LAMPIRAN. Lampiran I

Transcription

1 67 LAMPIRAN Lampiran I Data Volume Impor Jagung Indonesia, Harga Impor Jagung, Produksi Jagung Nasional, Nilai Tukar Rupiah/USD, Produk Domestik Bruto (PDB) per kapita Tahun Y X1 X2 X3 X Keterangan Y X1 X2 X3 X4 = Volume Impor Jagung indonesia (Ton) = Harga Impor Jagung Indonesia (USD/Ton) = Produksi Jagung Nasional (Ton) = Nilai Tukar Rupiah/USD = Produk Domestik Bruto (PDB) per Kapita (Ribuan Rupiah)

2 68 Lampiran II Variabel Harga Impor Jagung Periode Tahun Nilai Impor Jagung (US Dollar) Volume Impor (Ton) Harga Impor Jagung (USD/Ton)

3 69 Lampiran III Hasil Uji Akar Unit dengan Metode Augmented Dickey-Fuller (ADF) pada Tingkat Level Null Hypothesis: Y has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level observations and may not be accurate for a sample size of 19 Dependent Variable: D(Y) Date: 08/01/16 Time: 15:08 Sample (adjusted): 2 20 Included observations: 19 after adjustments Y(-1) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 1.26E+13 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

4 70 Null Hypothesis: X1 has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level observations and may not be accurate for a sample size of 19 Dependent Variable: D(X1) Date: 08/01/16 Time: 15:09 Sample (adjusted): 2 20 Included observations: 19 after adjustments X1(-1) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

5 71 Null Hypothesis: X2 has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level observations and may not be accurate for a sample size of 19 Dependent Variable: D(X2) Date: 08/01/16 Time: 15:10 Sample (adjusted): 2 20 Included observations: 19 after adjustments X2(-1) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 2.13E+13 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

6 72 Null Hypothesis: X3 has a unit root Exogenous: None Lag Length: 0 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level observations and may not be accurate for a sample size of 19 Dependent Variable: D(X3) Date: 08/01/16 Time: 15:11 Sample (adjusted): 2 20 Included observations: 19 after adjustments X3(-1) R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood Durbin-Watson stat

7 73 Null Hypothesis: X4 has a unit root Exogenous: Constant Lag Length: 3 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level observations and may not be accurate for a sample size of 16 Dependent Variable: D(X4) Date: 08/01/16 Time: 15:12 Sample (adjusted): 5 20 Included observations: 16 after adjustments X4(-1) D(X4(-1)) D(X4(-2)) D(X4(-3)) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

8 74 Lampiran IV Hasil Uji Akar Unit dengan Metode Augmented Dickey-Fuller (ADF) pada First Difference Null Hypothesis: D(Y) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level observations and may not be accurate for a sample size of 18 Dependent Variable: D(Y,2) Date: 08/01/16 Time: 15:12 Sample (adjusted): 3 20 Included observations: 18 after adjustments D(Y(-1)) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 1.20E+13 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

9 75 Null Hypothesis: D(X1) has a unit root Exogenous: Constant Lag Length: 1 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level observations and may not be accurate for a sample size of 17 Dependent Variable: D(X1,2) Date: 08/01/16 Time: 15:12 Sample (adjusted): 4 20 Included observations: 17 after adjustments D(X1(-1)) D(X1(-1),2) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

10 76 Null Hypothesis: D(X2) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level observations and may not be accurate for a sample size of 18 Dependent Variable: D(X2,2) Date: 08/01/16 Time: 15:13 Sample (adjusted): 3 20 Included observations: 18 after adjustments D(X2(-1)) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 2.04E+13 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

11 77 Null Hypothesis: D(X3) has a unit root Exogenous: Constant Lag Length: 1 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level observations and may not be accurate for a sample size of 17 Dependent Variable: D(X3,2) Date: 08/01/16 Time: 15:13 Sample (adjusted): 4 20 Included observations: 17 after adjustments D(X3(-1)) D(X3(-1),2) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

12 78 Null Hypothesis: D(X4) has a unit root Exogenous: Constant Lag Length: 2 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level observations and may not be accurate for a sample size of 16 Dependent Variable: D(X4,2) Date: 08/01/16 Time: 15:13 Sample (adjusted): 5 20 Included observations: 16 after adjustments D(X4(-1)) D(X4(-1),2) D(X4(-2),2) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

13 79 Lampiran V Hasil Uji Kointegrasi Johansen Date: 08/01/16 Time: 15:08 Sample (adjusted): 3 20 Included observations: 18 after adjustments Trend assumption: Linear deterministic trend Series: Y X1 X2 X3 X4 Lags interval (in first differences): 1 to 1 Unrestricted Cointegration Rank Test (Trace) Hypothesized Trace 0.05 No. of CE(s) Eigenvalue Statistic Critical Value * None * At most 1 * At most At most At most Trace test indicates 2 cointegrating eqn(s) at the 0.05 level * denotes rejection of the hypothesis at the 0.05 level **MacKinnon-Haug-Michelis (1999) p-values Unrestricted Cointegration Rank Test (Maximum Eigenvalue) Hypothesized Max-Eigen 0.05 No. of CE(s) Eigenvalue Statistic Critical Value * None * At most 1 * At most At most At most Max-eigenvalue test indicates 2 cointegrating eqn(s) at the 0.05 level * denotes rejection of the hypothesis at the 0.05 level **MacKinnon-Haug-Michelis (1999) p-values Unrestricted Cointegrating Coefficients (normalized by b'*s11*b=i):

14 80 Lampiran VI Hasil Estimasi Error Correction Model (ECM) Impor Jagung Indonesia Periode Dependent Variable: D(Y) Date: 08/01/16 Time: 15:27 Sample (adjusted): 2 20 Included observations: 19 after adjustments C D(X1) D(X2) D(X3) D(X4) RESID01(-1) R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 2.90E+12 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

15 81 Lampiran VII Hasil Estimasi Jangka Panjang Impor Jagung Indonesia Periode Dependent Variable: Y Date: 08/01/16 Time: 15:01 Sample: 1 20 Included observations: 20 C X X X X R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 5.56E+12 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

16 82 Lampiran VIII Hasil Uji Autokorelasi Breusch-Godfrey Serial Correlation LM Test: F-statistic Probability Obs*R-squared Probability Test Equation: Dependent Variable: RESID Date: 08/01/16 Time: 15:14 Presample missing value lagged residuals set to zero. C D(X1) D(X2) D(X3) D(X4) RESID01(-1) RESID(-1) RESID(-2) R-squared Mean dependent var 3.06E-12 Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 2.69E+12 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

17 83 Lampiran IX Hasil Uji White Heteroskedastisitas White Heteroskedasticity Test: F-statistic Probability Obs*R-squared Probability Test Equation: Dependent Variable: RESID^2 Date: 08/01/16 Time: 15:14 Sample: 2 20 Included observations: 19 C 2.01E E D(X1) 9.23E E (D(X1))^ D(X2) (D(X2))^ D(X3) (D(X3))^ D(X4) E (D(X4))^ RESID01(-1) RESID01(-1)^ R-squared Mean dependent var 1.53E+11 Adjusted R-squared S.D. dependent var 1.69E+11 S.E. of regression 2.09E+11 Akaike info criterion Sum squared resid 3.49E+23 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

18 84 Lampiran X Hasil Histogram Uji Normalitas Jarque-Bera Series: Residuals Sample 2 20 Observations 19 Mean 3.06e-12 Median Maximum Minimum Std. Dev Skewness Kurtosis Jarque-Bera Probability