VII. KESIMPULAN DAN SARAN
7.2. Saran
1. Kebijakan tarif impor jagung yang diberlakukan oleh pemerintah sebaiknya dikaji ulang sehingga dapat menentukan besarnya tarif impor yang tepat yaitu dengan meningkatkan nilai tarif impor menjadi di atas 20 persen. Selain itu, pemerintah sebaiknya juga mulai memberlakukan kuota impor jagung seperti yang diberlakukan negara lain untuk melindungi pasar jagung domestik dari masuknya jagung impor dengan harga rendah. Hal ini dilakukan untuk mendorong dan membantu petani jagung agar meningkatkan produksinya sehingga permintaan jagung terutama untuk pakan ternak dapat terpenuhi dari produksi domestik.
2. Diperlukan penelitian lanjutan tentang inte grasi pasar jagung dunia dengan pasar pakan ternak domestik dengan menyertakan variabel volume impor jagung, pakan dan perubahan nilai tukar mata uang rupiah terhadap dollar.
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Lampiran 1. Neraca Ekspor-Impor Jagung Indonesia
Tabel Perkembangan Neraca Ekspor-Impor Jagung Indonesia Tahun 1971-2005
Tahun Volume Ekspor (000 ton) Nilai Ekspor (000 US$) Volume Impor (000 ton) Nilai Impor (000 US$) Net Ekspor Volume (000 ton) Nilai (000 US$) 1971 218,90 1.1119,20 0 0 218,9 11.119,20 1972 79,65 3.807,70 0 0 79,65 3.807,70 1973 181,28 12.768,70 0,1 59 181,18 12.709,70 1974 196,89 19.824,10 0,03 25 196,86 19.799,10 1975 50,72 6.413,60 0,03 17 50,69 6.396,60 1976 3,52 442,60 67,89 9.185 -64,37 -8.742,40 1977 10,45 1.194,60 14,45 1.893 -4 -698,40 1978 21,08 2.397,20 46,20 5.324 -25,12 -2.926,80 1979 6,83 779,50 83,63 13.703,60 -76,80 -12.924,10 1980 14,89 2.076,40 33,78 7.282,20 -18,89 -5.205,80 1981 4,79 744 2,01 727,60 2,78 16,40 1982 0,54 111,10 76,47 13.162,20 -75,93 -13.051,10 1983 17,94 2.555,10 22,25 5.567 -4,31 -3.011,90 1984 159,85 31.807,90 59,25 9.659,60 100,60 22.148,30 1985 3,54 611 49,86 7.181,70 -46,32 -6.570,70 1986 4,43 732,50 57,37 6.281,50 -52,94 -5.549 1987 4,68 664,20 221 24.855 -216,32 -24.190,80 1988 37,45 4.710 63,45 8.227 -26 -3.517 1989 232,09 27.984 33,34 4.597 198,75 23.387 1990 136,64 16.036 0,52 217 136,12 15.819 1991 30,74 3.502 323,18 45.686 -292,44 -42.184 1992 136,52 17.288 55,50 7.687 81,02 9.601 1993 52,09 6.772 494,45 67.600 -442,36 -60.828 1994 34,09 4.949 1.109,25 151.864,70 -1.075,16 -146.915,70 1995 74,88 10.428 969,15 152.759 -894,27 -142.331 1996 26,83 5.304 616,94 132.887,30 -590,11 -127.583,30 1997 18,96 10.885,40 1.098,35 171.674,40 -1.079,39 -160.789 1998 632,52 65.452,30 313,46 47.837,40 319,06 17614.9 1999 96,65 11.037 618,06 80.320 -521,41 -69.283 2000 28,07 4.984 1.264,58 157.949 -1.236,51 -152.965 2001 90,48 10.500 1.035,80 125.512 -945,32 -115.012 2002 16,31 3.334 1.154,06 137.982 -1.137,75 -134.648 2003 33,69 5.517 1.345,45 168.658 -1.311,76 -163.141 2004 32,68 9.074 1.088,93 104.912 -1.056,25 -95.838 2005* 62,75 11.895 234,71 45.635 -171,96 -33.740
Sumber: BPS, Pusdatin Deptan *) Angka Ramalan I
Lampiran 2. Perkembangan Harga
Tabel Perkembangan Harga Jagung Produsen Domestik (PJDOM) (Rp/kg)
Tahun/Bulan 2000 2001 2002 2003 2004 2005 Januari 808,01 999,04 1.269,51 1.162,30 1.021,16 1.140,37 Februari 789,87 1.002,65 1.281,25 1.135,28 957,06 1.114,89 Maret 808,58 1.025,51 1.280,46 1.106,39 944,91 1.100,22 April 856,97 1.105,54 1.289,74 1.054,66 1.004,09 1.133,54 Mei 897,13 1.199,68 1.299,97 1.057,91 1.076,52 1.148,63 Juni 918,30 1.296,32 1.297,35 1.051,66 1.145,33 1.161,55 Juli 939,31 1.327,15 1.282,78 1.048,16 1.183,60 1.192,67 Agustus 956,18 1.313,15 1.297,21 1.057,62 1.153,26 1.178,09 September 963,93 1.310,07 1.336,06 1.081,01 1.170,07 1.189,95 Oktober 990,50 1.317,19 1.368,86 1.088,80 1.181,27 1.230,62 November 985,26 1.320,20 1.405,75 1.078,27 1.167,43 1.224,40 Desember 995,71 1.333,04 1.399,34 1.083,57 1.144,78 1.213,23 Sumber: Badan Pusat Statistik (diolah)
Tabel Perkembangan Harga Jagung Dunia (PJDUN) (Rp/kg)
Tahun/Bulan 2000 2001 2002 2003 2004 2005 Januari 692,75 892,79 956,23 943,96 968,58 882,59 Februari 714,48 885,96 929,56 941,99 1.040,51 871,37 Maret 721,81 920,07 888,32 943,03 1.095,95 947,05 April 756,36 974,58 826,22 929,52 1.149,20 921,59 Mei 830,97 949,68 823,09 906,62 1.149,35 905,82 Juni 736,36 940,82 817,60 882,98 1.156,85 943,13 Juli 677,93 998,02 884,82 806,90 947,97 1.055,54 Agustus 626,72 834,02 972,30 856,26 961,41 1.041,41 September 705,91 836,85 1.021,70 880,93 898,98 993,89 Oktober 798,58 874,48 1.003,95 889,38 853,23 1.028,17 November 850,08 944,66 988,30 921,77 847,15 957,34 Desember 936,47 943,76 953,03 943,86 879,88 1.003,64
Sumber: Badan Urusan Logistik (diolah)
Tabel Perkembangan Harga Daging Ayam Ras Domestik (PDDOM) (Rp/kg)
Tahun/Bulan 2000 2001 2002 2003 2004 2005 Januari 13.247 11.591,75 12.097,50 11.097,50 12.304,75 13.784 Februari 10.831 11.120,75 12.113,50 10.577,75 10.150,25 13.250 Maret 10.325,25 12.426,50 11.273,50 10.080,75 10.313 12.484,75 April 10.079,25 12.649,75 10.965,75 11.452,50 11.807,25 11.813 Mei 10.258,25 12.291,5 11.516,75 11.542,25 12.942,50 12.534,75 Juni 10.829,25 12.438,75 11.982,75 10.910 12.997 13.251 Juli 11.366,75 12.809 12.055 10.963 13.942,75 13.117,75 Agustus 10.406,50 11.611,5 12.033,50 10.742,25 13.007,75 12.989,75 September 10.126 10.839 12.376,25 10.800,50 11.932 13.284,75 Oktober 10.628,25 10.815 12.088,50 11.437,50 11.999 13.409,25 November 11.944 12.593,75 12.554,75 11.899,25 13.355,50 13.805,25 Desember 12.878 13.804,75 12.369 11.761,75 13.370 13.359,75 Sumber: Departemen Pertanian (diolah)
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Lampiran 2. Lanjutan
Tabel Perkembangan Harga Minyak Mentah Dunia (PMDUN) (US$/Barrel)
Tahun/Bulan 2000 2001 2002 2003 2004 2005 Januari 24,58 24,06 18,33 30,34 30,33 40,24 Februari 26,84 25,41 18,89 31,54 29,56 41,68 Maret 26,71 23,7 22,64 29,78 32,05 49,07 April 22,93 24,38 24,88 25,34 32,35 49,63 Mei 26,94 26,25 24,76 25,6 36,27 46,96 Juni 29,12 26,1 23,8 26,74 34,61 52,04 Juli 27,94 23,73 25,13 27,43 36,29 53,13 Agustus 28,3 24,46 25,99 28,63 40,27 57,82 September 31,48 24,29 27,38 26,32 40,36 57,88 Oktober 30,42 19,64 27,32 28,54 45,37 54,63 November 31,22 17,65 24,29 28,45 38,96 51,29 Desember 24,13 17,53 28,39 29,44 35,7 52,65
Lampiran 3. Hasil Uji Unit Root pada Tingkat Level
Unit root tests for variable PJDUN
The Dickey-Fuller regressions include an intercept but not a trend ******************************************************************************* 67 observations used in the estimation of all ADF regressions.
Sample period from 2000M6 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -2.4286 -362.2654 -364.2654 -366.4701 -365.1378 ADF(1) -2.7088 -361.3220 -364.3220 -367.6291 -365.6306 ADF(2) -2.9758 -360.4800 -364.4800 -368.8894 -366.2248 ADF(3) -2.6437 -360.3503 -365.3503 -370.8621 -367.5313 ADF(4) -2.3407 -360.1199 -366.1199 -372.7340 -368.7371 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -2.9048 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Unit root tests for variable PJDUN
The Dickey-Fuller regressions include an intercept and a linear trend ******************************************************************************* 67 observations used in the estimation of all ADF regressions.
Sample period from 2000M6 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -2.7744 -361.3701 -364.3701 -367.6772 -365.6787 ADF(1) -3.2105 -359.8818 -363.8818 -368.2912 -365.6266 ADF(2) -3.6653 -358.3152 -363.3152 -368.8270 -365.4962 ADF(3) -3.3363 -358.3127 -364.3127 -370.9268 -366.9300 ADF(4) -3.0051 -358.3001 -365.3001 -373.0166 -368.3535 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -3.4769 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Unit root tests for variable PJDOM
The Dickey-Fuller regressions include an intercept but not a trend ******************************************************************************* 67 observations used in the estimation of all ADF regressions.
Sample period from 2000M6 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -2.0506 -346.0346 -348.0346 -350.2393 -348.9070 ADF(1) -2.4531 -340.1130 -343.1130 -346.4200 -344.4216 ADF(2) -2.4137 -340.1117 -344.1117 -348.5211 -345.8565 ADF(3) -2.4030 -340.0854 -345.0854 -350.5972 -347.2664 ADF(4) -2.1813 -339.1395 -345.1395 -351.7536 -347.7567 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -2.9048 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Unit root tests for variable PJDOM
The Dickey-Fuller regressions include an intercept and a linear trend ******************************************************************************* 67 observations used in the estimation of all ADF regressions.
Sample period from 2000M6 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -1.9573 -345.7515 -348.7515 -352.0585 -350.0601 ADF(1) -2.3831 -340.0525 -344.0525 -348.4618 -345.7973 ADF(2) -2.3336 -340.0524 -345.0524 -350.5642 -347.2334 ADF(3) -2.3137 -340.0362 -346.0362 -352.6503 -348.6535 ADF(4) -2.0537 -339.0086 -346.0086 -353.7251 -349.0621 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -3.4769 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
79
Lampiran 3. Lanjutan
Unit root tests for variable PDDOM
The Dickey-Fuller regressions include an intercept but not a trend ******************************************************************************* 67 observations used in the estimation of all ADF regressions.
Sample period from 2000M6 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -3.4380 -535.8355 -537.8355 -540.0402 -538.7079 ADF(1) -4.1190 -533.3496 -536.3496 -539.6567 -537.6582 ADF(2) -2.9203 -531.4984 -535.4984 -539.9078 -537.2432 ADF(3) -2.3161 -530.6550 -535.6550 -541.1667 -537.8360 ADF(4) -1.7041 -529.5142 -535.5142 -542.1282 -538.1314 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -2.9048 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Unit root tests for variable PDDOM
The Dickey-Fuller regressions include an intercept and a linear trend ******************************************************************************* 67 observations used in the estimation of all ADF regressions.
Sample period from 2000M6 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -3.9095 -534.2533 -537.2533 -540.5603 -538.5619 ADF(1) -4.9093 -530.3703 -534.3703 -538.7797 -536.1152 ADF(2) -3.5587 -529.5184 -534.5184 -540.0301 -536.6994 ADF(3) -2.8888 -529.1361 -535.1361 -541.7501 -537.7533 ADF(4) -2.2628 -528.3233 -535.3233 -543.0398 -538.3767 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -3.4769 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Unit root tests for variable PMDUN
The Dickey-Fuller regressions include an intercept but not a trend ******************************************************************************* 67 observations used in the estimation of all ADF regressions.
Sample period from 2000M6 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -.15986 -184.2129 -186.2129 -188.4176 -187.0853 ADF(1) -.30897 -183.9856 -186.9856 -190.2926 -188.2942 ADF(2) -.13180 -183.8440 -187.8440 -192.2534 -189.5888 ADF(3) .48630 -182.6641 -187.6641 -193.1758 -189.8451 ADF(4) 1.1982 -181.1332 -187.1332 -193.7473 -189.7504 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -2.9048 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Unit root tests for variable PMDUN
The Dickey-Fuller regressions include an intercept and a linear trend ******************************************************************************* 67 observations used in the estimation of all ADF regressions.
Sample period from 2000M6 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -1.4692 -182.4141 -185.4141 -188.7212 -186.7227 ADF(1) -1.6283 -182.0165 -186.0165 -190.4259 -187.7613 ADF(2) -1.4528 -181.9539 -186.9539 -192.4657 -189.1349 ADF(3) -.88735 -180.9849 -186.9849 -193.5990 -189.6021 ADF(4) -.21826 -179.6709 -186.6709 -194.3873 -189.7243 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -3.4769 LL = Maximized log-likelihood AIC = Akaike Information Criterion
Lampiran 3. Lanjutan
Unit root tests for variable TI
The Dickey-Fuller regressions include an intercept but not a trend ******************************************************************************* 67 observations used in the estimation of all ADF regressions.
Sample period from 2000M6 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -.72036 -61.2739 -63.2739 -65.4786 -64.1463 ADF(1) -.70436 -61.2739 -64.2739 -67.5809 -65.5825 ADF(2) -.68800 -61.2739 -65.2739 -69.6833 -67.0187 ADF(3) -.67125 -61.2739 -66.2739 -71.7856 -68.4549 ADF(4) -.65409 -61.2739 -67.2739 -73.8879 -69.8911 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -2.9048 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Unit root tests for variable TI
The Dickey-Fuller regressions include an intercept and a linear trend ******************************************************************************* 67 observations used in the estimation of all ADF regressions.
Sample period from 2000M6 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -2.0568 -59.2600 -62.2600 -65.5670 -63.5686 ADF(1) -2.0504 -59.2271 -63.2271 -67.6365 -64.9719 ADF(2) -2.0423 -59.1961 -64.1961 -69.7078 -66.3771 ADF(3) -2.0323 -59.1670 -65.1670 -71.7811 -67.7842 ADF(4) -2.0204 -59.1401 -66.1401 -73.8565 -69.1935 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -3.4769 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
81
Lampiran 4. Hasil Uji Unit Root pada Tingkat Fisrt Difference
Unit root tests for variable DPJDUN
The Dickey-Fuller regressions include an intercept but not a trend ******************************************************************************* 66 observations used in the estimation of all ADF regressions.
Sample period from 2000M7 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -7.2605 -358.2409 -360.2409 -362.4305 -361.1061 ADF(1) -5.0253 -358.1239 -361.1239 -364.4084 -362.4218 ADF(2) -5.0218 -357.1086 -361.1086 -365.4879 -362.8391 ADF(3) -4.9131 -356.2946 -361.2946 -366.7687 -363.4577 ADF(4) -4.9097 -355.2862 -361.2862 -367.8551 -363.8819 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -2.9055 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Unit root tests for variable DPJDUN
The Dickey-Fuller regressions include an intercept and a linear trend ******************************************************************************* 66 observations used in the estimation of all ADF regressions.
Sample period from 2000M7 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -7.2187 -358.1665 -361.1665 -364.4510 -362.4643 ADF(1) -4.9997 -358.0531 -362.0531 -366.4324 -363.7835 ADF(2) -5.0048 -357.0066 -362.0066 -367.4808 -364.1697 ADF(3) -4.9004 -356.1747 -362.1747 -368.7436 -364.7704 ADF(4) -4.9022 -355.1402 -362.1402 -369.8040 -365.1686 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -3.4779 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Unit root tests for variable DPJDOM
The Dickey-Fuller regressions include an intercept but not a trend ******************************************************************************* 66 observations used in the estimation of all ADF regressions.
Sample period from 2000M7 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -5.4232 -338.4946 -340.4946 -342.6842 -341.3598 ADF(1) -4.6434 -338.4435 -341.4435 -344.7280 -342.7414 ADF(2) -4.0551 -338.4379 -342.4379 -346.8172 -344.1683 ADF(3) -4.3966 -337.0524 -342.0524 -347.5265 -344.2155 ADF(4) -3.6408 -336.9895 -342.9895 -349.5584 -345.5852 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -2.9055 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Unit root tests for variable DPJDOM
The Dickey-Fuller regressions include an intercept and a linear trend ******************************************************************************* 66 observations used in the estimation of all ADF regressions.
Sample period from 2000M7 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -5.4255 -338.3211 -341.3211 -344.6055 -342.6189 ADF(1) -4.6587 -338.2514 -342.2514 -346.6307 -343.9819 ADF(2) -4.0792 -338.2331 -343.2331 -348.7072 -345.3962 ADF(3) -4.4630 -336.6669 -342.6669 -349.2359 -345.2626 ADF(4) -3.7146 -336.6340 -343.6340 -351.2978 -346.6624 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -3.4779 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Lampiran 4. Lanjutan
Unit root tests for variable DPDDOM
The Dickey-Fuller regressions include an intercept but not a trend ******************************************************************************* 66 observations used in the estimation of all ADF regressions.
Sample period from 2000M7 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -7.4104 -533.4264 -535.4264 -537.6160 -536.2916 ADF(1) -8.1126 -528.0978 -531.0978 -534.3823 -532.3956 ADF(2) -7.3018 -525.8883 -529.8883 -534.2676 -531.6188 ADF(3) -6.9564 -523.5132 -528.5132 -533.9873 -530.6763 ADF(4) -6.6922 -521.6511 -527.6511 -534.2200 -530.2468 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -2.9055 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Unit root tests for variable DPDDOM
The Dickey-Fuller regressions include an intercept and a linear trend ******************************************************************************* 66 observations used in the estimation of all ADF regressions.
Sample period from 2000M7 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -7.3524 -533.4255 -536.4255 -539.7100 -537.7234 ADF(1) -8.0479 -528.0978 -532.0978 -536.4771 -533.8282 ADF(2) -7.2426 -525.8883 -530.8883 -536.3624 -533.0514 ADF(3) -6.8992 -523.5132 -529.5132 -536.0821 -532.1089 ADF(4) -6.6374 -521.6328 -528.6328 -536.2966 -531.6611 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -3.4779 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Unit root tests for variable DPMDUN
The Dickey-Fuller regressions include an intercept but not a trend ******************************************************************************* 66 observations used in the estimation of all ADF regressions.
Sample period from 2000M7 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -7.5505 -181.6408 -183.6408 -185.8305 -184.5060 ADF(1) -5.8702 -181.4968 -184.4968 -187.7813 -185.7946 ADF(2) -5.5183 -180.4501 -184.4501 -188.8294 -186.1806 ADF(3) -5.2509 -179.5202 -184.5202 -189.9943 -186.6833 ADF(4) -3.0890 -175.5208 -181.5208 -188.0897 -184.1165 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -2.9055 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Unit root tests for variable DPMDUN
The Dickey-Fuller regressions include an intercept and a linear trend ******************************************************************************* 66 observations used in the estimation of all ADF regressions.
Sample period from 2000M7 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -7.6903 -180.8099 -183.8099 -187.0943 -185.1077 ADF(1) -6.0578 -180.5460 -184.5460 -188.9253 -186.2765 ADF(2) -5.8798 -178.8184 -183.8184 -189.2925 -185.9815 ADF(3) -5.8834 -176.7939 -182.7939 -189.3629 -185.3897 ADF(4) -3.5861 -173.8774 -180.8774 -188.5412 -183.9057 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -3.4779 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
83
Lampiran 4. Lanjutan
Unit root tests for variable DTI
The Dickey-Fuller regressions include an intercept but not a trend ******************************************************************************* 66 observations used in the estimation of all ADF regressions.
Sample period from 2000M7 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -8.1240 -61.1026 -63.1026 -65.2923 -63.9678 ADF(1) -5.7446 -61.0945 -64.0945 -67.3790 -65.3924 ADF(2) -4.6904 -61.0862 -65.0862 -69.4655 -66.8167 ADF(3) -4.0620 -61.0776 -66.0776 -71.5518 -68.2407 ADF(4) -3.6332 -61.0688 -67.0688 -73.6377 -69.6645 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -2.9055 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Unit root tests for variable DTI
The Dickey-Fuller regressions include an intercept and a linear trend ******************************************************************************* 66 observations used in the estimation of all ADF regressions.
Sample period from 2000M7 to 2005M12
******************************************************************************* Test Statistic LL AIC SBC HQC DF -8.0918 -60.9711 -63.9711 -67.2556 -65.2690 ADF(1) -5.7327 -60.9572 -64.9572 -69.3365 -66.6877 ADF(2) -4.6901 -60.9421 -65.9421 -71.4162 -68.1052 ADF(3) -4.0701 -60.9256 -66.9256 -73.4945 -69.5213 ADF(4) -3.6483 -60.9075 -67.9075 -75.5713 -70.9358 ******************************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -3.4779 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion
Lampiran 5. Hasil Uji Lag Optimal
Test Statistics and Choice Criteria for Selecting the Order of the VAR Model ******************************************************************************* Based on 70 observations from 2000M3 to 2005M12. Order of VAR = 1
List of variables included in the unrestricted VAR:
DPJDUN DPJDOM DPDDOM DPMDUN DTI
******************************************************************************* Order LL AIC SBC LR test Adjusted LR test 1 -1538.6 -1563.6 -1591.7 --- --- 0 -1557.0 -1557.0 -1557.0 CHSQ( 25)= 36.8880[.059] 34.2532[.103] ******************************************************************************* AIC=Akaike Information Criterion SBC=Schwarz Bayesian Criterion
85
Lampiran 6. Hasil OLS Estimation
OLS estimation of a single equation in the Unrestricted VAR
******************************************************************************* Dependent variable is DPJDUN
70 observations used for estimation from 2000M3 to 2005M12
******************************************************************************* Regressor Coefficient Standard Error T-Ratio[Prob] DPJDUN(-1) .073037 .12318 .59292[.555] DPJDOM(-1) -.20930 .16863 -1.2412[.219] DPDDOM(-1) .0085773 .0091433 .93809[.352] DPMDUN(-1) .74866 1.8196 .41145[.682] DTI(-1) 10.3911 11.6138 .89472[.374] ******************************************************************************* R-Squared .052503 R-Bar-Squared -.0058048 S.E. of Regression 56.4683 F-stat. F( 4, 65) .90045[.469] Mean of Dependent Variable 4.1309 S.D. of Dependent Variable 56.3051 Residual Sum of Squares 207263.4 Equation Log-likelihood -379.0895 Akaike Info. Criterion -384.0895 Schwarz Bayesian Criterion -389.7107 DW-statistic 2.0177 System Log-likelihood -1538.6 *******************************************************************************
Diagnostic Tests
******************************************************************************* * Test Statistics * LM Version * F Version * ******************************************************************************* * * * * * A:Serial Correlation*CHSQ( 12)= 17.2021[.142]*F( 12, 53)= 1.4390[.178]* * * * * * B:Functional Form *CHSQ( 1)= .0092587[.923]*F( 1, 64)= .0084662[.927]* * * * * * C:Normality *CHSQ( 2)= 17.5904[.000]* Not applicable * * * * * * D:Heteroscedasticity*CHSQ( 1)= .18480[.667]*F( 1, 68)= .18000[.673]* ******************************************************************************* A:Lagrange multiplier test of residual serial correlation
B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals
Lampiran 6. Lanjutan
OLS estimation of a single equation in the Unrestricted VAR
******************************************************************************* Dependent variable is DPJDOM
70 observations used for estimation from 2000M3 to 2005M12
******************************************************************************* Regressor Coefficient Standard Error T-Ratio[Prob] DPJDUN(-1) .15093 .087326 1.7283[.089] DPJDOM(-1) .38255 .11954 3.2001[.002] DPDDOM(-1) -.0031149 .0064818 -.48056[.632] DPMDUN(-1) 1.1820 1.2899 .91636[.363] DTI(-1) -8.5948 8.2332 -1.0439[.300] ******************************************************************************* R-Squared .20560 R-Bar-Squared .15672 S.E. of Regression 40.0312 F-stat. F( 4, 65) 4.2058[.004] Mean of Dependent Variable 6.0480 S.D. of Dependent Variable 43.5926 Residual Sum of Squares 104162.3 Equation Log-likelihood -355.0081 Akaike Info. Criterion -360.0081 Schwarz Bayesian Criterion -365.6293 DW-statistic 2.0822 System Log-likelihood -1538.6 *******************************************************************************
Diagnostic Tests
******************************************************************************* * Test Statistics * LM Version * F Version * ******************************************************************************* * * * * * A:Serial Correlation*CHSQ( 12)= 16.2099[.182]*F( 12, 53)= 1.3310[.230]* * * * * * B:Functional Form *CHSQ( 1)= 6.0510[.014]*F( 1, 64)= 6.0558[.017]* * * * * * C:Normality *CHSQ( 2)= 1023.1[.000]* Not applicable * * * * * * D:Heteroscedasticity*CHSQ( 1)= .9961E-3[.975]*F( 1, 68)= .9677E-3[.975]* ******************************************************************************* A:Lagrange multiplier test of residual serial correlation
B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals
87
Lampiran 6. Lanjutan
OLS estimation of a single equation in the Unrestricted VAR
******************************************************************************* Dependent variable is DPDDOM
70 observations used for estimation from 2000M3 to 2005M12
******************************************************************************* Regressor Coefficient Standard Error T-Ratio[Prob] DPJDUN(-1) 3.0235 1.5661 1.9306[.058] DPJDOM(-1) 2.0944 2.1440 .97689[.332] DPDDOM(-1) .071461 .11625 .61473[.541] DPMDUN(-1) 6.0959 23.1339 .26350[.793] DTI(-1) -428.1981 147.6578 -2.8999[.005] ******************************************************************************* R-Squared .19068 R-Bar-Squared .14087 S.E. of Regression 717.9351 F-stat. F( 4, 65) 3.8285[.007] Mean of Dependent Variable 36.1250 S.D. of Dependent Variable 774.5623 Residual Sum of Squares 3.35E+07 Equation Log-likelihood -557.0785 Akaike Info. Criterion -562.0785 Schwarz Bayesian Criterion -567.6997 DW-statistic 2.0080 System Log-likelihood -1538.6 *******************************************************************************
Diagnostic Tests
******************************************************************************* * Test Statistics * LM Version * F Version * ******************************************************************************* * * * * * A:Serial Correlation*CHSQ( 12)= 18.4893[.102]*F( 12, 53)= 1.5853[.124]* * * * * * B:Functional Form *CHSQ( 1)= .053105[.818]*F( 1, 64)= .048590[.826]* * * * * * C:Normality *CHSQ( 2)= .45369[.797]* Not applicable * * * * * * D:Heteroscedasticity*CHSQ( 1)= .61162[.434]*F( 1, 68)= .59939[.441]* ******************************************************************************* A:Lagrange multiplier test of residual serial correlation
B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals
Lampiran 6. Lanjutan
OLS estimation of a single equation in the Unrestricted VAR
******************************************************************************* Dependent variable is DPMDUN
70 observations used for estimation from 2000M3 to 2005M12
******************************************************************************* Regressor Coefficient Standard Error T-Ratio[Prob] DPJDUN(-1) .0023084 .0086515 .26682[.790] DPJDOM(-1) .0046776 .011843 .39495[.694] DPDDOM(-1) -.4068E-3 .6422E-3 -.63341[.529] DPMDUN(-1) .054515 .12779 .42658[.671] DTI(-1) -.059396 .81568 -.072818[.942] ******************************************************************************* R-Squared -.012224 R-Bar-Squared -.074514 S.E. of Regression 3.9659 F-stat. F( 4, 65) *NONE* Mean of Dependent Variable .61586 S.D. of Dependent Variable 3.8260 Residual Sum of Squares 1022.4 Equation Log-likelihood -193.1740 Akaike Info. Criterion -198.1740 Schwarz Bayesian Criterion -203.7952 DW-statistic 1.9657 System Log-likelihood -1538.6 *******************************************************************************
Diagnostic Tests
******************************************************************************* * Test Statistics * LM Version * F Version * ******************************************************************************* * * * * * A:Serial Correlation*CHSQ( 12)= 21.2883[.046]*F( 12, 53)= 1.9302[.051]* * * * * * B:Functional Form *CHSQ( 1)= .66215[.416]*F( 1, 64)= .61118[.437]* * * * * * C:Normality *CHSQ( 2)= .60604[.739]* Not applicable * * * * * * D:Heteroscedasticity*CHSQ( 1)= 1.9201[.166]*F( 1, 68)= 1.9179[.171]* ******************************************************************************* A:Lagrange multiplier test of residual serial correlation
B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals
89
Lampiran 6. Lanjutan
OLS estimation of a single equation in the Unrestricted VAR
******************************************************************************* Dependent variable is DTI
70 observations used for estimation from 2000M3 to 2005M12
******************************************************************************* Regressor Coefficient Standard Error T-Ratio[Prob] DPJDUN(-1) .4966E-3 .0013503 .36777[.714] DPJDOM(-1) .3162E-3 .0018484 .17105[.865] DPDDOM(-1) -.2057E-4 .1002E-3 -.20521[.838] DPMDUN(-1) .0034312 .019945 .17203[.864] DTI(-1) .0033133 .12730 .026026[.979] ******************************************************************************* R-Squared -.010574 R-Bar-Squared -.072763 S.E. of Regression .61897 F-stat. F( 4, 65) *NONE* Mean of Dependent Variable .071429 S.D. of Dependent Variable .59761 Residual Sum of Squares 24.9034 Equation Log-likelihood -63.1535 Akaike Info. Criterion -68.1535 Schwarz Bayesian Criterion -73.7748 DW-statistic 2.0004 System Log-likelihood -1538.6 *******************************************************************************
Diagnostic Tests
******************************************************************************* * Test Statistics * LM Version * F Version * ******************************************************************************* * * * * * A:Serial Correlation*CHSQ( 12)= .15654[1.00]*F( 12, 53)= .0098993[1.00]* * * * * * B:Functional Form *CHSQ( 1)= .018994[.890]*F( 1, 64)= .017371[.896]* * * * * * C:Normality *CHSQ( 2)= 13627.5[.000]* Not applicable * * * * * * D:Heteroscedasticity*CHSQ( 1)= .21492[.643]*F( 1, 68)= .20942[.649]* ******************************************************************************* A:Lagrange multiplier test of residual serial correlation
B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals
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