Lampiran 1. Tabulasi Data Tahun PDRB PDRBt-1 PAD BH DAU INF 2001:1 372696.65 372696.65 1005.61 2684.67 26072.42 0.87 2001:4 376433.52 372696.65 1000.96 2858.50 28795.27 1.08 2001:8 387533.83 376433.52 1046.85 2978.41 29012.75 1.09 2001:12 391282.86 387533.83 1096.31 3137.05 29551.82 0.71 2002:1 389820.75 391282.86 1048.38 3207.94 28598.62 0.76 2002:4 404686.80 389820.75 1118.32 3350.03 30614.38 0.88 2002:8 421204.62 404686.80 1236.37 3489.56 33260.07 1.01 2002:12 436070.67 421204.62 1111.59 3905.59 33512.04 0.44 2003:1 439167.02 436070.67 1100.11 3429.69 31558.56 0.64 2003:4 457465.64 439167.02 1187.83 3447.96 32873.50 0.54 2003:8 465151.07 457465.64 1199.58 3292.02 33136.48 0.46 2003:12 468078.85 465151.07 1331.44 3519.34 33925.45 0.87 2004:1 452044.10 468078.85 1087.45 3063.14 30550.08 1.84 2004:4 493139.01 452044.10 1123.43 3591.74 34073.70 1.73 2004:8 513686.47 493139.01 1159.09 3738.34 35320.30 1.85 2004:12 595876.31 513686.47 1185.51 3866.94 36566.90 1.89 2005:1 522915.26 595876.31 1128.28 3901.57 35476.19 4.94 2005:4 559772.72 522915.26 1315.22 4909.46 40014.51 4.99 2005:8 608148.14 559772.72 1434.29 5109.43 59197.22 4.75 2005:12 612755.33 608148.14 1853.84 5304.42 66742.08 4.99 2006:1 612660.47 612755.33 2001.49 5322.48 66979.20 1.55 2006:4 638187.99 612660.47 2059.80 5697.05 72020.00 1.45 2006:8 648909.54 638187.99 2063.42 5347.75 76628.16 1.61 2006:12 652993.95 648909.54 2104.54 5710.95 78452.64 1.45 2007:1 622548.06 652993.95 2495.04 6411.05 76286.16 1.99 2007:4 666428.10 622548.06 2626.41 6465.85 84143.96 1.87 2007:8 724020.65 666428.10 2649.67 6701.54 83161.74 1.75 2007:12 729505.65 724020.65 2680.81 6919.81 83816.55 1.87
Lampiran 2. Hasil regresi Dependent Variable: PDRB Date: 09/04/09 Time: 13:05 C 65042.06 39442.02 1.649055 0.1127 BH 39.20462 18.19997 2.154104 0.0419 DAU 1.103440 1.233232 0.894754 0.3802 PAD -49.13810 30.14553-1.973093 0.0743 PDRBt-1 0.637940 0.137505 4.639384 0.0001 R-squared 0.953983 Mean dependent var 523685.1 Adjusted R-squared 0.945980 S.D. dependent var 112657.5 S.E. of regression 26184.00 Akaike info criterion 23.34412 Sum squared resid 1.58E+10 Schwarz criterion 23.58201 Log likelihood -321.8176 F-statistic 119.2046 Durbin-Watson stat 2.107274 Prob(F-statistic) 0.000000
Lampiran 3. Uji Normalitas Data 10 8 6 4 2 0-50000 0 50000 100000 Series: Residuals Sample 2001:1 2007:4 Observations 28 Mean 1.08E-10 Median -2349.053 Maximum 109825.8 Minimum -55686.53 Std. Dev. 35426.97 Skewness 0.857206 Kurtosis 4.462375 Jarque-Bera 5.924041 Probability 0.051714
Lampiran 4. Uji Serial Korelasi Breusch-Godfrey Serial Correlation LM Test: F-statistic 0.187023 Probability 0.830791 Obs*R-squared 0.490000 Probability 0.782704 Test Equation: Dependent Variable: RESID Date: 09/04/09 Time: 13:08 Presample missing value lagged residuals set to zero. C -40794.70 79067.87-0.515945 0.6113 BH -5.622968 21.92218-0.256497 0.8001 DAU -0.692420 1.773790-0.390362 0.7002 PAD 6.882901 43.13838 0.159554 0.8748 PDRBT1 0.171166 0.314374 0.544465 0.5919 RESID(-1) -0.264621 0.439780-0.601711 0.5538 RESID(-2) -0.166871 0.359308-0.464424 0.6471 R-squared 0.017500 Mean dependent var 3.40E-11 Adjusted R-squared -0.263214 S.D. dependent var 24166.74 S.E. of regression 27161.67 Akaike info criterion 23.46932 Sum squared resid 1.55E+10 Schwarz criterion 23.80237 Log likelihood -321.5705 F-statistic 0.062341 Durbin-Watson stat 2.080494 Prob(F-statistic) 0.998810
Lampiran 5. Uji Heterokedastisitas White Heteroskedasticity Test: F-statistic 1.101766 Probability 0.404302 Obs*R-squared 8.873031 Probability 0.353120 Test Equation: Dependent Variable: RESID^2 Date: 09/04/09 Time: 13:09 C -5.58E+09 9.21E+09-0.605896 0.5518 BH 5211863. 5481808. 0.950756 0.3537 BH^2-715.2010 650.3733-1.099678 0.2852 DAU 341753.1 416117.4 0.821290 0.4217 DAU^2-3.299553 3.502590-0.942032 0.3580 PAD -21505492 13160879-1.634047 0.1187 PAD^2 6763.847 3932.558 1.719961 0.1017 PDRBT1 11436.36 52372.83 0.218364 0.8295 PDRBT1^2-0.000307 0.050693-0.006054 0.9952 R-squared 0.316894 Mean dependent var 5.63E+08 Adjusted R-squared 0.029270 S.D. dependent var 1.33E+09 S.E. of regression 1.31E+09 Akaike info criterion 45.08050 Sum squared resid 3.26E+19 Schwarz criterion 45.50871 Log likelihood -622.1270 F-statistic 1.101766 Durbin-Watson stat 2.426800 Prob(F-statistic) 0.404302
Lampiran 6. Uji stabilitas Data (Linieritas Data) Ramsey RESET Test: F-statistic 1.811504 Probability 0.192035 Log likelihood ratio 2.215538 Probability 0.136627 Test Equation: Dependent Variable: PDRB Date: 09/04/09 Time: 13:11 C -139022.3 156493.9-0.888356 0.3840 BH 77.58100 33.65928 2.304892 0.0310 DAU 2.300018 1.503138 1.530144 0.1402 PAD -93.19416 46.87204-1.988268 0.0594 PDRBT1 1.291783 0.504243 2.561825 0.0178 FITTED^2-1.05E-06 7.84E-07-1.345921 0.1920 R-squared 0.957484 Mean dependent var 523685.1 Adjusted R-squared 0.947821 S.D. dependent var 112657.5 S.E. of regression 25733.95 Akaike info criterion 23.33642 Sum squared resid 1.46E+10 Schwarz criterion 23.62189 Log likelihood -320.7099 F-statistic 99.09065 Durbin-Watson stat 2.037002 Prob(F-statistic) 0.000000
Lampiran 7a. Uji Multikolinearitas Dependent Variable: BH Date: 09/04/09 Time: 13:11 C 234.5135 439.7695 0.533265 0.5988 DAU 0.019735 0.013232 1.491510 0.1489 PAD 0.870018 0.413755 2.102739 0.0462 PDRBT1 0.003607 0.001355 2.662077 0.0136 R-squared 0.905356 Mean dependent var 4334.367 Adjusted R-squared 0.819775 S.D. dependent var 1310.388 S.E. of regression 293.6701 Akaike info criterion 14.33435 Sum squared resid 2069811. Schwarz criterion 14.52467 Log likelihood -196.6810 F-statistic 171.1938 Durbin-Watson stat 1.505529 Prob(F-statistic) 0.000000 Dependent Variable: DAU Date: 09/04/09 Time: 13:12 C -21122.14 4902.144-4.308755 0.0002 BH 4.298307 2.881849 1.491510 0.1489 PAD 20.74417 5.120969 4.050829 0.0005 PDRBT1 0.036311 0.021519 1.687404 0.1045 R-squared 0.863542 Mean dependent var 47512.17 Adjusted R-squared 0.745884 S.D. dependent var 21399.88 S.E. of regression 4333.965 Akaike info criterion 19.71792 Sum squared resid 4.51E+08 Schwarz criterion 19.90823 Log likelihood -272.0508 F-statistic 211.4291 Durbin-Watson stat 1.432964 Prob(F-statistic) 0.000000
Lampiran 7b. Uji Multikolinearitas Dependent Variable: PAD Date: 09/04/09 Time: 13:13 C 268.0085 192.9411 1.389069 0.1776 BH 0.178811 0.085037 2.102739 0.0462 DAU 0.019575 0.004832 4.050829 0.0005 PDRBT1-0.000894 0.000675-1.325221 0.1976 R-squared 0.851944 Mean dependent var 1516.130 Adjusted R-squared 0.724937 S.D. dependent var 572.5906 S.E. of regression 133.1353 Akaike info criterion 12.75217 Sum squared resid 425399.9 Schwarz criterion 12.94249 Log likelihood -174.5304 F-statistic 158.4734 Durbin-Watson stat 1.972466 Prob(F-statistic) 0.000000 Dependent Variable: PDRBT1 Date: 09/04/09 Time: 13:14 C 213844.2 39023.46 5.479887 0.0000 BH 63.19533 23.73911 2.662077 0.0136 DAU 2.920749 1.730912 1.687404 0.1045 PAD -76.23692 57.52770-1.325221 0.1976 R-squared 0.886176 Mean dependent var 510942.0 Adjusted R-squared 0.871948 S.D. dependent var 108621.8 S.E. of regression 38869.69 Akaike info criterion 24.10538 Sum squared resid 3.63E+10 Schwarz criterion 24.29570 Log likelihood -333.4753 F-statistic 62.28368 Durbin-Watson stat 1.224764 Prob(F-statistic) 0.000000
Lampiran 8. Deskriptif Data BH DAU PAD PDRB PDRBT1 Mean 4334.367 47512.17 1516.130 523685.1 510942.0 Median 3802.640 34697.00 1193.705 503412.7 480608.9 Maximum 6919.810 84143.96 2680.810 729505.7 724020.7 Minimum 2684.670 26072.42 1000.960 372696.7 372696.7 Std. Dev. 1310.388 21399.88 572.5906 112657.5 108621.8 Skewness 0.619390 0.693526 0.982523 0.256438 0.288315 Kurtosis 1.985726 1.710751 2.422947 1.733312 1.705829 Jarque-Bera 2.990552 4.183756 4.893461 2.178798 2.341944 Probability 0.224187 0.123455 0.086576 0.336419 0.310065 Sum 121362.3 1330341. 42451.64 14663184 14306375 Sum Sq. Dev. 46362164 1.24E+10 8852221. 3.43E+11 3.19E+11 Observations 28 28 28 28 28