Universitas Sumatera Utara

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1 TABEL INDEPENDEN DAN DEPENDEN VARIABEL Tahun PDB UTANG VARIABEL ADHK LUAR NEGERI DUMMY 2000 INDONESIA ( Rp ooo,ooo,ooo ) ( US$ 000,000)

2 Null Hypothesis: D(Y,2) has a unit root Exogenous: Constant Lag Length: 1 (Automatic based on AIC, MAXLAG=4) tstatistic Prob.* Augmented DickeyFuller test statistic Test critical values: 1% level % level % level *MacKinnon (1996) onesided pvalues. Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 17 Augmented DickeyFuller Test Equation Dependent Variable: D(Y,) Date: 0/0/10 Time: 16:54 Sample (adjusted): Included observations: 17 after adjustments Variable Coefficient Std. Error tstatistic Prob. D(Y(1),2) D(Y(1),) C Rsquared Mean dependent var Adjusted Rsquared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 2.70E+08 Schwarz criterion Log likelihood Fstatistic DurbinWatson stat Prob(Fstatistic)

3 Null Hypothesis: D(ULN,2) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on AIC, MAXLAG=2) tstatistic Prob.* Augmented DickeyFuller test statistic Test critical values: 1% level % level % level *MacKinnon (1996) onesided pvalues. Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 18 Augmented DickeyFuller Test Equation Dependent Variable: D(ULN,) Date: 0/0/10 Time: 16:55 Sample (adjusted): Included observations: 18 after adjustments Variable Coefficient Std. Error tstatistic Prob. D(ULN(1),2) C Rsquared Mean dependent var Adjusted Rsquared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 4.70E+11 Schwarz criterion Log likelihood Fstatistic DurbinWatson stat Prob(Fstatistic)

4 HASIL GRANGER LAG 1 Pairwise Granger Causality Tests Date: 0/0/10 Time: 16:2 Sample: Lags: 1 Null Hypothesis: Obs FStatistic Probability Y does not Granger Cause ULN ULN does not Granger Cause Y

5 HASIL REGRES KOINTEGRASI TES Null Hypothesis: D(RESID01) has a unit root Exogenous: None Lag Length: 0 (Automatic based on SIC, MAXLAG=0) tstatistic Prob.* Augmented DickeyFuller test statistic Test critical values: 1% level % level % level *MacKinnon (1996) onesided pvalues. Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 19 Augmented DickeyFuller Test Equation Dependent Variable: D(RESID01,2) Date: 0/0/10 Time: 17:6 Sample (adjusted): Included observations: 19 after adjustments Variable Coefficient Std. Error tstatistic Prob. D(RESID01(1)) Rsquared Mean dependent var Adjusted Rsquared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 2.5E+08 Schwarz criterion Log likelihood DurbinWatson stat

6 Dependent Variable: LGROWTH Date: 02/2/10 Time: 11:28 Sample: Included observations: 21 Variable C LULN DUMMY Coefficie nt Std. Error tstatistic Prob Rsquared Adjusted R squared S.E. of regression Sum squared resid Log likelihood DurbinWatson stat Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion Fstatistic Prob(Fstatistic)

7 HASIL REGRES MULTIKOLINEARITY Variabel LX1 DUMMY LX DUMMY

8 BreuschGodfrey Serial Correlation LM Test: Fstatistic Obs*Rsquared Probability Probability Test Equation: Dependent Variable: RESID Date: 0/05/10 Time: 14:41 Presample missing value lagged residuals set to zero. Variable C LULN DUMMY AR(1) RESID(1) RESID(2) Coefficie nt Std. Error tstatistic Prob Rsquared Mean dependent var.7e 05 Adjusted R squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood Fstatistic DurbinWatson stat Prob(Fstatistic)

9 9 0

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