BAB V. KESIMPULAN DAN SARAN
5.2. Saran
1. Untuk meningkatkan investasi, pemerintah hendaknya mengambil kebijakan untuk mendukung iklim investasi yang kondusif, seperti pengurusan perizinan dan pajak, realisasi pembangunan infrastruktur dengan cepat, serta kepastian peraturan ketenagakerjaan.
2. Dianggap perlu untuk mengkaji kembali penelitian ini (atas masalah yang sama) dengan menggunakan metode pendekatan, serta konsep peninjauan yang berbeda agar dapat dilakukan studi komparasi dan mendukung temuan-temuan baru.
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Lampiran 3. Data Analisis
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obs LPDRB LLAGPMDN LLAGPMA LTK DM
==================================================== 1984 12.77943 NA NA 6.512493 0.000000 1985 12.81000 10.03785 9.163990 6.524832 0.000000 1986 12.90053 11.04535 9.732838 6.537383 0.000000 1987 12.98976 11.91662 10.15777 6.550051 0.000000 1988 13.01382 11.24690 10.02657 6.562814 0.000000 1989 13.07386 11.67783 11.05608 6.575705 0.000000 1990 13.12234 11.09970 10.11270 6.588711 0.000000 1991 13.21831 11.51570 12.04881 6.601829 0.000000 1992 13.25586 11.59708 10.99202 6.615065 0.000000 1993 13.26044 11.29998 11.42585 6.628435 0.000000 1994 13.29975 11.72250 11.07010 6.641882 0.000000 1995 13.33851 11.55509 10.86717 6.655440 0.000000 1996 13.33754 11.55330 11.37727 6.669114 0.000000 1997 13.39520 11.37081 11.14222 6.682902 1.000000 1998 13.34524 12.16702 11.34751 6.656135 1.000000 1999 13.35663 10.90344 11.82775 6.657659 1.000000 2000 13.37696 11.04386 11.65712 6.669883 1.000000 2001 13.39639 11.07290 11.91592 6.682243 1.000000 2002 13.41372 11.70048 11.63803 6.692702 1.000000 2003 13.43276 11.92257 10.96764 6.686260 1.000000 2004 13.45634 11.67353 11.87921 6.677249 1.000000 2005 13.48018 11.43770 11.45607 6.713165 1.000000 ====================================================
Lampiran 4. Analisis OLS
Model : LPDRB = b0 + b1 LPMDN(t-1) + b2 LPMA(t-1) + b3 LTK + b3 Dm + μ
Dependent Variable: LPDRB Method: Least Squares Date: 06/14/07 Time: 11:49 Sample(adjusted): 1985 2005
Included observations: 21 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob. LLAGPMDN 0.032289 0.015006 2.151821 0.0470
LLAGPMA 0.042062 0.012640 3.327586 0.0043
LTK 2.878385 0.225049 12.79005 0.0000
DM -0.010916 0.018898 -0.577638 0.5715
C -6.666032 1.376736 -4.841911 0.0002
R-squared 0.983931 Mean dependent var 13.25115 Adjusted R-squared 0.979914 S.D. dependent var 0.192417 S.E. of regression 0.027270 Akaike info criterion -4.161791 Sum squared resid 0.011899 Schwarz criterion -3.913095 Log likelihood 48.69881 F-statistic 244.9333 Durbin-Watson stat 2.188535 Prob(F-statistic) 0.000000
Lampiran 5. Uji Asumsi Klasik
5.1. Multikolinieritas
Model: LPMDN(t-1) = a0 + a1 LPMA(t-1) + a2 LTK + a3 Dm + μ
Dependent Variable: LLAGPMDN Method: Least Squares
Date: 06/14/07 Time: 11:53 Sample(adjusted): 1985 2005
Included observations: 21 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob. LLAGPMA 0.149197 0.201079 0.741981 0.4682
LTK 3.261642 3.550421 0.918663 0.3711
DM -0.281698 0.297710 -0.946216 0.3573
C -11.74975 22.06905 -0.532409 0.6013
R-squared 0.206209 Mean dependent var 11.40763 Adjusted R-squared 0.066128 S.D. dependent var 0.456108 S.E. of regression 0.440770 Akaike info criterion 1.369054 Sum squared resid 3.302723 Schwarz criterion 1.568011 Log likelihood -10.37507 F-statistic 1.472074 Durbin-Watson stat 1.772643 Prob(F-statistic) 0.257560
Model: LPMA(t-1) = a0 + a1 LPMDN(t-1) + a2 LTK + a3 Dm + μ
Dependent Variable: LLAGPMA Method: Least Squares
Date: 06/14/07 Time: 11:54 Sample(adjusted): 1985 2005
Included observations: 21 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob. LLAGPMDN 0.210250 0.283362 0.741981 0.4682
LTK 10.54722 3.478769 3.031883 0.0075
DM -0.042437 0.362453 -0.117084 0.9082
C -61.28709 21.83669 -2.806611 0.0121
R-squared 0.622249 Mean dependent var 11.04108 Adjusted R-squared 0.555587 S.D. dependent var 0.784884 S.E. of regression 0.523238 Akaike info criterion 1.712081 Sum squared resid 4.654218 Schwarz criterion 1.911038 Log likelihood -13.97685 F-statistic 9.334400 Durbin-Watson stat 2.141797 Prob(F-statistic) 0.000711
Model: LTK = a0 + a1 LPMA(t-1) + a2 LPMDN(t-1) + a3 Dm + μ
Dependent Variable: LTK Method: Least Squares Date: 06/14/07 Time: 11:54 Sample(adjusted): 1985 2005
Included observations: 21 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob. LLAGPMA 0.033275 0.010975 3.031883 0.0075 LLAGPMDN 0.014501 0.015784 0.918663 0.3711
DM 0.053235 0.015751 3.379857 0.0036
C 6.076259 0.171986 35.33004 0.0000
R-squared 0.767936 Mean dependent var 6.631879 Adjusted R-squared 0.726983 S.D. dependent var 0.056246 S.E. of regression 0.029389 Akaike info criterion -4.046742 Sum squared resid 0.014683 Schwarz criterion -3.847786 Log likelihood 46.49079 F-statistic 18.75188 Durbin-Watson stat 1.286416 Prob(F-statistic) 0.000012
Model: DM = a0 + a1 LTK + a2 LPMA(t-1) + a3 LPMDN(t-1) + μ
Dependent Variable: DM Method: Least Squares Date: 06/14/07 Time: 11:55 Sample(adjusted): 1985 2005
Included observations: 21 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
LTK 7.549559 2.233692 3.379857 0.0036
LLAGPMA -0.018987 0.162162 -0.117084 0.9082 LLAGPMDN -0.177606 0.187701 -0.946216 0.3573
C -47.40350 13.41678 -3.533149 0.0026
R-squared 0.595107 Mean dependent var 0.428571 Adjusted R-squared 0.523655 S.D. dependent var 0.507093 S.E. of regression 0.349984 Akaike info criterion 0.907783 Sum squared resid 2.082306 Schwarz criterion 1.106740 Log likelihood -5.531721 F-statistic 8.328806 Durbin-Watson stat 0.577643 Prob(F-statistic) 0.001259
5.2. Autokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.277260 Probability 0.761923 Obs*R-squared 0.800090 Probability 0.670290 Test Equation:
Dependent Variable: RESID Method: Least Squares Date: 06/15/07 Time: 17:17
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob. LLAGPMDN -0.007865 0.019518 -0.402939 0.6931 LLAGPMA 0.006904 0.017226 0.400771 0.6946 LTK 0.055872 0.288243 0.193838 0.8491 DM -0.012739 0.027501 -0.463212 0.6503 C -0.351494 1.743633 -0.201587 0.8431 RESID(-1) -0.287499 0.397218 -0.723782 0.4811 RESID(-2) -0.146168 0.376621 -0.388103 0.7038 R-squared 0.038100 Mean dependent var -4.36E-15 Adjusted R-squared -0.374144 S.D. dependent var 0.024391 S.E. of regression 0.028592 Akaike info criterion -4.010159 Sum squared resid 0.011445 Schwarz criterion -3.661985 Log likelihood 49.10667 F-statistic 0.092420 Durbin-Watson stat 2.027005 Prob(F-statistic) 0.996093
5.3. Heteroskedastisitas
ARCH Test:
F-statistic 1.411175 Probability 0.250300 Obs*R-squared 1.453982 Probability 0.227890 Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 06/23/07 Time: 15:57 Sample(adjusted): 1986 2005
Included observations: 20 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000740 0.000204 3.622336 0.0019
RESID^2(-1) -0.268859 0.226326 -1.187929 0.2503 R-squared 0.072699 Mean dependent var 0.000584 Adjusted R-squared 0.021182 S.D. dependent var 0.000708 S.E. of regression 0.000700 Akaike info criterion -11.59507 Sum squared resid 8.83E-06 Schwarz criterion -11.49550 Log likelihood 117.9507 F-statistic 1.411175 Durbin-Watson stat 2.051256 Prob(F-statistic) 0.250300
Lampiran 6. Analisis OLS (Multi Lagged)
Model : LPDRB = b0 + b1 LPMDN(t-2) + b2 LPMA(t-2) + b3 LTK + b3 Dm + μ
Dependent Variable: LPDRB Method: Least Squares Date: 06/14/07 Time: 11:50 Sample(adjusted): 1986 2005
Included observations: 20 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob. LLAGPMDN2 0.026154 0.017078 1.531397 0.1465
LLAGPMA2 0.013967 0.016337 0.854911 0.4060
LTK 2.933077 0.313123 9.367174 0.0000
DM -0.002558 0.022215 -0.115132 0.9099
C -6.645387 1.927427 -3.447802 0.0036
R-squared 0.972381 Mean dependent var 13.27321 Adjusted R-squared 0.965016 S.D. dependent var 0.167983 S.E. of regression 0.031420 Akaike info criterion -3.870452 Sum squared resid 0.014808 Schwarz criterion -3.621519 Log likelihood 43.70452 F-statistic 132.0254 Durbin-Watson stat 1.916878 Prob(F-statistic) 0.000000
Model : LPDRB = b0 + b1 LPMDN(t-3) + b2 LPMA(t-3) + b3 LTK + b3 Dm + μ
Dependent Variable: LPDRB Method: Least Squares Date: 06/14/07 Time: 11:50 Sample(adjusted): 1987 2005
Included observations: 19 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob. LLAGPMDN3 0.010737 0.015967 0.672418 0.5123
LLAGPMA3 0.022049 0.014041 1.570338 0.1387
LTK 2.651035 0.312070 8.494994 0.0000
DM 0.006793 0.021276 0.319293 0.7542
C -4.684159 1.935850 -2.419692 0.0297
R-squared 0.969643 Mean dependent var 13.29282 Adjusted R-squared 0.960969 S.D. dependent var 0.147186 S.E. of regression 0.029079 Akaike info criterion -4.016697 Sum squared resid 0.011838 Schwarz criterion -3.768161 Log likelihood 43.15862 F-statistic 111.7928 Durbin-Watson stat 1.671849 Prob(F-statistic) 0.000000
Model : LPDRB = b0 + b1 LPMDN(t-4) + b2 LPMA(t-4) + b3 LTK + b3 Dm + μ
Dependent Variable: LPDRB Method: Least Squares Date: 06/14/07 Time: 11:51 Sample(adjusted): 1988 2005
Included observations: 18 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob. LLAGPMDN4 0.009582 0.016411 0.583854 0.5693
LLAGPMA4 0.027771 0.017207 1.613878 0.1306
LTK 2.345210 0.416014 5.637329 0.0001
DM 0.014793 0.022219 0.665791 0.5172
C -2.701479 2.599821 -1.039102 0.3177
R-squared 0.962259 Mean dependent var 13.30966 Adjusted R-squared 0.950647 S.D. dependent var 0.131283 S.E. of regression 0.029165 Akaike info criterion -4.001542 Sum squared resid 0.011058 Schwarz criterion -3.754216 Log likelihood 41.01388 F-statistic 82.86372 Durbin-Watson stat 1.762597 Prob(F-statistic) 0.000000
Model : LPDRB = b0 + b1 LPMDN + b2 LPMA + b3 LTK + b3 Dm + μ
Dependent Variable: LPDRB Method: Least Squares Date: 06/14/07 Time: 11:51 Sample: 1984 2005
Included observations: 22
Variable Coefficient Std. Error t-Statistic Prob. LPMDN -0.010871 0.018220 -0.596680 0.5586
LPMA 0.027744 0.011190 2.479331 0.0239
LTK 3.504132 0.202123 17.33665 0.0000
DM -0.033998 0.023443 -1.450255 0.1652
C -10.15640 1.293210 -7.853632 0.0000
R-squared 0.978676 Mean dependent var 13.22971 Adjusted R-squared 0.973659 S.D. dependent var 0.213016 S.E. of regression 0.034572 Akaike info criterion -3.694800 Sum squared resid 0.020319 Schwarz criterion -3.446836 Log likelihood 45.64280 F-statistic 195.0565 Durbin-Watson stat 1.433957 Prob(F-statistic) 0.000000
