83

Lampiran 1. Uji Stasioneritas

IHK Umum Perkotaan
Null Hypothesis: IHK_UM_K has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.888575 0.6500
Test critical values: 1% level -4.092547
5% level -3.474363
10% level -3.164499
*MacKinnon (1996) one-sided p-values.
Null Hypothesis: D(IHK_UM_K) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -7.806622 0.0000
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
*MacKinnon (1996) one-sided p-values.
IHK Umum Pedesaan
Null Hypothesis: IHK_UM_D has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 1 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.682233 0.7488
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
*MacKinnon (1996) one-sided p-values.
84
Null Hypothesis: D(IHK_UM_D) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -6.548626 0.0000
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
*MacKinnon (1996) one-sided p-values.
IHK Umum Pedesaan 4 Kabupaten
Null Hypothesis: IHK_UM_D4 has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.747030 0.7197
Test critical values: 1% level -4.092547
5% level -3.474363
10% level -3.164499
*MacKinnon (1996) one-sided p-values.
Null Hypothesis: D(IHK_UM_D4) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 4 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.517326 0.0030
Test critical values: 1% level -4.103198
5% level -3.479367
10% level -3.167404
*MacKinnon (1996) one-sided p-values.
85
IHK Makanan Perkotaan
Null Hypothesis: IHK_MKN_K has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 4 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.709926 0.7360
Test critical values: 1% level -4.100935
5% level -3.478305
10% level -3.166788
*MacKinnon (1996) one-sided p-values.
Null Hypothesis: D(IHK_MKN_K) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 3 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -5.098200 0.0005
Test critical values: 1% level -4.100935
5% level -3.478305
10% level -3.166788
*MacKinnon (1996) one-sided p-values.
IHK Makanan Pedesaan
Null Hypothesis: IHK_MKN_D has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 1 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.695335 0.7430
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
*MacKinnon (1996) one-sided p-values.
86
Null Hypothesis: D(IHK_MKN_D) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -6.066875 0.0000
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
IHK Makanan Pedesaan 4 Kabupaten
Null Hypothesis: IHK_MKN_D4 has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.804995 0.6920
Test critical values: 1% level -4.092547
5% level -3.474363
10% level -3.164499
*MacKinnon (1996) one-sided p-values.
Null Hypothesis: D(IHK_MKN_D4) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 4 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.948477 0.0008
Test critical values: 1% level -4.103198
5% level -3.479367
10% level -3.167404
*MacKinnon (1996) one-sided p-values.
87
IHK Sandang Perkotaan
Null Hypothesis: IHK_SDG_K has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.632905 0.7699
Test critical values: 1% level -4.092547
5% level -3.474363
10% level -3.164499
*MacKinnon (1996) one-sided p-values.
Null Hypothesis: D(IHK_SDG_K) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -8.289032 0.0000
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
*MacKinnon (1996) one-sided p-values.
IHK Sandang Pedesaan
Null Hypothesis: IHK_SDG_D has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 1 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -0.529214 0.9799
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
*MacKinnon (1996) one-sided p-values.
88
Null Hypothesis: D(IHK_SDG_D) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -6.645922 0.0000
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
*MacKinnon (1996) one-sided p-values.
IHK Sandang Pedesaan 4 Kabupaten
Null Hypothesis: IHK_SDG_D4 has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 2 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -0.680945 0.9703
Test critical values: 1% level -4.096614
5% level -3.476275
10% level -3.165610
*MacKinnon (1996) one-sided p-values.
Null Hypothesis: D(IHK_SDG_D4) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 1 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -8.209854 0.0000
Test critical values: 1% level -4.096614
5% level -3.476275
10% level -3.165610
*MacKinnon (1996) one-sided p-values.
89
IHK Perumahan Perkotaan
Null Hypothesis: IHK_RMH_K has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.780003 0.7041
Test critical values: 1% level -4.092547
5% level -3.474363
10% level -3.164499
*MacKinnon (1996) one-sided p-values.
Null Hypothesis: D(IHK_RMH_K) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -7.806396 0.0000
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
*MacKinnon (1996) one-sided p-values.
IHK Perumahan Pedesaan
Null Hypothesis: IHK_RMH_D has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.632319 0.7702
Test critical values: 1% level -4.092547
5% level -3.474363
10% level -3.164499
*MacKinnon (1996) one-sided p-values.
Null Hypothesis: D(IHK_RMH_D) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -7.612260 0.0000
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
90
IHK Perumahan Pedesaan 4 Kabupaten
Null Hypothesis: IHK_RMH_D4 has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.098292 0.5377
Test critical values: 1% level -4.092547
5% level -3.474363
10% level -3.164499
Null Hypothesis: D(IHK_RMH_D4) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -8.817815 0.0000
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
*MacKinnon (1996) one-sided p-values.
IHK Lainnya Perkotaan
Null Hypothesis: IHK_LN_K has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.894450 0.6470
Test critical values: 1% level -4.092547
5% level -3.474363
10% level -3.164499
*MacKinnon (1996) one-sided p-values.
91
Null Hypothesis: D(IHK_LN_K) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -8.259628 0.0000
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
*MacKinnon (1996) one-sided p-values.
IHK Lainnya Pedesaan
Null Hypothesis: IHK_LN_D has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.075812 0.5500
Test critical values: 1% level -4.092547
5% level -3.474363
10% level -3.164499
*MacKinnon (1996) one-sided p-values.
Null Hypothesis: D(IHK_LN_D) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -8.550968 0.0000
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
*MacKinnon (1996) one-sided p-values.
92
IHK Lainnya Pedesaan 4 Kabupaten
Null Hypothesis: IHK_LN_D4 has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.926365 0.1607
Test critical values: 1% level -4.092547
5% level -3.474363
10% level -3.164499
*MacKinnon (1996) one-sided p-values.
Null Hypothesis: D(IHK_LN_D4) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -10.48868 0.0000
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
*MacKinnon (1996) one-sided p-values.
Inflasi Umum Perkotaan
Null Hypothesis: INF_UM_K has a unit root
Exogenous: None
Lag Length: 2 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.294513 0.0013
Test critical values: 1% level -2.599413
5% level -1.945669
10% level -1.613677
*MacKinnon (1996) one-sided p-values.
93
Inflasi Umum Pedesaan
Null Hypothesis: INF_UM_D has a unit root
Exogenous: None
Lag Length: 2 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.552928 0.0113
Test critical values: 1% level -2.599413
5% level -1.945669
10% level -1.613677
*MacKinnon (1996) one-sided p-values.
Inflasi Umum Pedesaan 4 Kabupaten
Null Hypothesis: INF_UM_D4 has a unit root
Exogenous: None
Lag Length: 2 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.532601 0.0120
Test critical values: 1% level -2.599413
5% level -1.945669
10% level -1.613677
*MacKinnon (1996) one-sided p-values.
Inflasi Makanan Perkotaan
Null Hypothesis: INF_MKN_K has a unit root
Exogenous: None
Lag Length: 3 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.937177 0.0002
Test critical values: 1% level -2.599934
5% level -1.945745
10% level -1.613633
*MacKinnon (1996) one-sided p-values.
94
Inflasi Makanan Pedesaan
Null Hypothesis: INF_MKN_D has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -6.132048 0.0000
Test critical values: 1% level -4.094550
5% level -3.475305
10% level -3.165046
*MacKinnon (1996) one-sided p-values.
Inflasi Makanan Pedesaan 4 Kabupaten
Null Hypothesis: INF_MKN_D4 has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -6.640329 0.0000
Test critical values: 1% level -2.598416
5% level -1.945525
10% level -1.613760
*MacKinnon (1996) one-sided p-values.
Inflasi Sandang Perkotaan
Null Hypothesis: INF_SDG_K has a unit root
Exogenous: None
Lag Length: 8 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -0.476733 0.5052
Test critical values: 1% level -2.602794
5% level -1.946161
10% level -1.613398
*MacKinnon (1996) one-sided p-values.
95
Inflasi Sandang Pedesaan
Null Hypothesis: INF_SDG_D has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 1 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -6.343256 0.0000
Test critical values: 1% level -4.096614
5% level -3.476275
10% level -3.165610
*MacKinnon (1996) one-sided p-values.
Inflasi Sandang Pedesaan 4 Kabupaten
Null Hypothesis: INF_SDG_D4 has a unit root
Exogenous: None
Lag Length: 4 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.635827 0.0357
Test critical values: 1% level -1.600471
5% level -1.545823
10% level -1.413589
*MacKinnon (1996) one-sided p-values.
Inflasi Perumahan Perkotaan
Null Hypothesis: INF_RMH_K has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -7.748770 0.0000
Test critical values: 1% level -2.598416
5% level -1.945525
10% level -1.613760
*MacKinnon (1996) one-sided p-values.
96
Inflasi Perumahan Pedesaan
Null Hypothesis: INF_RMH_D has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -7.043009 0.0000
Test critical values: 1% level -2.598416
5% level -1.945525
10% level -1.613760
*MacKinnon (1996) one-sided p-values.
Inflasi Perumahan Pedesaan 4 Kabupaten
Null Hypothesis: INF_RMH_D4 has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -8.168760 0.0000
Test critical values: 1% level -2.598416
5% level -1.945525
10% level -1.613760
*MacKinnon (1996) one-sided p-values.
Inflasi Lainnya Perkotaan
Null Hypothesis: INF_LN_K has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -7.962247 0.0000
Test critical values: 1% level -2.598416
5% level -1.945525
10% level -1.613760
*MacKinnon (1996) one-sided p-values.
97
Inflasi Lainnya Pedesaan
Null Hypothesis: INF_LN_D has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -7.535984 0.0000
Test critical values: 1% level -2.598416
5% level -1.945525
10% level -1.613760
*MacKinnon (1996) one-sided p-values.
Inflasi Lainnya Pedesaan 4 Kabupaten
Null Hypothesis: INF_LN_D4 has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on AIC, MAXLAG=11)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -9.648907 0.0000
Test critical values: 1% level -2.598416
5% level -1.945525
10% level -1.613760
*MacKinnon (1996) one-sided p-values.
98
Lampiran 2. Uji Lag Optimum
IHK Komoditas Umum
VAR Lag Order Selection Criteria
Endogenous variables: IHK_UM_D IHK_UM_K
Exogenous variables: C
Date: 06/12/08 Time: 10:58
Sample: 2002M01 2007M12
Included observations: 60
Lag LogL LR FPE AIC SC HQ
0 -428.0991 NA 5772.666 14.33664 14.40645 14.36394
1 -242.7327 352.1961 14.77319 10.77259 12.63412 12.65507
2 -240.2045 8.635098* 13.67410* 8.291091* 8.500525* 8.373012*
3 -239.7593 0.786582 16.20018 8.458642 8.947322 8.649792
4 -236.3148 5.855618 16.54306 8.477159 9.105463 8.722923
5 -234.7995 2.474976 18.04041 8.599983 9.327909 8.860361
6 -231.8414 4.634258 18.78235 8.554715 9.502264 8.949707
* indicates lag order selected by the criterion
LR: sequential modified LR test statistic (each test at 5% level)
FPE: Final prediction error
AIC: Akaike information criterion
SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
VAR Lag Order Selection Criteria
Endogenous variables: IHK_UM_D4 IHK_UM_K
Exogenous variables: C
Date: 08/04/08 Time: 18:55
Sample: 2002M01 2007M12
Included observations: 66
Lag LogL LR FPE AIC SC HQ
0 -480.8071 NA 7744.741 14.63052 14.69687 14.65674
1 -294.1484 356.3485 33.56257 9.295405 9.794464 9.374063
2 -292.9930 2.135741 33.32915* 9.181605* 9.513371* 9.312701*
3 -291.4601 2.740520 35.95308 9.256367 9.720840 9.439902
4 -288.2306 5.578299 36.86932 9.279715 9.876893 9.515688
5 -286.9270 2.172649 40.12292 9.361424 10.09131 9.649836
6 -283.9112 4.843472 41.50977 9.391250 10.25384 9.732101
* indicates lag order selected by the criterion
LR: sequential modified LR test statistic (each test at 5% level)
FPE: Final prediction error
AIC: Akaike information criterion
99
SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
IHK Komoditas Makanan
VAR Lag Order Selection Criteria
Endogenous variables: IHK_MKN_D IHK_MKN_K
Exogenous variables: C
Date: 06/12/08 Time: 10:57
Sample: 2002M01 2007M12
Included observations: 60
Lag LogL LR FPE AIC SC HQ
0 -395.2043 NA 1928.303 13.24014 13.30996 13.26745
1 -229.2090 315.3910 9.658123 8.855892 8.854697 8.650078
2 -227.3678 7.375596* 8.712111* 7.840301* 8.049736* 7.922223*
3 -223.6465 6.574265 9.468130 7.921551 8.410231 8.112701
4 -221.4698 3.700411 10.08586 7.982327 8.610630 8.228091
5 -215.8824 9.126085 9.602711 7.929414 8.697340 8.249792
6 -213.3899 3.904986 10.15397 7.979662 8.887212 8.334655
* indicates lag order selected by the criterion
LR: sequential modified LR test statistic (each test at 5% level)
FPE: Final prediction error
AIC: Akaike information criterion
SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
VAR Lag Order Selection Criteria
Endogenous variables: IHK_MKN_D4 IHK_MKN_K
Exogenous variables: C
Date: 08/04/08 Time: 18:59
Sample: 2002M01 2007M12
Included observations: 66
Lag LogL LR FPE AIC SC HQ
0 -434.4541 NA 1900.994 13.22588 13.29223 13.25210
1 -278.7066 297.3362 19.14121 8.627472 9.029171 8.706130
2 -272.6077 11.27362 17.96990 8.563871 9.196279 8.594967
3 -268.6351 7.102638 18.00315 8.564699 8.850022 8.948234
4 -265.7703 4.948229 18.66715 8.599100 8.878209 8.845074
5 -259.7655 10.00801* 17.61714* 8.538349* 8.826532* 8.826761*
6 -255.9443 6.137049 17.78662 8.543767 8.895637 8.884618
* indicates lag order selected by the criterion
LR: sequential modified LR test statistic (each test at 5% level)
FPE: Final prediction error
100
AIC: Akaike information criterion
SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
IHK Komoditas Sandang
VAR Lag Order Selection Criteria
Endogenous variables: IHK_SDG_D IHK_SDG_K
Exogenous variables: C
Date: 06/12/08 Time: 10:58
Sample: 2002M01 2007M12
Included observations: 60
Lag LogL LR FPE AIC SC HQ
0 -411.7741 NA 3350.017 13.79247 13.86228 13.81978
1 -215.2887 373.3222 5.931146 7.455197 7.804254 7.591732
2 -213.6559 2.993407 5.477790* 7.376289* 7.585723* 7.458210*
3 -212.3865 2.242555 6.505177 7.546218 8.034898 7.737367
4 -210.9528 2.437427 7.103346 7.631758 8.260062 7.877522
5 -207.9702 4.871472* 7.376546 7.665674 8.433600 7.966052
6 -198.5536 14.75269 6.192401 7.485120 8.392669 7.840113
* indicates lag order selected by the criterion
LR: sequential modified LR test statistic (each test at 5% level)
FPE: Final prediction error
AIC: Akaike information criterion
SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
VAR Lag Order Selection Criteria
Endogenous variables: IHK_SDG_D4 IHK_SDG_K
Exogenous variables: C
Date: 08/04/08 Time: 18:57
Sample: 2002M01 2007M12
Included observations: 66
Lag LogL LR FPE AIC SC HQ
0 -483.4455 NA 8389.370 14.71047 14.77682 14.73669
1 -303.9098 342.7500 43.99794 9.459315 9.791081 9.590412
2 -302.1574 3.239290 41.08230* 9.391206* 9.590266* 9.469864*
3 -297.2661 8.745129 42.86914 9.432305 9.896777 9.615840
4 -295.5958 2.885025* 46.08868 9.502902 10.10008 9.738876
5 -294.3830 2.021301 50.29408 9.587364 10.31725 9.875776
6 -292.2639 3.403483 53.46558 9.644359 10.50695 9.985210
* indicates lag order selected by the criterion
101
LR: sequential modified LR test statistic (each test at 5% level)
FPE: Final prediction error
AIC: Akaike information criterion
SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
IHK Komoditas Perumahan
VAR Lag Order Selection Criteria
Endogenous variables: IHK_RMH_D IHK_RMH_K
Exogenous variables: C
Date: 06/12/08 Time: 10:57
Sample: 2002M01 2007M12
Included observations: 60
Lag LogL LR FPE AIC SC HQ
0 -497.2398 NA 57848.23 16.64133 16.71114 16.66863
1 -304.5693 366.0739 117.8059 10.44402 10.79308 10.58055
2 -303.3205 2.289397 107.4175* 10.35231* 10.56174* 10.43423*
3 -302.4797 1.485451 131.0664 10.54932 11.03800 10.74047
4 -299.5010 5.063867 135.9345 10.58337 11.21167 10.82913
5 -297.1971 3.763033* 144.3923 10.63990 11.40783 10.94028
6 -296.0990 1.720348 159.9459 10.73663 11.64418 11.09163
* indicates lag order selected by the criterion
LR: sequential modified LR test statistic (each test at 5% level)
FPE: Final prediction error
AIC: Akaike information criterion
SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
VAR Lag Order Selection Criteria
Endogenous variables: IHK_RMH_D4 IHK_RMH_K
Exogenous variables: C
Date: 08/04/08 Time: 18:58
Sample: 2002M01 2007M12
Included observations: 66
Lag LogL LR FPE AIC SC HQ
0 -593.5183 NA 235686.8 18.04601 18.11236 18.07223
1 -425.7954 320.1982 1850.908 13.28471 13.38377 13.56337
2 -424.8878 2.677812* 1813.918* 13.17842* 13.51018* 13.30951*
3 -423.8385 1.875961 1985.608 13.26783 13.73231 13.45137
4 -422.5976 2.143313 2162.690 13.35144 13.94862 13.58742
5 -418.4494 6.913666 2159.163 13.34695 14.07684 13.63536
6 -414.4614 6.404978 2168.942 13.34732 14.20991 13.68817
* indicates lag order selected by the criterion
102
LR: sequential modified LR test statistic (each test at 5% level)
FPE: Final prediction error
AIC: Akaike information criterion
SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
IHK Komoditas Lainnya
VAR Lag Order Selection Criteria
Endogenous variables: IHK_LN_D IHK_LN_K
Exogenous variables: C
Date: 06/12/08 Time: 10:54
Sample: 2002M01 2007M12
Included observations: 60
Lag LogL LR FPE AIC SC HQ
0 -466.8231 NA 20987.64 15.62744 15.69725 15.65474
1 -287.9162 339.9232 67.91073 9.893173 10.24223 10.02971
2 -286.7952 2.055090 61.65893* 9.797205* 10.00664* 9.879127*
3 -285.2589 2.714105 73.82355 9.975297 10.46398 10.16645
4 -281.8685 5.763731 75.52198 9.995616 10.62392 10.24138
5 -279.8167 3.351238* 80.89796 10.06056 10.82848 10.36094
6 -279.5006 0.495239 91.97862 10.18335 11.09090 10.53835
* indicates lag order selected by the criterion
LR: sequential modified LR test statistic (each test at 5% level)
FPE: Final prediction error
AIC: Akaike information criterion
SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
VAR Lag Order Selection Criteria
Endogenous variables: IHK_LN_D4 IHK_LN_K
Exogenous variables: C
Date: 08/04/08 Time: 19:01
Sample: 2002M01 2007M12
Included observations: 66
Lag LogL LR FPE AIC SC HQ
0 -552.0315 NA 67042.56 16.78883 16.85519 16.81505
1 -403.6376 283.2973 843.5612 12.41326 12.71232 12.57192
2 -398.1340 10.17341* 806.3547 12.36770 12.69946 12.59879
3 -393.6823 7.959049 796.2049* 12.35401* 12.61848* 12.53754*
4 -390.3065 5.830843 812.8859 12.37293 12.77010 12.60890
5 -388.1723 3.557008 862.6324 12.42946 13.15935 12.71788
6 -387.2921 1.413673 952.1123 12.52400 13.38660 12.86485
103
* indicates lag order selected by the criterion
LR: sequential modified LR test statistic (each test at 5% level)
FPE: Final prediction error
AIC: Akaike information criterion
SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
104
Lampiran 3. Uji Kointegrasi
Metode Johansen
IHK Umum
Date: 08/06/08 Time: 15:05
Sample (adjusted): 2002M03 2007M12
Included observations: 70 after adjustments
Trend assumption: Linear deterministic trend
Series: IHK_UM_D IHK_UM_K
Lags interval (in first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.131249 9.853901 15.49471 0.2921
At most 1 7.18E-05 0.005024 3.841466 0.9425
Trace test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.131249 9.848878 14.26460 0.2220
At most 1 7.18E-05 0.005024 3.841466 0.9425
Max-eigenvalue test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
IHK_UM_D IHK_UM_K
-0.270566 0.243038
0.322775 -0.228263
Unrestricted Adjustment Coefficients (alpha):
D(IHK_UM_D) 0.295280 0.013732
D(IHK_UM_K) -0.136604 0.025746
105
1 Cointegrating Equation(s): Log likelihood -272.6589
Normalized cointegrating coefficients (standard error in parentheses)
IHK_UM_D IHK_UM_K
1.000000 -0.898258
(0.04637)
Adjustment coefficients (standard error in parentheses)
D(IHK_UM_D) -0.079893
(0.05962)
D(IHK_UM_K) 0.036960
(0.10189)
Date: 08/04/08 Time: 19:02
Sample (adjusted): 2002M03 2007M12
Included observations: 70 after adjustments
Trend assumption: Linear deterministic trend
Series: IHK_UM_D4 IHK_UM_K
Lags interval (in first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.091318 9.450372 15.49471 0.3254
At most 1 0.038485 2.747194 3.841466 0.0974
Trace test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.091318 6.703178 14.26460 0.5248
At most 1 0.038485 2.747194 3.841466 0.0974
Max-eigenvalue test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
IHK_UM_D4 IHK_UM_K
-0.330466 0.351225
106
0.159402 -0.126463
Unrestricted Adjustment Coefficients (alpha):
D(IHK_UM_D4) -0.069002 0.473164
D(IHK_UM_K) -0.702589 0.415551
1 Cointegrating Equation(s): Log likelihood -309.6758
Normalized cointegrating coefficients (standard error in parentheses)
IHK_UM_D4 IHK_UM_K
1.000000 -1.062819
(0.04546)
Adjustment coefficients (standard error in parentheses)
D(IHK_UM_D4) 0.022803
(0.09851)
D(IHK_UM_K) 0.232181
(0.12471)
IHK Makanan
Date: 08/06/08 Time: 15:06
Sample (adjusted): 2002M03 2007M12
Included observations: 70 after adjustments
Trend assumption: Linear deterministic trend
Series: IHK_MKN_D IHK_MKN_K
Lags interval (in first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.138757 10.92556 15.49471 0.2161
At most 1 0.006678 0.469025 3.841466 0.4934
Trace test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
107
None 0.138757 10.45654 14.26460 0.1836
At most 1 0.006678 0.469025 3.841466 0.4934
Max-eigenvalue test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
IHK_MKN_D IHK_MKN_K
-0.424598 0.435450
0.258142 -0.198777
Unrestricted Adjustment Coefficients (alpha):
D(IHK_MKN_D) 0.431135 0.125175
D(IHK_MKN_K) -0.015645 0.188242
1 Cointegrating Equation(s): Log likelihood -263.7357
Normalized cointegrating coefficients (standard error in parentheses)
IHK_MKN_D IHK_MKN_K
1.000000 -1.025557
(0.04071)
Adjustment coefficients (standard error in parentheses)
D(IHK_MKN_D) -0.183059
(0.09778)
D(IHK_MKN_K) 0.006643
(0.12041)
Date: 08/04/08 Time: 19:09
Sample (adjusted): 2002M06 2007M12
Included observations: 67 after adjustments
Trend assumption: Linear deterministic trend
Series: IHK_MKN_D4 IHK_MKN_K
Lags interval (in first differences): 1 to 4
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None * 0.208135 17.60488 15.49471 0.0237
At most 1 0.028967 1.969443 3.841466 0.1605
108
Trace test indicates 1 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None * 0.208135 15.63544 14.26460 0.0302
At most 1 0.028967 1.969443 3.841466 0.1605
Max-eigenvalue test indicates 1 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
IHK_MKN_D4 IHK_MKN_K
-0.738253 0.953615
0.014697 0.039936
Unrestricted Adjustment Coefficients (alpha):
D(IHK_MKN_D4) 0.189940 0.402607
D(IHK_MKN_K) -0.519031 0.279892
1 Cointegrating Equation(s): Log likelihood -263.8365
Normalized cointegrating coefficients (standard error in parentheses)
IHK_MKN_D4 IHK_MKN_K
1.000000 -1.291719
(0.02062)
Adjustment coefficients (standard error in parentheses)
D(IHK_MKN_D4) -0.140223
(0.23413)
D(IHK_MKN_K) 0.383176
(0.18884)
109
IHK Sandang
Date: 08/06/08 Time: 15:06
Sample (adjusted): 2002M03 2007M12
Included observations: 70 after adjustments
Trend assumption: Linear deterministic trend
Series: IHK_SDG_D IHK_SDG_K
Lags interval (in first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.126757 14.99166 15.49471 0.0594
At most 1 * 0.075614 5.503796 3.841466 0.0190
Trace test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.126757 9.487866 14.26460 0.2478
At most 1 * 0.075614 5.503796 3.841466 0.0190
Max-eigenvalue test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
IHK_SDG_D IHK_SDG_K
-0.449034 0.326571
0.115101 -0.035918
Unrestricted Adjustment Coefficients (alpha):
D(IHK_SDG_D) 0.218261 0.188675
D(IHK_SDG_K) -0.410625 0.567087
1 Cointegrating Equation(s): Log likelihood -244.3482
Normalized cointegrating coefficients (standard error in parentheses)
IHK_SDG_D IHK_SDG_K
110
1.000000 -0.727276
(0.03331)
Adjustment coefficients (standard error in parentheses)
D(IHK_SDG_D) -0.098007
(0.04941)
D(IHK_SDG_K) 0.184385
(0.12861)
Date: 08/04/08 Time: 19:04
Sample (adjusted): 2002M03 2007M12
Included observations: 70 after adjustments
Trend assumption: Linear deterministic trend
Series: IHK_SDG_D4 IHK_SDG_K
Lags interval (in first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None * 0.183158 18.46109 15.49471 0.0173
At most 1 * 0.059572 4.299412 3.841466 0.0381
Trace test indicates 2 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.183158 14.16167 14.26460 0.0519
At most 1 * 0.059572 4.299412 3.841466 0.0381
Max-eigenvalue test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
IHK_SDG_D4 IHK_SDG_K
-0.279315 0.268926
0.130593 -0.076890
Unrestricted Adjustment Coefficients (alpha):
111
D(IHK_SDG_D4) 1.114809 0.199731
D(IHK_SDG_K) 0.002339 0.580166
1 Cointegrating Equation(s): Log likelihood -319.1461
Normalized cointegrating coefficients (standard error in parentheses)
IHK_SDG_D4 IHK_SDG_K
1.000000 -0.962803
(0.04118)
Adjustment coefficients (standard error in parentheses)
D(IHK_SDG_D4) -0.311383
(0.08569)
D(IHK_SDG_K) -0.000653
(0.08172)
IHK Perumahan
Date: 08/06/08 Time: 15:08
Sample (adjusted): 2002M03 2007M12
Included observations: 70 after adjustments
Trend assumption: Linear deterministic trend
Series: IHK_RMH_D IHK_RMH_K
Lags interval (in first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.118241 8.850065 15.49471 0.3794
At most 1 0.000592 0.041474 3.841466 0.8386
Trace test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.118241 8.808591 14.26460 0.3024
At most 1 0.000592 0.041474 3.841466 0.8386
Max-eigenvalue test indicates no cointegration at the 0.05 level
112
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
IHK_RMH_D IHK_RMH_K
-0.136598 0.157735
0.091139 -0.072753
Unrestricted Adjustment Coefficients (alpha):
D(IHK_RMH_D) -0.329644 0.109139
D(IHK_RMH_K) -1.065805 0.138475
1 Cointegrating Equation(s): Log likelihood -343.5967
Normalized cointegrating coefficients (standard error in parentheses)
IHK_RMH_D IHK_RMH_K
1.000000 -1.154736
(0.06650)
Adjustment coefficients (standard error in parentheses)
D(IHK_RMH_D) 0.045029
(0.07691)
D(IHK_RMH_K) 0.145587
(0.10746)
Date: 08/04/08 Time: 19:05
Sample (adjusted): 2002M03 2007M12
Included observations: 70 after adjustments
Trend assumption: Linear deterministic trend
Series: IHK_RMH_D4 IHK_RMH_K
Lags interval (in first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.087607 6.455765 15.49471 0.6416
At most 1 0.000540 0.037839 3.841466 0.8457
Trace test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
113
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.087607 6.417926 14.26460 0.5602
At most 1 0.000540 0.037839 3.841466 0.8457
Max-eigenvalue test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
IHK_RMH_D4 IHK_RMH_K
-0.086057 0.113728
0.019524 0.001530
Unrestricted Adjustment Coefficients (alpha):
D(IHK_RMH_D4) -0.464817 0.156484
D(IHK_RMH_K) -1.770852 0.060953
1 Cointegrating Equation(s): Log likelihood -446.5915
Normalized cointegrating coefficients (standard error in parentheses)
IHK_RMH_D4 IHK_RMH_K
1.000000 -1.321534
(0.12303)
Adjustment coefficients (standard error in parentheses)
D(IHK_RMH_D4) 0.040001
(0.07305)
D(IHK_RMH_K) 0.152395
(0.06660)
114
IHK Lainnya
Date: 08/06/08 Time: 15:09
Sample (adjusted): 2002M03 2007M12
Included observations: 70 after adjustments
Trend assumption: Linear deterministic trend
Series: IHK_LN_D IHK_LN_K
Lags interval (in first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.088559 6.512792 15.49471 0.6349
At most 1 0.000311 0.021796 3.841466 0.8825
Trace test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.088559 6.490997 14.26460 0.5510
At most 1 0.000311 0.021796 3.841466 0.8825
Max-eigenvalue test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
IHK_LN_D IHK_LN_K
-0.255600 0.121901
0.082670 -0.017587
Unrestricted Adjustment Coefficients (alpha):
D(IHK_LN_D) -0.029602 -0.042898
D(IHK_LN_K) -0.945566 -0.132222
1 Cointegrating Equation(s): Log likelihood -331.4169
Normalized cointegrating coefficients (standard error in parentheses)
IHK_LN_D IHK_LN_K
115
1.000000 -0.476922
(0.03210)
Adjustment coefficients (standard error in parentheses)
D(IHK_LN_D) 0.007566
(0.07655)
D(IHK_LN_K) 0.241687
(0.25436)
Date: 08/04/08 Time: 19:10
Sample (adjusted): 2002M04 2007M12
Included observations: 69 after adjustments
Trend assumption: Linear deterministic trend
Series: IHK_LN_D4 IHK_LN_K
Lags interval (in first differences): 1 to 2
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.050621 3.657289 15.49471 0.9292
At most 1 0.001057 0.072944 3.841466 0.7871
Trace test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.050621 3.584345 14.26460 0.9004
At most 1 0.001057 0.072944 3.841466 0.7871
Max-eigenvalue test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
IHK_LN_D4 IHK_LN_K
-0.196011 0.111435
0.099146 -0.032974
116
Unrestricted Adjustment Coefficients (alpha):
D(IHK_LN_D4) -0.086682 0.118639
D(IHK_LN_K) -1.500391 0.157974
1 Cointegrating Equation(s): Log likelihood -408.7531
Normalized cointegrating coefficients (standard error in parentheses)
IHK_LN_D4 IHK_LN_K
1.000000 -0.568516
(0.05810)
Adjustment coefficients (standard error in parentheses)
D(IHK_LN_D4) 0.016991
(0.09061)
D(IHK_LN_K) 0.294093
(0.20038)
Metode Engle-Granger
Perkotaan 4 Kota VS Pedesaan 29 Kabupaten
1. Komoditas Umum
Null Hypothesis: RESID_UM_DK has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.847839 0.0619
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
117
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_UM_DK)
Method: Least Squares
Date: 08/28/08 Time: 17:29
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_UM_DK(-1) -0.117922 0.063816 -1.847839 0.0689
R-squared 0.044780 Mean dependent var 0.059051
Adjusted R-squared 0.044780 S.D. dependent var 1.396071
S.E. of regression 1.364456 Akaike info criterion 3.473372
Sum squared resid 130.3217 Schwarz criterion 3.505241
Log likelihood -122.3047 Durbin-Watson stat 2.062836
Null Hypothesis: RESID_UM_KD has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.996190 0.0446
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_UM_KD)
Method: Least Squares
Date: 08/28/08 Time: 17:31
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_UM_KD(-1) -0.127344 0.063793 -1.996190 0.0498
R-squared 0.052849 Mean dependent var -0.057739
Adjusted R-squared 0.052849 S.D. dependent var 1.779693
S.E. of regression 1.732027 Akaike info criterion 3.950446
Sum squared resid 209.9942 Schwarz criterion 3.982315
Log likelihood -139.2408 Durbin-Watson stat 2.063190
118
2. Komoditas Sandang
Null Hypothesis: RESID_SDG_DK has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.171913 0.0019
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_SDG_DK)
Method: Least Squares
Date: 08/28/08 Time: 17:33
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_SDG_DK(-1) -0.246051 0.077572 -3.171913 0.0022
R-squared 0.125453 Mean dependent var 0.025229
Adjusted R-squared 0.125453 S.D. dependent var 1.622428
S.E. of regression 1.517250 Akaike info criterion 3.685661
Sum squared resid 161.1434 Schwarz criterion 3.717530
Log likelihood -129.8410 Durbin-Watson stat 1.990600
Null Hypothesis: RESID_SDG_KD has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.154128 0.0020
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
119
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_SDG_KD)
Method: Least Squares
Date: 08/28/08 Time: 17:34
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_SDG_KD(-1) -0.246487 0.078147 -3.154128 0.0024
R-squared 0.124402 Mean dependent var -0.014542
Adjusted R-squared 0.124402 S.D. dependent var 2.333377
S.E. of regression 2.183420 Akaike info criterion 4.413647
Sum squared resid 333.7127 Schwarz criterion 4.445515
Log likelihood -155.6845 Durbin-Watson stat 1.986735
3. Komoditas Perumahan
Null Hypothesis: RESID_RMH_DK has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.817016 0.0661
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_RMH_DK)
Method: Least Squares
Date: 08/28/08 Time: 17:36
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_RMH_DK(-1) -0.091120 0.050148 -1.817016 0.0735
R-squared 0.036157 Mean dependent var 0.262876
Adjusted R-squared 0.036157 S.D. dependent var 2.744921
S.E. of regression 2.694840 Akaike info criterion 4.834539
Sum squared resid 508.3515 Schwarz criterion 4.866408
Log likelihood -170.6261 Durbin-Watson stat 1.914360
120
Null Hypothesis: RESID_RMH_KD has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.911536 0.0539
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_RMH_KD)
Method: Least Squares
Date: 08/28/08 Time: 17:37
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_RMH_KD(-1) -0.099213 0.051902 -1.911536 0.0600
R-squared 0.043770 Mean dependent var -0.210241
Adjusted R-squared 0.043770 S.D. dependent var 2.701220
S.E. of regression 2.641442 Akaike info criterion 4.794511
Sum squared resid 488.4049 Schwarz criterion 4.826380
Log likelihood -169.2051 Durbin-Watson stat 1.907553
4. Komoditas Makanan
Null Hypothesis: RESID_MKN_DK has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.875746 0.0046
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
121
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_MKN_DK)
Method: Least Squares
Date: 08/28/08 Time: 17:38
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_MKN_DK(-1) -0.212483 0.073888 -2.875746 0.0053
R-squared 0.105656 Mean dependent var 0.002552
Adjusted R-squared 0.105656 S.D. dependent var 1.441689
S.E. of regression 1.363402 Akaike info criterion 3.471827
Sum squared resid 130.1205 Schwarz criterion 3.503696
Log likelihood -122.2499 Durbin-Watson stat 1.971422
Null Hypothesis: RESID_MKN_KD has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.952853 0.0037
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_MKN_KD)
Method: Least Squares
Date: 08/28/08 Time: 17:39
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_MKN_KD(-1) -0.217777 0.073751 -2.952853 0.0043
R-squared 0.110732 Mean dependent var 0.009145
Adjusted R-squared 0.110732 S.D. dependent var 1.509249
S.E. of regression 1.423237 Akaike info criterion 3.557729
Sum squared resid 141.7922 Schwarz criterion 3.589598
Log likelihood -125.2994 Durbin-Watson stat 1.969731
122
5. Komoditas Lainnya
Null Hypothesis: RESID_LN_DK has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.802803 0.0681
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_LN_DK)
Method: Least Squares
Date: 08/28/08 Time: 17:40
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_LN_DK(-1) -0.090968 0.050459 -1.802803 0.0757
R-squared 0.041311 Mean dependent var 0.093806
Adjusted R-squared 0.041311 S.D. dependent var 1.669884
S.E. of regression 1.635028 Akaike info criterion 3.835182
Sum squared resid 187.1322 Schwarz criterion 3.867050
Log likelihood -135.1489 Durbin-Watson stat 1.813461
Null Hypothesis: RESID_LN_KD has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.895380 0.0558
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
123
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_LN_KD)
Method: Least Squares
Date: 08/28/08 Time: 17:41
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_LN_KD(-1) -0.098982 0.052223 -1.895380 0.0622
R-squared 0.047340 Mean dependent var -0.148177
Adjusted R-squared 0.047340 S.D. dependent var 3.788387
S.E. of regression 3.697629 Akaike info criterion 5.467245
Sum squared resid 957.0724 Schwarz criterion 5.499114
Log likelihood -193.0872 Durbin-Watson stat 1.815849
Perkotaan 4 Kota VS Pedesaan 4 Kabupaten
1.Komoditas Umum
Null Hypothesis: RESID_UM_D4K has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.694208 0.0077
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_UM_D4K)
Method: Least Squares
Date: 08/28/08 Time: 17:51
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_UM_D4K(-1) -0.226612 0.084111 -2.694208 0.0088
R-squared 0.092087 Mean dependent var 0.098948
Adjusted R-squared 0.092087 S.D. dependent var 2.195456
S.E. of regression 2.091929 Akaike info criterion 4.328034
Sum squared resid 306.3316 Schwarz criterion 4.359903
Log likelihood -152.6452 Durbin-Watson stat 1.963361
124
Null Hypothesis: RESID_UM_KD4 has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.802199 0.0057
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_UM_KD4)
Method: Least Squares
Date: 08/28/08 Time: 17:52
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_UM_KD4(-1) -0.234391 0.083645 -2.802199 0.0066
R-squared 0.099524 Mean dependent var -0.082342
Adjusted R-squared 0.099524 S.D. dependent var 2.149831
S.E. of regression 2.040049 Akaike info criterion 4.277809
Sum squared resid 291.3259 Schwarz criterion 4.309677
Log likelihood -150.8622 Durbin-Watson stat 1.963637
2. Komoditas Sandang
Null Hypothesis: RESID_SDG_D4K has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.778326 0.0003
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
125
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_SDG_D4K)
Method: Least Squares
Date: 08/28/08 Time: 17:54
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_SDG_D4K(-1) -0.341062 0.090268 -3.778326 0.0003
R-squared 0.168967 Mean dependent var 0.066883
Adjusted R-squared 0.168967 S.D. dependent var 2.974875
S.E. of regression 2.711925 Akaike info criterion 4.847179
Sum squared resid 514.8177 Schwarz criterion 4.879048
Log likelihood -171.0749 Durbin-Watson stat 1.984957
Null Hypothesis: RESID_SDG_KD4 has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.766052 0.0003
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_SDG_KD4)
Method: Least Squares
Date: 08/28/08 Time: 17:55
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_SDG_KD4(-1) -0.337394 0.089588 -3.766052 0.0003
R-squared 0.168336 Mean dependent var -0.042860
Adjusted R-squared 0.168336 S.D. dependent var 3.281221
S.E. of regression 2.992330 Akaike info criterion 5.043966
Sum squared resid 626.7827 Schwarz criterion 5.075835
Log likelihood -178.0608 Durbin-Watson stat 1.984611
126
3.Komoditas Perumahan
Null Hypothesis: RESID_RMH_D4K has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.374021 0.0180
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_RMH_D4K)
Method: Least Squares
Date: 08/28/08 Time: 17:56
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_RMH_D4K(-1) -0.159125 0.067028 -2.374021 0.0203
R-squared 0.073291 Mean dependent var 0.250751
Adjusted R-squared 0.073291 S.D. dependent var 6.946488
S.E. of regression 6.687086 Akaike info criterion 6.652218
Sum squared resid 3130.198 Schwarz criterion 6.684086
Log likelihood -235.1537 Durbin-Watson stat 2.010944
Null Hypothesis: RESID_RMH_KD4 has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.483399 0.0136
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
127
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_RMH_KD4)
Method: Least Squares
Date: 08/28/08 Time: 17:58
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_RMH_KD4(-1) -0.167161 0.067311 -2.483399 0.0154
R-squared 0.080594 Mean dependent var -0.109010
Adjusted R-squared 0.080594 S.D. dependent var 5.425200
S.E. of regression 5.201990 Akaike info criterion 6.149944
Sum squared resid 1894.249 Schwarz criterion 6.181813
Log likelihood -217.3230 Durbin-Watson stat 1.991564
4.Komoditas Makanan
Null Hypothesis: RESID_MKN_D4K has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -5.021207 0.0000
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_MKN_D4K)
Method: Least Squares
Date: 08/28/08 Time: 17:59
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_MKN_D4K(-1) -0.533011 0.106152 -5.021207 0.0000
R-squared 0.264606 Mean dependent var 0.037530
Adjusted R-squared 0.264606 S.D. dependent var 2.313878
S.E. of regression 1.984268 Akaike info criterion 4.222361
Sum squared resid 275.6123 Schwarz criterion 4.254230
Log likelihood -148.8938 Durbin-Watson stat 1.928385
128
Null Hypothesis: RESID_MKN_KD4 has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -5.038481 0.0000
Test critical values: 1% level -2.597939
5% level -1.945456
10% level -1.613799
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_MKN_KD4)
Method: Least Squares
Date: 08/28/08 Time: 18:00
Sample (adjusted): 2002M02 2007M12
Included observations: 71 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_MKN_KD4(-1) -0.534200 0.106024 -5.038481 0.0000
R-squared 0.266027 Mean dependent var -0.022321
Adjusted R-squared 0.266027 S.D. dependent var 1.796074
S.E. of regression 1.538736 Akaike info criterion 3.713784
Sum squared resid 165.7397 Schwarz criterion 3.745653
Log likelihood -130.8393 Durbin-Watson stat 1.925495
5.Komoditas Lainnya
Null Hypothesis: RESID_LN_D4K has a unit root
Exogenous: None
Lag Length: 1 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.995190 0.0447
Test critical values: 1% level -2.598416
5% level -1.945525
10% level -1.613760
*MacKinnon (1996) one-sided p-values.
129
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_LN_D4K)
Method: Least Squares
Date: 08/28/08 Time: 18:01
Sample (adjusted): 2002M03 2007M12
Included observations: 70 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_LN_D4K(-1) -0.173203 0.086810 -1.995190 0.0500
D(RESID_LN_D4K(-1)) -0.291336 0.118936 -2.449527 0.0169
R-squared 0.184881 Mean dependent var 0.188404
Adjusted R-squared 0.172894 S.D. dependent var 3.776322
S.E. of regression 3.434391 Akaike info criterion 5.333712
Sum squared resid 802.0628 Schwarz criterion 5.397954
Log likelihood -184.6799 Durbin-Watson stat 2.054876
Null Hypothesis: RESID_LN_KD4 has a unit root
Exogenous: None
Lag Length: 1 (Automatic based on SIC, MAXLAG=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.094733 0.0356
Test critical values: 1% level -2.598416
5% level -1.945525
10% level -1.613760
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID_LN_KD4)
Method: Least Squares
Date: 08/28/08 Time: 18:02
Sample (adjusted): 2002M03 2007M12
Included observations: 70 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID_LN_KD4(-1) -0.180648 0.086239 -2.094733 0.0399
D(RESID_LN_KD4(-1)) -0.275006 0.118999 -2.311002 0.0239
R-squared 0.181759 Mean dependent var -0.274336
Adjusted R-squared 0.169726 S.D. dependent var 7.076251
S.E. of regression 6.447837 Akaike info criterion 6.593522
Sum squared resid 2827.073 Schwarz criterion 6.657765
Log likelihood -228.7733 Durbin-Watson stat 2.044775
130
Asymptoticcritical valuesresidual unit root test for cointegration(withconstant
term)
Number of variable Significance level
(incl. Y
t
) 1 % 5 % 10%
2 -3.90 -3.34 -3.04
3 -4.29 -3.37 -3.45
4 -4.64 -4.10 -3.81
5 -4.96 -4.42 -4.13
Source: DavidsonandMackinnon,1993
131
Lampiran 4. Uji VECM
IHK Komoditas Sandang
Vector Error Correction Estimates
Date: 08/04/08 Time: 19:11
Sample (adjusted): 2002M03 2007M12
Included observations: 70 after adjustments
Standard errors in ( ) & t-statistics in [ ]
Cointegrating Eq: CointEq1
IHK_SDG_D4(-1) 1.000000
IHK_SDG_K(-1) -0.962803
(0.04118)
[-23.3806]
C -1.716660
Error Correction: D(IHK_SDG_D4) D(IHK_SDG_K)
CointEq1 -0.311383 -0.000653
(0.08569) (0.08172)
[-3.63369] [-0.00799]
D(IHK_SDG_D4(-1)) -0.157285 -0.044769
(0.12250) (0.11683)
[-1.28397] [-0.38321]
D(IHK_SDG_K(-1)) -0.072287 0.076413
(0.15252) (0.14545)
[-0.47396] [ 0.52534]
C 1.416589 1.162392
(0.35520) (0.33875)
[ 3.98819] [ 3.43145]
R-squared 0.223296 0.006020
Adj. R-squared 0.187991 -0.039161
Sum sq. resids 434.8572 395.5142
S.E. equation 2.566855 2.447987
F-statistic 6.324807 0.133233
Log likelihood -163.2540 -159.9349
Akaike AIC 4.778685 4.683854
Schwarz SC 4.907171 4.812340
Mean dependent 1.162132 1.207852
S.D. dependent 2.848531 2.401417
Determinant resid covariance (dof adj.) 35.17676
132
Determinant resid covariance 31.27142
Log likelihood -319.1461
Akaike information criterion 9.404173
Schwarz criterion 9.725387
IHK Komoditas Makanan
Vector Error Correction Estimates
Date: 08/04/08 Time: 19:12
Sample (adjusted): 2002M06 2007M12
Included observations: 67 after adjustments
Standard errors in ( ) & t-statistics in [ ]
Cointegrating Eq: CointEq1
IHK_MKN_D4(-1) 1.000000
IHK_MKN_K(-1) -1.291719
(0.02062)
[-62.6574]
C 27.80987
Error Correction: D(IHK_MKN_D4) D(IHK_MKN_K)
CointEq1 -0.140223 0.383176
(0.23413) (0.18884)
[-0.59891] [ 2.02914]
D(IHK_MKN_D4(-1)) -0.196069 -0.168749
(0.25428) (0.20509)
[-0.77107] [-0.82281]
D(IHK_MKN_D4(-2)) -0.050024 -0.185262
(0.25268) (0.20379)
[-0.19798] [-0.90907]
D(IHK_MKN_D4(-3)) 0.209526 0.022250
(0.21611) (0.17430)
[ 0.96953] [ 0.12765]
D(IHK_MKN_D4(-4)) -0.046416 -0.226412
(0.18591) (0.14995)
[-0.24966] [-1.50995]
D(IHK_MKN_K(-1)) 0.470577 0.691618
(0.29056) (0.23435)
[ 1.61955] [ 2.95124]
133
D(IHK_MKN_K(-2)) 0.040304 -0.068888
(0.30478) (0.24582)
[ 0.13224] [-0.28024]
D(IHK_MKN_K(-3)) 0.105702 0.379793
(0.25286) (0.20394)
[ 0.41803] [ 1.86227]
D(IHK_MKN_K(-4)) -0.328943 -0.091591
(0.23269) (0.18767)
[-1.41366] [-0.48803]
C 1.075117 0.753723
(0.39552) (0.31900)
[ 2.71824] [ 2.36275]
R-squared 0.226337 0.331722
Adj. R-squared 0.104180 0.226205
Sum sq. resids 384.1142 249.8685
S.E. equation 2.595929 2.093719
F-statistic 1.852831 3.143765
Log likelihood -153.5682 -139.1630
Akaike AIC 4.882632 4.452627
Schwarz SC 5.211690 4.781685
Mean dependent 1.235742 0.926033
S.D. dependent 2.742725 2.380155
Determinant resid covariance (dof adj.) 12.46898
Determinant resid covariance 9.024664
Log likelihood -263.8365
Akaike information criterion 8.532432
Schwarz criterion 9.256361
134
Lampiran 5. Komoditas Match/Bersesuaian
KOMODITAS MAKANAN
>PADI-PADIAN, UMBI-UMBIAN DAN HSLNYA
BERAS
KETELA POHON
MIE KERING INSTANT
TEPUNG TERIGU
>DAGING DAN HASIL-HASILNYA
AYAM HIDUP
DAGING KAMBING
DAGING SAPI
>IKAN SEGAR
MUJAIR
TONGKOL
>IKAN DIAWETKAN
TERI
>TELUR SUSU DAN HASIL-HASILNYA
SUSU BUBUK
SUSU KENTAL MANIS
SUSU SAPI MURNI
TELUR AYAM RAS
TELUR ITIK
>SAYUR SAYURAN
BAYAM
BUNCIS
KACANG PANJANG
KANGKUNG
KENTANG
KETIMUN
KOL PUTIH/KUBIS
LABU SIAM/JIPANG
NANGKA MUDA
SAWI HIJAU
TAUGE/KECAMBAH
TERONG PANJANG
TOMAT SAYUR
WORTEL
>KACANG KACANGAN
KACANG HIJAU
KACANG TANAH
TAHU MENTAH
TEMPE
>BUAH BUAHAN
135
APEL
JERUK
NANAS
PEPAYA
PISANG
SALAK
TOMAT BUAH
>BUMBU BUMBUAN
ASAM
BAWANG MERAH
BAWANG PUTIH
PENYEDAP MASAKAN/VETSIN
GARAM
GULA MERAH
KECAP (ISI)
KEMIRI
LADA/MERICA
CABE MERAH
CABE RAWIT
TERASI UDANG
>LEMAK DAN MINYAK
KELAPA
MINYAK GORENG
>MAKANAN JADI
GADO-GADO
KUE KERING
>MINUMAN TIDAK BERALKOHOL
GULA PASIR
KOPI BUBUK
TEH
MINUMAN RINGAN
>TEMBAKAU DAN MINUMAN BERALKOHOL
ROKOK KRETEK
ROKOK PUTIH
TEMBAKAU
KOMODITAS PERUMAHAN
>BIAYA TEMPAT TINGGAL
BATU BATA/BATU TELA
GENTENG
KACA
KAYU BALOKAN
PAPAN
PASIR
SEMEN
136
SENG
>BAHAN BAKAR, PENERANGAN DAN AIR
BOLA LAMPU
MINYAK TANAH
>PERLENGKAPAN RUMAHTANGGA
KASUR
PANCI
>PENYELENGGARAAN RUMAHTANGGA
PEMBASMI NYAMUK BAKAR
SABUN CREAM DETERGEN
SABUN DETERGEN BUBUK
KOMODITAS SANDANG
>SANDANG LAKI-LAKI
CELANA DALAM PRIA
CELANA PANJANG SERSIN
KAOS KUTANG/SINGLET
SARUNG KATUN
>SANDANG WANITA
BH KATUN
KEBAYA
ROK LUAR MODEL BIASA
BAHAN BATIK
>SANDANG ANAK-ANAK
CELANA PENDEK
KAOS KUTANG
KEMEJA PENDEK
ROK
>BARANG PRIBADI DAN SANDANG LAINNYA
EMAS PERHIASAN
JAM TANGAN
ONGKOS JAHIT
KOMODITAS LAINNYA
>KESEHATAN
OBAT SAKIT KEPALA
>JASA PERAWATAN DAN JASMANI
TARIP GUNTING RAMBUT PRIA
>PERAWATAN JASMANI DAN KOSMETIK
BEDAK
MINYAK RAMBUT
PARFUM
PASTA GIGI
SABUN MANDI
>JASA PENDIDIKAN
SLTP
137
>PERLENGKAPAN/PERALATAN PENDIDIKN
PENSIL HITAM
>TRANSPOR
ANGKUTAN DALAM KOTA
BENSIN
SEPEDA
>KOMUNIKASI DAN PENGIRIMAN
BIAYA PENGIRIMAN BARANG
>SARANA DAN PENUNJANG TRANSPOR
BAN LUAR SEPEDA
138
RIWAYAT HIDUP
Penulis dilahirkan di Jakarta pada tanggal 21 Februari 1987 dari pasangan
Marsono dan Juwita Agung Budini dan merupakan anak kedua dari empat
bersaudara.
Tahun 1998 penulis menyelesaikan pendidikan dasar di SDN 15 Pagi
Cengkareng Timur, kemudian pada tahun 2001 penulis menyelesaikan pendidikan
menengah pertama di SLTPN 45 Cengkareng. Pada tahun 2004, penulis lulus dari
SMUN 78 Jakarta dan pada tahun yang sama mendapat kesempatan mengikuti
pendidikan di Sekolah Tinggi Ilmu Statistik.
Akhirnya pada tahun keempat (tahun 2008) penulis berhasil
menyelesaikan pendidikan Program D IV di Sekolah Tinggi Ilmu Statistik.