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Lampitan 1. Pendapatan dari Budidaya Tanaman Buah PT Kusuma Satria Dinasasri Wisatajaya (Ribu Rupiah) Tahun 2007-2010*
No. Komoditas Tahun
2007 2008 2009 2010* 1. Apel 820.592,7 1.245.868,7 1.764.844,9 658.506,5 2. Jeruk 300.645,1 383.462,4 275.881,9 36.251,1 3. Jambu 142.000,9 173.476,6 437.885,9 167.165,2 4. Buah Naga 10.073,9 3.036,2 17.549,8 25.747,4 5. Strawberry 195.210,2 556.402,1 839.143,2 84.322,4 Keterangan * : Pendapatan Sampai Bulan April
Lampiran 2. Model Regresi Harga Apel Dependent Variable: SER01
Method: Least Squares Date: 07/24/10 Time: 06:48 Sample: 1 485
Included observations: 485 Variable Coefficien
t Std. Error t-Statistic Prob.
LNPT_1 0.241544 0.037256 6.483433 0.0000 LNS -0.038485 0.002908 -13.23577 0.0000
C 7.423290 0.357970 20.73718 0.0000
R-squared 0.336373 Mean dependent var 9.553345 Adjusted R-squared 0.333619 S.D. dependent var 0.111125 S.E. of regression 0.090714 Akaike info criterion
-1.956042 Sum squared resid 3.966399 Schwarz criterion
-1.930161 Log likelihood 477.3402 F-statistic 122.1556 Durbin-Watson stat 1.737176 Prob(F-statistic) 0.000000
Lampiran 3. Uji ARCH LM Terhadap Model Regresi Harga apel ARCH Test:
F-statistic 13.49505 Probability 0.000266 Obs*R-squared 13.18198 Probability 0.000283 Test Equation:
Dependent Variable: RESID^2 Method: Least Squares
Date: 07/24/10 Time: 07:10 Sample(adjusted): 2 485
Included observations: 484 after adjusting endpoints Variable Coefficien
t
Std. Error t-Statistic Prob.
C 0.006817 0.000701 9.724391 0.0000
RESID^2(-1) 0.165043 0.044927 3.673561 0.0003 R-squared 0.027235 Mean dependent var 0.008164 Adjusted R-squared 0.025217 S.D. dependent var 0.013313 S.E. of regression 0.013144 Akaike info criterion
-5.821511 Sum squared resid 0.083278 Schwarz criterion
-5.804230 Log likelihood 1410.806 F-statistic 13.49505 Durbin-Watson stat 2.042598 Prob(F-statistic) 0.000266
Lampiran 4. Uji White Terhadap Model Regresi Harga apel White Heteroskedasticity Test:
F-statistic 5.233011 Probability 0.000109 Obs*R-squared 25.12060 Probability 0.000132 Test Equation:
Dependent Variable: RESID^2 Method: Least Squares
Date: 08/04/10 Time: 13:19 Sample: 1 485
Included observations: 485 Variable Coefficien
t
Std. Error t-Statistic Prob.
C 3.898432 2.693001 1.447616 0.1484 LNPT_1 -0.869300 0.558190 -1.557354 0.1200 LNPT_1^2 0.048415 0.028944 1.672704 0.0950 LNPT_1*LNS -0.008564 0.003740 -2.289588 0.0225 LNS 0.079711 0.035619 2.237877 0.0257 LNS^2 0.000201 0.000199 1.007590 0.3142
R-squared 0.051795 Mean dependent var 0.008178 Adjusted R-squared 0.041897 S.D. dependent var 0.013303 S.E. of regression 0.013021 Akaike info criterion
-5.832154 Sum squared resid 0.081217 Schwarz criterion
-5.780392 Log likelihood 1420.297 F-statistic 5.233011 Durbin-Watson stat 1.884027 Prob(F-statistic) 0.000109
Lampiran 5. Model ARCH (1) GARCH (0) Harga Apel Dependent Variable: SER01
Method: ML - ARCH (Marquardt) Date: 07/24/10 Time: 06:57 Sample: 1 485
Included observations: 485
Convergence achieved after 7 iterations Variance backcast: ON
Coefficien t
Std. Error z-Statistic Prob.
LNPT_1 0.162759 0.044858 3.628329 0.0003 LNS -0.040429 0.002795 -14.46633 0.0000 C 8.180910 0.431376 18.96469 0.0000 Variance Equation C 0.005914 0.000498 11.87061 0.0000 ARCH(1) 0.300194 0.065239 4.601480 0.0000 R-squared 0.328693 Mean dependent var 9.553345 Adjusted R-squared 0.323099 S.D. dependent var 0.111125 S.E. of regression 0.091427 Akaike info criterion
-2.001174 Sum squared resid 4.012300 Schwarz criterion
-1.958038 Log likelihood 490.2847 F-statistic 58.75571 Durbin-Watson stat 1.528539 Prob(F-statistic) 0.000000
Lampiran 6. Uji ARCH LM Terhadap Model ARCH(1) GARCH (0) Harga Apel
Test Equation:
Dependent Variable: STD_RESID^2 Method: Least Squares
Date: 07/24/10 Time: 07:07 Sample(adjusted): 2 485
Included observations: 484 after adjusting endpoints Variable Coefficien
t
Std. Error t-Statistic Prob.
C 1.034079 0.083601 12.36926 0.0000
STD_RESID^2(-1) -0.042962 0.045534 -0.943531 0.3459 R-squared 0.001844 Mean dependent var 0.991547 Adjusted R-squared -0.000227 S.D. dependent var 1.548770 S.E. of regression 1.548946 Akaike info criterion 3.717151 Sum squared resid 1156.431 Schwarz criterion 3.734432 Log likelihood -897.5505 F-statistic 0.890250 Durbin-Watson stat 1.987721 Prob(F-statistic) 0.345882 ARCH Test: F-statistic 0.890250 Probability 0.345882 Obs*R-squared 0.892296 Probability 0.344856
Lampiran 7. Model ARCH (1) GARCH (1) Harga Apel Dependent Variable: SER01
Method: ML - ARCH (Marquardt) Date: 07/24/10 Time: 06:59 Sample: 1 485
Included observations: 485
Convergence achieved after 9 iterations Variance backcast: ON
Coefficien t
Std. Error z-Statistic Prob.
LNPT_1 0.184625 0.047588 3.879675 0.0001 LNS -0.041830 0.002832 -14.76811 0.0000 C 7.975548 0.458358 17.40025 0.0000 Variance Equation C 0.002120 0.000600 3.533909 0.0004 ARCH(1) 0.232705 0.066633 3.492332 0.0005 GARCH(1) 0.511123 0.098890 5.168583 0.0000 R-squared 0.327987 Mean dependent var 9.553345 Adjusted R-squared 0.320973 S.D. dependent var 0.111125 S.E. of regression 0.091571 Akaike info criterion
-2.020492 Sum squared resid 4.016516 Schwarz criterion
-1.968729 Log likelihood 495.9692 F-statistic 46.75684 Durbin-Watson stat 1.559805 Prob(F-statistic) 0.000000
Lampiran 8. Uji ARCH LM Terhadap Model ARCH(1) GARCH (1) Harga Apel ARCH Test:
F-statistic 0.513889 Probability 0.473808 Obs*R-squared 0.515471 Probability 0.472780 Test Equation:
Dependent Variable: STD_RESID^2 Method: Least Squares
Date: 07/24/10 Time: 07:20 Sample(adjusted): 2 485
Included observations: 484 after adjusting endpoints Variable Coefficien
t
Std. Error t-Statistic Prob.
C 1.032266 0.080835 12.77006 0.0000
STD_RESID^2(-1) -0.032663 0.045565 -0.716860 0.4738 R-squared 0.001065 Mean dependent var 0.999697 Adjusted R-squared -0.001007 S.D. dependent var 1.470162 S.E. of regression 1.470902 Akaike info criterion 3.613752 Sum squared resid 1042.833 Schwarz criterion 3.631034 Log likelihood -872.5281 F-statistic 0.513889 Durbin-Watson stat 1.996217 Prob(F-statistic) 0.473808
Lampiran 9. Model ARCH (1) GARCH (2) Harga Apel Dependent Variable: SER01
Method: ML - ARCH (Marquardt) Date: 07/24/10 Time: 07:01 Sample: 1 485
Included observations: 485
Failure to improve Likelihood after 4 iterations Variance backcast: ON
Coefficien t
Std. Error z-Statistic Prob.
LNPT_1 0.191601 0.054098 3.541737 0.0004 LNS -0.040564 0.002902 -13.97920 0.0000 C 7.903290 0.520981 15.17003 0.0000 Variance Equation C 0.002583 0.000480 5.382793 0.0000 ARCH(1) 0.206254 0.041690 4.947299 0.0000 GARCH(1) 0.654989 0.135420 4.836740 0.0000 GARCH(2) -0.172156 0.089106 -1.932023 0.0534 R-squared 0.329826 Mean dependent var 9.553345 Adjusted R-squared 0.321414 S.D. dependent var 0.111125 S.E. of regression 0.091541 Akaike info criterion
-2.014620 Sum squared resid 4.005526 Schwarz criterion
-1.954231 Log likelihood 495.5454 F-statistic 39.20796 Durbin-Watson stat 1.588964 Prob(F-statistic) 0.000000
Lampiran 10. Uji ARCH LM Terhadap Model ARCH(1) GARCH (2) Harga Apel ARCH Test:
F-statistic 0.182325 Probability 0.669573 Obs*R-squared 0.183013 Probability 0.668797 Test Equation:
Dependent Variable: STD_RESID^2 Method: Least Squares
Date: 07/24/10 Time: 07:22 Sample(adjusted): 2 485
Included observations: 484 after adjusting endpoints Variable Coefficien
t
Std. Error t-Statistic Prob.
C 1.005195 0.080195 12.53440 0.0000
STD_RESID^2(-1) -0.019460 0.045575 -0.426996 0.6696 R-squared 0.000378 Mean dependent var 0.986052 Adjusted R-squared -0.001696 S.D. dependent var 1.461596 S.E. of regression 1.462835 Akaike info criterion 3.602754 Sum squared resid 1031.425 Schwarz criterion 3.620035 Log likelihood -869.8664 F-statistic 0.182325 Durbin-Watson stat 1.996965 Prob(F-statistic) 0.669573
Lampiran 11. Model ARCH (1) GARCH (3) Harga Apel Dependent Variable: SER01
Method: ML - ARCH (Marquardt) Date: 07/24/10 Time: 07:23 Sample: 1 485
Included observations: 485
Convergence achieved after 8 iterations Variance backcast: ON
Coefficien t
Std. Error z-Statistic Prob.
LNPT_1 0.162946 0.047240 3.449282 0.0006 LNS -0.042359 0.002822 -15.01144 0.0000 C 8.183502 0.455091 17.98214 0.0000 Variance Equation C 0.001009 0.000290 3.477916 0.0005 ARCH(1) 0.167472 0.036912 4.537127 0.0000 GARCH(1) 1.278551 0.106337 12.02353 0.0000 GARCH(2) -1.042326 0.162500 -6.414299 0.0000 GARCH(3) 0.482223 0.101406 4.755359 0.0000 R-squared 0.322762 Mean dependent var 9.553345 Adjusted R-squared 0.312824 S.D. dependent var 0.111125 S.E. of regression 0.092119 Akaike info criterion
-2.027546 Sum squared resid 4.047745 Schwarz criterion
-1.958529 Log likelihood 499.6800 F-statistic 32.47597 Durbin-Watson stat 1.500822 Prob(F-statistic) 0.000000
Lampiran 12. Uji ARCH LM Terhadap Model ARCH(1) GARCH (3) Harga Apel ARCH Test: F-statistic 0.015620 Probability 0.900591 Obs*R-squared 0.015685 Probability 0.900335 Test Equation:
Dependent Variable: STD_RESID^2 Method: Least Squares
Date: 07/24/10 Time: 07:24 Sample(adjusted): 2 485
Included observations: 484 after adjusting endpoints Variable Coefficien
t Std. Error t-Statistic Prob.
C 0.983328 0.079179 12.41907 0.0000
STD_RESID^2(-1) -0.005695 0.045563 -0.124981 0.9006 R-squared 0.000032 Mean dependent var 0.977769 Adjusted R-squared -0.002042 S.D. dependent var 1.439682 S.E. of regression 1.441151 Akaike info criterion 3.572885 Sum squared resid 1001.074 Schwarz criterion 3.590166 Log likelihood -862.6381 F-statistic 0.015620 Durbin-Watson stat 1.999062 Prob(F-statistic) 0.900591
Lampiran 13. Model ARCH (2) GARCH (0) Harga Apel Dependent Variable: SER01
Method: ML - ARCH (Marquardt) Date: 07/24/10 Time: 07:26 Sample: 1 485
Included observations: 485
Convergence achieved after 6 iterations Variance backcast: ON
Coefficien t
Std. Error z-Statistic Prob.
LNPT_1 0.140221 0.046832 2.994133 0.0028 LNS -0.042355 0.002798 -15.13747 0.0000 C 8.401015 0.450818 18.63506 0.0000 Variance Equation C 0.004508 0.000597 7.554556 0.0000 ARCH(1) 0.259137 0.067293 3.850879 0.0001 ARCH(2) 0.237114 0.053236 4.454056 0.0000 R-squared 0.319525 Mean dependent var 9.553345 Adjusted R-squared 0.312422 S.D. dependent var 0.111125 S.E. of regression 0.092146 Akaike info criterion
-2.025304 Sum squared resid 4.067095 Schwarz criterion
-1.973541 Log likelihood 497.1363 F-statistic 44.98399 Durbin-Watson stat 1.450914 Prob(F-statistic) 0.000000
Lampiran 14. Uji ARCH LM Terhadap Model ARCH (2) GARCH (0) Harga Apel ARCH Test: F-statistic 0.638123 Probability 0.424785 Obs*R-squared 0.639924 Probability 0.423738 Test Equation:
Dependent Variable: STD_RESID^2 Method: Least Squares
Date: 07/24/10 Time: 07:29 Sample(adjusted): 2 485
Included observations: 484 after adjusting endpoints Variable Coefficien
t Std. Error t-Statistic Prob.
C 1.022574 0.079822 12.81065 0.0000
STD_RESID^2(-1) -0.036391 0.045555 -0.798826 0.4248 R-squared 0.001322 Mean dependent var 0.986738 Adjusted R-squared -0.000750 S.D. dependent var 1.451985 S.E. of regression 1.452529 Akaike info criterion 3.588613 Sum squared resid 1016.943 Schwarz criterion 3.605894 Log likelihood -866.4443 F-statistic 0.638123 Durbin-Watson stat 2.000600 Prob(F-statistic) 0.424785
Lampiran 15. Model ARCH (2) GARCH (1) Harga Apel Dependent Variable: SER01
Method: ML - ARCH (Marquardt) Date: 07/24/10 Time: 07:32 Sample: 1 485
Included observations: 485
Convergence achieved after 11 iterations Variance backcast: ON
Coefficien t
Std. Error z-Statistic Prob.
LNPT_1 0.173974 0.046275 3.759583 0.0002 LNS -0.041905 0.002812 -14.90182 0.0000 C 8.077361 0.445735 18.12145 0.0000 Variance Equation C 0.003874 0.001047 3.701583 0.0002 ARCH(1) 0.234962 0.069693 3.371384 0.0007 ARCH(2) 0.184023 0.076186 2.415429 0.0157 GARCH(1) 0.128319 0.167190 0.767503 0.4428 R-squared 0.326369 Mean dependent var 9.553345 Adjusted R-squared 0.317913 S.D. dependent var 0.111125 S.E. of regression 0.091777 Akaike info criterion
-2.020316 Sum squared resid 4.026190 Schwarz criterion
-1.959926 Log likelihood 496.9265 F-statistic 38.59785 Durbin-Watson stat 1.533931 Prob(F-statistic) 0.000000
Lampiran 16. Uji ARCH LM Terhadap Model ARCH (2) GARCH (1) Harga Apel ARCH Test: F-statistic 0.470047 Probability 0.493295 Obs*R-squared 0.471537 Probability 0.492281 Test Equation:
Dependent Variable: STD_RESID^2 Method: Least Squares
Date: 07/24/10 Time: 07:45 Sample(adjusted): 2 485
Included observations: 484 after adjusting endpoints Variable Coefficien
t Std. Error t-Statistic Prob.
C 1.030013 0.080642 12.77261 0.0000
STD_RESID^2(-1) -0.031240 0.045566 -0.685600 0.4933 R-squared 0.000974 Mean dependent var 0.998878 Adjusted R-squared -0.001098 S.D. dependent var 1.465282 S.E. of regression 1.466087 Akaike info criterion 3.607194 Sum squared resid 1036.016 Schwarz criterion 3.624475 Log likelihood -870.9410 F-statistic 0.470047 Durbin-Watson stat 1.999273 Prob(F-statistic) 0.493295
Lampiran 17. Model ARCH (2) GARCH (2) Harga apel Dependent Variable: SER01
Method: ML - ARCH (Marquardt) Date: 07/24/10 Time: 08:21 Sample: 1 485
Included observations: 485
Failure to improve Likelihood after 7 iterations Variance backcast: ON
Coefficien t
Std. Error z-Statistic Prob.
LNPT_1 0.149698 0.053622 2.791723 0.0052 LNS -0.042519 0.002888 -14.72076 0.0000 C 8.310329 0.515785 16.11200 0.0000 Variance Equation C 0.003322 0.001035 3.209333 0.0013 ARCH(1) 0.232992 0.059938 3.887178 0.0001 ARCH(2) 0.148353 0.090921 1.631675 0.1027 GARCH(1) 0.174984 0.373338 0.468702 0.6393 GARCH(2) 0.076279 0.213085 0.357976 0.7204 R-squared 0.319832 Mean dependent var 9.553345 Adjusted R-squared 0.309850 S.D. dependent var 0.111125 S.E. of regression 0.092318 Akaike info criterion
-2.016188 Sum squared resid 4.065262 Schwarz criterion
-1.947171 Log likelihood 496.9255 F-statistic 32.04241 Durbin-Watson stat 1.468068 Prob(F-statistic) 0.000000
Lampiran 18. Uji ARCH LM Terhadap Model ARCH (2) GARCH (2) Harga apel ARCH Test:
F-statistic 0.223749 Probability 0.636412 Obs*R-squared 0.224573 Probability 0.635577 Test Equation:
Dependent Variable: STD_RESID^2 Method: Least Squares
Date: 07/24/10 Time: 08:22 Sample(adjusted): 2 485
Included observations: 484 after adjusting endpoints Variable Coefficien
t
Std. Error t-Statistic Prob.
C 0.985000 0.078113 12.60992 0.0000
STD_RESID^2(-1) -0.021557 0.045572 -0.473021 0.6364 R-squared 0.000464 Mean dependent var 0.964258 Adjusted R-squared -0.001610 S.D. dependent var 1.421015 S.E. of regression 1.422159 Akaike info criterion 3.546353 Sum squared resid 974.8621 Schwarz criterion 3.563634 Log likelihood -856.2173 F-statistic 0.223749 Durbin-Watson stat 1.998349 Prob(F-statistic) 0.636412
Lampiran 19. Model ARCH (2) GARCH (3) Harga Apel Dependent Variable: SER01
Method: ML - ARCH (Marquardt) Date: 07/24/10 Time: 08:23 Sample: 1 485
Included observations: 485
Convergence achieved after 9 iterations Variance backcast: ON
Coefficien t
Std. Error z-Statistic Prob.
LNPT_1 0.184503 0.047820 3.858260 0.0001 LNS -0.041931 0.002833 -14.80034 0.0000 C 7.976735 0.460760 17.31214 0.0000 Variance Equation C 0.003160 0.001427 2.214867 0.0268 ARCH(1) 0.227467 0.066177 3.437267 0.0006 ARCH(2) 0.127544 0.145096 0.879034 0.3794 GARCH(1) 0.346769 0.470091 0.737665 0.4607 GARCH(2) -0.195761 0.330904 -0.591594 0.5541 GARCH(3) 0.123596 0.152937 0.808151 0.4190 R-squared 0.327362 Mean dependent var 9.553345 Adjusted R-squared 0.316057 S.D. dependent var 0.111125 S.E. of regression 0.091902 Akaike info criterion
-2.011618 Sum squared resid 4.020255 Schwarz criterion
-1.933974 Log likelihood 496.8172 F-statistic 28.95764 Durbin-Watson stat 1.557331 Prob(F-statistic) 0.000000
Lampiran 20. Uji ARCH LM Terhadap Model ARCH (2) GARCH (3) Harga Apel ARCH Test: F-statistic 0.433090 Probability 0.510791 Obs*R-squared 0.434497 Probability 0.509791 Test Equation:
Dependent Variable: STD_RESID^2 Method: Least Squares
Date: 07/24/10 Time: 08:24 Sample(adjusted): 2 485
Included observations: 484 after adjusting endpoints Variable Coefficien
t Std. Error t-Statistic Prob.
C 1.026017 0.080373 12.76577 0.0000
STD_RESID^2(-1) -0.029989 0.045570 -0.658096 0.5108 R-squared 0.000898 Mean dependent var 0.996215 Adjusted R-squared -0.001175 S.D. dependent var 1.459935 S.E. of regression 1.460793 Akaike info criterion 3.599959 Sum squared resid 1028.547 Schwarz criterion 3.617241 Log likelihood -869.1901 F-statistic 0.433090 Durbin-Watson stat 1.998772 Prob(F-statistic) 0.510791
Lampiran 21. Model ARCH (3) GARCH (0) Harga Apel Dependent Variable: SER01
Method: ML - ARCH (Marquardt) Date: 07/24/10 Time: 08:25 Sample: 1 485
Included observations: 485
Convergence achieved after 6 iterations Variance backcast: ON
Coefficien t
Std. Error z-Statistic Prob.
LNPT_1 0.141217 0.047115 2.997258 0.0027 LNS -0.042479 0.002783 -15.26337 0.0000 C 8.392399 0.453405 18.50970 0.0000 Variance Equation C 0.004341 0.000639 6.788722 0.0000 ARCH(1) 0.245767 0.070011 3.510390 0.0004 ARCH(2) 0.224328 0.053469 4.195445 0.0000 ARCH(3) 0.035356 0.039735 0.889797 0.3736 R-squared 0.320020 Mean dependent var 9.553345 Adjusted R-squared 0.311485 S.D. dependent var 0.111125 S.E. of regression 0.092208 Akaike info criterion
-2.021926 Sum squared resid 4.064136 Schwarz criterion
-1.961536 Log likelihood 497.3170 F-statistic 37.49361 Durbin-Watson stat 1.452982 Prob(F-statistic) 0.000000
Lampiran 22. Uji ARCH LM Terhadap Model ARCH (3) GARCH (0) Harga Apel ARCH Test: F-statistic 0.426622 Probability 0.513963 Obs*R-squared 0.428013 Probability 0.512965 Test Equation:
Dependent Variable: STD_RESID^2 Method: Least Squares
Date: 07/24/10 Time: 08:26 Sample(adjusted): 2 485
Included observations: 484 after adjusting endpoints Variable Coefficien
t Std. Error t-Statistic Prob.
C 1.022800 0.080439 12.71529 0.0000
STD_RESID^2(-1) -0.029761 0.045565 -0.653163 0.5140 R-squared 0.000884 Mean dependent var 0.993298 Adjusted R-squared -0.001189 S.D. dependent var 1.463460 S.E. of regression 1.464329 Akaike info criterion 3.604795 Sum squared resid 1033.533 Schwarz criterion 3.622077 Log likelihood -870.3604 F-statistic 0.426622 Durbin-Watson stat 1.999665 Prob(F-statistic) 0.513963
Lampiran 23. Model ARCH (3) GARCH (1) Harga Apel Dependent Variable: SER01
Method: ML - ARCH (Marquardt) Date: 07/24/10 Time: 08:27 Sample: 1 485
Included observations: 485
Convergence achieved after 15 iterations Variance backcast: ON
Coefficien t
Std. Error z-Statistic Prob.
LNPT_1 0.129730 0.042745 3.034991 0.0024 LNS -0.042781 0.002753 -15.53716 0.0000 C 8.500691 0.411392 20.66326 0.0000 Variance Equation C 8.19E-05 4.98E-05 1.645094 0.1000 ARCH(1) 0.249156 0.075183 3.314005 0.0009 ARCH(2) -0.047937 0.112974 -0.424321 0.6713 ARCH(3) -0.187784 0.070912 -2.648116 0.0081 GARCH(1) 0.974773 0.012343 78.97334 0.0000 R-squared 0.313174 Mean dependent var 9.553345 Adjusted R-squared 0.303094 S.D. dependent var 0.111125 S.E. of regression 0.092768 Akaike info criterion
-2.040157 Sum squared resid 4.105055 Schwarz criterion
-1.971140 Log likelihood 502.7381 F-statistic 31.07124 Durbin-Watson stat 1.415958 Prob(F-statistic) 0.000000
Lampiran 24. Uji ARCH LM Terhadap Model ARCH (3) GARCH (1) Harga Apel ARCH Test: F-statistic 0.488155 Probability 0.485088 Obs*R-squared 0.489684 Probability 0.484068 Test Equation:
Dependent Variable: STD_RESID^2 Method: Least Squares
Date: 07/24/10 Time: 08:27 Sample(adjusted): 2 485
Included observations: 484 after adjusting endpoints Variable Coefficien
t Std. Error t-Statistic Prob.
C 1.044349 0.079343 13.16251 0.0000
STD_RESID^2(-1) -0.031845 0.045579 -0.698681 0.4851 R-squared 0.001012 Mean dependent var 1.012217 Adjusted R-squared -0.001061 S.D. dependent var 1.421661 S.E. of regression 1.422415 Akaike info criterion 3.546713 Sum squared resid 975.2135 Schwarz criterion 3.563994 Log likelihood -856.3046 F-statistic 0.488155 Durbin-Watson stat 1.998351 Prob(F-statistic) 0.485088
Lampiran 25. Model ARCH (3) GARCH (2) Harga Apel Dependent Variable: SER01
Method: ML - ARCH (Marquardt) Date: 07/24/10 Time: 08:29 Sample: 1 485
Included observations: 485
Convergence achieved after 10 iterations Variance backcast: ON
Coefficien t
Std. Error z-Statistic Prob.
LNPT_1 0.164139 0.048514 3.383300 0.0007 LNS -0.041957 0.002755 -15.22925 0.0000 C 8.169566 0.467364 17.48010 0.0000 Variance Equation C 7.10E-05 2.27E-05 3.123165 0.0018 ARCH(1) 0.215802 0.049183 4.387783 0.0000 ARCH(2) -0.012834 0.056604 -0.226732 0.8206 ARCH(3) -0.192588 0.013867 -13.88828 0.0000 GARCH(1) 1.001592 0.051419 19.47901 0.0000 GARCH(2) -0.022197 0.049580 -0.447701 0.6544 R-squared 0.322332 Mean dependent var 9.553345 Adjusted R-squared 0.310943 S.D. dependent var 0.111125 S.E. of regression 0.092245 Akaike info criterion
-2.033518 Sum squared resid 4.050315 Schwarz criterion
-1.955874 Log likelihood 502.1281 F-statistic 28.30114 Durbin-Watson stat 1.505046 Prob(F-statistic) 0.000000
Lampiran 26. Uji ARCH LM Terhadap Model ARCH (3) GARCH (2) Harga Apel ARCH Test: F-statistic 0.130388 Probability 0.718188 Obs*R-squared 0.130894 Probability 0.717507 Test Equation:
Dependent Variable: STD_RESID^2 Method: Least Squares
Date: 07/24/10 Time: 08:30 Sample(adjusted): 2 485
Included observations: 484 after adjusting endpoints Variable Coefficien
t Std. Error t-Statistic Prob.
C 1.012492 0.078022 12.97697 0.0000
STD_RESID^2(-1) -0.016466 0.045601 -0.361093 0.7182 R-squared 0.000270 Mean dependent var 0.996144 Adjusted R-squared -0.001804 S.D. dependent var 1.396688 S.E. of regression 1.397947 Akaike info criterion 3.512011 Sum squared resid 941.9519 Schwarz criterion 3.529292 Log likelihood -847.9066 F-statistic 0.130388 Durbin-Watson stat 1.997639 Prob(F-statistic) 0.718188
Lampiran 27. Model ARCH (3) GARCH (3) Harga Apel Dependent Variable: SER01
Method: ML - ARCH (Marquardt) Date: 07/24/10 Time: 08:31 Sample: 1 485
Included observations: 485
Convergence achieved after 17 iterations Variance backcast: ON
Coefficien t
Std. Error z-Statistic Prob.
LNPT_1 0.173272 0.047696 3.632847 0.0003 LNS -0.040985 0.002738 -14.96656 0.0000 C 8.073822 0.458106 17.62434 0.0000 Variance Equation C 0.000463 0.000146 3.165425 0.0015 ARCH(1) 0.151194 0.034672 4.360667 0.0000 ARCH(2) -0.083928 0.050889 -1.649243 0.0991 ARCH(3) 0.009926 0.028776 0.344940 0.7301 GARCH(1) 1.671277 0.042710 39.13051 0.0000 GARCH(2) -1.542325 0.046874 -32.90376 0.0000 GARCH(3) 0.744556 0.036102 20.62360 0.0000 R-squared 0.317002 Mean dependent var 9.553345 Adjusted R-squared 0.304061 S.D. dependent var 0.111125 S.E. of regression 0.092704 Akaike info criterion
-2.021513 Sum squared resid 4.082173 Schwarz criterion
-1.935242 Log likelihood 500.2169 F-statistic 24.49592 Durbin-Watson stat 1.518556 Prob(F-statistic) 0.000000
Lampiran 28. Uji ARCH LM Terhadap Model ARCH (3) GARCH (3) Harga Apel ARCH Test: F-statistic 0.002972 Probability 0.956545 Obs*R-squared 0.002984 Probability 0.956433 Test Equation:
Dependent Variable: STD_RESID^2 Method: Least Squares
Date: 07/24/10 Time: 08:33 Sample(adjusted): 2 485
Included observations: 484 after adjusting endpoints Variable Coefficien
t Std. Error t-Statistic Prob.
C 0.939672 0.075881 12.38346 0.0000
STD_RESID^2(-1) -0.002483 0.045549 -0.054518 0.9565 R-squared 0.000006 Mean dependent var 0.937345 Adjusted R-squared -0.002069 S.D. dependent var 1.378684 S.E. of regression 1.380110 Akaike info criterion 3.486326 Sum squared resid 918.0665 Schwarz criterion 3.503608 Log likelihood -841.6910 F-statistic 0.002972 Durbin-Watson stat 1.999562 Prob(F-statistic) 0.956545
Lampiran 29. Analisis Regresi Linier Berganda Model Penduga Penawaran Apel
The regression equation is
Y = - 2801 + 0,176 X1 - 0,000001 X2 + 0,00206 X3 + 0,000176 X4 + 0,619 X5 + 0,000059 X6 - 0,0109 X7 - 0,0249 X8 + 0,0712 X9 + 0,0112 X10
Predictor Coef SE Coef T P VIF Constant -2801 2085 -1,34 0,186 X1 0,17645 0,07314 2,41 0,020 1,7 X2 -0,00000061 0,00000039 -1,57 0,124 1,2 X3 0,002062 0,003092 0,67 0,509 1,4 X4 0,0001755 0,0004841 0,36 0,719 1,4 X5 0,6194 0,2652 2,34 0,024 1,7 X6 0,00005928 0,00001704 3,48 0,001 1,3 X7 -0,01088 0,08395 -0,13 0,898 1,5 X8 -0,02488 0,05889 -0,42 0,675 2,0 X9 0,07117 0,04508 1,58 0,122 1,3 X10 0,01116 0,01798 0,62 0,538 1,4 S = 2167,97 R-Sq = 60,7% R-Sq(adj) = 51,1% PRESS = 615648667 R-Sq(pred) = 0,00% Analysis of Variance Source DF SS MS F P Regression 10 297885423 29788542 6,34 0,000 Residual Error 41 192703577 4700087 Total 51 490589000 Source DF Seq SS X1 1 137352776 X2 1 3584228 X3 1 19918623 X4 1 601044 X5 1 56448935 X6 1 66130138 X7 1 698 X8 1 503617 X9 1 11535458 X10 1 1809905 Unusual Observations
Obs X1 Y Fit SE Fit Residual St Resid 14 6639 10555 5656 897 4899 2,48R 19 7278 1198 1961 1799 -763 -0,63 X 28 9793 1031 6874 852 -5842 -2,93R 37 25828 15856 14870 2077 986 1,59 X 42 1297 980 -41 2078 1021 1,66 X 44 13402 4245 7800 1451 -3554 -2,21R
R denotes an observation with a large standardized residual. X denotes an observation whose X value gives it large influence.
RESI1 Pe rc e n t 5000 2500 0 -2500 -5000 99 95 90 80 70 60 50 40 30 20 10 5 1 Mean 0,368 -2,31746E-12 StDev 1944 N 52 AD 0,391 P-Value Probability Plot of RESI1
Normal
Lampiran 30. Uji Normalitas Model Penawaran Apel PT Kusuma Satria Dinasasri Wisatajaya
Lampiran 31. Uji Heteroskedastisitas Model Penawaran Apel PT Kusuma Satria Dinasasri Wisatajaya
White Heteroskedasticity Test:
F-statistic 1.730432 Probability 0.082835 Obs*R-squared 27.43007 Probability 0.123592 Test Equation:
Dependent Variable: RESID^2 Method: Least Squares
Date: 11/27/10 Time: 15:40 Sample: 1 52
Included observations: 52 Variable Coefficien
t Std. Error t-Statistic Prob.
C -4.38E+08 1.83E+09 -0.239940 0.8120 X1 528.0389 104331.1 0.005061 0.9960 X1^2 -0.669544 3.301696 -0.202788 0.8406 X2 -0.774152 0.525327 -1.473658 0.1507 X2^2 8.71E-11 9.25E-11 0.942048 0.3535 X3 -3803.602 4249.184 -0.895137 0.3776 X3^2 0.006031 0.005259 1.146794 0.2602 X4 541.2879 567.9070 0.953128 0.3479 X4^2 -9.10E-05 0.000119 -0.767177 0.4488 X5 -338226.5 489268.8 -0.691290 0.4945 X5^2 43.31235 47.35757 0.914581 0.3675 X6 69.33381 22.54385 3.075508 0.0044 X6^2 -4.74E-07 1.51E-07 -3.132418 0.0038 X7 -18183.66 86818.50 -0.209445 0.8355 X7^2 -1.302451 3.989169 -0.326497 0.7462 X8 -46227.45 61776.05 -0.748307 0.4599 X8^2 0.663116 1.633123 0.406042 0.6875 X9 -5857.685 33622.46 -0.174219 0.8628 X9^2 0.599507 1.008841 0.594253 0.5567 X_10 62133.98 21246.28 2.924464 0.0064 X_10^2 -0.455029 0.168922 -2.693730 0.0113 R-squared 0.527501 Mean dependent var 4.91E+0
8 Adjusted R-squared 0.222663 S.D. dependent var 7.33E+0
8 S.E. of regression 6.46E+08 Akaike info criterion 43.70082 Sum squared resid 1.29E+19 Schwarz criterion 44.48882 Log likelihood -1115.221 F-statistic 1.730432 Durbin-Watson stat 2.191338 Prob(F-statistic) 0.082835
Lampiran 33. Komoditas Buah yang Dihasilkan PT Kusuma Satria Dinasasri Wisatajaya
a. Apel Rome b. Apel Ana c. Apel Manalagi
d. Jeruk Java e. Buah Naga f. Strawberi
Lampiran 34. Kebun Buah PT Kusuma Satria Dinasasri Wistajaya
c. Kebun Strawberi
f. Kebun Buah e. Kebun Jeruk
d. Kebun Jambu b. Kebun Apel Produksi a. Kebun Apel