KESIMPULAN DAN SARAN
5.1. Kesimpulan a. Jangka Panjang
Pada jangka panjang faktor yang mempengaruhi Produk Domestik Regional Bruto di Daerah Istimewa Yogyakarta secara negatif dan signifikan adalah investasi domesik (PMDN) dan secara positif dan signifikan adalah angkatan kerja (AK). Sedangkan faktor nilai kurs tidak terlalu mempengaruhi pertumbuhan Produk Domestik Regional Bruto di Daerah Istimewa Yogyakarta.
b. Jangka Pendek
Pada jangka pendek faktor investasi domestik lebih dominan mempengaruhi Produk Domestik Regional Bruto di Daerah Istimewa Yogyakarta, diikuti oleh faktor nilai kurs.
Sedangkan faktor angkatan kerja tidak begitu mempengaruhi pertumbuahn Produk Domestik Regional Bruto di Daerah Istimewa Yogyakarta.
5.2. Saran
1. Pada jangka panjang perlu adanya kebijakan pemerintah yang lebih memperhatikan kemudahan, keamanan dan kenyamanan para investor dalam menanamkan modalnya serta menyediakan infrastruktur yang memadai untuk menunjang dan meningkatkan investasi domestik di Daerah Istimewa Yogyakarta.
2. Pada jangka pendek perlunya pemerintah memperhatikan ketersediaan lapangan pekerjaan karena masih banyak tenaga kerja yang belum terserap oleh perusahaan secara maksimal.
29 DAFTAR PUSTAKA
Adioetomo, Sri Murtiningsih. 2010. Dasar-dasar Demografi.Salemba Empat. Jakarta.
Badan Pusat Statistik Yogyakarta. Bpsyogyakarta.go.id
De Fretes, Pieter N.2007.Analisis Tentang Pengaruh Investasi Terhadap
Pembangunan Ekonomi di Propinsi Papua.Jurnal Aplikasi Manajemen, Volume 5, Nomor 1.
Fajar Cahyono, Eko dan David Kaluge. Analisis Pengaruh Infrastruktur Publik Terhadap Produk Domestik Bruto Perkapita Di Indonesia. Fakultas Ekonomi Universitas Brawijaya Malang.
Jhingan.M.L.1999. Ekonomi Pembangunan dan Perencanaan, (terjemahan oleh D,Guritno). PT.Raja Grapindo Persada. Jakarta
Mantra, Ida Bagus. 2009. Demografi Umum. Pustaka Pelajar. Yogyakarta.
Putu Purbadharmaja, Ida Bagus.Implikasi Variabel Pengeluaran dan Investasi Terhadap Pertumbuhan Ekonomi Propinsi Bali.Buletin Studi Ekonomi Volume 11 Nomor 1.
Saptutyningsih, Endah & Hermanto. (2002). Electronic Data Processing, UPFE-UMY, Yogyakarta.
Suparmoko, M dan Irawan. 2002. Ekonomika Pembangunan, Edisi Keenam. BPFE Yogyakarta.
Susanti, H, Moh. Iksan dan Widyanti. 2000. Indikator-indikator Makro Ekonomi.
Edisi Kedua. Lembaga Penerbit Fakultas Ekonomi Universitas Indonesia. Jakarta.
Swaramarinda, Darma Rika dan Indriani, Susi.Pengaruh Pengeluaran Konsumsi dan Investasi Pemerintah Terhadap Pertumbuhan Ekonomi di Indonesia.EconoSains Volume IX Nomor 2.
Winarno, Wing Wahyu, 2011, Analisis Ekonometrika dan Statistika Dengan Eviews.
Edisi 3. UPP STIM YKPN. Yogyakarta.
Wiwin Setyari, Ni Putu dkk. Determinan Investasi Di Indonesia. Fakultas Ekonomi Universitas Udayana Denpasar.
.
30 LAMPIRAN
Data investasi (PMDN), pertumbuhan ekonomi /PDRB (Y), dan angkatan kerja (AK), nilai kurs (KURS) tahun 1990-2010
Tahun PDRB (milyar) Invt
(PMDN)milyar AK Nilai Kurs
1990 9.260,92 420.3 1535884 1901
1991 9.741,80 353.1 1571361 1992
1992 10.417,48 116.9 1594028 2062
1993 11.084,25 220.6 1546471 2110
1994 11.983,02 422.9 1589905 2200
1995 12.952,21 39.6 1491917 2308
1996 13.961,91 222.5 1513978 2383
1997 14.691,10 235.6 1556268 4650
1998 13.048,62 60 1507040 8025
1999 13.177,67 34.6 1584106 7100
2000 13.705,55 119.9 1724775 9595
2001 14.167,05 105.5 1699175 10400
2002 14.687,28 43.4 1739164 8940
2003 15.360,41 23 1756662 8465
2004 16.146,42 77 1815362 9290
2005 16.910,88 64.7 1850842 9900
2006 17.535,75 89.6 1868523 9020
2007 18.291,51 40 1889445 9419
2008 19.212,48 18.1 1999734 10950
2009 20.064,26 33.4 2016694 9400
2010 21.044,04 10 1882296 8991
Sumber BPS-Yogyakarta, diolah
31 Uji Akar Unit Pada Variabel Y Pada tingkat level
ADF Test Statistic -1.678657 1% Critical Value* -4.5348 5% Critical Value -3.6746 10% Critical Value -3.2762
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(Y)
Method: Least Squares Date: 01/04/13 Time: 21:00 Sample(adjusted): 1992 2010
Included observations: 19 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
Y(-1) -0.312927 0.186415 -1.678657 0.1139 D(Y(-1)) 0.407976 0.257346 1.585322 0.1337 C 3092.576 1685.135 1.835210 0.0864
@TREND(1990) 166.7955 93.89589 1.776388 0.0960 R-squared 0.220811 Mean dependent var 594.8547 Adjusted R-squared 0.064973 S.D. dependent var 582.3120 S.E. of regression 563.0771 Akaike info criterion 15.68937 Sum squared resid 4755837. Schwarz criterion 15.88820 Log likelihood -145.0491 F-statistic 1.416926 Durbin-Watson stat 2.023428 Prob(F-statistic) 0.276832
Uji Akar Unit Pada Variabel Investasi (PMDN) tingkat level
ADF Test Statistic -5.813617 1% Critical Value* -4.5348 5% Critical Value -3.6746 10% Critical Value -3.2762
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(PMDN)
Method: Least Squares Date: 01/04/13 Time: 21:18 Sample(adjusted): 1992 2010
Included observations: 19 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
PMDN(-1) -1.792306 0.308294 -5.813617 0.0000 D(PMDN(-1)) 0.405906 0.194515 2.086762 0.0544 C 474.3691 100.8801 4.702305 0.0003
@TREND(1990) -24.11580 5.704448 -4.227543 0.0007 R-squared 0.755216 Mean dependent var -18.05789 Adjusted R-squared 0.706260 S.D. dependent var 135.9048 S.E. of regression 73.65741 Akaike info criterion 11.62139 Sum squared resid 81381.22 Schwarz criterion 11.82022 Log likelihood -106.4032 F-statistic 15.42621 Durbin-Watson stat 1.572137 Prob(F-statistic) 0.000075
32 Uji Akar Unit Pada Variabel angkatan kerja (AK) tingkat level
ADF Test Statistic -2.258751 1% Critical Value* -4.5348 5% Critical Value -3.6746 10% Critical Value -3.2762
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(AK)
Method: Least Squares Date: 01/04/13 Time: 21:21 Sample(adjusted): 1992 2010
Included observations: 19 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
AK(-1) -0.507132 0.224519 -2.258751 0.0392 D(AK(-1)) 0.050686 0.297599 0.170315 0.8670 C 720957.2 317030.6 2.274093 0.0381
@TREND(1990) 14242.05 6387.344 2.229730 0.0415 R-squared 0.273729 Mean dependent var 16365.00 Adjusted R-squared 0.128474 S.D. dependent var 65883.02 S.E. of regression 61505.44 Akaike info criterion 25.07630 Sum squared resid 5.67E+10 Schwarz criterion 25.27513 Log likelihood -234.2249 F-statistic 1.884479 Durbin-Watson stat 1.842704 Prob(F-statistic) 0.175581
Uji Akar Unit Pada Variabel Kurs tingkat level
ADF Test Statistic -1.263614 1% Critical Value* -4.5348 5% Critical Value -3.6746 10% Critical Value -3.2762
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(KURS)
Method: Least Squares Date: 01/04/13 Time: 21:22 Sample(adjusted): 1992 2010
Included observations: 19 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
KURS(-1) -0.294316 0.232916 -1.263614 0.2257 D(KURS(-1)) 0.123953 0.280767 0.441480 0.6652 C 1020.515 712.8035 1.431692 0.1727
@TREND(1990) 116.8116 143.2318 0.815542 0.4275 R-squared 0.136868 Mean dependent var 368.3684 Adjusted R-squared -0.035758 S.D. dependent var 1311.705 S.E. of regression 1334.951 Akaike info criterion 17.41584 Sum squared resid 26731418 Schwarz criterion 17.61467 Log likelihood -161.4505 F-statistic 0.792859 Durbin-Watson stat 1.964168 Prob(F-statistic) 0.516645
33 Uji Derajat Integrasi Pada tingkat 1st Difference ,
variabel Y(PDRB) tingkat 1st Difference
ADF Test Statistic -2.653597 1% Critical Value* -4.5743 5% Critical Value -3.6920 10% Critical Value -3.2856
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(Y,2)
Method: Least Squares Date: 01/04/13 Time: 21:25 Sample(adjusted): 1993 2010
Included observations: 18 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
D(Y(-1)) -0.881370 0.332141 -2.653597 0.0189 D(Y(-1),2) 0.130518 0.265394 0.491788 0.6305 C 294.4795 387.8465 0.759268 0.4603
@TREND(1990) 19.57952 28.67145 0.682893 0.5058 R-squared 0.402415 Mean dependent var 16.89444 Adjusted R-squared 0.274361 S.D. dependent var 735.0781 S.E. of regression 626.1724 Akaike info criterion 15.91026 Sum squared resid 5489286. Schwarz criterion 16.10812 Log likelihood -139.1923 F-statistic 3.142539 Durbin-Watson stat 2.019562 Prob(F-statistic) 0.058934
Variabel PMDN 1st Difference
ADF Test Statistic -9.549377 1% Critical Value* -4.5743 5% Critical Value -3.6920 10% Critical Value -3.2856
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(PMDN,2) Method: Least Squares
Date: 01/04/13 Time: 21:27 Sample(adjusted): 1993 2010
Included observations: 18 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
D(PMDN(-1)) -2.458733 0.257476 -9.549377 0.0000 D(PMDN(-1),2) 0.693368 0.151511 4.576350 0.0004 C -65.24385 46.72473 -1.396345 0.1844
@TREND(1990) 2.627678 3.617271 0.726426 0.4795 R-squared 0.907635 Mean dependent var 11.82222 Adjusted R-squared 0.887843 S.D. dependent var 232.6283 S.E. of regression 77.90691 Akaike info criterion 11.74204 Sum squared resid 84972.82 Schwarz criterion 11.93990 Log likelihood -101.6783 F-statistic 45.85767 Durbin-Watson stat 2.887817 Prob(F-statistic) 0.000000
34 Variabel Angkatan Kerja 1st Difference
ADF Test Statistic -3.448001 1% Critical Value* -4.5743 5% Critical Value -3.6920 10% Critical Value -3.2856
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(AK,2)
Method: Least Squares Date: 01/04/13 Time: 21:32 Sample(adjusted): 1993 2010
Included observations: 18 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
D(AK(-1)) -1.879483 0.545093 -3.448001 0.0039 D(AK(-1),2) 0.495671 0.332291 1.491678 0.1580 C -7946.999 40152.57 -0.197920 0.8460
@TREND(1990) 4020.073 3680.669 1.092212 0.2932 R-squared 0.564179 Mean dependent var -8725.833 Adjusted R-squared 0.470788 S.D. dependent var 93825.78 S.E. of regression 68255.37 Akaike info criterion 25.29303 Sum squared resid 6.52E+10 Schwarz criterion 25.49089 Log likelihood -223.6373 F-statistic 6.041085 Durbin-Watson stat 1.541950 Prob(F-statistic) 0.007375
Variabel Kurs 1st Difference
ADF Test Statistic -3.368889 1% Critical Value* -4.5743 5% Critical Value -3.6920 10% Critical Value -3.2856
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(KURS,2) Method: Least Squares
Date: 01/04/13 Time: 21:34 Sample(adjusted): 1993 2010
Included observations: 18 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
D(KURS(-1)) -1.317734 0.391148 -3.368889 0.0046 D(KURS(-1),2) 0.230351 0.273273 0.842934 0.4134 C 1287.574 847.3713 1.519492 0.1509
@TREND(1990) -65.29253 64.50491 -1.012210 0.3286 R-squared 0.563039 Mean dependent var -26.61111 Adjusted R-squared 0.469405 S.D. dependent var 1922.535 S.E. of regression 1400.413 Akaike info criterion 17.52005 Sum squared resid 27456185 Schwarz criterion 17.71791 Log likelihood -153.6805 F-statistic 6.013161 Durbin-Watson stat 1.904973 Prob(F-statistic) 0.007505
35 Uji Derajat Integrasi Pada tingkat 2nd Difference ,
Variabel Y tingkat 2nd Difference
ADF Test Statistic -4.044107 1% Critical Value* -4.6193 5% Critical Value -3.7119 10% Critical Value -3.2964
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(Y,3)
Method: Least Squares Date: 01/09/13 Time: 10:18 Sample(adjusted): 1994 2010
Included observations: 17 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
D(Y(-1),2) -1.723387 0.426148 -4.044107 0.0014 D(Y(-1),3) 0.310771 0.262759 1.182720 0.2581 C -158.4948 486.2147 -0.325977 0.7496
@TREND(1990) 15.76887 37.57191 0.419698 0.6816 R-squared 0.690963 Mean dependent var 8.053529 Adjusted R-squared 0.619647 S.D. dependent var 1226.098 S.E. of regression 756.1685 Akaike info criterion 16.29673 Sum squared resid 7433281. Schwarz criterion 16.49278 Log likelihood -134.5222 F-statistic 9.688731 Durbin-Watson stat 2.126485 Prob(F-statistic) 0.001259
Variabel PMDN 2nd Difference
ADF Test Statistic -9.021135 1% Critical Value* -4.6193 5% Critical Value -3.7119 10% Critical Value -3.2964
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(PMDN,3) Method: Least Squares
Date: 01/09/13 Time: 10:23 Sample(adjusted): 1994 2010
Included observations: 17 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
D(PMDN(-1),2) -2.627175 0.291224 -9.021135 0.0000 D(PMDN(-1),3) 0.731440 0.163925 4.462039 0.0006 C 35.87717 86.60178 0.414278 0.6854
@TREND(1990) -2.346080 6.661758 -0.352171 0.7304 R-squared 0.911344 Mean dependent var -22.27059 Adjusted R-squared 0.890885 S.D. dependent var 404.5328 S.E. of regression 133.6275 Akaike info criterion 12.83031 Sum squared resid 232132.1 Schwarz criterion 13.02636 Log likelihood -105.0577 F-statistic 44.54479 Durbin-Watson stat 2.849015 Prob(F-statistic) 0.000000
36 Variabel AK 2nd Difference
ADF Test Statistic -5.161322 1% Critical Value* -4.6193 5% Critical Value -3.7119 10% Critical Value -3.2964
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(AK,3)
Method: Least Squares Date: 01/09/13 Time: 10:24 Sample(adjusted): 1994 2010
Included observations: 17 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
D(AK(-1),2) -2.462596 0.477125 -5.161322 0.0002 D(AK(-1),3) 0.650776 0.274575 2.370125 0.0339 C 40011.77 49668.73 0.805573 0.4350
@TREND(1990) -3544.061 3848.046 -0.921003 0.3738 R-squared 0.802079 Mean dependent var -4772.588 Adjusted R-squared 0.756405 S.D. dependent var 155926.4 S.E. of regression 76958.05 Akaike info criterion 25.54223 Sum squared resid 7.70E+10 Schwarz criterion 25.73828 Log likelihood -213.1090 F-statistic 17.56092 Durbin-Watson stat 1.929453 Prob(F-statistic) 0.000074
Variabel KURS 2nd Difference
ADF Test Statistic -6.210772 1% Critical Value* -4.6193 5% Critical Value -3.7119 10% Critical Value -3.2964
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(KURS,3) Method: Least Squares
Date: 01/09/13 Time: 10:25 Sample(adjusted): 1994 2010
Included observations: 17 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
D(KURS(-1),2) -2.382059 0.383537 -6.210772 0.0000 D(KURS(-1),3) 0.660691 0.236120 2.798116 0.0151 C 591.6443 995.7699 0.594158 0.5626
@TREND(1990) -52.60870 77.06518 -0.682652 0.5068 R-squared 0.827280 Mean dependent var 68.41176 Adjusted R-squared 0.787422 S.D. dependent var 3346.520 S.E. of regression 1542.954 Akaike info criterion 17.72311 Sum squared resid 30949202 Schwarz criterion 17.91916 Log likelihood -146.6464 F-statistic 20.75545 Durbin-Watson stat 2.173774 Prob(F-statistic) 0.000031
37 Uji Kointegrasi
Dependent Variable: Y Method: Least Squares Date: 01/22/13 Time: 23:10 Sample: 1990 2010
Included observations: 21
Variable Coefficient Std. Error t-Statistic Prob.
C -8222.048 5107.022 -1.609950 0.1258 PMDN -7.138216 3.956908 -1.803988 0.0890 AK 0.013979 0.003427 4.079638 0.0008 KURS 0.001515 0.202022 0.007498 0.9941 R-squared 0.807817 Mean dependent var 14640.22 Adjusted R-squared 0.773903 S.D. dependent var 3320.742 S.E. of regression 1579.002 Akaike info criterion 17.73662 Sum squared resid 42385201 Schwarz criterion 17.93557 Log likelihood -182.2345 F-statistic 23.81918 Durbin-Watson stat 0.710005 Prob(F-statistic) 0.000003
Residual (E)
ADF Test Statistic -5.229615 1% Critical Value* -2.7158 5% Critical Value -1.9627 10% Critical Value -1.6262
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(E,3)
Method: Least Squares Date: 01/09/13 Time: 10:27 Sample(adjusted): 1994 2010
Included observations: 17 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
D(E(-1),2) -1.837310 0.351328 -5.229615 0.0001 D(E(-1),3) 0.467398 0.215364 2.170276 0.0465 R-squared 0.737106 Mean dependent var -84.30480 Adjusted R-squared 0.719579 S.D. dependent var 2361.492 S.E. of regression 1250.522 Akaike info criterion 17.21064 Sum squared resid 23457080 Schwarz criterion 17.30867 Log likelihood -144.2904 Durbin-Watson stat 1.806610
38
Included observations: 17 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
C 1170.955 428.6237 2.731896 0.0718 DPMDN -0.572573 4.396254 -0.130241 0.9046 DPMDN(-1) 2.515950 6.307697 0.398870 0.7167 DPMDN(-2) 1.129587 5.984314 0.188758 0.8623 DPMDN(-3) 3.779539 4.317331 0.875434 0.4458 DAK -0.000699 0.006258 -0.111700 0.9181 DAK(-1) -0.001660 0.004402 -0.377196 0.7311 DAK(-2) -0.002607 0.005100 -0.511215 0.6444 DAK(-3) -0.005629 0.007000 -0.804146 0.4801 DKURS -0.074882 0.424638 -0.176343 0.8713 DKURS(-1) -0.206659 0.211868 -0.975415 0.4013 DKURS(-2) -0.054044 0.182950 -0.295404 0.7870 DKURS(-3) -0.083316 0.230732 -0.361095 0.7420 E(-1) -0.375554 0.476099 -0.788815 0.4878 R-squared 0.807360 Mean dependent var 585.8700 Adjusted R-squared -0.027411 S.D. dependent var 616.9732 S.E. of regression 625.3719 Akaike info criterion 15.62703 Sum squared resid 1173270. Schwarz criterion 16.31320 Log likelihood -118.8297 F-statistic 0.967164 Durbin-Watson stat 1.467129 Prob(F-statistic) 0.590077
Dependent Variable: D(Y) Method: Least Squares Date: 01/22/13 Time: 11:12 Sample(adjusted): 1994 2010
Included observations: 17 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
C 1191.823 345.2616 3.451942 0.0260 DPMDN(-1) 3.168922 3.324237 0.953278 0.3944 DPMDN(-2) 1.783847 2.824468 0.631569 0.5620 DPMDN(-3) 4.010617 3.418229 1.173303 0.3058 DAK -0.000732 0.005430 -0.134834 0.8993 DAK(-1) -0.001584 0.003789 -0.418104 0.6973 DAK(-2) -0.002899 0.003980 -0.728438 0.5067 DAK(-3) -0.005585 0.006072 -0.919799 0.4097 DKURS -0.075814 0.368734 -0.205606 0.8471 DKURS(-1) -0.201266 0.180452 -1.115343 0.3272 DKURS(-2) -0.044679 0.146100 -0.305811 0.7750 DKURS(-3) -0.074303 0.191158 -0.388699 0.7173 E(-1) -0.361937 0.403384 -0.897250 0.4203 R-squared 0.806271 Mean dependent var 585.8700 Adjusted R-squared 0.225085 S.D. dependent var 616.9732 S.E. of regression 543.1169 Akaike info criterion 15.51502 Sum squared resid 1179904. Schwarz criterion 16.15218 Log likelihood -118.8777 F-statistic 1.387285 Durbin-Watson stat 1.489000 Prob(F-statistic) 0.405957
39
Dependent Variable: D(Y) Method: Least Squares Date: 01/22/13 Time: 11:13 Sample(adjusted): 1994 2010
Included observations: 17 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
C 1205.946 304.2336 3.963879 0.0107 DPMDN(-1) 3.321625 2.913406 1.140117 0.3059 DPMDN(-2) 2.033220 2.293528 0.886503 0.4159 DPMDN(-3) 4.480171 2.286856 1.959096 0.1074 DAK -0.001648 0.002791 -0.590423 0.5806 DAK(-1) -0.001852 0.003199 -0.579015 0.5877 DAK(-2) -0.003015 0.003543 -0.850939 0.4337 DAK(-3) -0.005338 0.005352 -0.997457 0.3643 DKURS(-1) -0.177021 0.122819 -1.441321 0.2091 DKURS(-2) -0.034867 0.124159 -0.280826 0.7901 DKURS(-3) -0.102118 0.121435 -0.840926 0.4387 E(-1) -0.432390 0.191379 -2.259337 0.0734 R-squared 0.804224 Mean dependent var 585.8700 Adjusted R-squared 0.373516 S.D. dependent var 616.9732 S.E. of regression 488.3388 Akaike info criterion 15.40788 Sum squared resid 1192374. Schwarz criterion 15.99604 Log likelihood -118.9670 F-statistic 1.867215 Durbin-Watson stat 1.333257 Prob(F-statistic) 0.254223
Dependent Variable: D(Y) Method: Least Squares Date: 01/22/13 Time: 11:14 Sample(adjusted): 1994 2010
Included observations: 17 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
C 1233.885 264.5179 4.664655 0.0035 DPMDN(-1) 3.646819 2.459626 1.482672 0.1887 DPMDN(-2) 2.246234 1.991398 1.127969 0.3024 DPMDN(-3) 4.684228 1.994967 2.348023 0.0572 DAK -0.001636 0.002568 -0.637209 0.5475 DAK(-1) -0.001987 0.002910 -0.682959 0.5201 DAK(-2) -0.003353 0.003064 -1.094327 0.3158 DAK(-3) -0.006190 0.004057 -1.525904 0.1779 DKURS(-1) -0.182563 0.111530 -1.636897 0.1528 DKURS(-3) -0.104769 0.111387 -0.940585 0.3832 E(-1) -0.454840 0.159979 -2.843119 0.0294 R-squared 0.801136 Mean dependent var 585.8700 Adjusted R-squared 0.469696 S.D. dependent var 616.9732 S.E. of regression 449.2921 Akaike info criterion 15.30589 Sum squared resid 1211181. Schwarz criterion 15.84503 Log likelihood -119.1000 F-statistic 2.417136 Durbin-Watson stat 1.409692 Prob(F-statistic) 0.146083
40
Dependent Variable: D(Y) Method: Least Squares Date: 01/22/13 Time: 11:14 Sample(adjusted): 1994 2010
Included observations: 17 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
C 1219.928 252.1778 4.837572 0.0019 DPMDN(-1) 4.351464 2.101744 2.070406 0.0772 DPMDN(-2) 2.794327 1.718167 1.626342 0.1479 DPMDN(-3) 4.924264 1.874121 2.627506 0.0340 DAK(-1) -0.001893 0.002780 -0.680833 0.5179 DAK(-2) -0.002659 0.002740 -0.970508 0.3641 DAK(-3) -0.006840 0.003756 -1.820839 0.1114 DKURS(-1) -0.211937 0.097154 -2.181464 0.0655 DKURS(-3) -0.095578 0.105660 -0.904586 0.3957 E(-1) -0.428431 0.147817 -2.898393 0.0230 R-squared 0.787678 Mean dependent var 585.8700 Adjusted R-squared 0.514693 S.D. dependent var 616.9732 S.E. of regression 429.8080 Akaike info criterion 15.25372 Sum squared resid 1293144. Schwarz criterion 15.74385 Log likelihood -119.6566 F-statistic 2.885426 Durbin-Watson stat 1.251337 Prob(F-statistic) 0.088146
Dependent Variable: D(Y) Method: Least Squares Date: 01/22/13 Time: 11:15 Sample(adjusted): 1994 2010
Included observations: 17 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
C 1151.481 223.3825 5.154750 0.0009 DPMDN(-1) 3.766114 1.852430 2.033066 0.0765 DPMDN(-2) 2.568210 1.628259 1.577273 0.1534 DPMDN(-3) 4.856952 1.807673 2.686854 0.0276 DAK(-2) -0.002097 0.002523 -0.831018 0.4301 DAK(-3) -0.006378 0.003569 -1.787231 0.1117 DKURS(-1) -0.227331 0.091263 -2.490952 0.0375 DKURS(-3) -0.118482 0.096745 -1.224688 0.2555 E(-1) -0.386927 0.130068 -2.974810 0.0177 R-squared 0.773619 Mean dependent var 585.8700 Adjusted R-squared 0.547237 S.D. dependent var 616.9732 S.E. of regression 415.1468 Akaike info criterion 15.20019 Sum squared resid 1378775. Schwarz criterion 15.64131 Log likelihood -120.2016 F-statistic 3.417323 Durbin-Watson stat 1.282538 Prob(F-statistic) 0.050793
41
Dependent Variable: D(Y) Method: Least Squares Date: 01/22/13 Time: 11:15 Sample(adjusted): 1994 2010
Included observations: 17 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
C 1055.593 187.9578 5.616119 0.0003 DPMDN(-1) 3.670022 1.816760 2.020092 0.0741 DPMDN(-2) 2.166894 1.528034 1.418093 0.1898 DPMDN(-3) 4.726264 1.769593 2.670820 0.0256 DAK(-3) -0.005696 0.003413 -1.668948 0.1295 DKURS(-1) -0.230403 0.089607 -2.571271 0.0301 DKURS(-3) -0.094341 0.090680 -1.040371 0.3253 E(-1) -0.325739 0.105361 -3.091649 0.0129 R-squared 0.754076 Mean dependent var 585.8700 Adjusted R-squared 0.562803 S.D. dependent var 616.9732 S.E. of regression 407.9483 Akaike info criterion 15.16535 Sum squared resid 1497796. Schwarz criterion 15.55745 Log likelihood -120.9054 F-statistic 3.942391 Durbin-Watson stat 1.309051 Prob(F-statistic) 0.030092
Hasil Akhir ECM Terbaik
Dependent Variable: D(Y) Method: Least Squares Date: 01/22/13 Time: 11:17 Sample(adjusted): 1994 2010
Included observations: 17 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
C 1018.416 185.2879 5.496395 0.0003 DPMDN(-1) 3.984735 1.798762 2.215266 0.0511 DPMDN(-2) 2.566027 1.485168 1.727769 0.1147 DPMDN(-3) 5.068831 1.745835 2.903385 0.0157 DAK(-3) -0.005566 0.003424 -1.625306 0.1352 DKURS(-1) -0.216619 0.088986 -2.434301 0.0352 E(-1) -0.296772 0.102033 -2.908588 0.0156 R-squared 0.724501 Mean dependent var 585.8700 Adjusted R-squared 0.559201 S.D. dependent var 616.9732 S.E. of regression 409.6250 Akaike info criterion 15.16126 Sum squared resid 1677926. Schwarz criterion 15.50435 Log likelihood -121.8707 F-statistic 4.382958 Durbin-Watson stat 1.162085 Prob(F-statistic) 0.019832