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1 esia/perkembangan/ =174:asumsi-asumsi-makro-ekonomi-2012&catid=65:artikel&Itemid= LAMPIRAN 1 Gambaran Makro Ekonomi

2 LAMPIRAN 2 t-statistic Prob.* Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Variable Coefficnt Std. Error t-statistic Prob. D(Y(-1)) D(Y(-1),2) C R-squared Mean dependent var

3 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)

4 LAMPIRAN 3 Tabel 4.6. Unit Root Test dan Derajat Integrasi dengan ADF Test pada X1 t-statistic Prob.* Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Variable Coefficient Std. Error t-statistic Prob. D(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 1.04E+12 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

5 LAMPIRAN 4 Table 4.7 Unit Root Test dan Derajat Integrasi dengan ADF Test pada X2 t-statistic Prob.* Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Variable Coefficnt Std. Error t-statistic Prob. D(X2(-1)) D(X2(-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)

6 LAMPIRAN 5 Table 4.8 Unit Root Test dan Derajat Integrasi dengan ADF Test pada X3 t-statistic Prob.* Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Variable Coefficnt Std. Error t-statistic Prob. D(X3(-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)

7 LAMPIRAN 6 Tabel 4.9 Uji Kointegrasi Augmented Dickey-Fuller Variable Coefficnt Std. Error t-statistic Prob. C X1 5.30E E X X 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 LAMPIRAN 7 Table 4.10 Unit Root Test dan Derajat Integrasi dengan ADF Test setelah uji kointegrasi t-statistic Prob.* Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Variable Coefficnt Std. Error t-statistic Prob. D(RESID01(-1)) C R-squared Mean dependent var

9 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) LAMPIRAN 8 Tabel 4.11 Hasil estimasi Vector Autoregression Cointegrating Eq: CointEq1 X1(-1) X2(-1) X3(-1) Y(-1) E (3.6E-06) ( ) ( ) [ ] [ ] [ ] C Error Correction: D(Y) D(X1) D(X2) D(X3) CointEq ( ) ( ) ( ) ( ) [ ] [ ] [ ] [ ] D(Y(-1)) ( ) ( ) ( ) ( ) [ ] [ ] [ ] [ ] D(X1(-1)) 2.89E E E-06 (1.3E-05) ( ) (2.9E-06) (4.9E-06) [ ] [ ] [ ] [ ]

10 D(X2(-1)) ( ) ( ) ( ) ( ) [ ] [ ] [ ] [ ] D(X3(-1)) ( ) ( ) ( ) ( ) [ ] [ ] [ ] [ ] C ( ) ( ) ( ) ( ) [ ] [ ] [ ] [ ] R-squared Adj. R-squared Sum sq. resids E S.E. equation F-statistic Log likelihood Akaike AIC Schwarz SC Mean dependent S.D. dependent Determinant resid covariance (dof adj.) 3.74E+15 Determinant resid covariance 1.05E+15 Log likelihood Akaike information criterion Schwarz criterion LAMPIRAN 9 Tabel 4.12 Impulse Response Function Y Response of periode Y X1 X2 X

11 LAMPIRAN 10 Tabel 4.13 Impulse Response Function X1 Respon se of X1: Period Y X1 X2 X3

12 LAMPIRAN 11 Tabel 4.14 Impulse Response Function X2

13 Response of X2: Perio d Y X1 X2 X LAMPIRAN 12

14 Tabel 4.15 Impulse Response Function X3 ResponsX3: Period Y X1 X2 X

15 LAMPIRAN Response of Y to Cholesky One S.D. Innovations Response of X1 to Cholesky One S.D. Innovations Y X1 X2 X Y X1 X2 X3 4 Response of X2 to Cholesky One S.D. Innovations 6 Response of X3 to Cholesky One S.D. Innovations Y X1 X2 X Y X1 X2 X3 Gambar 4.1 Impulse Response Function (IRF)

16 LAMPIRAN 14 Tabel 4.16 Variance Decomposition dari Y Variance Decomposition Y Period S.E. Y X1 X2 X

17 LAMPIRAN 15 Tabel 4.17 Variance Decomposition dari X1 Variance Decomposition X1 Period S.E. Y X1 X2 X

18 LAMPIRAN 16 Tabel 4.18 Variance Decomposition dari X2 Variabel decomposition of X2 Perio d S.E. Y X1 X2 X

19 LAMPIRAN 17 Tabel 4.19 Variance Decomposition dari X3 Variance Decomposition of X3: Perio d S.E. Y X1 X2 X

20 60 Response of Y to Cholesky One S.D. Innovations Response of X1 to Cholesky One S.D. Innovations Y X1 X2 X Y X1 X2 X3 4 Response of X2 to Cholesky One S.D. Innovations 6 Response of X3 to Cholesky One S.D. Innovations Y X1 X2 X Y X1 X2 X3 Gambar 4.2 Variance Decomposition

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