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
0.185428
0.186563
-1.862177
-1.219131
5.967983
0.030223
Uji Spesifikasi Model
Ramsey RESET Test:
F-statistic
Log likelihood ratio
0.165094
0.648551
Probability
Probability
0.850324
0.723051
Test Equation:
Dependent Variable: SBK
Method: Least Squares
Date: 12/25/06 Time: 11:03
Sample: 1993:1 1997:2
Included observations: 18
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
SIBOR
FITTED^2
FITTED^3
133.0814
0.014960
64.30433
-21.62697
1.877051
-0.026402
-217.5496
-12.36073
0.251935
266.8212
0.029098
125.1430
42.09950
3.654778
0.051367
423.5299
24.40264
0.502170
0.498766
0.514120
0.513847
-0.513711
0.513588
-0.513998
-0.513658
-0.506533
0.501693
0.6299
0.6196
0.6197
0.6198
0.6199
0.6196
0.6199
0.6247
0.6279
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.716361
0.464237
0.598107
3.219588
-10.05083
0.881918
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
16.02333
0.817133
2.116759
2.561945
2.841307
0.070426
Regres Setelah Krisis
Dependent Variable: SBK
Method: Least Squares
Date: 12/25/06 Time: 10:16
Sample: 1997:3 2003:4
Included observations: 26
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
SIBOR
25.31031
-5.22E -05
0.161608
-0.167101
0.000108
1.65E-06
-0.586493
3.291875
2.62E-05
0.048305
0.063866
0.000364
4.49E-06
0.290335
7.688722
-1.992831
3.345583
-2.616422
0.296619
0.367061
-2.020054
0.0000
0.0608
0.0034
0.0170
0.7700
0.7176
0.0577
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.788259
0.721393
1.516480
43.69453
-43.64104
1.346794
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
19.00308
2.873036
3.895465
4.234183
11.78871
0.000016
Uji Normalitas
6
Series: Residuals
Sample 1997:3 2003:4
Observations 26
5
4
3
2
1
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
6.83E-16
-0.441674
2.845245
-2.197619
1.322037
0.545973
2.513706
Jarque-Bera
Probability
1.547896
0.461189
0
-2
-1
0
1
2
3
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
0.829301
3.498801
Probability
Probability
0.496991
0.320918
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/26/06 Time: 12:18
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
SIBOR
RESID(-1)
RESID(-2)
RESID(-3)
0.101182
9.75E-06
0.010996
0.061951
-0.000116
-3.00E -06
-0.126006
0.362156
0.107364
0.232418
3.392762
2.81E-05
0.049921
0.077541
0.000391
5.07E-06
0.335794
0.269803
0.275032
0.314822
0.029823
0.346820
0.220260
0.798948
-0.295177
-0.592614
-0.375249
1.342298
0.390370
0.738252
0.9766
0.7332
0.8285
0.4360
0.7717
0.5617
0.7124
0.1982
0.7014
0.4711
R-squared
Adjusted R-squared
S.E. of regression
0.134569
-0.352236
1.537339
Mean dependent var
S.D. dependent var
Akaike info criterion
1.46E-15
1.322037
3.981706
Sum squared resid
Log likelihood
Durbin-Watson stat
37.81459
-41.76218
1.769711
Schwarz criterion
F-statistic
Prob(F-statistic)
4.465589
0.276434
0.972104
Probability
Probability
0.260694
0.249940
Uji Heteroskedastisitas
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
1.442027
14.84648
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/26/06 Time: 12:19
Sample: 1997:3 2003:4
Included observations: 26
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
JUB^2
SBI
SBI^2
INF
INF^2
KURS
KURS^2
PDB
PDB^2
SIBOR
SIBOR^2
31.34980
4.31E-05
-3.48E -10
-0.151029
-0.000215
0.869871
-0.029300
0.000799
-6.50E -08
-0.000363
7.32E-10
1.774642
-0.321423
27.08692
0.000320
9.15E-10
0.327153
0.003853
0.406407
0.015542
0.004588
2.34E-07
0.000277
5.52E-10
2.832267
0.326100
1.157378
0.134804
-0.379758
-0.461646
-0.055737
2.140395
-1.885146
0.174176
-0.278035
-1.309541
1.326951
0.626580
-0.985658
0.2679
0.8948
0.7103
0.6520
0.9564
0.0519
0.0820
0.8644
0.7854
0.2130
0.2074
0.5418
0.3423
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.571018
0.175035
1.915176
47.68271
-44.77654
2.500197
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
1.680559
2.108585
4.444349
5.073398
1.442027
0.260694
Uji Spesifikasi Model
Ramsey RESET Test:
F-statistic
Log likelihood ratio
2.610386
6.963170
Probability
Probability
0.102651
0.030759
Test Equation:
Dependent Variable: SBK
Method: Least Squares
Date: 12/26/06 Time: 12:20
Sample: 1997:3 2003:4
Included observations: 26
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
SIBOR
FITTED^2
FITTED^3
-288.4442
0.000866
-3.138885
3.024169
-0.001183
-3.25E -05
9.733985
0.708818
-0.007484
547.7769
0.001501
4.554671
4.764995
0.003137
4.67E-05
16.85367
1.519496
0.026884
-0.526572
0.577347
-0.689157
0.634664
-0.377103
-0.696972
0.577559
0.466482
-0.278373
0.6053
0.5713
0.5000
0.5341
0.7108
0.4952
0.5711
0.6468
0.7841
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.838008
0.761776
1.402277
33.42850
-40.15946
1.355716
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
19.00308
2.873036
3.781497
4.216992
10.99290
0.000023
Regres Sebelum dan Sesudah Krisis
Dependent Variable: SBK
Method: Least Squares
Date: 12/25/06 Time: 10:18
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
SIBOR
14.91691
-1.18E -05
0.206604
-0.180197
0.000288
1.08E-06
-0.113811
1.391698
1.93E-05
0.043234
0.067288
0.000310
4.75E-06
0.189761
10.71850
-0.608829
4.778699
-2.677981
0.929281
0.227195
-0.599760
0.0000
0.5464
0.0000
0.0110
0.3588
0.8215
0.5523
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.687852
0.637233
1.622782
97.43660
-79.92356
0.761582
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
17.78409
2.694302
3.951071
4.234919
13.58889
0.000000
Uji Normalitas
10
Series: Residuals
Sample 1993:1 2003:4
Observations 44
8
6
4
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
-1.25E-14
-0.332425
3.805511
-2.774173
1.505313
0.827566
3.148868
Jarque-Bera
Probability
5.062979
0.079540
2
0
-3
-2
-1
0
1
2
3
4
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
7.830387
17.97861
Probability
Probability
0.000418
0.000444
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/26/06 Time: 12:24
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
0.139902
1.26E-05
0.016435
0.025456
1.184461
1.62E-05
0.035852
0.055316
0.118114
0.778176
0.458408
0.460192
0.9067
0.4418
0.6496
0.6483
KURS
PDB
SIBOR
RESID(-1)
RESID(-2)
RESID(-3)
-0.000218
-2.78E -06
-0.033285
0.714794
-0.113947
0.009981
0.000263
4.02E-06
0.162390
0.172897
0.221187
0.178276
-0.830626
-0.691767
-0.204967
4.134208
-0.515159
0.055986
0.4120
0.4938
0.8388
0.0002
0.6098
0.9557
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.408605
0.252059
1.301849
57.62354
-68.36761
1.968456
Uji Heteroskedastisitas
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
-9.98E -15
1.505313
3.562164
3.967662
2.610129
0.020743
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
4.806320
28.61813
Probability
Probability
0.000207
0.004488
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/26/06 Time: 12:25
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
JUB^2
SBI
SBI^2
INF
INF^2
KURS
KURS^2
PDB
PDB^2
SIBOR
SIBOR^2
-3.805286
0.000168
-6.27E -10
0.415077
-0.006199
0.581207
-0.015756
0.001611
-1.50E -07
-0.000244
5.17E-10
4.601801
-0.549698
15.07545
0.000219
6.77E-10
0.224941
0.003220
0.342833
0.012410
0.002826
1.50E-07
0.000220
4.40E-10
2.643461
0.293684
-0.252416
0.768072
-0.925009
1.845271
-1.925007
1.695309
-1.269623
0.570198
-0.999867
-1.113531
1.174993
1.740824
-1.871736
0.8024
0.4483
0.3621
0.0746
0.0634
0.1000
0.2137
0.5727
0.3251
0.2740
0.2489
0.0916
0.0707
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Uji Spesifikasi Model
0.650412
0.515088
2.286641
162.0906
-91.12054
2.069857
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
2.214468
3.283723
4.732752
5.259899
4.806320
0.000207
Ramsey RESET Test:
F-statistic
Log likelihood ratio
9.212558
18.60905
Probability
Probability
0.000610
0.000091
Test Equation:
Dependent Variable: SBK
Method: Least Squares
Date: 12/26/06 Time: 12:26
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
JUB
SBI
INF
KURS
PDB
SIBOR
FITTED^2
FITTED^3
-416.2295
0.000577
-9.902675
8.800778
-0.014168
-4.98E -05
5.553786
2.616904
-0.045611
145.2593
0.000207
3.616749
3.156075
0.005021
1.95E-05
2.003421
0.869390
0.014267
-2.865423
2.788777
-2.738004
2.788520
-2.821648
-2.554942
2.772151
3.010046
-3.197021
0.0070
0.0085
0.0097
0.0085
0.0078
0.0151
0.0089
0.0048
0.0029
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.795505
0.748763
1.350480
63.83291
-70.61904
0.651304
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
17.78409
2.694302
3.619047
3.983995
17.01911
0.000000