Null Hypothesis: D(GDPC1ST) has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=12)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -7.599854 0.0000

Test critical values: 1% level -3.487046
5% level -2.886290
10% level -2.580046

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(GDPC1ST,2)
Method: Least Squares
Date: 12/12/19 Time: 20:28
Sample (adjusted): 1970Q3 1999Q3
Included observations: 117 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(GDPC1ST(-1)) -0.669851 0.088140 -7.599854 0.0000

C 122.9793 27.62934 4.451041 0.0000

R-squared 0.334328 Mean dependent var 3.950545

Adjusted R-squared 0.328540 S.D. dependent var 300.4570
S.E. of regression 246.2025 Akaike info criterion 13.86713
Sum squared resid 6970804. Schwarz criterion 13.91435
Log likelihood -809.2272 Hannan-Quinn criter. 13.88630
F-statistic 57.75777 Durbin-Watson stat 2.083894
Prob(F-statistic) 0.000000

Signifikan pada 1st dif dengan prob<0,01.

Null Hypothesis: D(PB1ST) has a unit root
Exogenous: Constant
Lag Length: 4 (Automatic - based on SIC, maxlag=12)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -4.294508 0.0007

Test critical values: 1% level -3.489117
5% level -2.887190
10% level -2.580525

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(PB1ST,2)
Method: Least Squares
Date: 12/12/19 Time: 20:31
Sample (adjusted): 1971Q3 1999Q3
Included observations: 113 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(PB1ST(-1)) -0.809996 0.188612 -4.294508 0.0000

D(PB1ST(-1),2) -0.093079 0.180036 -0.517001 0.6062
D(PB1ST(-2),2) -0.192756 0.160518 -1.200836 0.2325
D(PB1ST(-3),2) -0.038426 0.128913 -0.298075 0.7662
D(PB1ST(-4),2) 0.202162 0.095035 2.127242 0.0357
C 1.316525 0.662473 1.987289 0.0494

R-squared 0.553524 Mean dependent var -0.003245

Adjusted R-squared 0.532660 S.D. dependent var 9.193128
S.E. of regression 6.284629 Akaike info criterion 6.565726
Sum squared resid 4226.132 Schwarz criterion 6.710543
Log likelihood -364.9635 Hannan-Quinn criter. 6.624492
F-statistic 26.53087 Durbin-Watson stat 1.958599
Prob(F-statistic) 0.000000

Signifikan pada 1st dif dengan prob<0,01.

Null Hypothesis: D(PCH1ST) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=12)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -12.21219 0.0000

Test critical values: 1% level -3.487046
5% level -2.886290
10% level -2.580046

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(PCH1ST,2)
Method: Least Squares
Date: 12/12/19 Time: 20:33
Sample (adjusted): 1970Q3 1999Q3
Included observations: 117 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(PCH1ST(-1)) -1.128772 0.092430 -12.21219 0.0000

C 0.620331 0.403649 1.536809 0.1271

R-squared 0.564621 Mean dependent var 0.022564

Adjusted R-squared 0.560835 S.D. dependent var 6.539817
S.E. of regression 4.333907 Akaike info criterion 5.787762
Sum squared resid 2160.016 Schwarz criterion 5.834979
Log likelihood -336.5841 Hannan-Quinn criter. 5.806931
F-statistic 149.1375 Durbin-Watson stat 2.022640
Prob(F-statistic) 0.000000

Sama
Null Hypothesis: D(PF1ST) has a unit root
Exogenous: Constant
Lag Length: 4 (Automatic - based on SIC, maxlag=12)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -7.993165 0.0000

Test critical values: 1% level -3.489117
5% level -2.887190
10% level -2.580525

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(PF1ST,2)
Method: Least Squares
Date: 12/12/19 Time: 20:33
Sample (adjusted): 1971Q3 1999Q3
Included observations: 113 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(PF1ST(-1)) -1.242632 0.155462 -7.993165 0.0000

D(PF1ST(-1),2) 0.494931 0.142873 3.464137 0.0008
D(PF1ST(-2),2) 0.413088 0.122564 3.370380 0.0010
D(PF1ST(-3),2) 0.327394 0.102360 3.198466 0.0018
D(PF1ST(-4),2) 0.567369 0.079650 7.123322 0.0000
C 1.838323 0.646738 2.842455 0.0054

R-squared 0.614331 Mean dependent var 0.074336

Adjusted R-squared 0.596309 S.D. dependent var 10.17484
S.E. of regression 6.464757 Akaike info criterion 6.622244
Sum squared resid 4471.859 Schwarz criterion 6.767061
Log likelihood -368.1568 Hannan-Quinn criter. 6.681009
F-statistic 34.08802 Durbin-Watson stat 1.912163
Prob(F-statistic) 0.000000

Sig
Null Hypothesis: D(PT1ST) has a unit root
Exogenous: Constant
Lag Length: 4 (Automatic - based on SIC, maxlag=12)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -6.803056 0.0000

Test critical values: 1% level -3.489117
5% level -2.887190
10% level -2.580525

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(PT1ST,2)
Method: Least Squares
Date: 12/12/19 Time: 20:34
Sample (adjusted): 1971Q3 1999Q3
Included observations: 113 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(PT1ST(-1)) -1.522385 0.223780 -6.803056 0.0000

D(PT1ST(-1),2) 0.568248 0.199439 2.849229 0.0053
D(PT1ST(-2),2) 0.439395 0.160366 2.739960 0.0072
D(PT1ST(-3),2) 0.152678 0.128375 1.189316 0.2369
D(PT1ST(-4),2) 0.352843 0.092035 3.833800 0.0002
C 0.617905 0.353260 1.749150 0.0831

R-squared 0.630691 Mean dependent var 0.056991

Adjusted R-squared 0.613434 S.D. dependent var 5.866101
S.E. of regression 3.647215 Akaike info criterion 5.477441
Sum squared resid 1423.333 Schwarz criterion 5.622258
Log likelihood -303.4754 Hannan-Quinn criter. 5.536206
F-statistic 36.54612 Durbin-Watson stat 1.992048
Prob(F-statistic) 0.000000