Lampiran 1. Data Penelitian Tahun Konsumsi Masyarakat PDRB harga berlaku Kabupaten Langkat Suku Bunga Kredit Kredit Konsumsi Tabungan Masyarkat Milyar Rp. Milyar Rp. % Milyar Rp. Milyar Rp. 1990 559,61 765,33 14,50 1,51 5,99 1991 604,26 822,66 10,00 1,56 8,06 1992 689,48 980,05 12,00 1,57 5,47 1993 710,01 1.700,66 8,00 2,25 6,98 1994 750,55 1.792,79 10,00 2,73 9,81 1995 820,06 2.096,72 13,20 3,47 19,64 1996 951,25 2.227,88 13,50 4,67 49,88 1997 995,91 2.330,61 17,00 4,93 72,42 1998 987,56 3.862,31 32,00 3,75 105,49 1999 1.005,26 4.077,31 25,50 4,25 198,17 2000 1.157,12 5.106,39 15,50 7,59 398,89 2001 1.284,43 5.606,95 10,25 11,80 289,93 2002 1.870,90 6.001,49 8,19 14,10 301,48 2003 2.080,70 6.625,84 12,97 41,99 226,00 2004 2.092,83 7.361,46 11,42 124,68 468,63 2005 2.751,98 8.463,45 5,88 191,14 430,74 2006 3.717,87 9.885,08 4,33 322,75 578,30 2007 3.727,70 11.455,32 10,49 400,08 721,69 2008 5.688,36 13.243,64 5,56 603,97 566,42 2009 4.997,61 15.568,12 9,53 672,09 567,21 Sumber : BPS dan Bank Indonesia, 1990-2010. 82
Lampiran 2. Pengujian Autocorrelation Function Variabel Konsumsi Level Date: 03/30/11 Time: 13:54 Included observations: 20. ******. ****** 1 0.802 0.802 14.886 0.000. ****.**. 2 0.566-0.215 22.720 0.000. ***. *. 3 0.422 0.125 27.321 0.000. **..**. 4 0.250-0.244 29.036 0.000. *.. *. 5 0.141 0.148 29.619 0.000... *. 6 0.065-0.140 29.752 0.000.... 7-0.035-0.049 29.793 0.000 Variabel Konsumsi First Difference Date: 03/30/11 Time: 13:54 Included observations: 19.**..**. 1-0.328-0.328 2.3826 0.123. **.. *. 2 0.266 0.178 4.0477 0.132. *.. **. 3 0.080 0.244 4.2092 0.240. *... 4-0.083-0.052 4.3907 0.356... *. 5 0.024-0.122 4.4074 0.492. *.. *. 6 0.132 0.158 4.9438 0.551. *... 7-0.127 0.005 5.4814 0.601
Variabel PDRB harga berlaku Level Date: 03/30/11 Time: 13:57 Included observations: 20. ******. ****** 1 0.809 0.809 15.168 0.000. *****.. 2 0.643-0.035 25.271 0.000. ****.. 3 0.490-0.059 31.480 0.000. ***.. 4 0.364-0.020 35.123 0.000. **... 5 0.248-0.058 36.924 0.000. *... 6 0.142-0.059 37.555 0.000... *. 7 0.039-0.080 37.605 0.000 Variabel PDRB harga berlaku First Difference Date: 03/30/11 Time: 13:57 Included observations: 19. **.. **. 1 0.250 0.250 1.3898 0.238. **.. **. 2 0.333 0.289 3.9993 0.135. *... 3 0.158 0.030 4.6207 0.202... *. 4-0.039-0.195 4.6601 0.324. *.. *. 5 0.162 0.174 5.4126 0.368. *.. *. 6-0.113-0.129 5.8048 0.445... *. 7-0.040-0.086 5.8571 0.557
Variabel Kredit Konsumsi Level Date: 03/30/11 Time: 13:59 Included observations: 20. ******. ****** 1 0.763 0.763 13.473 0.000. ****. *. 2 0.503-0.188 19.659 0.000. **... 3 0.317 0.012 22.261 0.000. *.. *. 4 0.142-0.135 22.818 0.000.... 5 0.025 0.006 22.836 0.000... *. 6-0.064-0.078 22.963 0.001. *... 7-0.102 0.032 23.312 0.002 Variabel Kredit Konsumsi First Difference Date: 03/30/11 Time: 13:59 Included observations: 19. ****. **** 1 0.586 0.586 7.6227 0.006. ****. *** 2 0.582 0.364 15.585 0.000. **..**. 3 0.313-0.207 18.027 0.000. **.. *. 4 0.221-0.101 19.324 0.001... *. 5 0.031-0.115 19.350 0.002. *.. *. 6-0.099-0.157 19.648 0.003. *... 7-0.133 0.064 20.239 0.005
Variabel Tabungan Level Date: 03/30/11 Time: 14:02 Included observations: 20. ******. ****** 1 0.835 0.835 16.163 0.000. *****.. 2 0.704 0.020 28.272 0.000. ****.**. 3 0.504-0.293 34.857 0.000. ***.. 4 0.354-0.001 38.298 0.000. **.. *. 5 0.243 0.097 40.033 0.000. *.. *. 6 0.115-0.187 40.451 0.000.... 7 0.051 0.054 40.541 0.000 Variabel Tabungan First Difference Date: 03/30/11 Time: 14:02 Included observations: 19.**..**. 1-0.291-0.291 1.8826 0.170... *. 2 0.005-0.088 1.8831 0.390. *.. *. 3-0.149-0.190 2.4337 0.487. *.. *. 4-0.067-0.195 2.5514 0.635... *. 5-0.047-0.183 2.6154 0.759... *. 6 0.025-0.128 2.6343 0.853. **.. *. 7 0.270 0.209 5.0529 0.654
Variabel Suku Bunga Level Date: 03/30/11 Time: 14:03 Included observations: 20. ****. **** 1 0.622 0.622 8.9602 0.003. **..**. 2 0.232-0.253 10.275 0.006.... 3 0.028 0.007 10.295 0.016. *.. *. 4-0.097-0.110 10.553 0.032. *.. *. 5-0.173-0.075 11.429 0.044.**.. *. 6-0.230-0.119 13.090 0.042.**..**. 7-0.337-0.235 16.933 0.018 Variabel Suku Bunga First Difference Date: 03/30/11 Time: 14:03 Included observations: 19.... 1 0.010 0.010 0.0022 0.963.**..**. 2-0.235-0.235 1.2955 0.523. *.. *. 3-0.127-0.129 1.6977 0.637. *.. *. 4-0.067-0.132 1.8181 0.769... *. 5-0.010-0.083 1.8210 0.873.... 6 0.073 0.004 1.9860 0.921.**. ***. 7-0.302-0.384 5.0120 0.659
Lampiran 3. Pengujian Akar Unit Variabel Konsumsi Level Null Hypothesis: K has a unit root Lag Length: 1 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic 2.251024 1.0000 Test critical values: 1% level -4.571559 5% level -3.690814 10% level -3.286909 Variabel Konsumsi First Difference Null Hypothesis: D(K) has a unit root Lag Length: 0 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic -8.711043 0.0000 Test critical values: 1% level -4.571559 5% level -3.690814 10% level -3.286909 Variabel PDRB harga berlaku Level Null Hypothesis: PDRB_KHB has a unit root Lag Length: 0 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic 0.716013 0.9991 Test critical values: 1% level -4.532598 5% level -3.673616 10% level -3.277364
Variabel PDRB harga berlaku First Difference Null Hypothesis: D(PDRB_KHB) has a unit root Lag Length: 0 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic -4.340122 0.0154 Test critical values: 1% level -4.571559 5% level -3.690814 10% level -3.286909 Variabel Kredit Konsumsi Level Null Hypothesis: KK has a unit root Lag Length: 2 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic -1.228079 0.8706 Test critical values: 1% level -4.616209 5% level -3.710482 10% level -3.297799 Variabel Kredit Konsumsi First Difference Null Hypothesis: D(KK) has a unit root Lag Length: 2 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic -1.033534 0.9091 Test critical values: 1% level -4.667883 5% level -3.733200 10% level -3.310349
Variabel Tabungan Level Null Hypothesis: S has a unit root Lag Length: 0 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic -3.156105 0.1225 Test critical values: 1% level -4.532598 5% level -3.673616 10% level -3.277364 Variabel Tabungan First Difference Null Hypothesis: D(S) has a unit root Lag Length: 0 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic -5.259126 0.0028 Test critical values: 1% level -4.571559 5% level -3.690814 10% level -3.286909 Variabel Suku Bunga Level Null Hypothesis: I has a unit root Lag Length: 0 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic -2.014007 0.5572 Test critical values: 1% level -4.532598 5% level -3.673616 10% level -3.277364
Variabel Suku Bunga First Difference Null Hypothesis: D(I) has a unit root Lag Length: 0 (Automatic based on SIC, MAXLAG=4) Augmented Dickey-Fuller test statistic -3.861089 0.0369 Test critical values: 1% level -4.571559 5% level -3.690814 10% level -3.286909
Lampiran 4. Pengujian Kointegrasi Null Hypothesis: ECT has a unit root Exogenous: None Lag Length: 0 (Automatic based on SIC, MAXLAG=0) Augmented Dickey-Fuller test statistic -6.045370 0.0000 Test critical values: 1% level -2.692358 5% level -1.960171 10% level -1.607051
Lampiran 5. Hasil Estimasi dengan Metode OLS Dependent Variable: K Method: Least Squares Date: 05/07/11 Time: 07:47 Included observations: 20 Variable Coefficient Std. Error Prob. C 704.8537 211.6472 3.330324 0.0046 P 0.185933 0.072057 2.580362 0.0209 KK 3.385732 0.927655 3.649775 0.0024 S -0.156917 0.842594-0.186231 0.8548 I -18.04659 11.40200-1.582757 0.1343 R-squared 0.971918 Mean dependent var 1872.173 Adjusted R-squared 0.964429 S.D. dependent var 1530.377 S.E. of regression 288.6320 Akaike info criterion 14.38050 Sum squared resid 1249626. Schwarz criterion 14.62943 Log likelihood -138.8050 Hannan-Quinn criter. 14.42909 F-statistic 129.7869 Durbin-Watson stat 2.473686 Prob(F-statistic) 0.000000
Lampiran 6. Hasil Estimasi dengan Metode ECM Dependent Variable: D(K) Method: Least Squares Date: 05/07/11 Time: 07:54 Sample (adjusted): 1991 2009 Included observations: 19 after adjustments Variable Coefficient Std. Error Prob. C 28.60752 80.43263 0.355671 0.7278 D(P) 0.015283 0.119269 0.128139 0.9000 D(KK) 7.141868 1.227445 5.818483 0.0001 D(S) -0.270351 0.510622-0.529454 0.6054 D(I) -0.455097 9.104893-0.049984 0.9609 ECT(-1) -1.576095 0.302553-5.209310 0.0002 R-squared 0.903318 Mean dependent var 233.5789 Adjusted R-squared 0.866133 S.D. dependent var 533.0905 S.E. of regression 195.0461 Akaike info criterion 13.63644 Sum squared resid 494558.9 Schwarz criterion 13.93468 Log likelihood -123.5462 Hannan-Quinn criter. 13.68691 F-statistic 24.29242 Durbin-Watson stat 1.783957 Prob(F-statistic) 0.000004
Lampiran 7. Pengujian Normalitas 3 2 1 Series: Residuals Sample 1991 2009 Observations 19 Mean 4.64e-14 Median -2.498658 Maximum 265.5773 Minimum -264.2117 Std. Dev. 165.7573 Skewness 0.014331 Kurtosis 1.833610 Jarque-Bera 1.077686 Probability 0.583423 0-300 -200-100 0 100 200 300
Lampiran 8. Pengujian Linieritas Ramsey RESET Test: F-statistic 2.263583 Prob. F(2,11) 0.1502 Log likelihood ratio 6.549221 Prob. Chi-Square(2) 0.0378 Test Equation: Dependent Variable: D(K) Method: Least Squares Date: 05/07/11 Time: 07:55 Sample: 1991 2009 Included observations: 19 Variable Coefficient Std. Error Prob. C 50.14496 74.40789 0.673920 0.5143 D(P) -0.022941 0.125979-0.182100 0.8588 D(KK) 3.430586 2.319523 1.479005 0.1672 D(S) 0.512219 0.625952 0.818303 0.4306 D(I) 2.801873 8.713542 0.321554 0.7538 ECT(-1) -1.256655 0.342785-3.666014 0.0037 FITTED^2 0.000358 0.000571 0.626181 0.5440 FITTED^3 1.95E-10 2.44E-07 0.000796 0.9994 R-squared 0.931507 Mean dependent var 233.5789 Adjusted R-squared 0.887921 S.D. dependent var 533.0905 S.E. of regression 178.4690 Akaike info criterion 13.50227 Sum squared resid 350363.2 Schwarz criterion 13.89993 Log likelihood -120.2716 Hannan-Quinn criter. 13.56957 F-statistic 21.37159 Durbin-Watson stat 1.627387 Prob(F-statistic) 0.000014 98
Lampiran 9. Pengujian Multikolinieritas Model Parsial 1 Dependent Variable: D(P) Method: Least Squares Date: 05/07/11 Time: 07:56 Sample (adjusted): 1991 2009 Included observations: 19 after adjustments Variable Coefficient Std. Error Prob. C 489.1017 124.0878 3.941576 0.0015 D(KK) 7.495016 1.884862 3.976427 0.0014 D(S) -0.513350 1.135962-0.451907 0.6583 D(I) 12.89949 20.10913 0.641474 0.5316 ECT(-1) 1.356367 0.572918 2.367471 0.0329 R-squared 0.675207 Mean dependent var 779.0942 Adjusted R-squared 0.582409 S.D. dependent var 676.3488 S.E. of regression 437.0652 Akaike info criterion 15.21898 Sum squared resid 2674364. Schwarz criterion 15.46751 Log likelihood -139.5803 Hannan-Quinn criter. 15.26104 F-statistic 7.276096 Durbin-Watson stat 2.264887 Prob(F-statistic) 0.002183 Model Parsial 2 Dependent Variable: D(KK) Method: Least Squares Date: 05/07/11 Time: 07:56 Sample (adjusted): 1991 2009 Included observations: 19 after adjustments Variable Coefficient Std. Error Prob. C -18.17555 16.82607-1.080201 0.2983 D(P) 0.070766 0.017796 3.976427 0.0014 D(S) -0.004976 0.111174-0.044760 0.9649 D(I) -1.983416 1.910296-1.038276 0.3167 ECT(-1) -0.062750 0.063707-0.984979 0.3414 R-squared 0.564017 Mean dependent var 35.29368 Adjusted R-squared 0.439450 S.D. dependent var 56.72366 S.E. of regression 42.46893 Akaike info criterion 10.55636 Sum squared resid 25250.54 Schwarz criterion 10.80489 Log likelihood -95.28539 Hannan-Quinn criter. 10.59842 F-statistic 4.527836 Durbin-Watson stat 1.896410 Prob(F-statistic) 0.014816
Model Parsial 3 Dependent Variable: D(S) Method: Least Squares Date: 05/07/11 Time: 07:57 Sample (adjusted): 1991 2009 Included observations: 19 after adjustments Variable Coefficient Std. Error Prob. C 43.55185 40.45761 1.076481 0.2999 D(P) -0.028007 0.061975-0.451907 0.6583 D(KK) -0.028754 0.642403-0.044760 0.9649 D(I) -3.530025 4.671211-0.755698 0.4624 ECT(-1) 0.243439 0.144375 1.686164 0.1139 R-squared 0.186636 Mean dependent var 29.53789 Adjusted R-squared -0.045754 S.D. dependent var 99.82953 S.E. of regression 102.0878 Akaike info criterion 12.31048 Sum squared resid 145906.8 Schwarz criterion 12.55901 Log likelihood -111.9495 Hannan-Quinn criter. 12.35254 F-statistic 0.803115 Durbin-Watson stat 2.430836 Prob(F-statistic) 0.543175
Model Parsil 4 Dependent Variable: D(I) Method: Least Squares Date: 05/07/11 Time: 07:57 Sample (adjusted): 1991 2009 Included observations: 19 after adjustments Variable Coefficient Std. Error Prob. C -0.690007 2.353773-0.293149 0.7737 D(P) 0.002213 0.003451 0.641474 0.5316 D(KK) -0.036047 0.034718-1.038276 0.3167 D(S) -0.011103 0.014692-0.755698 0.4624 ECT(-1) 0.009373 0.008520 1.100110 0.2898 R-squared 0.236354 Mean dependent var -0.261579 Adjusted R-squared 0.018170 S.D. dependent var 5.778035 S.E. of regression 5.725302 Akaike info criterion 6.548602 Sum squared resid 458.9072 Schwarz criterion 6.797139 Log likelihood -57.21172 Hannan-Quinn criter. 6.590664 F-statistic 1.083276 Durbin-Watson stat 1.675968 Prob(F-statistic) 0.401997
Lampiran 10. Pengujian Autokorelasi Breusch-Godfrey Serial Correlation LM Test: F-statistic 0.246264 Prob. F(2,11) 0.7859 Obs*R-squared 0.814272 Prob. Chi-Square(2) 0.6656 Test Equation: Dependent Variable: RESID Method: Least Squares Date: 05/07/11 Time: 07:55 Sample: 1991 2009 Included observations: 19 Presample missing value lagged residuals set to zero. Variable Coefficient Std. Error Prob. C -26.42390 95.00480-0.278132 0.7861 D(P) 0.052201 0.152916 0.341368 0.7393 D(KK) -0.264604 1.464475-0.180682 0.8599 D(S) 0.037344 0.563838 0.066232 0.9484 D(I) -1.851512 11.55834-0.160188 0.8756 ECT(-1) -0.269087 0.501798-0.536246 0.6025 RESID(-1) 0.282120 0.484720 0.582027 0.5723 RESID(-2) -0.305260 0.502315-0.607706 0.5557 R-squared 0.042856 Mean dependent var 4.64E-14 Adjusted R-squared -0.566235 S.D. dependent var 165.7573 S.E. of regression 207.4442 Akaike info criterion 13.80316 Sum squared resid 473363.8 Schwarz criterion 14.20082 Log likelihood -123.1300 Hannan-Quinn criter. 13.87046 F-statistic 0.070361 Durbin-Watson stat 1.805302 Prob(F-statistic) 0.999073 103