Keterbatasan dalam penelitian ini adalah belum bisa menjelaskan lebih jauh mengenai perbedaan inflasi antar wilayah yang disebabkan oleh perbedaan kondisi infrastruktur dan derajat keterbukaan perdagangan. Saran untuk penelitian lebih lanjut adalah sebagai berikut :
1. Memperluas proksi dari data infrastruktur yang tidak hanya diwakili panjang jalan raya kualitas baik saja, tetapi mencakup infrastruktur lainnya seperti panjang jalan tol, panjang rel kereta api serta beberapa infrastruktur ekonomi lainnya.
2. Memasukkan variabel yang mewakili struktur ekonomi wilayah dalam pemodelan inflasi, karena tidak menutup kemungkinan hal tersebut bisa menjelaskan lebih jauh mengenai adanya perbedaan tingkat inflasi maupun perbedaan volatilitas inflasi antara wilayah.
3. Melakukan pengembangan lebih lanjut tetap dalam pemodelan inflasi yang mempertimbangkan keterkaitan secara spasial yaitu dengan menggabungkan model spatial lag dan spatial error agar bisa lebih menangkap keterkaitan spasial antar wilayah, disamping menggunakan beberapa alternatif matrik penimbang spasial yang tidak hanya dapat menangkap keterkaitan secara spasial tetapi juga cukup sensitif dalam menangkap shock yang berasal dari perekonomian global.
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Lampiran 1 Hasil Pengujian Panel Unit Root dengan Program Eviews v6
ln IHK (P)
Panel unit root test: Summary Series: P
Date: 03/12/11 Time: 13:12 Sample: 1999 2009
Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1 Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -9.7309 0.0000 26 250
Breitung t-stat -2.4118 0.0079 26 224
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -1.7944 0.0364 26 250
ADF - Fisher Chi-square 73.9352 0.0244 26 250
PP - Fisher Chi-square 99.8052 0.0001 26 260
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
Differencing dari ln IHK ( P)
Panel unit root test: Summary Series: D(AP)
Date: 03/12/11 Time: 13:15 Sample: 1999 2009
Exogenous variables: Individual effects Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1 Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -12.9413 0.0000 26 220
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -6.9265 0.0000 26 220
ADF - Fisher Chi-square 151.4514 0.0000 26 220
PP - Fisher Chi-square 216.5206 0.0000 26 234
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
“Suku Bunga” (IR)
Panel unit root test: Summary Series: IR
Date: 03/12/11 Time: 13:28 Sample: 1999 2009
Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1 Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -12.1771 0.0000 26 253
Breitung t-stat 0.9414 0.8268 26 227
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -3.3565 0.0004 26 253
ADF - Fisher Chi-square 105.0075 0.0000 26 253
PP - Fisher Chi-square 162.0858 0.0000 26 260
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
Differencing dari “Suku Bunga” ( IR)
Panel unit root test: Summary Series: D(IR)
Date: 03/12/11 Time: 13:29 Sample: 1999 2009
Exogenous variables: Individual effects Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1 Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -16.1352 0.0000 26 216
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -9.9451 0.0000 26 216
ADF - Fisher Chi-square 204.5965 0.0000 26 216
PP - Fisher Chi-square 327.9354 0.0000 26 234
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
ln M1 (M1)
Panel unit root test: Summary Series: M1
Date: 03/12/11 Time: 13:17 Sample: 1999 2009
Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1 Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -9.4393 0.0000 26 236
Breitung t-stat -0.6682 0.2520 26 210
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -2.1005 0.0178 26 236
ADF - Fisher Chi-square 90.8938 0.0007 26 236
PP - Fisher Chi-square 61.4413 0.1737 26 260
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
Differencing dari ln M1 ( M1)
Panel unit root test: Summary Series: D(M1)
Date: 03/12/11 Time: 13:17 Sample: 1999 2009
Exogenous variables: Individual effects Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1 Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -14.3416 0.0000 26 215
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -7.8734 0.0000 26 215
ADF - Fisher Chi-square 168.8520 0.0000 26 215
PP - Fisher Chi-square 189.2346 0.0000 26 234
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
ln KURS (XR)
Panel unit root test: Summary Series: XR
Date: 03/15/11 Time: 17:35 Sample: 1999 2009
Exogenous variables: Individual effects User specified lags at: 1
Newey-West bandwidth selection using Bartlett kernel Balanced observations for each test
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -3.2472 0.0006 26 234
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat 2.5096 0.9940 26 234
ADF - Fisher Chi-square 16.3061 1.0000 26 234
PP - Fisher Chi-square 0.7272 1.0000 26 260
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
Differencing dari ln KURS ( XR)
Panel unit root test: Summary Series: D(XR)
Date: 03/15/11 Time: 17:33 Sample: 1999 2009
Exogenous variables: Individual effects User specified lags at: 1
Newey-West bandwidth selection using Bartlett kernel Balanced observations for each test
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -49.2175 0.0000 26 208
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -25.5593 0.0000 26 208
ADF - Fisher Chi-square 431.5761 0.0000 26 208
PP - Fisher Chi-square 370.9997 0.0000 26 234
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
ln “GAJI MINIMUM PNS” (W2)
Panel unit root test: Summary Series: W2
Date: 03/12/11 Time: 13:24 Sample: 1999 2009
Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0
Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -5.0244 0.0000 26 260
Breitung t-stat -4.4263 0.0000 26 234
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -0.0242 0.4903 26 260
ADF - Fisher Chi-square 41.1700 0.8598 26 260
PP - Fisher Chi-square 39.914238 0.8897 26 260
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
Differencing dari ln “GAJI MINIMUM PNS” ( W2)
Panel unit root test: Summary Series: D(W2)
Date: 03/12/11 Time: 13:25 Sample: 1999 2009
Exogenous variables: Individual effects Automatic selection of maximum lags Automatic selection of lags based on SIC: 0
Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -17.6673 0.0000 26 234
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -9.0332 0.0000 26 234
ADF - Fisher Chi-square 180.6372 0.0000 26 234
PP - Fisher Chi-square 179.2809 0.0000 26 234
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
ln “INDEKS HARGA BBM” (BM)
Panel unit root test: Summary Series: BM
Date: 03/12/11 Time: 13:26 Sample: 1999 2009
Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0
Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -7.0806 0.0000 26 260
Breitung t-stat -3.0760 0.0010 26 234
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -0.5872 0.2785 26 260
ADF - Fisher Chi-square 48.3319 0.6189 26 260
PP - Fisher Chi-square 46.161953 0.7017 26 260
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
Differencing dari ln “INDEKS HARGA BBM” ( BM)
Panel unit root test: Summary Series: D(BM)
Date: 03/12/11 Time: 13:27 Sample: 1999 2009
Exogenous variables: Individual effects Automatic selection of maximum lags Automatic selection of lags based on SIC: 0
Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -16.4082 0.0000 26 234
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -8.1940 0.0000 26 234
ADF - Fisher Chi-square 166.3980 0.0000 26 234
PP - Fisher Chi-square 250.3580 0.0000 26 234
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
ln “PENGELUARAN PEMERINTAH” (G)
Panel unit root test: Summary Series: G
Date: 03/12/11 Time: 13:21 Sample: 1999 2009
Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1 Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -11.4830 0.0000 26 255
Breitung t-stat -0.0636 0.4746 26 229
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -1.8832 0.0298 26 255
ADF - Fisher Chi-square 70.7246 0.0430 26 255
PP - Fisher Chi-square 47.5833 0.6481 26 260
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
Differencing dari ln “PENGELUARAN PEMERINTAH” ( G)
Panel unit root test: Summary Series: D(G)
Date: 03/12/11 Time: 13:21 Sample: 1999 2009
Exogenous variables: Individual effects Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1 Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -14.2942 0.0000 26 227
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -7.6611 0.0000 26 227
ADF - Fisher Chi-square 157.2753 0.0000 26 227
PP - Fisher Chi-square 144.9795 0.0000 26 234
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
ln “UPAH MINIMUM PROVINSI/UMP” (W1)
Panel unit root test: Summary Series: W1
Date: 03/12/11 Time: 13:22 Sample: 1999 2009
Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1 Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -13.4858 0.0000 26 254
Breitung t-stat 0.2371 0.5937 26 228
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -4.2887 0.0000 26 254
ADF - Fisher Chi-square 109.1367 0.0000 26 254
PP - Fisher Chi-square 122.7309 0.0000 26 260
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
Differencing dari ln “UPAH MINIMUM PROVINSI/UMP” ( W1)
Panel unit root test: Summary Series: D(W1)
Date: 03/12/11 Time: 13:23 Sample: 1999 2009
Exogenous variables: Individual effects Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1 Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -16.0341 0.0000 26 229
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -8.2761 0.0000 26 229
ADF - Fisher Chi-square 160.6471 0.0000 26 229
PP - Fisher Chi-square 183.0036 0.0000 26 234
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
ln INFRASTRUKTUR (IS)
Panel unit root test: Summary Series: IS
Date: 03/12/11 Time: 13:33 Sample: 1999 2009
Exogenous variables: Individual effects, individual linear trends Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1 Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -8.7645 0.0000 26 250
Breitung t-stat -0.4584 0.3233 26 224
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -1.7430 0.0407 26 250
ADF - Fisher Chi-square 79.0462 0.0092 26 250
PP - Fisher Chi-square 87.8803 0.0014 26 260
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.
Differencing dari ln INFRASTRUKTUR ( IS)
Panel unit root test: Summary Series: D(IS)
Date: 03/12/11 Time: 13:34 Sample: 1999 2009
Exogenous variables: Individual effects Automatic selection of maximum lags
Automatic selection of lags based on SIC: 0 to 1 Newey-West bandwidth selection using Bartlett kernel
Cross-Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -15.9528 0.0000 26 229
Null: Unit root (assumes individual unit root process)
Im, Pesaran and Shin W-stat -8.4009 0.0000 26 229
ADF - Fisher Chi-square 171.6119 0.0000 26 229
PP - Fisher Chi-square 233.1021 0.0000 26 234
** Probabilities for Fisher tests are computed using an asymptotic Chi -square distribution. All other tests assume asymptotic normality.