Data Variabel. Suku Bunga Kredit Konsumsi (%)
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1 Lampiran 1 Jangka Waktu Kredit Konsumsi (Milyar Rp) Data Variabel Suku Bunga Kredit Konsumsi (%) PDB atas Harga Konstan 2000 (Milyar Rp) Jumlah Pengangguran (Juta Orang) Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan Triwulan xxix
2 Lampiran 2 Hasil Uji Akar Akar Unit Variabel Log Jumlah Kredit Konsumsi Null Hypothesis: D(LOGKK) has a unit root Lag Length: 0 (Automatic based on SIC, MAXLAG=3) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(LOGKK,2) Date: 05/19/10 Time: 15:52 Sample (adjusted): 2002Q3 2009Q4 Included observations: 30 after adjustments D(LOGKK(-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) xxx
3 Lampiran 3 Hasil Uji Akar Akar Unit Variabel Log Suku Bunga Kredit Konsumsi Null Hypothesis: D(LOGSK) has a unit root Lag Length: 2 (Automatic based on SIC, MAXLAG=3) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(LOGSK,2) Date: 05/19/10 Time: 15:53 Sample (adjusted): 2003Q1 2009Q4 Included observations: 28 after adjustments D(LOGSK(-1)) D(LOGSK(-1),2) D(LOGSK(-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) xxxi
4 Lampiran 4 Hasil Uji Akar Akar Unit Variabel Log PDB T-1 Null Hypothesis: D(LOGPDB1) has a unit root Lag Length: 2 (Automatic based on SIC, MAXLAG=2) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(LOGPDB1,2) Date: 05/19/10 Time: 15:56 Sample (adjusted): 2003Q2 2009Q4 Included observations: 27 after adjustments D(LOGPDB1(-1)) D(LOGPDB1(-1),2) D(LOGPDB1(-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) xxxii
5 Lampiran 5 Hasil Uji Akar Akar Unit Variabel Log Jumlah Pengangguran Null Hypothesis: D(LOGUNEMPLOYMENT) has a unit root Lag Length: 0 (Automatic based on SIC, MAXLAG=3) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(LOGUNEMPLOYMENT,2) Date: 05/19/10 Time: 15:57 Sample (adjusted): 2002Q3 2008Q4 Included observations: 26 after adjustments D(LOGUNEMPLOYMENT(-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) xxxiii
6 Lampiran 6 Hasil Uji Kointegrasi Null Hypothesis: RESID04 has a unit root Lag Length: 0 (Automatic based on SIC, MAXLAG=2) Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level Dependent Variable: D(RESID04) Date: 05/19/10 Time: 15:51 Sample (adjusted): 2002Q3 2008Q4 Included observations: 26 after adjustments RESID04(-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) xxxiv
7 Lampiran 7 Hasil Estimasi Dengan Metode ECM Dependent Variable: D(LOGKK) Date: 03/20/10 Time: 11:45 Sample (adjusted): 2002Q3 2008Q4 Included observations: 26 after adjustments C D(LOGSK) D(LOGPDB T-1 ) D(LOGU) LOGSK(-1) LOGPDB T-1 (-1) LOGU (-1) RESID01(-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 F-statistic Durbin-Watson stat Prob(F-statistic) xxxv
8 Lampiran 8 Hasil Uji Multikolinearitas ECM Dengan Metode Correlation Matrix D(LOGPDB t-1 ) D(LOGSK) D(LOGU) LOGU t-1 LOGSK t-1 (LOGPDB t-1 ) t-1 D(LOGPDB t-1 ) D(LOGSK) D(LOGU) LOGU t LOGSK t (LOGPDB t-1 ) t-1 xxxvi
9 Lampiran 9 Hasil Uji Autokorelasi ECM Dengan LM-Test Breusch-Godfrey Serial Correlation LM Test: F-statistic Probability Obs*R-squared Probability Test Equation: Dependent Variable: RESID Date: 05/19/10 Time: 16:07 Presample missing value lagged residuals set to zero. C D(LOGSK) D(LOGPDB1) D(LOGUNEMPLOYMENT) LOGSK(-1) LOGPDB1(-1) LOGUNEMPLOYMENT(-1) RESID05(-1) RESID(-1) RESID(-2) R-squared Mean dependent var -4.26E-16 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) xxxvii
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