PERIODE SEBELUM DAN SESUDAH KENAIKAN HARGA BBM TAHUN 1998 FAKTOR-FAKTOR YANG MEMPENGARUHI PENDAPATAN NASIONAL DI INDONESIA SEBELUM DAN SESUDAH KENAIKAN HARGA BBM TAHUN 1998.
103
PERIODE SEBELUM DAN SESUDAH KENAIKAN HARGA BBM
TAHUN 1998
obs
1993:01:00
1993:02:00
1993:03:00
1993:04:00
1994:01:00
1994:02:00
1994:03:0 0
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
2002:03:00
2002:04:0 0
2003:01:00
2003:02:00
2003:03:00
2003:04:00
PDB
78529.7
79380.5
85254.1
86611.6
85604.6
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
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
106306.4
109306.4
110532.4
113890
110724.7
388005.2
392594.9
397184.6
401774.2
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
27.11
15.29
19.73
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
1.64
3.63
0.77
0.46
10.24
2.51
INV
4689559.45
4433805.22
41705 0.984
3922296.75
9778277.58
11967217.4
14156157
16345097
19303285.9
21799925.4
24296564.9
26793204.4
19802518.6
18504228
17205937.4
15907646.7
19311706.1
19894355.4
20477004.8
21059654.1
24585977.8
26346096.9
28106216
29866335.1
22299935.3
20329446.8
18358958.2
16388469.7
31369588.3
36179742.6
40989896.9
45800051.3
39027292.8
39204313.5
39381239.8
39558 260.4
28421682.9
24073245.4
19724807.9
15376370.4
26303325.3
27925044.8
29646764.2
31368483.7
G
15537.31
16124.03
16710.75
17297.33
17667.92
18168.14
18668.35
19168.56
18368.24
19419.71
19705.85
19991.98
21757.5
22635.3 8
23513.27
24391.16
22870.67
22392.05
21913.91
21435.29
37718.17
43951
50163.58
56396.41
51216.21
52873.77
54543.34
56206.9
64747.08
69161.29
71575.51
77989.72
67467.68
65907.39
64347.11
62786.82
60257.25
58309.25
56361.25
54413.25
61143.38
62666.63
64189.88
65713.13
ULN
2620.429
2656.778
2693.126
2721.772
2785.451
2829.65
2873.849
2918.049
2986.128
3039.88
3093.63
3147.381
3126.433
3150.305
3174.176
3198.043
5018.457
5876.163
6503.43
7245.917
11108.93
13061.83
15041.72
17021.62
128 16.49
12322.38
11828.27
11334.16
11615.05
11430.95
11246.84
11062.73
8043.755
13645.49
14304.51
19906.24
8377.79
6138.9
3900
1661.138
5491.828
5680.773
5869.718
6058.664
X
20903.3
21158.8
21489.3
21819.8
22887.72
23513.19
24138.66
24764.13
24636.62
24960.91
25285.19
25609.47
26982.3
27726
28469.7
29213.4
29504.18
30066.7
30629.24
30191.77
32428.49
33260.69
34092.9
34925.1
26982.48
24304.76
21627.03
20449.31
26767.46
28288.08
29808.71
31329.33
29389.55
29526.02
29662.48
29798.94
29364.56
29272.68
29180.81
29088.93
31109.38
31862.42
32615.48
33368.52
JUB
30.592
31.142
34.802
36.805
37.908
39.886
42.195
45.374
44.908
47.045
48.981
52.677
53.162
56.448
59.685
64.089
63.656
69.95
66.258
98.27
98.27
109.48
102.563
101.197
105.705
105.964
118.124
124.633
124.66
133.832
135.431
162.186
148.375
160.142
164.237
177.731
166.173
174.017
181.791
196.537
181.239
194.537
207.234
223.799
104
PDB
INF
INV
G
ULN
X
JUB
: Produk Domestik Bruto
: Inflasi
: Investasi
: Pengeluaran Pemerintah
: Utang Luar Negeri
: Ekspor
: Jumlah Uang Beredar
105
PERIODE SEBELUM KENAIKAN HARGA BBM
TAHUN 1998
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
PDB
INF
INV
G
ULN
X
JUB
PDB
78529.7
79380.5
85254.1
86611.6
85604.6
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
112212.7
109905
100535.7
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
27.11
INV
4689559.45
4433805.22
417050.984
3922296.75
9778277.58
11967217.4
14156157
16345097
19303285.9
21799925.4
24296564.9
26793204.4
19802518.6
18504228
17205937.4
15907646.7
19311706.1
19894355.4
20477004.8
21059654.1
24585977.8
: Produk Domestik Bruto
: Inflasi
: Investasi
: Pengeluaran Pemerintah
: Utang Luar Negeri
: Ekspor
: Jumlah Uang Beredar
G
15537.31
16124.03
16710.75
17297.33
17667.92
18168.14
18668.35
19168.56
18368.24
19419.71
19705.85
19991.98
21757.5
22635.38
23513.27
24391.16
22870.67
22392.05
21913.91
21435.29
37718.1 7
ULN
2620.429
2656.778
2693.126
2721.772
2785.451
2829.65
2873.849
2918.049
2986.128
3039.88
3093.63
3147.381
3126.433
3150.305
3174.176
3198.043
5018.457
5876.163
6503.43
7245.917
11108.93
X
20903.3
21158.8
21489.3
21819.8
22887.72
23513.19
24138.66
24764.13
24636.62
24960.91
25285.19
25609.47
26982.3
27726
28469.7
29213.4
29504.18
30066.7
30629.24
30191.77
32428.49
JUB
30.592
31.142
34.802
36.805
37.908
39.886
42.195
45.374
44.908
47.045
48.981
52.677
53.162
56.448
59.685
64.089
63 .656
69.95
66.258
98.27
98.27
106
PERIODE SESUDAH KENAIKAN HARGA BBM
TAHUN 1998
1998:02:0 0
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
PDB
INF
INV
G
ULN
X
JUB
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
106306.4
109306.4
110532.4
113890
110724.7
388005.2
392594.9
397184.6
401774.2
15.29
19.73
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
1.64
3.63
0.77
0.46
10.24
2.51
26346096.9
28106216
29866335.1
22299935.3
20329446.8
18358958.2
16388469.7
31369 588.3
36179742.6
40989896.9
45800051.3
39027292.8
39204313.5
39381239.8
39558260.4
28421682.9
24073245.4
19724807.9
15376370.4
26303325.3
27925044.8
29646764.2
31368483.7
: Produk Domestik Bruto
: Inflasi
: Investasi
: Pengeluaran Pemerintah
: Utang Luar Negeri
: Ekspor
: Jumlah Uang Beredar
43951
50163.58
56396.41
51216.21
52873.77
54543.34
56206.9
64747.08
69161.29
71575.51
77989.72
67467.68
65907.39
64347.11
62786.82
60257.25
58309.25
56361.25
54413.25
61143.38
62666.63
64189.88
65713.13
13061.83
15041.72
17021.62
12816.49
12322.38
11828.27
11334.16
11615.05
11430.95
11246.84
11062.73
8043.755
13645.49
14304.51
19906.24
8377.79
6138.9
3900
1661.138
5491.828
5680.773
5869.718
6058.664
33260.69
34092.9
34925.1
26982.48
24304.76
21627.03
20449.31
26767.46
28288.08
29808.71
31329.33
29389.55
29526.02
29662.48
29798.94
29364.56
29272.68
29180.81
29088.93
31109.38
31862.42
32615.48
33368.52
109.48
102.563
101.197
105.705
105.964
118.124
124.633
124.66
133.832
135.431
162.186
148.375
160.142
164.237
177.731
166.173
174.017
181.791
196.537
181.239
194.537
207.234
223.799
107
CHOW TEST
LANGKAH 1: REGRESI DARI GABUNGAN DATA
OBSERVASI PERIODE SEBELUM KEBIJAKAN
(N1 = 21) DENGAN DATA OBSERVASI
PERIDE SESUDAH KEBIJAKAN (N2 = 24)
1993:1-2003:4
Dependent Variable: PDB
Method: Leas t Squares
Date: 12/29/06 Time: 18:28
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
-67249.42
-736.3786
-0.000933
-0.813769
-6.523421
5.944167
1265.778
96383.38
2291.220
0.001883
1.718612
3.499047
4.400556
511.7863
-0.697728
-0.321391
-0.495673
-0.473504
-1.864342
1.350776
2.473255
0.4897
0.7497
0.6231
0.6386
0.0702
0.1850
0.0181
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.540022
0.465431
63349.27
1.48E+11
-545.1037
0.803981
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
125448.0
86644.25
25.09562
25.37947
7.239773
0.000037
LANGKAH 2:
REGRESI DATA OBSERVASI PERIODE SEBELUM
KEBIJAKAN 1993:1 – 1998:2 (N1 = 21)
Dependent Variable: PDB
Method: Least Squares
Date: 12/27/06 Time: 09:42
Sample: 1993:1 1998:1
Included observations: 21
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
-1614541.
128497.6
0.002562
-139.8051
-194.6653
217.7031
-14225.48
1024193.
53206.41
0.009317
62.85477
101.4443
106.8748
9685.758
-1.576402
2.415078
0.275010
-2.224256
-1.918938
2.036992
-1.468701
0.1373
0.0300
0.7873
0.0431
0.0756
0.0610
0.1640
108
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.333982
0.048546
176173.0
4.35E+11
-279.2040
2.334139
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
135513.8
180611.5
27.25752
27.60570
1.170077
0.375584
LANGKAH 3:
REGRESI DATA OBSERVASI PERIODE SESUDAH
KEBIJAKAN 1998:2 – 2003:4 (N2 = 23)
Dependent Variable: PDB
Method: Least Squares
Date: 12/27/06 Time: 10:16
Sample: 1998:2 2003:4
Included observations: 23
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
-671500.4
-3456.392
-0.008185
5.578444
2.919235
16.65378
1437.872
491605.4
5975.149
0.008138
8.213274
8.640143
8.579012
820.1460
-1.365934
-0.578461
-1.005845
0.679199
0.337869
1.941224
1.753191
0.1909
0.5710
0.3295
0.5067
0.7399
0.0701
0.0987
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.574344
0.414723
87218.43
1.22E+11
-290.1141
1.013275
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-s tatistic
Prob(F-statistic)
LANGKAH 4:
F=
(RSS R ? RSSUR ) / k
(RSSUR ) /(n1 ? n2 ? 2k )
F=
=
148 .000 .000 .000 ? 557 .000 .000 .000 / 7
557 .000 .000 .000 /( 21 ? 23 ? 24 )
? 584 .285 .714
185 .666 .666 ,67
= -3,146960
F 0,05(7,30) = 2,33
152346.2
114005.9
25.83601
26.18159
3.598170
0.018826
109
UJI ASUMSI KLASIK:
REGRESI DARI GABUNGAN DATA
OBSERVASI PERIODE SEBELUM KEBIJAKAN
(N1 = 21) DENGAN DATA OBSERVASI
PEORIDE SESUDAH KEBIJAKAN (N2 = 24)
1993:1-2003:4
Uji Normalitas (Jarque Bera)
20
Series: Residuals
Sample 1993:1 2003:4
Observations 44
15
10
5
0
-100000
0
100000
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
-3.80E-11
5645.293
151626.2
-171566.9
58763.58
0.090066
5.413516
Jarque-Bera
Probability
10.73876
0.004657
110
Uji Heteroskedastisitas
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
29.12011
40.41469
Probability
Probability
0.000000
0.000061
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/29/06 Time: 18:53
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
INF^2
I
I^2
G
G^2
ULN
ULN^2
X
X^2
JUB
JUB^2
1.74E+10
78503731
501644.6
87.76031
-9.26E-0 6
-129056.4
3.152729
-2966134.
96.81363
-1520583.
33.88617
2.45E+08
-540160.4
2.90E+10
2.59E+08
10420183
234.4051
6.28E-0 6
440501.8
5.111259
620216.7
26.96549
2248266.
39.89435
1.02E+08
349743.9
0.598276
0.302897
0.048142
0.374396
-1.474118
-0.292976
0.616820
-4.782415
3.590279
-0.676336
0.849398
2.414986
-1.544446
0.5540
0.7640
0.9619
0.7107
0.1505
0.7715
0.5419
0.0000
0.0011
0.5038
0.4022
0.0218
0.1326
R-squared
0.918516
Mean dependent var
Adjusted R -squared
0.886973
S.D. dependent var
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
2.41E+09
1.80E+20
-1005.275
0.994722
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
3.37E+09
7.17E+09
46.28524
46.81239
29.12011
0.000000
111
Uji Otokorelasi (Breusch Godfrey)
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
7.438435
17.43528
Probability
Probability
0.000586
0.000575
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/29/06 Time: 18:59
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
RESID(-1)
RESID(-2)
RESID(-3)
-13981.07
-551.5244
-0.000216
0.460868
-0.123928
0.841201
-208.7842
0.622915
0.035292
-0.343896
80036.79
1964.457
0.001548
1.398355
2.849862
3.653228
425.2502
0.168428
0.208922
0.208161
-0.174683
-0.280752
-0.139623
0.329579
-0.043486
0.230262
-0.490968
3.698412
0.168926
-1.652065
0.8624
0.7806
0.8898
0.7437
0.9656
0.8193
0.6266
0.0008
0.8669
0.1077
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.396256
0.236442
51348.68
8.96E+10
-534.0024
2.071371
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
-8.93E-1 2
58763.58
24.72738
25.13288
2.479478
0.026899
112
Uji Spesifikasi Model (Ramsey Reset)
m=2
Ramsey RESET Test:
F-statistic
Log likelihood ratio
6.197900
13.34016
Probability
Probability
0.004963
0.001268
Test Equation:
Dependent Variable: PDB
Method: Least Squares
Date: 12/30/06 Time: 04:07
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
FITTED^2
FITTED^3
1062931.
6112.763
0.013128
6.429435
64.35328
-53.14289
-12398.43
5.75E-0 5
-9.22E-1 1
450969.9
3578.947
0.005294
3.292970
27.77501
24.05573
5317.107
2.59E-0 5
4.91E-1 1
2.356988
1.707978
2.480010
1.952473
2.316949
-2.209157
-2.331800
2.219367
-1.879607
0.0241
0.0965
0.0181
0.0589
0.0265
0.0338
0.0256
0.0330
0.0685
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.660324
0.582683
55972.22
1.10E+11
-538.4337
1.020991
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
125448.0
86644.25
24.88335
25.24830
8.504910
0.000002
113
m=3
Ramsey RESET Test:
F-statistic
Log likelihood ratio
4.433725
14.52768
Probability
Probability
0.009818
0.002268
Test Equation:
Dependent Variable: PDB
Method: Least Squares
Date: 12/31/06 Time: 09:32
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
FITTED^2
FITTED^3
FITTED^4
-124409.5
-2744.245
0.001759
-3.236336
-12.92828
16.73270
2680.202
-6.05E-0 5
3.87E-1 0
-6.80E-1 6
1311284.
9857.705
0.012924
10.55041
84.81810
76.34943
16515.87
0.000125
4.99E-1 0
7.05E-1 6
-0.094876
-0.278386
0.136100
-0.306750
-0.152424
0.219159
0.162280
-0.483779
0.774904
-0.964430
0.9250
0.7824
0.8925
0.7609
0.8798
0.8278
0.8720
0.6316
0.4438
0.3416
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.669369
0.581849
56028.18
1.07E+11
-537.8399
0.979881
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
125448.0
86644.25
24.90181
25.30731
7.648174
0.000005
114
m=4
Ramsey RESET Test:
F-statistic
Log likelihood ratio
3.528530
15.66687
Probability
Probability
0.016691
0.003500
Test Equation:
Dependent Variable: PDB
Method: Least Squares
Date: 12/31/06 Time: 09:35
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
FITTED^2
FITTED^3
FITTED^4
FITTED^5
2773378.
19974.32
0.030818
21.99647
189.3326
-167.6452
-36564.46
0.000382
-2.56E-0 9
8.52E-1 5
-1.08E-2 0
3380517.
26341.41
0.033813
29.10932
233.4246
212.4345
45312.78
0.000492
3.21E-0 9
9.91E-1 5
1.16E-2 0
0.820401
0.758286
0.911432
0.755651
0.811108
-0.789162
-0.806935
0.776489
-0.798416
0.859430
-0.930347
0.4179
0.4537
0.3687
0.4552
0.4231
0.4357
0.4255
0.4430
0.4303
0.3963
0.3589
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.677819
0.580188
56139.29
1.0 4E+11
-537.2703
1.130108
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
125448.0
86644.25
24.92138
25.36742
6.942691
0.000010
115
m=5
Ramsey RESET Test:
F-statistic
Log likelihood ratio
2.876955
16.33436
Probability
Probability
0.029588
0.005952
Test Equation:
Dependent Variable: PDB
Method: Least Squares
Date: 12/31/06 Time: 09:39
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
FITTED^2
FITTED^3
FITTED^4
FITTED^5
FITTED^6
9285544.
74152.84
0.099289
81.73072
667.6594
-604.1919
-129389.8
0.001725
-1.49E-0 8
6.86E-1 4
-1.59E-1 9
1.45E-2 5
9914961.
81888.25
0.103663
90.30729
723.2509
659.8806
140360.5
0.001984
1.79E-0 8
8.65E-1 4
2.12E-1 9
2.07E-2 5
0.936519
0.905537
0.957813
0.905029
0.923137
-0.915608
-0.92 1839
0.869615
-0.830710
0.793191
-0.749397
0.699389
0.3560
0.3719
0.3453
0.3722
0.3628
0.3667
0.3635
0.3910
0.4123
0.4335
0.4591
0.4894
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.682670
0.573587
56578.93
1.02E+11
-536.9366
1.047235
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
125448.0
86644.25
24.95166
25.43826
6.258299
0.000022
116
UJI ASUMSI KLASIK:
REGRESI DATA OBSERVASI PERIODE SEBELUM
KEBIJAKAN 1993:1 – 1998:2 (N1 = 21)
Uji Normalitas (Uji Jarque Bera)
10
Series: Residuals
Sample 1993:1 1998:1
Observations 21
8
6
4
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
-2.40E-10
-19042.05
521647.7
-224685.6
147396.9
2.020003
8.654376
Jarque-Bera
Probability
42.25691
0.000000
2
0
-200000
0
200000
400000
600000
117
Uji Heteroskedastisitas (Uji White)
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
3.147454
17.32943
Probability
Probability
0.056011
0.137620
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/27/06 Time: 09:48
Sample: 1993:1 1998:1
Included observations: 21
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
INF^2
I
I^2
G
G^2
ULN
ULN^2
X
X^2
JUB
JUB^2
-3.38E+12
-1.40E+09
1.06E+10
-46537.42
0.000871
-1.83E+08
-2048.120
2.79E+08
-62824.64
2.80E+08
22.81228
3.02E+10
-2.01E+08
1.16E+13
4.99E+10
1.03E+10
56124.67
0.001363
5.72E+08
14153.05
1.98E+08
36104.97
1.38E+09
25733.89
3.61E+10
2.29E+08
-0.291738
-0.028033
1.026806
-0.829179
0.639181
-0.320476
-0.144712
1.410687
-1.740055
0.202919
0.000886
0.838515
-0.878635
0.7779
0.9783
0.3346
0.4310
0.5406
0.7568
0.8885
0.1960
0.1200
0.8443
0.9993
0.4261
0.4052
R-squared
0.825211
Mean dependent var
Adjusted R -squared
0.563027
S.D. dependent var
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson sta t
3.88E+10
1.20E+22
-531.6668
2.123029
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
2.07E+10
5.87E+10
51.87303
52.51964
3.147454
0.056011
118
Uji Autokorelasi (Uji Breusch Godfrey)
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
2.029573
7.482310
Probability
Probability
0.168171
0.058015
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/27/06 Time: 09:54
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
RESID(-1)
RESID(-2)
RESID(-3)
2290995.
-111850.2
0.025966
120.3699
303.7240
-240.4525
5832.711
-0.758815
-0.864271
-0.828874
1319517.
66150.55
0.013564
74.95846
153.6564
137.7277
9187.603
0.353644
0.396309
0.394853
1.736237
-1.690843
1.914306
1.605821
1.976644
-1.745854
0.634846
-2.145704
-2.180803
-2.099196
0.1104
0.1190
0.0819
0.1366
0.0737
0.1087
0.5385
0.0551
0.0518
0.0597
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.356300
-0.170363
159458.8
2.80E+11
-274.5785
2.718981
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
-2.09E-1 0
147396.9
27.10271
27.60010
0.676524
0.716507
119
Uji Spesifikasi model (Uji Ramsey-reset)
Ramsey RESET Test:
F-statistic
Log likelihood ratio
41.55342
43.47198
Probability
Probability
0.000004
0.000000
Test Equation:
Dependent Variable: PDB
Method: Least Squares
Date: 12/27/06 Time: 10:11
Sample: 1993:1 1998:1
Included observations: 21
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
FITTED^2
FITTED^3
-3671090.
291780.8
0.005263
-322.6044
-442.2327
501.4179
-32239.51
-2.27E-0 5
5.46E-1 1
1977022.
144362.5
0.003970
157.9535
226.8125
252.7573
16673.04
7.40E-0 6
1.26E-1 1
-1.856879
2.021168
1.325856
-2.042402
-1.949772
1.983792
-1.933631
-3.061392
4.334032
0.0880
0.0661
0.2096
0.0637
0.0750
0.0706
0.0771
0.0099
0.0010
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.915966
0.859943
67592.34
5.48E+10
-257.4680
1.879872
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
135513.8
180611.5
25.37790
25.82556
16.34991
0.000024
120
UJI ASUMSI KLASIK:
REGRESI DATA OBSERVASI PERIODE SESUDAH
KEBIJAKAN 1998:2 – 2003:4 (N2 = 23)
Uji Normalitas (Uji Jarque Bera)
8
Series: Residuals
Sample 1998:2 2003:4
Observations 23
6
4
2
0
-100000
0
100000
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
1.38E-10
522.0997
140844.3
-154794.6
74380.12
-0.141374
2.610264
Jarque-Bera
Probability
0.222181
0.894858
121
Uji Heteroskedastisitas (Uji White)
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
12.00101
21.50661
Probability
Probability
0.000220
0.043436
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/27/06 Time: 10:20
Sample: 1998:2 2003:4
Included observations: 23
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
INF^2
I
I^2
G
G^2
ULN
ULN^2
X
X^2
JUB
JUB^2
-5.06E+10
-5.26E+08
13072386
-1648.774
1.14E-0 5
-516484.2
7.469446
-1563530.
69.64980
2894082.
-24.29237
5.47E+08
-1682792.
8.02E+10
4.82E+08
24327197
1247.606
1.88E-0 5
1760183.
14.71942
1585705.
58.40968
3557490.
58.22030
2.38E+08
725044.7
-0.631266
-1.092079
0.537357
-1.321550
0.605079
-0.293426
0.507455
-0.986015
1.192436
0.813518
-0.417249
2.302682
-2.320950
0.5420
0.3004
0.6028
0.2158
0.5586
0.7752
0.6228
0.3474
0.2606
0.4349
0.6853
0.0441
0.0427
R-squared
0.935070
Mean dependent var
Adjusted R -squared
0.857154
S.D. dependent var
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
2.60E+09
6.73E+19
-521.6251
1.266818
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
5.29E+09
6.87E+09
46.48914
47.13094
12.00101
0.000220
122
Uji Autokorelasi (Uji breusch Godfrey)
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
1.713287
6.516963
Probability
Probability
0.213368
0.088996
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/27/06 Time: 10:26
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
RESID(-1)
RESID(-2)
RESID(-3)
320076.2
-155.7602
0.004323
-3.994711
-5.651119
-4.090296
-175.7432
0.559502
0.017267
-0.190490
497552.6
5782.814
0.008029
8.242146
8.788165
8.268604
780.2394
0.281895
0.306515
0.325910
0.643301
-0.026935
0.538443
-0.484669
-0.643037
-0.494678
-0.225243
1.984792
0.056333
-0.584487
0.5312
0.9789
0.5994
0.6360
0.5314
0.6291
0.8253
0.0687
0.9559
0.5689
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.283346
-0.212799
81912.70
8.72E+10
-286.2827
1.995103
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
5.06E-1 1
74380.12
25.76372
26.25741
0.571096
0.798219
123
Uji Spesifikasi model (Uji Ramsey-reset)
Ramsey RESET Test:
F-statistic
Log likelihood ratio
14.77575
26.10239
Probability
Probability
0.000355
0.000002
Test Equation:
Dependent Variable: PDB
Method: Least Squares
Date: 12/27/06 Time: 10:27
Sample: 1998:2 2003:4
Included observations: 23
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
FITTED^2
FITTED^3
10377646
48010.88
0.130752
-81.29780
-40.77302
-246.1647
-21728.44
8.59E-0 5
-1.34E-1 0
3136485.
16051.48
0.039153
24.81407
13.17550
75.53008
6552.280
2.73E-0 5
4.78E-1 1
3.308687
2.991056
3.339545
-3.276278
-3.094609
-3.259161
-3.316164
3.149946
-2.80 1828
0.0052
0.0097
0.0049
0.0055
0.0079
0.0057
0.0051
0.0071
0.0141
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.863169
0.784980
52864.81
3.91E+10
-277.0629
2.134300
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
152346.2
114005.9
24.87504
25.31936
11.03951
0.000074
124
Ramsey RESET Test:
F-statistic
Log likelihood ratio
5.742078
29.52550
Probability
Probability
0.007579
0.000018
Test Equation:
Dependent Variable: PDB
Method: Least Squares
Date: 12/31/06 Time: 09:47
Sample: 1998:2 2003:4
Included observations: 23
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
FITTED^2
FITTED^3
FITTED^4
FITTED^5
FITTED^6
-44430317
-225754.7
-0.512519
357.5099
192.3752
1064.907
91924.31
-0.001148
9.15E-0 9
-3.62E-1 4
7.07E-2 0
-5.47E-2 6
65692001
328519.8
0.773663
527.6477
276.3921
1576.444
136496.4
0.001618
1.35E-0 8
5.92E-1 4
1.31E-1 9
1.14E-2 5
-0.676343
-0.687188
-0.662457
0.677554
0.696023
0.675512
0.673456
-0.709627
0.676991
-0.611584
0.541224
-0.478030
0.5128
0.5062
0.5213
0.5121
0.5009
0.5133
0.5146
0.4927
0.5124
0.5532
0.5991
0.6420
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.882091
0.764182
55362.56
3.37E+10
-275.3514
2.250073
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
152346.2
114005.9
24.98707
25.57951
7.481105
0.001177
PERIODE SEBELUM DAN SESUDAH KENAIKAN HARGA BBM
TAHUN 1998
obs
1993:01:00
1993:02:00
1993:03:00
1993:04:00
1994:01:00
1994:02:00
1994:03:0 0
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
2002:03:00
2002:04:0 0
2003:01:00
2003:02:00
2003:03:00
2003:04:00
PDB
78529.7
79380.5
85254.1
86611.6
85604.6
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
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
106306.4
109306.4
110532.4
113890
110724.7
388005.2
392594.9
397184.6
401774.2
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
27.11
15.29
19.73
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
1.64
3.63
0.77
0.46
10.24
2.51
INV
4689559.45
4433805.22
41705 0.984
3922296.75
9778277.58
11967217.4
14156157
16345097
19303285.9
21799925.4
24296564.9
26793204.4
19802518.6
18504228
17205937.4
15907646.7
19311706.1
19894355.4
20477004.8
21059654.1
24585977.8
26346096.9
28106216
29866335.1
22299935.3
20329446.8
18358958.2
16388469.7
31369588.3
36179742.6
40989896.9
45800051.3
39027292.8
39204313.5
39381239.8
39558 260.4
28421682.9
24073245.4
19724807.9
15376370.4
26303325.3
27925044.8
29646764.2
31368483.7
G
15537.31
16124.03
16710.75
17297.33
17667.92
18168.14
18668.35
19168.56
18368.24
19419.71
19705.85
19991.98
21757.5
22635.3 8
23513.27
24391.16
22870.67
22392.05
21913.91
21435.29
37718.17
43951
50163.58
56396.41
51216.21
52873.77
54543.34
56206.9
64747.08
69161.29
71575.51
77989.72
67467.68
65907.39
64347.11
62786.82
60257.25
58309.25
56361.25
54413.25
61143.38
62666.63
64189.88
65713.13
ULN
2620.429
2656.778
2693.126
2721.772
2785.451
2829.65
2873.849
2918.049
2986.128
3039.88
3093.63
3147.381
3126.433
3150.305
3174.176
3198.043
5018.457
5876.163
6503.43
7245.917
11108.93
13061.83
15041.72
17021.62
128 16.49
12322.38
11828.27
11334.16
11615.05
11430.95
11246.84
11062.73
8043.755
13645.49
14304.51
19906.24
8377.79
6138.9
3900
1661.138
5491.828
5680.773
5869.718
6058.664
X
20903.3
21158.8
21489.3
21819.8
22887.72
23513.19
24138.66
24764.13
24636.62
24960.91
25285.19
25609.47
26982.3
27726
28469.7
29213.4
29504.18
30066.7
30629.24
30191.77
32428.49
33260.69
34092.9
34925.1
26982.48
24304.76
21627.03
20449.31
26767.46
28288.08
29808.71
31329.33
29389.55
29526.02
29662.48
29798.94
29364.56
29272.68
29180.81
29088.93
31109.38
31862.42
32615.48
33368.52
JUB
30.592
31.142
34.802
36.805
37.908
39.886
42.195
45.374
44.908
47.045
48.981
52.677
53.162
56.448
59.685
64.089
63.656
69.95
66.258
98.27
98.27
109.48
102.563
101.197
105.705
105.964
118.124
124.633
124.66
133.832
135.431
162.186
148.375
160.142
164.237
177.731
166.173
174.017
181.791
196.537
181.239
194.537
207.234
223.799
104
PDB
INF
INV
G
ULN
X
JUB
: Produk Domestik Bruto
: Inflasi
: Investasi
: Pengeluaran Pemerintah
: Utang Luar Negeri
: Ekspor
: Jumlah Uang Beredar
105
PERIODE SEBELUM KENAIKAN HARGA BBM
TAHUN 1998
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
PDB
INF
INV
G
ULN
X
JUB
PDB
78529.7
79380.5
85254.1
86611.6
85604.6
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
112212.7
109905
100535.7
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
27.11
INV
4689559.45
4433805.22
417050.984
3922296.75
9778277.58
11967217.4
14156157
16345097
19303285.9
21799925.4
24296564.9
26793204.4
19802518.6
18504228
17205937.4
15907646.7
19311706.1
19894355.4
20477004.8
21059654.1
24585977.8
: Produk Domestik Bruto
: Inflasi
: Investasi
: Pengeluaran Pemerintah
: Utang Luar Negeri
: Ekspor
: Jumlah Uang Beredar
G
15537.31
16124.03
16710.75
17297.33
17667.92
18168.14
18668.35
19168.56
18368.24
19419.71
19705.85
19991.98
21757.5
22635.38
23513.27
24391.16
22870.67
22392.05
21913.91
21435.29
37718.1 7
ULN
2620.429
2656.778
2693.126
2721.772
2785.451
2829.65
2873.849
2918.049
2986.128
3039.88
3093.63
3147.381
3126.433
3150.305
3174.176
3198.043
5018.457
5876.163
6503.43
7245.917
11108.93
X
20903.3
21158.8
21489.3
21819.8
22887.72
23513.19
24138.66
24764.13
24636.62
24960.91
25285.19
25609.47
26982.3
27726
28469.7
29213.4
29504.18
30066.7
30629.24
30191.77
32428.49
JUB
30.592
31.142
34.802
36.805
37.908
39.886
42.195
45.374
44.908
47.045
48.981
52.677
53.162
56.448
59.685
64.089
63 .656
69.95
66.258
98.27
98.27
106
PERIODE SESUDAH KENAIKAN HARGA BBM
TAHUN 1998
1998:02:0 0
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
PDB
INF
INV
G
ULN
X
JUB
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
106306.4
109306.4
110532.4
113890
110724.7
388005.2
392594.9
397184.6
401774.2
15.29
19.73
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
1.64
3.63
0.77
0.46
10.24
2.51
26346096.9
28106216
29866335.1
22299935.3
20329446.8
18358958.2
16388469.7
31369 588.3
36179742.6
40989896.9
45800051.3
39027292.8
39204313.5
39381239.8
39558260.4
28421682.9
24073245.4
19724807.9
15376370.4
26303325.3
27925044.8
29646764.2
31368483.7
: Produk Domestik Bruto
: Inflasi
: Investasi
: Pengeluaran Pemerintah
: Utang Luar Negeri
: Ekspor
: Jumlah Uang Beredar
43951
50163.58
56396.41
51216.21
52873.77
54543.34
56206.9
64747.08
69161.29
71575.51
77989.72
67467.68
65907.39
64347.11
62786.82
60257.25
58309.25
56361.25
54413.25
61143.38
62666.63
64189.88
65713.13
13061.83
15041.72
17021.62
12816.49
12322.38
11828.27
11334.16
11615.05
11430.95
11246.84
11062.73
8043.755
13645.49
14304.51
19906.24
8377.79
6138.9
3900
1661.138
5491.828
5680.773
5869.718
6058.664
33260.69
34092.9
34925.1
26982.48
24304.76
21627.03
20449.31
26767.46
28288.08
29808.71
31329.33
29389.55
29526.02
29662.48
29798.94
29364.56
29272.68
29180.81
29088.93
31109.38
31862.42
32615.48
33368.52
109.48
102.563
101.197
105.705
105.964
118.124
124.633
124.66
133.832
135.431
162.186
148.375
160.142
164.237
177.731
166.173
174.017
181.791
196.537
181.239
194.537
207.234
223.799
107
CHOW TEST
LANGKAH 1: REGRESI DARI GABUNGAN DATA
OBSERVASI PERIODE SEBELUM KEBIJAKAN
(N1 = 21) DENGAN DATA OBSERVASI
PERIDE SESUDAH KEBIJAKAN (N2 = 24)
1993:1-2003:4
Dependent Variable: PDB
Method: Leas t Squares
Date: 12/29/06 Time: 18:28
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
-67249.42
-736.3786
-0.000933
-0.813769
-6.523421
5.944167
1265.778
96383.38
2291.220
0.001883
1.718612
3.499047
4.400556
511.7863
-0.697728
-0.321391
-0.495673
-0.473504
-1.864342
1.350776
2.473255
0.4897
0.7497
0.6231
0.6386
0.0702
0.1850
0.0181
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.540022
0.465431
63349.27
1.48E+11
-545.1037
0.803981
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
125448.0
86644.25
25.09562
25.37947
7.239773
0.000037
LANGKAH 2:
REGRESI DATA OBSERVASI PERIODE SEBELUM
KEBIJAKAN 1993:1 – 1998:2 (N1 = 21)
Dependent Variable: PDB
Method: Least Squares
Date: 12/27/06 Time: 09:42
Sample: 1993:1 1998:1
Included observations: 21
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
-1614541.
128497.6
0.002562
-139.8051
-194.6653
217.7031
-14225.48
1024193.
53206.41
0.009317
62.85477
101.4443
106.8748
9685.758
-1.576402
2.415078
0.275010
-2.224256
-1.918938
2.036992
-1.468701
0.1373
0.0300
0.7873
0.0431
0.0756
0.0610
0.1640
108
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.333982
0.048546
176173.0
4.35E+11
-279.2040
2.334139
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
135513.8
180611.5
27.25752
27.60570
1.170077
0.375584
LANGKAH 3:
REGRESI DATA OBSERVASI PERIODE SESUDAH
KEBIJAKAN 1998:2 – 2003:4 (N2 = 23)
Dependent Variable: PDB
Method: Least Squares
Date: 12/27/06 Time: 10:16
Sample: 1998:2 2003:4
Included observations: 23
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
-671500.4
-3456.392
-0.008185
5.578444
2.919235
16.65378
1437.872
491605.4
5975.149
0.008138
8.213274
8.640143
8.579012
820.1460
-1.365934
-0.578461
-1.005845
0.679199
0.337869
1.941224
1.753191
0.1909
0.5710
0.3295
0.5067
0.7399
0.0701
0.0987
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.574344
0.414723
87218.43
1.22E+11
-290.1141
1.013275
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-s tatistic
Prob(F-statistic)
LANGKAH 4:
F=
(RSS R ? RSSUR ) / k
(RSSUR ) /(n1 ? n2 ? 2k )
F=
=
148 .000 .000 .000 ? 557 .000 .000 .000 / 7
557 .000 .000 .000 /( 21 ? 23 ? 24 )
? 584 .285 .714
185 .666 .666 ,67
= -3,146960
F 0,05(7,30) = 2,33
152346.2
114005.9
25.83601
26.18159
3.598170
0.018826
109
UJI ASUMSI KLASIK:
REGRESI DARI GABUNGAN DATA
OBSERVASI PERIODE SEBELUM KEBIJAKAN
(N1 = 21) DENGAN DATA OBSERVASI
PEORIDE SESUDAH KEBIJAKAN (N2 = 24)
1993:1-2003:4
Uji Normalitas (Jarque Bera)
20
Series: Residuals
Sample 1993:1 2003:4
Observations 44
15
10
5
0
-100000
0
100000
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
-3.80E-11
5645.293
151626.2
-171566.9
58763.58
0.090066
5.413516
Jarque-Bera
Probability
10.73876
0.004657
110
Uji Heteroskedastisitas
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
29.12011
40.41469
Probability
Probability
0.000000
0.000061
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/29/06 Time: 18:53
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
INF^2
I
I^2
G
G^2
ULN
ULN^2
X
X^2
JUB
JUB^2
1.74E+10
78503731
501644.6
87.76031
-9.26E-0 6
-129056.4
3.152729
-2966134.
96.81363
-1520583.
33.88617
2.45E+08
-540160.4
2.90E+10
2.59E+08
10420183
234.4051
6.28E-0 6
440501.8
5.111259
620216.7
26.96549
2248266.
39.89435
1.02E+08
349743.9
0.598276
0.302897
0.048142
0.374396
-1.474118
-0.292976
0.616820
-4.782415
3.590279
-0.676336
0.849398
2.414986
-1.544446
0.5540
0.7640
0.9619
0.7107
0.1505
0.7715
0.5419
0.0000
0.0011
0.5038
0.4022
0.0218
0.1326
R-squared
0.918516
Mean dependent var
Adjusted R -squared
0.886973
S.D. dependent var
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
2.41E+09
1.80E+20
-1005.275
0.994722
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
3.37E+09
7.17E+09
46.28524
46.81239
29.12011
0.000000
111
Uji Otokorelasi (Breusch Godfrey)
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
7.438435
17.43528
Probability
Probability
0.000586
0.000575
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/29/06 Time: 18:59
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
RESID(-1)
RESID(-2)
RESID(-3)
-13981.07
-551.5244
-0.000216
0.460868
-0.123928
0.841201
-208.7842
0.622915
0.035292
-0.343896
80036.79
1964.457
0.001548
1.398355
2.849862
3.653228
425.2502
0.168428
0.208922
0.208161
-0.174683
-0.280752
-0.139623
0.329579
-0.043486
0.230262
-0.490968
3.698412
0.168926
-1.652065
0.8624
0.7806
0.8898
0.7437
0.9656
0.8193
0.6266
0.0008
0.8669
0.1077
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.396256
0.236442
51348.68
8.96E+10
-534.0024
2.071371
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
-8.93E-1 2
58763.58
24.72738
25.13288
2.479478
0.026899
112
Uji Spesifikasi Model (Ramsey Reset)
m=2
Ramsey RESET Test:
F-statistic
Log likelihood ratio
6.197900
13.34016
Probability
Probability
0.004963
0.001268
Test Equation:
Dependent Variable: PDB
Method: Least Squares
Date: 12/30/06 Time: 04:07
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
FITTED^2
FITTED^3
1062931.
6112.763
0.013128
6.429435
64.35328
-53.14289
-12398.43
5.75E-0 5
-9.22E-1 1
450969.9
3578.947
0.005294
3.292970
27.77501
24.05573
5317.107
2.59E-0 5
4.91E-1 1
2.356988
1.707978
2.480010
1.952473
2.316949
-2.209157
-2.331800
2.219367
-1.879607
0.0241
0.0965
0.0181
0.0589
0.0265
0.0338
0.0256
0.0330
0.0685
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.660324
0.582683
55972.22
1.10E+11
-538.4337
1.020991
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
125448.0
86644.25
24.88335
25.24830
8.504910
0.000002
113
m=3
Ramsey RESET Test:
F-statistic
Log likelihood ratio
4.433725
14.52768
Probability
Probability
0.009818
0.002268
Test Equation:
Dependent Variable: PDB
Method: Least Squares
Date: 12/31/06 Time: 09:32
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
FITTED^2
FITTED^3
FITTED^4
-124409.5
-2744.245
0.001759
-3.236336
-12.92828
16.73270
2680.202
-6.05E-0 5
3.87E-1 0
-6.80E-1 6
1311284.
9857.705
0.012924
10.55041
84.81810
76.34943
16515.87
0.000125
4.99E-1 0
7.05E-1 6
-0.094876
-0.278386
0.136100
-0.306750
-0.152424
0.219159
0.162280
-0.483779
0.774904
-0.964430
0.9250
0.7824
0.8925
0.7609
0.8798
0.8278
0.8720
0.6316
0.4438
0.3416
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.669369
0.581849
56028.18
1.07E+11
-537.8399
0.979881
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
125448.0
86644.25
24.90181
25.30731
7.648174
0.000005
114
m=4
Ramsey RESET Test:
F-statistic
Log likelihood ratio
3.528530
15.66687
Probability
Probability
0.016691
0.003500
Test Equation:
Dependent Variable: PDB
Method: Least Squares
Date: 12/31/06 Time: 09:35
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
FITTED^2
FITTED^3
FITTED^4
FITTED^5
2773378.
19974.32
0.030818
21.99647
189.3326
-167.6452
-36564.46
0.000382
-2.56E-0 9
8.52E-1 5
-1.08E-2 0
3380517.
26341.41
0.033813
29.10932
233.4246
212.4345
45312.78
0.000492
3.21E-0 9
9.91E-1 5
1.16E-2 0
0.820401
0.758286
0.911432
0.755651
0.811108
-0.789162
-0.806935
0.776489
-0.798416
0.859430
-0.930347
0.4179
0.4537
0.3687
0.4552
0.4231
0.4357
0.4255
0.4430
0.4303
0.3963
0.3589
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.677819
0.580188
56139.29
1.0 4E+11
-537.2703
1.130108
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
125448.0
86644.25
24.92138
25.36742
6.942691
0.000010
115
m=5
Ramsey RESET Test:
F-statistic
Log likelihood ratio
2.876955
16.33436
Probability
Probability
0.029588
0.005952
Test Equation:
Dependent Variable: PDB
Method: Least Squares
Date: 12/31/06 Time: 09:39
Sample: 1993:1 2003:4
Included observations: 44
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
FITTED^2
FITTED^3
FITTED^4
FITTED^5
FITTED^6
9285544.
74152.84
0.099289
81.73072
667.6594
-604.1919
-129389.8
0.001725
-1.49E-0 8
6.86E-1 4
-1.59E-1 9
1.45E-2 5
9914961.
81888.25
0.103663
90.30729
723.2509
659.8806
140360.5
0.001984
1.79E-0 8
8.65E-1 4
2.12E-1 9
2.07E-2 5
0.936519
0.905537
0.957813
0.905029
0.923137
-0.915608
-0.92 1839
0.869615
-0.830710
0.793191
-0.749397
0.699389
0.3560
0.3719
0.3453
0.3722
0.3628
0.3667
0.3635
0.3910
0.4123
0.4335
0.4591
0.4894
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.682670
0.573587
56578.93
1.02E+11
-536.9366
1.047235
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
125448.0
86644.25
24.95166
25.43826
6.258299
0.000022
116
UJI ASUMSI KLASIK:
REGRESI DATA OBSERVASI PERIODE SEBELUM
KEBIJAKAN 1993:1 – 1998:2 (N1 = 21)
Uji Normalitas (Uji Jarque Bera)
10
Series: Residuals
Sample 1993:1 1998:1
Observations 21
8
6
4
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
-2.40E-10
-19042.05
521647.7
-224685.6
147396.9
2.020003
8.654376
Jarque-Bera
Probability
42.25691
0.000000
2
0
-200000
0
200000
400000
600000
117
Uji Heteroskedastisitas (Uji White)
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
3.147454
17.32943
Probability
Probability
0.056011
0.137620
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/27/06 Time: 09:48
Sample: 1993:1 1998:1
Included observations: 21
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
INF^2
I
I^2
G
G^2
ULN
ULN^2
X
X^2
JUB
JUB^2
-3.38E+12
-1.40E+09
1.06E+10
-46537.42
0.000871
-1.83E+08
-2048.120
2.79E+08
-62824.64
2.80E+08
22.81228
3.02E+10
-2.01E+08
1.16E+13
4.99E+10
1.03E+10
56124.67
0.001363
5.72E+08
14153.05
1.98E+08
36104.97
1.38E+09
25733.89
3.61E+10
2.29E+08
-0.291738
-0.028033
1.026806
-0.829179
0.639181
-0.320476
-0.144712
1.410687
-1.740055
0.202919
0.000886
0.838515
-0.878635
0.7779
0.9783
0.3346
0.4310
0.5406
0.7568
0.8885
0.1960
0.1200
0.8443
0.9993
0.4261
0.4052
R-squared
0.825211
Mean dependent var
Adjusted R -squared
0.563027
S.D. dependent var
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson sta t
3.88E+10
1.20E+22
-531.6668
2.123029
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
2.07E+10
5.87E+10
51.87303
52.51964
3.147454
0.056011
118
Uji Autokorelasi (Uji Breusch Godfrey)
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
2.029573
7.482310
Probability
Probability
0.168171
0.058015
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/27/06 Time: 09:54
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
RESID(-1)
RESID(-2)
RESID(-3)
2290995.
-111850.2
0.025966
120.3699
303.7240
-240.4525
5832.711
-0.758815
-0.864271
-0.828874
1319517.
66150.55
0.013564
74.95846
153.6564
137.7277
9187.603
0.353644
0.396309
0.394853
1.736237
-1.690843
1.914306
1.605821
1.976644
-1.745854
0.634846
-2.145704
-2.180803
-2.099196
0.1104
0.1190
0.0819
0.1366
0.0737
0.1087
0.5385
0.0551
0.0518
0.0597
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.356300
-0.170363
159458.8
2.80E+11
-274.5785
2.718981
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
-2.09E-1 0
147396.9
27.10271
27.60010
0.676524
0.716507
119
Uji Spesifikasi model (Uji Ramsey-reset)
Ramsey RESET Test:
F-statistic
Log likelihood ratio
41.55342
43.47198
Probability
Probability
0.000004
0.000000
Test Equation:
Dependent Variable: PDB
Method: Least Squares
Date: 12/27/06 Time: 10:11
Sample: 1993:1 1998:1
Included observations: 21
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
FITTED^2
FITTED^3
-3671090.
291780.8
0.005263
-322.6044
-442.2327
501.4179
-32239.51
-2.27E-0 5
5.46E-1 1
1977022.
144362.5
0.003970
157.9535
226.8125
252.7573
16673.04
7.40E-0 6
1.26E-1 1
-1.856879
2.021168
1.325856
-2.042402
-1.949772
1.983792
-1.933631
-3.061392
4.334032
0.0880
0.0661
0.2096
0.0637
0.0750
0.0706
0.0771
0.0099
0.0010
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.915966
0.859943
67592.34
5.48E+10
-257.4680
1.879872
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
135513.8
180611.5
25.37790
25.82556
16.34991
0.000024
120
UJI ASUMSI KLASIK:
REGRESI DATA OBSERVASI PERIODE SESUDAH
KEBIJAKAN 1998:2 – 2003:4 (N2 = 23)
Uji Normalitas (Uji Jarque Bera)
8
Series: Residuals
Sample 1998:2 2003:4
Observations 23
6
4
2
0
-100000
0
100000
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
1.38E-10
522.0997
140844.3
-154794.6
74380.12
-0.141374
2.610264
Jarque-Bera
Probability
0.222181
0.894858
121
Uji Heteroskedastisitas (Uji White)
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
12.00101
21.50661
Probability
Probability
0.000220
0.043436
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/27/06 Time: 10:20
Sample: 1998:2 2003:4
Included observations: 23
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
INF^2
I
I^2
G
G^2
ULN
ULN^2
X
X^2
JUB
JUB^2
-5.06E+10
-5.26E+08
13072386
-1648.774
1.14E-0 5
-516484.2
7.469446
-1563530.
69.64980
2894082.
-24.29237
5.47E+08
-1682792.
8.02E+10
4.82E+08
24327197
1247.606
1.88E-0 5
1760183.
14.71942
1585705.
58.40968
3557490.
58.22030
2.38E+08
725044.7
-0.631266
-1.092079
0.537357
-1.321550
0.605079
-0.293426
0.507455
-0.986015
1.192436
0.813518
-0.417249
2.302682
-2.320950
0.5420
0.3004
0.6028
0.2158
0.5586
0.7752
0.6228
0.3474
0.2606
0.4349
0.6853
0.0441
0.0427
R-squared
0.935070
Mean dependent var
Adjusted R -squared
0.857154
S.D. dependent var
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
2.60E+09
6.73E+19
-521.6251
1.266818
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
5.29E+09
6.87E+09
46.48914
47.13094
12.00101
0.000220
122
Uji Autokorelasi (Uji breusch Godfrey)
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
1.713287
6.516963
Probability
Probability
0.213368
0.088996
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/27/06 Time: 10:26
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
RESID(-1)
RESID(-2)
RESID(-3)
320076.2
-155.7602
0.004323
-3.994711
-5.651119
-4.090296
-175.7432
0.559502
0.017267
-0.190490
497552.6
5782.814
0.008029
8.242146
8.788165
8.268604
780.2394
0.281895
0.306515
0.325910
0.643301
-0.026935
0.538443
-0.484669
-0.643037
-0.494678
-0.225243
1.984792
0.056333
-0.584487
0.5312
0.9789
0.5994
0.6360
0.5314
0.6291
0.8253
0.0687
0.9559
0.5689
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.283346
-0.212799
81912.70
8.72E+10
-286.2827
1.995103
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
5.06E-1 1
74380.12
25.76372
26.25741
0.571096
0.798219
123
Uji Spesifikasi model (Uji Ramsey-reset)
Ramsey RESET Test:
F-statistic
Log likelihood ratio
14.77575
26.10239
Probability
Probability
0.000355
0.000002
Test Equation:
Dependent Variable: PDB
Method: Least Squares
Date: 12/27/06 Time: 10:27
Sample: 1998:2 2003:4
Included observations: 23
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
FITTED^2
FITTED^3
10377646
48010.88
0.130752
-81.29780
-40.77302
-246.1647
-21728.44
8.59E-0 5
-1.34E-1 0
3136485.
16051.48
0.039153
24.81407
13.17550
75.53008
6552.280
2.73E-0 5
4.78E-1 1
3.308687
2.991056
3.339545
-3.276278
-3.094609
-3.259161
-3.316164
3.149946
-2.80 1828
0.0052
0.0097
0.0049
0.0055
0.0079
0.0057
0.0051
0.0071
0.0141
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.863169
0.784980
52864.81
3.91E+10
-277.0629
2.134300
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
152346.2
114005.9
24.87504
25.31936
11.03951
0.000074
124
Ramsey RESET Test:
F-statistic
Log likelihood ratio
5.742078
29.52550
Probability
Probability
0.007579
0.000018
Test Equation:
Dependent Variable: PDB
Method: Least Squares
Date: 12/31/06 Time: 09:47
Sample: 1998:2 2003:4
Included observations: 23
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
INF
I
G
ULN
X
JUB
FITTED^2
FITTED^3
FITTED^4
FITTED^5
FITTED^6
-44430317
-225754.7
-0.512519
357.5099
192.3752
1064.907
91924.31
-0.001148
9.15E-0 9
-3.62E-1 4
7.07E-2 0
-5.47E-2 6
65692001
328519.8
0.773663
527.6477
276.3921
1576.444
136496.4
0.001618
1.35E-0 8
5.92E-1 4
1.31E-1 9
1.14E-2 5
-0.676343
-0.687188
-0.662457
0.677554
0.696023
0.675512
0.673456
-0.709627
0.676991
-0.611584
0.541224
-0.478030
0.5128
0.5062
0.5213
0.5121
0.5009
0.5133
0.5146
0.4927
0.5124
0.5532
0.5991
0.6420
R-squared
Adjusted R -squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.882091
0.764182
55362.56
3.37E+10
-275.3514
2.250073
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
152346.2
114005.9
24.98707
25.57951
7.481105
0.001177