68 LAMPIRAN 1 DATA VARIABEL PENELITIAN TAHUN FDI SBI PDRB UNEMP. EXPORT 1983 1834,40 12,74 5915,37 821257 10649,82 1984 1507,08 13,45 6372,17 878380 12455,86 1985 2263,20 13,82 6884,81 857564 10719,35 1986 2736,70 14,07 7224,15 845962 17221,62 1987 3581,30 13,64 7687,41 872521 22352,35 1988 2527,90 13,19 8144,62 862234 33115,43 1989 4246,10 14,82 8732,19 847790 21936,80 1990 5646,90 18,91 9617,37 697599 40210,98 1991 3970,50 21,36 9643,67 670054 58424,09 1992 5639,30 19,24 10912,09 649226 39924,40 1993 13421,40 17,38 11180,00 577623 54024,90 1994 18733,80 14,97 13727,70 518825 42283,78 1995 39914,70 15,73 14826,10 453107 46893,53 1996 29931,40 16,42 16082,30 127830 51074,31 1997 23832,50 17,74 17555,80 244744 31014,31 1998 13563,10 22,98 18720,90 475876 28135,55 1999 10890,60 22,68 22910,09 510193 26062,16 2000 15413,10 16,58 24016,60 653351 24377,64 2001 15043,90 17,11 24892,95 456059 22947,96 2002 9744,10 18,04 75189,14 528550 28919,96 2003 13207,20 17,04 78805,61 711288 26878,77 2004 10277,30 14,67 83328,95 756327 42394,09 2005 13579,30 14,20 87897,79 636980 45630,75 2006 15623.90 15,73 93330,11 632049 55239,01 2007 40145,20 13,93 99792,28 571334 70828,99 2008 55176,02 13,07 106172,36 554539 92619,77 2009 90854,90 12,38 111559,22 532427 64601,17 2010 113189,62 12,63 118640,90 491806 91477,78 KETERANGAN : FDI = Foreign Direct Investment ($ juta) SBI = Suku Bunga Investasi (%) PDRB = Produk Domestik Regional Bruto (Rp.Milyar) UNEMP. = Unemployment (jiwa) EXPORT = Ekspor ($ ribu)
69 LAMPIRAN 2 KURVA NORMAL VARIABEL PENELITIAN
70 LAMPIRAN 2 KURVA NORMAL VARIABEL PENELITIAN (Lanjutan)
71 LAMPIRAN 3 HISTOGRAM VARIABEL PENELITIAN
72 LAMPIRAN 4 HASIL ESTIMASI PERSAMAAN REGRESI LINIER BERGANDA Dependent Variable: FDI Date: 12/22/11 Time: 22:47 C 49855.53 11995.89 4.156052 0.0004 SBI -1493.271 469.2017-3.182579 0.0043 PDRB 0.691630 0.144998 4.769940 0.0001 UNEMP -0.036659 0.007679-4.773858 0.0001 EXPORT 0.287659 0.076325 3.768887 0.0011 R-squared 0.900114 Mean dependent var 19351.19 Adjusted R-squared 0.881953 S.D. dependent var 17502.17 S.E. of regression 6013.387 Akaike info criterion 20.40694 Sum squared resid 7.96E+08 Schwarz criterion 20.64691 Log likelihood -270.4937 F-statistic 49.56288 Durbin-Watson stat 1.956112 Prob(F-statistic) 0.000000 Estimation Command: ===================== LS FDI C SBI PDRB UNEMP EXPORT Estimation Equation: ===================== FDI = C(1) + C(2)*SBI + C(3)*PDRB + C(4)*UNEMP + C(5)*EXPORT Substituted Coefficients: ===================== FDI = 49855.52541-1493.271268*SBI + 0.6916300984*PDRB - 0.03665924507*UNEMP + 0.2876586509*EXPORT
73 LAMPIRAN 5 HASIL UJI JARQUE-BERRA, NORMALITY TEST HASIL UJI RAMSEY, RAMSEY RESET TEST Ramsey RESET Test: F-statistic 2.007621 Prob. F(1,21) 0.171176 Log likelihood ratio 2.465183 Prob. Chi-Square(1) 0.116394 Test Equation: Dependent Variable: FDI Date: 05/10/12 Time: 21:15 C 37381.53 14666.43 2.548783 0.0187 SBI -895.2002 623.4375-1.435910 0.1658 PDRB 0.518142 0.187338 2.765813 0.0116 UNEMP -0.028376 0.009517-2.981728 0.0071 EXPORT 0.162877 0.115438 1.410950 0.1729 FITTED^2 5.93E-06 4.19E-06 1.416905 0.1712 R-squared 0.908830 Mean dependent var 19351.19 Adjusted R-squared 0.887123 S.D. dependent var 17502.17 S.E. of regression 5880.235 Akaike info criterion 20.38971 Sum squared resid 7.26E+08 Schwarz criterion 20.67767 Log likelihood -269.2611 F-statistic 41.86785 Durbin-Watson stat 2.110489 Prob(F-statistic) 0.000000
74 LAMPIRAN 6 FDI = f (SBI, PDRB, UNEMP, EXPORT) Dependent Variable: FDI Date: 12/22/11 Time: 22:47 C 49855.53 11995.89 4.156052 0.0004 SBI -1493.271 469.2017-3.182579 0.0043 PDRB 0.691630 0.144998 4.769940 0.0001 UNEMP -0.036659 0.007679-4.773858 0.0001 EXPORT 0.287659 0.076325 3.768887 0.0011 R-squared 0.900114 Mean dependent var 19351.19 Adjusted R-squared 0.881953 S.D. dependent var 17502.17 S.E. of regression 6013.387 Akaike info criterion 20.40694 Sum squared resid 7.96E+08 Schwarz criterion 20.64691 Log likelihood -270.4937 F-statistic 49.56288 Durbin-Watson stat 1.956112 Prob(F-statistic) 0.000000 SBI = f (FDI, PDRB, UNEMP, EXPORT) Dependent Variable: SBI Date: 12/22/11 Time: 23:02 C 25.80147 2.461303 10.48285 0.0000 FDI -0.000211 6.63E-05-3.182579 0.0043 PDRB 9.55E-05 7.50E-05 1.272546 0.2165 UNEMP -1.28E-05 3.08E-06-4.170972 0.0004 EXPORT 4.40E-05 3.56E-05 1.235927 0.2295 R-squared 0.500113 Mean dependent var 16.14318 Adjusted R-squared 0.409224 S.D. dependent var 2.941718 S.E. of regression 2.261061 Akaike info criterion 4.635121 Sum squared resid 112.4727 Schwarz criterion 4.875091 Log likelihood -57.57414 F-statistic 5.502487 Durbin-Watson stat 1.381221 Prob(F-statistic) 0.003167
75 LAMPIRAN 7 PDRB = f (FDI, SBI, UNEMP, EXPORT) Dependent Variable: PDRB Date: 12/22/11 Time: 23:03 C -31364.08 15109.83-2.075740 0.0498 FDI 0.735083 0.154107 4.769940 0.0001 SBI 717.9221 564.1621 1.272546 0.2165 UNEMP 0.026139 0.009826 2.660251 0.0143 EXPORT -0.074409 0.099686-0.746431 0.4633 R-squared 0.709078 Mean dependent var 7911.494 Adjusted R-squared 0.656184 S.D. dependent var 10572.73 S.E. of regression 6199.411 Akaike info criterion 20.46787 Sum squared resid 8.46E+08 Schwarz criterion 20.70784 Log likelihood -271.3163 F-statistic 13.40544 Durbin-Watson stat 1.216191 Prob(F-statistic) 0.000011 UNEMP = f (FDI, SBI, PDRB, EXPORT) Dependent Variable: UNEMP Date: 12/22/11 Time: 23:04 C 1299895. 143012.6 9.089376 0.0000 FDI -13.87960 2.907419-4.773858 0.0001 SBI -34388.19 8244.647-4.170972 0.0004 PDRB 9.311376 3.500187 2.660251 0.0143 EXPORT 1.935505 1.859932 1.040632 0.3093 R-squared 0.686003 Mean dependent var 623853.6 Adjusted R-squared 0.628912 S.D. dependent var 192078.0 S.E. of regression 117008.1 Akaike info criterion 26.34345 Sum squared resid 3.01E+11 Schwarz criterion 26.58342 Log likelihood -350.6366 F-statistic 12.01607 Durbin-Watson stat 1.876003 Prob(F-statistic) 0.000025
76 LAMPIRAN 8 EXPORT = f (FDI, SBI, PDRB, UNEMP) Dependent Variable: EXPORT Date: 12/22/11 Time: 23:05 C -24469.51 34507.53-0.709107 0.4857 FDI 1.363911 0.361887 3.768887 0.0011 SBI 1475.591 1193.914 1.235927 0.2295 PDRB -0.331948 0.444714-0.746431 0.4633 UNEMP 0.024239 0.023292 1.040632 0.3093 R-squared 0.684659 Mean dependent var 38239.71 Adjusted R-squared 0.627324 S.D. dependent var 21449.03 S.E. of regression 13094.04 Akaike info criterion 21.96328 Sum squared resid 3.77E+09 Schwarz criterion 22.20325 Log likelihood -291.5042 F-statistic 11.94141 Durbin-Watson stat 0.932521 Prob(F-statistic) 0.000026 UJI KORELASI ANTAR VARIABEL FDI SBI PDRB UNEMP EXPORT FDI 1.000000-0.268339 0.780536-0.547833 0.812003 SBI -0.268339 1.000000-0.276907-0.356978-0.128445 PDRB 0.780536-0.276907 1.000000-0.197784 0.606092 UNEMP -0.547833-0.356978-0.197784 1.000000-0.432525 EXPORT 0.812003-0.128445 0.606092-0.432525 1.000000
77 LAMPIRAN 9 UJI AUTOKORELASI HASIL UJI d DURBIN-WATSON Dependent Variable: FDI Date: 12/22/11 Time: 22:47 C 49855.53 11995.89 4.156052 0.0004 SBI -1493.271 469.2017-3.182579 0.0043 PDRB 0.691630 0.144998 4.769940 0.0001 UNEMP -0.036659 0.007679-4.773858 0.0001 EXPORT 0.287659 0.076325 3.768887 0.0011 R-squared 0.900114 Mean dependent var 19351.19 Adjusted R-squared 0.881953 S.D. dependent var 17502.17 S.E. of regression 6013.387 Akaike info criterion 20.40694 Sum squared resid 7.96E+08 Schwarz criterion 20.64691 Log likelihood -270.4937 F-statistic 49.56288 Durbin-Watson stat 1.956112 Prob(F-statistic) 0.000000
78 LAMPIRAN 10 UJI LANGRANGE MULTIPLIER (LM-TEST) HASIL UJI BREUSCH-GODFREY SERIAL CORRELATION Breusch-Godfrey Serial Correlation LM Test: F-statistic 0.859113 Prob. F(2,20) 0.438588 Obs*R-squared 2.136091 Prob. Chi-Square(2) 0.343680 Test Equation: Dependent Variable: RESID Date: 05/10/12 Time: 21:27 Presample missing value lagged residuals set to zero. C 7151.165 13857.97 0.516033 0.6115 SBI -140.9085 493.8689-0.285316 0.7783 PDRB 0.044020 0.149785 0.293884 0.7719 UNEMP -0.005308 0.009284-0.571737 0.5739 EXPORT -0.053218 0.088265-0.602939 0.5533 RESID(-1) -0.060593 0.240261-0.252196 0.8035 RESID(-2) -0.337077 0.257201-1.310561 0.2049 R-squared 0.079114 Mean dependent var -3.91E-12 Adjusted R-squared -0.197151 S.D. dependent var 5531.512 S.E. of regression 6052.271 Akaike info criterion 20.47267 Sum squared resid 7.33E+08 Schwarz criterion 20.80863 Log likelihood -269.3810 F-statistic 0.286371 Durbin-Watson stat 2.120906 Prob(F-statistic) 0.936558