Nama : Fikhi Cahyani

NIM : 1800010127
Kelas : C/EP
Ekonometrika II

Uji Akar Unit – Pendekatan Augmented Dickey-Fuller (ADF)

ADF Level ADF First Diff
Nama
Trend & Trend &
Variabel None Intercept None Intercept
Intercept Intercept

0.1022 0.1031 0.0003 0.0017

0.0000
Variabel 1  0.8908 µ = 0.0045 µ = 0.3098
µ = 0.0121   µ = 0.4209
δ = 0.0450 δ = 0.4606
0.0199 0.0683 0.0037 0.0015
0.0683
Variabel 2 0.1941 µ = 0.0037 µ = 0.8080
µ = 0.0043   µ = 0.3336
δ = 0.3336 δ = 0.9872
0.5986 0.7938 0.0000 0.0001
0.0000
Variabel 3 0.0572 µ = 0.1322 µ = 0.0876
µ = 0.1888   µ = 0.0767
δ = 0.2516 δ = 0.3182
Noted: *,**,*** tanda signifikansi pada level 1%, 5% dan 10%. Uji akar unit pendekatan ADF
menggunakan pendekatan Akaike Info Criterion (AIC) untuk mendapatkan lag optimum.
Uji Akar Unit – Pendekatan Philips-Perron (PP)
PP Level PP First Diff
Nama
Trend & Trend &
Variabel None Intercept None Intercept
Intercept Intercept
0.1031 0.2776 0.0004 0.0025
0.9808
Variabel 1 µ = 0.0125 0.0000 µ = 0.3095
  µ = 0.0121 µ = 0.4209
δ = 0.3931 δ = 0.4606
0.0000 0.0000 0.0000 0.0000
0.0012 0.0000
Variabel 2 µ = 0.1588 µ = 0.9691
  µ = 0.0074   µ = 0.9013
δ = 0.8497 δ = 0.9836
0.5960 0.7938 0.0000 0.0001
0.0481 0.0000
Variabel 3 µ = 0.1322 µ = 0.0876
  µ = 0.1888   µ = 0.0767
δ = 0.2516 δ = 0.3182
Noted: *,**,*** tanda signifikansi pada level 1%, 5% dan 10%.
Analisis:
Berdasarkan hasil uji akar unit dengan pendekatan ADF dan PP menunjukkan bahwa variabel
GDP, Government Spending dan Invesment adalah stasioner pada I(1) dengan menggunakan
intercept dan tidak stasioner secara konsisten pada I(0) baik menggunakan intercept, trend &
intercept serta none.
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

LAMPIRAN
ADF Variabel 1
Level First Diff
None

Null Hypothesis: HARGA_SAHAM has a unit root Null Hypothesis: D(HARGA_SAHAM) has a unit root
Exogenous: None Exogenous: None
Lag Length: 0 (Automatic - based on AIC, maxlag=9) Lag Length: 0 (Automatic - based on AIC, maxlag=9)

t-Statistic   Prob.* t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic  0.857111  0.8908 Augmented Dickey-Fuller test statistic -4.927872  0.0000
Test critical values: 1% level -2.632688 Test critical values: 1% level -2.634731
5% level -1.950687 5% level -1.951000
10% level -1.611059 10% level -1.610907

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

Augmented Dickey-Fuller Test Equation Augmented Dickey-Fuller Test Equation

Dependent Variable: D(HARGA_SAHAM) Dependent Variable: D(HARGA_SAHAM,2)
Method: Least Squares Method: Least Squares
Date: 10/12/20 Time: 01:08 Date: 10/12/20 Time: 01:09
Sample (adjusted): 2 36 Sample (adjusted): 3 36
Included observations: 35 after adjustments Included observations: 34 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.   Variable Coefficient Std. Error t-Statistic Prob.  

HARGA_SAHAM(- D(HARGA_SAHAM(-
1) 0.004117 0.004803 0.857111 0.3974 1)) -0.885207 0.179633 -4.927872 0.0000

    Mean dependent R-squared 0.423555    Mean dependent var 5.738824

R-squared -0.006982 var 28.72686 Adjusted R-squared 0.423555    S.D. dependent var 230.7388
Adjusted R-squared -0.006982    S.D. dependent var 171.9266 S.E. of regression 175.1861    Akaike info criterion 13.19854
S.E. of regression 172.5257    Akaike info criterion 13.16713 Sum squared resid 1012775.    Schwarz criterion 13.24344
Sum squared resid 1012015.    Schwarz criterion 13.21156 Log likelihood -223.3753    Hannan-Quinn criter. 13.21385
    Hannan-Quinn
Durbin-Watson stat 1.907679
Log likelihood -229.4247 criter. 13.18247
Durbin-Watson stat 1.744047

Intercept

Null Hypothesis: HARGA_SAHAM has a unit root Null Hypothesis: D(HARGA_SAHAM) has a unit root
Exogenous: Constant Exogenous: Constant
Lag Length: 0 (Automatic - based on AIC, maxlag=9) Lag Length: 0 (Automatic - based on AIC, maxlag=9)

t-Statistic   Prob.* t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic -2.601925  0.1022 Augmented Dickey-Fuller test statistic -4.966484  0.0003
Test critical values: 1% level -3.632900 Test critical values: 1% level -3.639407
5% level -2.948404 5% level -2.951125
10% level -2.612874 10% level -2.614300
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

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

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

Augmented Dickey-Fuller Test Equation

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(HARGA_SAHAM)
Dependent Variable: D(HARGA_SAHAM,2)
Method: Least Squares
Method: Least Squares
Date: 10/12/20 Time: 01:08
Date: 10/12/20 Time: 01:10
Sample (adjusted): 2 36
Sample (adjusted): 3 36
Included observations: 35 after adjustments
Included observations: 34 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.  
Variable Coefficient Std. Error t-Statistic Prob.  
HARGA_SAHAM(-1) -0.218089 0.083818 -2.601925 0.0138 D(HARGA_SAHAM(-
C 1350.975 508.8904 2.654746 0.0121 1)) -0.903938 0.182008 -4.966484 0.0000
C 24.82068 30.44135 0.815361 0.4209
    Mean dependent
R-squared 0.170229 var 28.72686
R-squared 0.435287    Mean dependent var 5.738824
Adjusted R-squared 0.145085    S.D. dependent var 171.9266
Adjusted R-squared 0.417640    S.D. dependent var 230.7388
S.E. of regression 158.9662    Akaike info criterion 13.03071
S.E. of regression 176.0826    Akaike info criterion 13.23681
Sum squared resid 833918.1    Schwarz criterion 13.11958
Sum squared resid 992162.6    Schwarz criterion 13.32659
    Hannan-Quinn
Log likelihood -223.0257    Hannan-Quinn criter. 13.26743
Log likelihood -226.0373 criter. 13.06139
F-statistic 24.66596    Durbin-Watson stat 1.914672
F-statistic 6.770015    Durbin-Watson stat 1.722065
Prob(F-statistic) 0.000022
Prob(F-statistic) 0.013774

Trend and Intercept

Null Hypothesis: HARGA_SAHAM has a unit root Null Hypothesis: D(HARGA_SAHAM) has a unit root
Exogenous: Constant, Linear Trend Exogenous: Constant, Linear Trend
Lag Length: 7 (Automatic - based on AIC, maxlag=9) Lag Length: 0 (Automatic - based on AIC, maxlag=9)

t-Statistic   Prob.* t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic -3.208881  0.1031 Augmented Dickey-Fuller test statistic -4.957149  0.0017
Test critical values: 1% level -4.323979 Test critical values: 1% level -4.252879
5% level -3.580622 5% level -3.548490
10% level -3.225334 10% level -3.207094

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

Augmented Dickey-Fuller Test Equation Augmented Dickey-Fuller Test Equation

Dependent Variable: D(HARGA_SAHAM) Dependent Variable: D(HARGA_SAHAM,2)
Method: Least Squares Method: Least Squares
Date: 10/12/20 Time: 01:09 Date: 10/12/20 Time: 01:10
Sample (adjusted): 9 36 Sample (adjusted): 3 36
Included observations: 28 after adjustments Included observations: 34 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.   Variable Coefficient Std. Error t-Statistic Prob.  

HARGA_SAHAM(-1) -0.981567 0.305891 -3.208881 0.0049 D(HARGA_SAHAM(-

D(HARGA_SAHAM(- 1)) -0.940691 0.189765 -4.957149 0.0000
1)) 0.664484 0.281432 2.361084 0.0297 C 69.95349 67.74177 1.032649 0.3098
D(HARGA_SAHAM(- @TREND("1") -2.397673 3.209241 -0.747115 0.4606
2)) 0.609712 0.285506 2.135548 0.0467
D(HARGA_SAHAM(- 0.328396 0.271328 1.210328 0.2418 R-squared 0.445275    Mean dependent var 5.738824
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

3))
D(HARGA_SAHAM(-
4)) 0.389663 0.253447 1.537457 0.1416
D(HARGA_SAHAM(-
5)) 0.167262 0.234554 0.713107 0.4849
D(HARGA_SAHAM(-
6)) 0.313682 0.219559 1.428688 0.1702
D(HARGA_SAHAM(-
7)) 0.293525 0.229231 1.280477 0.2166
C 5691.232 1751.659 3.249052 0.0045 Adjusted R-squared 0.409487    S.D. dependent var 230.7388
@TREND("1") 15.43667 7.164216 2.154691 0.0450 S.E. of regression 177.3109    Akaike info criterion 13.27778
Sum squared resid 974613.8    Schwarz criterion 13.41246
    Mean dependent Log likelihood -222.7223    Hannan-Quinn criter. 13.32371
R-squared 0.430381 var 15.55286 F-statistic 12.44179    Durbin-Watson stat 1.887901
    S.D. dependent Prob(F-statistic) 0.000108
Adjusted R-squared 0.145572 var 188.5669
    Akaike info
S.E. of regression 174.3023 criterion 13.43191
Sum squared resid 546863.4    Schwarz criterion 13.90770
    Hannan-Quinn
Log likelihood -178.0468 criter. 13.57737
    Durbin-Watson
F-statistic 1.511120 stat 2.023905
Prob(F-statistic) 0.217667

PP Variabel 1
Level First Diff
None

Null Hypothesis: HARGA_SAHAM has a unit root Null Hypothesis: D(HARGA_SAHAM) has a unit root
Exogenous: None Exogenous: None
Bandwidth: 4 (Newey-West automatic) using Bartlett kernel Bandwidth: 4 (Newey-West automatic) using Bartlett kernel

Adj. t-Stat   Prob.* Adj. t-Stat   Prob.*

Phillips-Perron test statistic  0.879524  0.8945 Phillips-Perron test statistic -4.847701  0.0000
Test critical values: 1% level -2.632688 Test critical values: 1% level -2.634731
5% level -1.950687 5% level -1.951000
10% level -1.611059 10% level -1.610907

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

Residual variance (no correction)  28914.70 Residual variance (no correction)  29787.51
HAC corrected variance (Bartlett kernel)  27685.84 HAC corrected variance (Bartlett kernel)  24727.15

Phillips-Perron Test Equation Phillips-Perron Test Equation

Dependent Variable: D(HARGA_SAHAM) Dependent Variable: D(HARGA_SAHAM,2)
Method: Least Squares Method: Least Squares
Date: 10/12/20 Time: 01:16 Date: 10/12/20 Time: 01:17
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

Sample (adjusted): 2 36
Included observations: 35 after adjustments Sample (adjusted): 3 36
Included observations: 34 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.  
Variable Coefficient Std. Error t-Statistic Prob.  
HARGA_SAHAM(-
1) 0.004117 0.004803 0.857111 0.3974 D(HARGA_SAHAM(-
1)) -0.885207 0.179633 -4.927872 0.0000
    Mean dependent
R-squared -0.006982 var 28.72686 R-squared 0.423555    Mean dependent var 5.738824
Adjusted R-squared -0.006982    S.D. dependent var 171.9266 Adjusted R-squared 0.423555    S.D. dependent var 230.7388
S.E. of regression 172.5257    Akaike info criterion 13.16713 S.E. of regression 175.1861    Akaike info criterion 13.19854
Sum squared resid 1012015.    Schwarz criterion 13.21156 Sum squared resid 1012775.    Schwarz criterion 13.24344
    Hannan-Quinn Log likelihood -223.3753    Hannan-Quinn criter. 13.21385
Log likelihood -229.4247 criter. 13.18247 Durbin-Watson stat 1.907679
Durbin-Watson stat 1.744047

Intercept

Null Hypothesis: HARGA_SAHAM has a unit root Null Hypothesis: D(HARGA_SAHAM) has a unit root
Exogenous: Constant Exogenous: Constant
Bandwidth: 4 (Newey-West automatic) using Bartlett kernel Bandwidth: 5 (Newey-West automatic) using Bartlett kernel

Adj. t-Stat   Prob.* Adj. t-Stat   Prob.*

Phillips-Perron test statistic -2.597201  0.1031 Phillips-Perron test statistic -4.859878  0.0004
Test critical values: 1% level -3.632900 Test critical values: 1% level -3.639407
5% level -2.948404 5% level -2.951125
10% level -2.612874 10% level -2.614300

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

Residual variance (no correction)  23826.23 Residual variance (no correction)  29181.25
HAC corrected variance (Bartlett kernel)  22818.12 HAC corrected variance (Bartlett kernel)  20458.09

Phillips-Perron Test Equation Phillips-Perron Test Equation

Dependent Variable: D(HARGA_SAHAM) Dependent Variable: D(HARGA_SAHAM,2)
Method: Least Squares Method: Least Squares
Date: 10/12/20 Time: 01:16 Date: 10/12/20 Time: 01:18
Sample (adjusted): 2 36 Sample (adjusted): 3 36
Included observations: 35 after adjustments Included observations: 34 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.   Variable Coefficient Std. Error t-Statistic Prob.  

HARGA_SAHAM(- D(HARGA_SAHAM(-
1) -0.218089 0.083818 -2.601925 0.0138 1)) -0.903938 0.182008 -4.966484 0.0000
C 1350.975 508.8904 2.654746 0.0121 C 24.82068 30.44135 0.815361 0.4209

    Mean dependent R-squared 0.435287    Mean dependent var 5.738824

R-squared 0.170229 var 28.72686 Adjusted R-squared 0.417640    S.D. dependent var 230.7388
Adjusted R-squared 0.145085    S.D. dependent var 171.9266 S.E. of regression 176.0826    Akaike info criterion 13.23681
S.E. of regression 158.9662    Akaike info criterion 13.03071 Sum squared resid 992162.6    Schwarz criterion 13.32659
Sum squared resid 833918.1    Schwarz criterion 13.11958 Log likelihood -223.0257    Hannan-Quinn criter. 13.26743
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

    Hannan-Quinn
Log likelihood -226.0373 criter. 13.06139 F-statistic 24.66596    Durbin-Watson stat 1.914672
F-statistic 6.770015    Durbin-Watson stat 1.722065 Prob(F-statistic) 0.000022
Prob(F-statistic) 0.013774

Trend and Intercept

Null Hypothesis: HARGA_SAHAM has a unit root

Exogenous: Constant, Linear Trend Null Hypothesis: D(HARGA_SAHAM) has a unit root
Bandwidth: 3 (Newey-West automatic) using Bartlett kernel Exogenous: Constant, Linear Trend
Bandwidth: 6 (Newey-West automatic) using Bartlett kernel
Adj. t-Stat   Prob.*
Adj. t-Stat   Prob.*
Phillips-Perron test statistic -2.611978  0.2776
Test critical values: 1% level -4.243644 Phillips-Perron test statistic -4.809048  0.0025
5% level -3.544284 Test critical values: 1% level -4.252879
10% level -3.204699 5% level -3.548490
10% level -3.207094
*MacKinnon (1996) one-sided p-values.
*MacKinnon (1996) one-sided p-values.

Residual variance (no correction)  23280.97

HAC corrected variance (Bartlett kernel)  26457.57 Residual variance (no correction)  28665.11
HAC corrected variance (Bartlett kernel)  17117.33

Phillips-Perron Test Equation

Dependent Variable: D(HARGA_SAHAM) Phillips-Perron Test Equation
Method: Least Squares Dependent Variable: D(HARGA_SAHAM,2)
Date: 10/12/20 Time: 01:17 Method: Least Squares
Sample (adjusted): 2 36 Date: 10/12/20 Time: 01:18
Included observations: 35 after adjustments Sample (adjusted): 3 36
Included observations: 34 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.  
Variable Coefficient Std. Error t-Statistic Prob.  
HARGA_SAHAM(-
1) -0.280516 0.110811 -2.531477 0.0165 D(HARGA_SAHAM(-
C 1674.649 633.0384 2.645414 0.0125 1)) -0.940691 0.189765 -4.957149 0.0000
@TREND("1") 3.045016 3.517342 0.865715 0.3931 C 69.95349 67.74177 1.032649 0.3098
@TREND("1") -2.397673 3.209241 -0.747115 0.4606
    Mean dependent
R-squared 0.189218 var 28.72686 R-squared 0.445275    Mean dependent var 5.738824
Adjusted R-squared 0.138544    S.D. dependent var 171.9266 Adjusted R-squared 0.409487    S.D. dependent var 230.7388
S.E. of regression 159.5731    Akaike info criterion 13.06470 S.E. of regression 177.3109    Akaike info criterion 13.27778
Sum squared resid 814834.1    Schwarz criterion 13.19801 Sum squared resid 974613.8    Schwarz criterion 13.41246
    Hannan-Quinn Log likelihood -222.7223    Hannan-Quinn criter. 13.32371
Log likelihood -225.6322 criter. 13.11072 F-statistic 12.44179    Durbin-Watson stat 1.887901
F-statistic 3.734040    Durbin-Watson stat 1.667148 Prob(F-statistic) 0.000108
Prob(F-statistic) 0.034871
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

ADF Variabel 2
Level First Diff
None

Null Hypothesis: INFLASI has a unit root

Exogenous: None
Lag Length: 5 (Automatic - based on AIC, maxlag=9) Null Hypothesis: D(INFLASI) has a unit root
Exogenous: None
t-Statistic   Prob.* Lag Length: 4 (Automatic - based on AIC, maxlag=9)

Augmented Dickey-Fuller test statistic -1.235206  0.1941 t-Statistic   Prob.*

Test critical
values: 1% level -2.644302 Augmented Dickey-Fuller test statistic -5.216185  0.0000
5% level -1.952473 Test critical values: 1% level -2.644302
10% level -1.610211 5% level -1.952473
10% level -1.610211
*MacKinnon (1996) one-sided p-values.
*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(INFLASI) Augmented Dickey-Fuller Test Equation
Method: Least Squares Dependent Variable: D(INFLASI,2)
Date: 10/12/20 Time: 01:20 Method: Least Squares
Sample (adjusted): 7 36 Date: 10/12/20 Time: 01:21
Included observations: 30 after adjustments Sample (adjusted): 7 36
Included observations: 30 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.  
Variable Coefficient Std. Error t-Statistic Prob.  
INFLASI(-1) -0.186703 0.151151 -1.235206 0.2287
D(INFLASI(-1)) -0.250652 0.218270 -1.148362 0.2621 D(INFLASI(-1)) -3.323457 0.637143 -5.216185 0.0000
D(INFLASI(-2)) -0.530415 0.190663 -2.781951 0.0104 D(INFLASI(-1),2) 1.946422 0.495930 3.924789 0.0006
D(INFLASI(-3)) -0.417127 0.197386 -2.113251 0.0452 D(INFLASI(-2),2) 1.303277 0.394237 3.305818 0.0029
D(INFLASI(-4)) -0.512296 0.173519 -2.952386 0.0069 D(INFLASI(-3),2) 0.814493 0.269198 3.025622 0.0057
D(INFLASI(-5)) -0.250820 0.181318 -1.383315 0.1793 D(INFLASI(-4),2) 0.250350 0.183214 1.366434 0.1840

R-squared 0.519447    Mean dependent var -0.011667 R-squared 0.736545    Mean dependent var -0.003333
Adjusted R- Adjusted R-squared 0.694392    S.D. dependent var 0.403966
squared 0.419332    S.D. dependent var 0.290031
S.E. of regression 0.223320    Akaike info criterion -0.009413
S.E. of regression 0.221008    Akaike info criterion -0.004380
Sum squared resid 1.246792    Schwarz criterion 0.224120
Sum squared
resid 1.172268    Schwarz criterion 0.275859 Log likelihood 5.141201    Hannan-Quinn criter. 0.065296
Log likelihood 6.065700    Hannan-Quinn criter. 0.085271 Durbin-Watson stat 1.801112
Durbin-Watson
stat 1.780376

Intercept

Null Hypothesis: INFLASI has a unit root Null Hypothesis: D(INFLASI) has a unit root
Exogenous: Constant Exogenous: Constant
Lag Length: 9 (Automatic - based on AIC, maxlag=9) Lag Length: 4 (Automatic - based on AIC, maxlag=9)
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic -3.408601  0.0199

Test critical
values: 1% level -3.711457 t-Statistic   Prob.*
5% level -2.981038
10% level -2.629906 Augmented Dickey-Fuller test statistic -5.205421  0.0002
Test critical values: 1% level -3.670170
*MacKinnon (1996) one-sided p-values. 5% level -2.963972
10% level -2.621007

Augmented Dickey-Fuller Test Equation *MacKinnon (1996) one-sided p-values.

Dependent Variable: D(INFLASI)
Method: Least Squares
Date: 10/12/20 Time: 01:20 Augmented Dickey-Fuller Test Equation
Sample (adjusted): 11 36 Dependent Variable: D(INFLASI,2)
Included observations: 26 after adjustments Method: Least Squares
Date: 10/12/20 Time: 01:21
Variable Coefficient Std. Error t-Statistic Prob.   Sample (adjusted): 7 36
Included observations: 30 after adjustments
INFLASI(-1) -3.496063 1.025659 -3.408601 0.0039
D(INFLASI(-1)) 2.686514 0.891526 3.013388 0.0087 Variable Coefficient Std. Error t-Statistic Prob.  
D(INFLASI(-2)) 2.439852 0.850919 2.867314 0.0117
D(INFLASI(-3)) 2.123276 0.802907 2.644487 0.0184 D(INFLASI(-1)) -3.391461 0.651525 -5.205421 0.0000
D(INFLASI(-4)) 1.782631 0.726348 2.454239 0.0268 D(INFLASI(-1),2) 1.997394 0.506699 3.941970 0.0006
D(INFLASI(-5)) 1.469019 0.620533 2.367351 0.0318 D(INFLASI(-2),2) 1.345390 0.403144 3.337246 0.0027
D(INFLASI(-6)) 1.360544 0.487061 2.793375 0.0136 D(INFLASI(-3),2) 0.840127 0.274627 3.059160 0.0054
D(INFLASI(-7)) 1.105799 0.413265 2.675761 0.0173 D(INFLASI(-4),2) 0.269678 0.187300 1.439820 0.1628
D(INFLASI(-8)) 0.407486 0.310204 1.313606 0.2087 C -0.028707 0.041757 -0.687474 0.4984
D(INFLASI(-9)) 0.305043 0.195533 1.560062 0.1396
C 0.896321 0.266963 3.357476 0.0043 R-squared 0.741633    Mean dependent var -0.003333
Adjusted R-squared 0.687807    S.D. dependent var 0.403966
R-squared 0.795675    Mean dependent var 0.012692 S.E. of regression 0.225713    Akaike info criterion 0.037752
Adjusted R- Sum squared resid 1.222713    Schwarz criterion 0.317992
squared 0.659459    S.D. dependent var 0.288438 Log likelihood 5.433718    Hannan-Quinn criter. 0.127403
S.E. of regression 0.168321    Akaike info criterion -0.429786 F-statistic 13.77822    Durbin-Watson stat 1.795212
Sum squared Prob(F-statistic) 0.000002
resid 0.424977    Schwarz criterion 0.102486
Log likelihood 16.58722    Hannan-Quinn criter. -0.276511
F-statistic 5.841261    Durbin-Watson stat 2.080977
Prob(F-statistic) 0.001238

Trend and Intercept

Null Hypothesis: INFLASI has a unit root Null Hypothesis: D(INFLASI) has a unit root
Exogenous: Constant, Linear Trend Exogenous: Constant, Linear Trend
Lag Length: 9 (Automatic - based on AIC, maxlag=9) Lag Length: 4 (Automatic - based on AIC, maxlag=9)

t-Statistic   Prob.* t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic -3.436232  0.0683 Augmented Dickey-Fuller test statistic -5.077363  0.0015
Test critical Test critical values: 1% level -4.296729
values: 1% level -4.356068 5% level -3.568379
5% level -3.595026 10% level -3.218382
10% level -3.233456
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

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

Augmented Dickey-Fuller Test Equation *MacKinnon (1996) one-sided p-values.

Dependent Variable: D(INFLASI)
Method: Least Squares
Date: 10/12/20 Time: 01:20 Augmented Dickey-Fuller Test Equation
Sample (adjusted): 11 36 Dependent Variable: D(INFLASI,2)
Included observations: 26 after adjustments Method: Least Squares
Date: 10/12/20 Time: 01:22
Variable Coefficient Std. Error t-Statistic Prob.   Sample (adjusted): 7 36
Included observations: 30 after adjustments
INFLASI(-1) -3.525489 1.025975 -3.436232 0.0040
D(INFLASI(-1)) 2.679251 0.891465 3.005449 0.0094 Variable Coefficient Std. Error t-Statistic Prob.  
D(INFLASI(-2)) 2.418755 0.851093 2.841940 0.0131
D(INFLASI(-3)) 2.111076 0.802917 2.629258 0.0198 D(INFLASI(-1)) -3.392418 0.668146 -5.077363 0.0000
D(INFLASI(-4)) 1.821749 0.727323 2.504732 0.0252 D(INFLASI(-1),2) 1.998166 0.519780 3.844254 0.0008
D(INFLASI(-5)) 1.518267 0.622415 2.439316 0.0286 D(INFLASI(-2),2) 1.345952 0.413268 3.256847 0.0035
D(INFLASI(-6)) 1.413629 0.489887 2.885622 0.0120 D(INFLASI(-3),2) 0.840282 0.280694 2.993583 0.0065
D(INFLASI(-7)) 1.178046 0.419472 2.808400 0.0139 D(INFLASI(-4),2) 0.269624 0.191357 1.409012 0.1722
D(INFLASI(-8)) 0.480791 0.318691 1.508641 0.1536 C -0.027061 0.110059 -0.245878 0.8080
D(INFLASI(-9)) 0.370112 0.206025 1.796442 0.0940 @TREND("1") -8.05E-05 0.004964 -0.016223 0.9872
C 1.015253 0.292158 3.475015 0.0037
@TREND("1") -0.004986 0.004979 -1.001529 0.3336 R-squared 0.741636    Mean dependent var -0.003333
Adjusted R-squared 0.674237    S.D. dependent var 0.403966
R-squared 0.809336    Mean dependent var 0.012692 S.E. of regression 0.230566    Akaike info criterion 0.104407
Adjusted R- Sum squared resid 1.222699    Schwarz criterion 0.431353
squared 0.659529    S.D. dependent var 0.288438 Log likelihood 5.433889    Hannan-Quinn criter. 0.209000
S.E. of regression 0.168303    Akaike info criterion -0.422060 F-statistic 11.00361    Durbin-Watson stat 1.795202
Sum squared resid 0.396564    Schwarz criterion 0.158600 Prob(F-statistic) 0.000009
Log likelihood 17.48677    Hannan-Quinn criter. -0.254851
F-statistic 5.402508    Durbin-Watson stat 2.190576
Prob(F-statistic) 0.002101

PP Variabel 2
Level First Diff
None

Null Hypothesis: INFLASI has a unit root Null Hypothesis: D(INFLASI) has a unit root
Exogenous: None Exogenous: None
Bandwidth: 6 (Newey-West automatic) using Bartlett kernel Bandwidth: 22 (Newey-West automatic) using Bartlett kernel

Adj. t-Stat   Prob.* Adj. t-Stat   Prob.*

Phillips-Perron test statistic -3.425663  0.0012 Phillips-Perron test statistic -12.19440  0.0000
Test critical Test critical values: 1% level -2.634731
values: 1% level -2.632688 5% level -1.951000
5% level -1.950687 10% level -1.610907
10% level -1.611059
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

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

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

Residual variance (no correction)  0.069210

HAC corrected variance (Bartlett kernel)  0.074122 Residual variance (no correction)  0.078013
HAC corrected variance (Bartlett kernel)  0.004972

Phillips-Perron Test Equation

Dependent Variable: D(INFLASI) Phillips-Perron Test Equation
Method: Least Squares Dependent Variable: D(INFLASI,2)
Date: 10/12/20 Time: 01:23 Method: Least Squares
Sample (adjusted): 2 36 Date: 10/12/20 Time: 01:26
Included observations: 35 after adjustments Sample (adjusted): 3 36
Included observations: 34 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.  
Variable Coefficient Std. Error t-Statistic Prob.  
INFLASI(-1) -0.404495 0.118987 -3.399485 0.0017
D(INFLASI(-1)) -0.880650 0.158345 -5.561594 0.0000
R-squared 0.251057    Mean dependent var -0.018000
Adjusted R- R-squared 0.481197    Mean dependent var 0.027647
squared 0.251057    S.D. dependent var 0.308429 Adjusted R-
S.E. of squared 0.481197    S.D. dependent var 0.393608
regression 0.266919    Akaike info criterion 0.224410 S.E. of regression 0.283508    Akaike info criterion 0.345819
Sum squared Sum squared resid 2.652437    Schwarz criterion 0.390712
resid 2.422350    Schwarz criterion 0.268849 Log likelihood -4.878920    Hannan-Quinn criter. 0.361129
Log likelihood -2.927177    Hannan-Quinn criter. 0.239750 Durbin-Watson stat 1.965597
Durbin-Watson
stat 1.395027

Intercept

Null Hypothesis: INFLASI has a unit root Null Hypothesis: D(INFLASI) has a unit root
Exogenous: Constant Exogenous: Constant
Bandwidth: 34 (Newey-West automatic) using Bartlett kernel Bandwidth: 22 (Newey-West automatic) using Bartlett kernel

Adj. t-Stat   Prob.* Adj. t-Stat   Prob.*

Phillips-Perron test statistic -7.850807  0.0000 Phillips-Perron test statistic -11.87108  0.0000
Test critical Test critical values: 1% level -3.639407
values: 1% level -3.632900 5% level -2.951125
5% level -2.948404 10% level -2.614300
10% level -2.612874
*MacKinnon (1996) one-sided p-values.
*MacKinnon (1996) one-sided p-values.

Residual variance (no correction)  0.077975

Residual variance (no correction)  0.055512 HAC corrected variance (Bartlett kernel)  0.004834
HAC corrected variance (Bartlett kernel)  0.005275

Phillips-Perron Test Equation

Phillips-Perron Test Equation Dependent Variable: D(INFLASI,2)
Dependent Variable: D(INFLASI) Method: Least Squares
Method: Least Squares Date: 10/12/20 Time: 01:26
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

Date: 10/12/20 Time: 01:23

Sample (adjusted): 2 36 Sample (adjusted): 3 36
Included observations: 35 after adjustments Included observations: 34 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.   Variable Coefficient Std. Error t-Statistic Prob.  

INFLASI(-1) -0.689315 0.147182 -4.683435 0.0000 D(INFLASI(-1)) -0.879048 0.161271 -5.450741 0.0000
C 0.159253 0.055808 2.853566 0.0074 C 0.006188 0.049520 0.124959 0.9013

R-squared 0.399285    Mean dependent var -0.018000 R-squared 0.481450    Mean dependent var 0.027647
Adjusted R- Adjusted R-
squared 0.381082    S.D. dependent var 0.308429 squared 0.465246    S.D. dependent var 0.393608
S.E. of
S.E. of regression 0.287834    Akaike info criterion 0.404154
regression 0.242645    Akaike info criterion 0.061011
Sum squared resid 2.651143    Schwarz criterion 0.493940
Sum squared
resid 1.942928    Schwarz criterion 0.149888 Log likelihood -4.870626    Hannan-Quinn criter. 0.434774
Log likelihood 0.932313    Hannan-Quinn criter. 0.091691 F-statistic 29.71058    Durbin-Watson stat 1.968527
F-statistic 21.93456    Durbin-Watson stat 1.425578 Prob(F-statistic) 0.000005
Prob(F-statistic) 0.000047

Trend and Intercept

Null Hypothesis: INFLASI has a unit root Null Hypothesis: D(INFLASI) has a unit root
Exogenous: Constant, Linear Trend Exogenous: Constant, Linear Trend
Bandwidth: 34 (Newey-West automatic) using Bartlett kernel Bandwidth: 22 (Newey-West automatic) using Bartlett kernel

Adj. t-Stat   Prob.* Adj. t-Stat   Prob.*

Phillips-Perron test statistic -7.329146  0.0000 Phillips-Perron test statistic -11.32792  0.0000
Test critical Test critical values: 1% level -4.252879
values: 1% level -4.243644 5% level -3.548490
5% level -3.544284 10% level -3.207094
10% level -3.204699
*MacKinnon (1996) one-sided p-values.
*MacKinnon (1996) one-sided p-values.

Residual variance (no correction)  0.077974

Residual variance (no correction)  0.055449 HAC corrected variance (Bartlett kernel)  0.004875
HAC corrected variance (Bartlett kernel)  0.005045

Phillips-Perron Test Equation

Phillips-Perron Test Equation Dependent Variable: D(INFLASI,2)
Dependent Variable: D(INFLASI) Method: Least Squares
Method: Least Squares Date: 10/12/20 Time: 01:26
Date: 10/12/20 Time: 01:23 Sample (adjusted): 3 36
Sample (adjusted): 2 36 Included observations: 34 after adjustments
Included observations: 35 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.  
Variable Coefficient Std. Error t-Statistic Prob.  
D(INFLASI(-1)) -0.879396 0.164712 -5.339006 0.0000
INFLASI(-1) -0.684426 0.151557 -4.515975 0.0001 C 0.004214 0.107924 0.039044 0.9691
C 0.143620 0.099541 1.442814 0.1588 @TREND("1") 0.000106 0.005139 0.020676 0.9836
@TREND("1") 0.000799 0.004182 0.190983 0.8497
R-squared 0.481457    Mean dependent var 0.027647
R-squared 0.399969    Mean dependent var -0.018000 Adjusted R-squared 0.448003    S.D. dependent var 0.393608
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

Adjusted R-
squared 0.362467    S.D. dependent var 0.308429
S.E. of regression 0.292437    Akaike info criterion 0.462964
S.E. of regression 0.246267    Akaike info criterion 0.117014
Sum squared resid 2.651107    Schwarz criterion 0.597643
Sum squared
resid 1.940716    Schwarz criterion 0.250330 Log likelihood -4.870392    Hannan-Quinn criter. 0.508894
Log likelihood 0.952249    Hannan-Quinn criter. 0.163035 F-statistic 14.39147    Durbin-Watson stat 1.968098
F-statistic 10.66530    Durbin-Watson stat 1.430038 Prob(F-statistic) 0.000038
Prob(F-statistic) 0.000282

ADF Variabel 3
Level First Diff
None

Null Hypothesis: SUKU_BUNGA has a unit root

Exogenous: None Null Hypothesis: D(SUKU_BUNGA) has a unit root
Lag Length: 0 (Automatic - based on AIC, maxlag=9) Exogenous: None
Lag Length: 0 (Automatic - based on AIC, maxlag=9)
t-Statistic   Prob.*
t-Statistic   Prob.*
Augmented Dickey-Fuller test statistic -1.887899  0.0572
Test critical values: 1% level -2.632688 Augmented Dickey-Fuller test statistic -5.382382  0.0000
5% level -1.950687 Test critical values: 1% level -2.634731
10% level -1.611059 5% level -1.951000
10% level -1.610907
*MacKinnon (1996) one-sided p-values.
*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(SUKU_BUNGA) Augmented Dickey-Fuller Test Equation
Method: Least Squares Dependent Variable: D(SUKU_BUNGA,2)
Date: 10/12/20 Time: 01:29 Method: Least Squares
Sample (adjusted): 2 36 Date: 10/12/20 Time: 01:33
Included observations: 35 after adjustments Sample (adjusted): 3 36
Included observations: 34 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.  
Variable Coefficient Std. Error t-Statistic Prob.  
SUKU_BUNGA(-1) -2.83E-05 1.50E-05 -1.887899 0.0676
D(SUKU_BUNGA(-
    Mean dependent 1)) -0.935488 0.173805 -5.382382 0.0000
R-squared 0.000056 var -20.77143
Adjusted R-squared 0.000056    S.D. dependent var 65.11035 R-squared 0.467473    Mean dependent var 0.441176
    Akaike info Adjusted R-squared 0.467473    S.D. dependent var 94.99193
S.E. of regression 65.10853 criterion 11.21814 S.E. of regression 69.31985    Akaike info criterion 11.34431
Sum squared resid 144130.1    Schwarz criterion 11.26258 Sum squared resid 158573.0    Schwarz criterion 11.38920
    Hannan-Quinn Log likelihood -191.8533    Hannan-Quinn criter. 11.35962
Log likelihood -195.3175 criter. 11.23348 Durbin-Watson stat 2.005971
Durbin-Watson stat 2.065999
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

Intercept

Null Hypothesis: SUKU_BUNGA has a unit root

Null Hypothesis: D(SUKU_BUNGA) has a unit root
Exogenous: Constant
Exogenous: Constant
Lag Length: 0 (Automatic - based on AIC, maxlag=9)
Lag Length: 0 (Automatic - based on AIC, maxlag=9)
t-Statistic   Prob.*
t-Statistic   Prob.*
Augmented Dickey-Fuller test statistic -1.342706  0.5986
Augmented Dickey-Fuller test statistic -5.862912  0.0000
Test critical values: 1% level -3.632900
Test critical values: 1% level -3.639407
5% level -2.948404
5% level -2.951125
10% level -2.612874
10% level -2.614300
*MacKinnon (1996) one-sided p-values.
*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(SUKU_BUNGA)
Dependent Variable: D(SUKU_BUNGA,2)
Method: Least Squares
Method: Least Squares
Date: 10/12/20 Time: 01:32
Date: 10/12/20 Time: 01:34
Sample (adjusted): 2 36
Sample (adjusted): 3 36
Included observations: 35 after adjustments
Included observations: 34 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.  
Variable Coefficient Std. Error t-Statistic Prob.  
SUKU_BUNGA(-1) -0.052213 0.038886 -1.342706 0.1885 D(SUKU_BUNGA(-
C 38328.41 28561.11 1.341979 0.1888 1)) -1.038593 0.177146 -5.862912 0.0000
C -22.16349 12.11677 -1.829159 0.0767
    Mean dependent
R-squared 0.051802 var -20.77143
R-squared 0.517882    Mean dependent var 0.441176
Adjusted R-squared 0.023069    S.D. dependent var 65.11035
Adjusted R-squared 0.502815    S.D. dependent var 94.99193
S.E. of regression 64.35496    Akaike info criterion 11.22215
S.E. of regression 66.98006    Akaike info criterion 11.30369
Sum squared resid 136671.5    Schwarz criterion 11.31103
Sum squared resid 143562.5    Schwarz criterion 11.39348
    Hannan-Quinn
Log likelihood -190.1627    Hannan-Quinn criter. 11.33431
Log likelihood -194.3876 criter. 11.25283
F-statistic 34.37374    Durbin-Watson stat 1.997433
F-statistic 1.802861    Durbin-Watson stat 2.068282
Prob(F-statistic) 0.000002
Prob(F-statistic) 0.188531

Trend and Intercept

Null Hypothesis: D(SUKU_BUNGA) has a unit root

Null Hypothesis: SUKU_BUNGA has a unit root Exogenous: Constant, Linear Trend
Exogenous: Constant, Linear Trend Lag Length: 0 (Automatic - based on AIC, maxlag=9)
Lag Length: 0 (Automatic - based on AIC, maxlag=9)
t-Statistic   Prob.*
t-Statistic   Prob.*
Augmented Dickey-Fuller test statistic -5.947860  0.0001
Augmented Dickey-Fuller test statistic -1.545490  0.7938 Test critical values: 1% level -4.252879
Test critical values: 1% level -4.243644 5% level -3.548490
5% level -3.544284 10% level -3.207094
10% level -3.204699
*MacKinnon (1996) one-sided p-values.
*MacKinnon (1996) one-sided p-values.
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

Augmented Dickey-Fuller Test Equation Augmented Dickey-Fuller Test Equation

Dependent Variable: D(SUKU_BUNGA) Dependent Variable: D(SUKU_BUNGA,2)
Method: Least Squares Method: Least Squares
Date: 10/12/20 Time: 01:33 Date: 10/12/20 Time: 01:34
Sample (adjusted): 2 36 Sample (adjusted): 3 36
Included observations: 35 after adjustments Included observations: 34 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.   Variable Coefficient Std. Error t-Statistic Prob.  

SUKU_BUNGA(-1) -0.182426 0.118038 -1.545490 0.1321 D(SUKU_BUNGA(-

C 134035.3 86751.33 1.545052 0.1322 1)) -1.062250 0.178594 -5.947860 0.0000
@TREND("1") -3.817363 3.269419 -1.167597 0.2516 C -44.83483 25.41652 -1.764004 0.0876
@TREND("1") 1.197646 1.180429 1.014585 0.3182
    Mean dependent
R-squared 0.090547 var -20.77143 R-squared 0.533376    Mean dependent var 0.441176
Adjusted R-squared 0.033706    S.D. dependent var 65.11035 Adjusted R-squared 0.503272    S.D. dependent var 94.99193
S.E. of regression 64.00363    Akaike info criterion 11.23757 S.E. of regression 66.94933    Akaike info criterion 11.32985
Sum squared resid 131086.9    Schwarz criterion 11.37089 Sum squared resid 138948.6    Schwarz criterion 11.46453
    Hannan-Quinn Log likelihood -189.6074    Hannan-Quinn criter. 11.37578
Log likelihood -193.6575 criter. 11.28359 F-statistic 17.71734    Durbin-Watson stat 2.018414
F-statistic 1.592995    Durbin-Watson stat 1.894630 Prob(F-statistic) 0.000007
Prob(F-statistic) 0.219020

PP Variabel 3
Level First Diff
None

Null Hypothesis: SUKU_BUNGA has a unit root Null Hypothesis: D(SUKU_BUNGA) has a unit root
Exogenous: None Exogenous: None
Bandwidth: 2 (Newey-West automatic) using Bartlett kernel Bandwidth: 2 (Newey-West automatic) using Bartlett kernel

Adj. t-Stat   Prob.* Adj. t-Stat   Prob.*

Phillips-Perron test statistic -1.968868  0.0481 Phillips-Perron test statistic -5.389369  0.0000
Test critical values: 1% level -2.632688 Test critical values: 1% level -2.634731
5% level -1.950687 5% level -1.951000
10% level -1.611059 10% level -1.610907

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

Residual variance (no correction)  4118.002 Residual variance (no correction)  4663.911
HAC corrected variance (Bartlett kernel)  3786.181 HAC corrected variance (Bartlett kernel)  4802.054

Phillips-Perron Test Equation Phillips-Perron Test Equation

Dependent Variable: D(SUKU_BUNGA) Dependent Variable: D(SUKU_BUNGA,2)
Method: Least Squares Method: Least Squares
Date: 10/12/20 Time: 01:34 Date: 10/12/20 Time: 01:35
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

Sample (adjusted): 2 36
Included observations: 35 after adjustments Sample (adjusted): 3 36
Included observations: 34 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.  
Variable Coefficient Std. Error t-Statistic Prob.  
SUKU_BUNGA(-1) -2.83E-05 1.50E-05 -1.887899 0.0676
D(SUKU_BUNGA(-
    Mean dependent 1)) -0.935488 0.173805 -5.382382 0.0000
R-squared 0.000056 var -20.77143
Adjusted R-squared 0.000056    S.D. dependent var 65.11035 R-squared 0.467473    Mean dependent var 0.441176
    Akaike info Adjusted R-squared 0.467473    S.D. dependent var 94.99193
S.E. of regression 65.10853 criterion 11.21814 S.E. of regression 69.31985    Akaike info criterion 11.34431
Sum squared resid 144130.1    Schwarz criterion 11.26258 Sum squared resid 158573.0    Schwarz criterion 11.38920
    Hannan-Quinn Log likelihood -191.8533    Hannan-Quinn criter. 11.35962
Log likelihood -195.3175 criter. 11.23348 Durbin-Watson stat 2.005971
Durbin-Watson stat 2.065999

Intercept

Null Hypothesis: SUKU_BUNGA has a unit root Null Hypothesis: D(SUKU_BUNGA) has a unit root
Exogenous: Constant Exogenous: Constant
Bandwidth: 3 (Newey-West automatic) using Bartlett kernel Bandwidth: 2 (Newey-West automatic) using Bartlett kernel

Adj. t-Stat   Prob.* Adj. t-Stat   Prob.*

Phillips-Perron test statistic -1.348219  0.5960 Phillips-Perron test statistic -5.864459  0.0000
Test critical values: 1% level -3.632900 Test critical values: 1% level -3.639407
5% level -2.948404 5% level -2.951125
10% level -2.612874 10% level -2.614300

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

Residual variance (no correction)  3904.900 Residual variance (no correction)  4222.427
HAC corrected variance (Bartlett kernel)  3352.919 HAC corrected variance (Bartlett kernel)  4058.093

Phillips-Perron Test Equation Phillips-Perron Test Equation

Dependent Variable: D(SUKU_BUNGA) Dependent Variable: D(SUKU_BUNGA,2)
Method: Least Squares Method: Least Squares
Date: 10/12/20 Time: 01:35 Date: 10/12/20 Time: 01:36
Sample (adjusted): 2 36 Sample (adjusted): 3 36
Included observations: 35 after adjustments Included observations: 34 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.   Variable Coefficient Std. Error t-Statistic Prob.  

SUKU_BUNGA(-1) -0.052213 0.038886 -1.342706 0.1885 D(SUKU_BUNGA(-

C 38328.41 28561.11 1.341979 0.1888 1)) -1.038593 0.177146 -5.862912 0.0000
C -22.16349 12.11677 -1.829159 0.0767
    Mean dependent
R-squared 0.051802 var -20.77143 R-squared 0.517882    Mean dependent var 0.441176
Adjusted R-squared 0.023069    S.D. dependent var 65.11035 Adjusted R-squared 0.502815    S.D. dependent var 94.99193
S.E. of regression 64.35496    Akaike info criterion 11.22215 S.E. of regression 66.98006    Akaike info criterion 11.30369
Sum squared resid 136671.5    Schwarz criterion 11.31103 Sum squared resid 143562.5    Schwarz criterion 11.39348
Log likelihood -194.3876    Hannan-Quinn 11.25283 Log likelihood -190.1627    Hannan-Quinn criter. 11.33431
 Nama : Fikhi Cahyani
NIM : 1800010127
Kelas : C/EP
Ekonometrika II

criter.
F-statistic 1.802861    Durbin-Watson stat 2.068282 F-statistic 34.37374    Durbin-Watson stat 1.997433
Prob(F-statistic) 0.188531 Prob(F-statistic) 0.000002

Trend and Intercept

Null Hypothesis: SUKU_BUNGA has a unit root

Null Hypothesis: D(SUKU_BUNGA) has a unit root
Exogenous: Constant, Linear Trend
Exogenous: Constant, Linear Trend
Bandwidth: 0 (Newey-West automatic) using Bartlett kernel
Bandwidth: 4 (Newey-West automatic) using Bartlett kernel
Adj. t-Stat   Prob.*
Adj. t-Stat   Prob.*
Phillips-Perron test statistic -1.545490  0.7938
Phillips-Perron test statistic -6.025125  0.0001
Test critical values: 1% level -4.243644
Test critical values: 1% level -4.252879
5% level -3.544284
5% level -3.548490
10% level -3.204699
10% level -3.207094
*MacKinnon (1996) one-sided p-values.
*MacKinnon (1996) one-sided p-values.

Residual variance (no correction)  3745.339

Residual variance (no correction)  4086.723
HAC corrected variance (Bartlett kernel)  3745.339
HAC corrected variance (Bartlett kernel)  3102.279

Phillips-Perron Test Equation

Phillips-Perron Test Equation
Dependent Variable: D(SUKU_BUNGA)
Dependent Variable: D(SUKU_BUNGA,2)
Method: Least Squares
Method: Least Squares
Date: 10/12/20 Time: 01:35
Date: 10/12/20 Time: 01:36
Sample (adjusted): 2 36
Sample (adjusted): 3 36
Included observations: 35 after adjustments
Included observations: 34 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.  
Variable Coefficient Std. Error t-Statistic Prob.  
SUKU_BUNGA(-1) -0.182426 0.118038 -1.545490 0.1321 D(SUKU_BUNGA(-
C 134035.3 86751.33 1.545052 0.1322 1)) -1.062250 0.178594 -5.947860 0.0000
@TREND("1") -3.817363 3.269419 -1.167597 0.2516 C -44.83483 25.41652 -1.764004 0.0876
@TREND("1") 1.197646 1.180429 1.014585 0.3182
    Mean dependent
R-squared 0.090547 var -20.77143
R-squared 0.533376    Mean dependent var 0.441176
Adjusted R-squared 0.033706    S.D. dependent var 65.11035
Adjusted R-squared 0.503272    S.D. dependent var 94.99193
S.E. of regression 64.00363    Akaike info criterion 11.23757
S.E. of regression 66.94933    Akaike info criterion 11.32985
Sum squared resid 131086.9    Schwarz criterion 11.37089
Sum squared resid 138948.6    Schwarz criterion 11.46453
    Hannan-Quinn
Log likelihood -189.6074    Hannan-Quinn criter. 11.37578
Log likelihood -193.6575 criter. 11.28359
F-statistic 17.71734    Durbin-Watson stat 2.018414
F-statistic 1.592995    Durbin-Watson stat 1.894630
Prob(F-statistic) 0.000007
Prob(F-statistic) 0.219020