LAMPIRAN I
Data Inflasi Bulanan Provinsi Sumatera Utara Menggunakan Indeks
Harga Konsumen (IHK) Provinsi Sumatera Utara
Periode Januari 2002 - Desember 2013
LAMPIRAN 2
Data Kelompok Komoditi Penyusun Indeks Harga Konsumen (IHK)
Bulanan Provinsi Sumatera Utara Berdasarkan 7 Kelompok Pengeluaran
Periode Januari 2007 – Desember 2012
Periode SUMUT-Bama SUMUT-Mamin SUMUT-Perum SUMUT-Sand
2011/M03 -4,75 0,37 0,40 0,29
Periode SUMUT-Kes SUMUT-Pendik SUMUT-Trans
2009/M12 0,13 -0,09 0,26
LAMPIRAN 3
HASIL OUTPUT UJI PENYIMPANGAN ASUMSI KLASIK
Hasil Output Uji Autokorelasi
Durbin Waston Test
Dependent Variable: INFLASI
Method: Least Squares
Date: 10/05/14 Time: 14:13
Sample: 2002M01 2013M12
Included observations: 144
Variable Coefficient Std. Error t-Statistic Prob.
C 0.742361 0.163222 4.548162 0.0000
TPID -0.111944 0.230831 -0.484963 0.6285
R-squared 0.001654 Mean dependent var 0.686389
Adjusted R-squared -0.005377 S.D. dependent var 1.381278
S.E. of regression 1.384986 Akaike info criterion 3.503049
Sum squared resid 272.3826 Schwarz criterion 3.544297
Log likelihood -250.2195 F-statistic 0.235189
Durbin-Watson stat 1.642706 Prob(F-statistic) 0.628450
Hasil Output
Uji langrange Multiple
Test
(
LM-Test
).
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 3.131058 Probability 0.046745
Obs*R-squared 6.165265 Probability 0.045838
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 10/05/14 Time: 14:44
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000514 0.160832 0.003198 0.9975
TPID -0.001520 0.227456 -0.006681 0.9947
RESID(-1) 0.187451 0.083862 2.235225 0.0270
RESID(-2) -0.124296 0.083877 -1.481880 0.1406
R-squared 0.042814 Mean dependent var -2.01E-17
Adjusted R-squared 0.022303 S.D. dependent var 1.380135
S.E. of regression 1.364658 Akaike info criterion 3.487069
Sum squared resid 260.7207 Schwarz criterion 3.569564
Log likelihood -247.0690 F-statistic 2.087372
Durbin-Watson stat 1.992712 Prob(F-statistic) 0.104635
Hasil Output Pengobatan Uji Autokorelasi
Durbin Waston Test
First Difference
Dependent Variable: D(INFLASI)
Method: Least Squares
Date: 10/05/14 Time: 15:03
Sample (adjusted): 2002M02 2013M12
Included observations: 143 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
D(TPID) -0.440000 1.774897 -0.247902 0.8046
R-squared 0.000326 Mean dependent var -0.018252
Adjusted R-squared 0.000326 S.D. dependent var 1.775187
S.E. of regression 1.774897 Akaike info criterion 3.992330
Sum squared resid 447.3369 Schwarz criterion 4.013050
Hasil Output Pengobatan Uji Autokorelasi
Durbin Watson Test
Dengan Model
AR
Dependent Variable: INFLASI
Method: Least Squares
Date: 10/05/14 Time: 23:02
Sample (adjusted): 2002M02 2013M12
Included observations: 143 after adjustments
Convergence achieved after 3 iterations
Variable Coefficient Std. Error t-Statistic Prob.
C 0.700431 0.193382 3.622000 0.0004
TPID -0.071104 0.271680 -0.261718 0.7939
AR(1) 0.166669 0.082283 2.025564 0.0447
R-squared 0.529225 Mean dependent var 0.668182
Adjusted R-squared 0.515357 S.D. dependent var 1.368683
S.E. of regression 1.358133 Akaike info criterion 3.470855
Sum squared resid 258.2335 Schwarz criterion 3.533012
Log likelihood -245.1661 F-statistic 2.107324
Durbin-Watson stat 1.923369 Prob(F-statistic) 0.125403
Hasil Output Pengobatan Autokorelasi Uji
LM Test
Dengan Model AR
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 1.647263 Probability 0.196340
Obs*R-squared 3.334291 Probability 0.188785
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 10/06/14 Time: 02:10
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
C 0.033188 0.194317 0.170795 0.8646
TPID -0.032249 0.271719 -0.118684 0.9057
AR(1) -0.660402 0.512422 -1.288785 0.1996
RESID(-1) 0.694982 0.516433 1.345736 0.1806
RESID(-2) 0.008483 0.120078 0.070649 0.9438
R-squared 0.023317 Mean dependent var -7.38E-13
Adjusted R-squared -0.004993 S.D. dependent var 1.348535
S.E. of regression 1.351897 Akaike info criterion 3.475234
Sum squared resid 252.2123 Schwarz criterion 3.578830
Log likelihood -243.4792 F-statistic 0.823631
LAMPIRAN 4
HASIL OUTPUT UJI KESESUAIAN (
Test Goodness of fit
)
Hasil Output Koefisien Determinasi ( R
2) dan Hasil Uji t-Statistik (Uji Parsial)
Dependent Variable: INFLASI
Method: Least Squares
Date: 10/05/14 Time: 23:02
Sample (adjusted): 2002M02 2013M12
Included observations: 143 after adjustments
Convergence achieved after 3 iterations
Variable Coefficient Std. Error t-Statistic Prob.
C 0.700431 0.193382 3.622000 0.0004
TPID -0.071104 0.271680 -0.261718 0.7939
AR(1) 0.166669 0.082283 2.025564 0.0447
R-squared 0.529225 Mean dependent var 0.668182
Adjusted R-squared 0.515357 S.D. dependent var 1.368683
S.E. of regression 1.358133 Akaike info criterion 3.470855
Sum squared resid 258.2335 Schwarz criterion 3.533012
Log likelihood -245.1661 F-statistic 2.107324
Durbin-Watson stat 1.923369 Prob(F-statistic) 0.125403
LAMPIRAN 5
Hasil Output Model
Autoregressive
Untuk Mengukur Tingkat Persistensi
Inflasi
Hasil Pengukuran Persistensi Provinsi Sumatera Utara dan Hasil Pengujian
Sumber Persistensi Provinsi Sumatera Utara
Vector Autoregression Estimates
Date: 10/08/14 Time: 07:44
Sample (adjusted): 2007M03 2012M12
Included observations: 70 after
Adjustments
Standard errors in ( ) & t-statistics in [ ]
PERSISTENSI_IN FLASI
PERSISTENSI_INFLASI(-1) 0.264973
(0.10276)
[ 2.57861]
PERSISTENSI_INFLASI(-2) -0.027365
(0.10640)
[-0.25719]
C -0.113143
(0.24174)
[-0.46803]
BAMA_SUMUT 0.261727
(0.05044)
[ 5.18903]
MAMIN_SUMUT 0.091307
(0.25579)
[ 0.35697]
(0.26513)
[ 0.75010]
SAND_SUMUT 0.075231
(0.13458)
[ 0.55901]
KES_SUMUT 0.509135
(0.40351)
[ 1.26176]
PENDIK_SUMUT 0.041862
(0.12006)
[ 0.34869]
TRANS_SUMUT 0.100577
(0.10665)
[ 0.94308]
R-squared 0.496473
Adj. R-squared 0.420944
Sum sq. resids 49.40715
S.E. equation 0.907443
F-statistic 6.573276
Log likelihood -87.13169
Akaike AIC 2.775191
Schwarz SC 3.096405
Mean dependent 0.570571
Hasil Persistensi Inflasi Provinsi Sumatera Utara Kelompok Komoditi
Kelompok Bahan Makanan (BAMA)
Vector Autoregression Estimates
Date: 10/08/14 Time: 07:57
Sample (adjusted): 2007M03 2012M12
Included observations: 70 after
adjustments
Standard errors in ( ) & t-statistics in [ ]
BAMA_SUMUT
BAMA_SUMUT(-1) 0.428731
(0.11633)
[ 3.68539]
BAMA_SUMUT(-2) -0.320923
(0.11624)
Log likelihood -152.6322
Akaike AIC 4.446634
Schwarz SC 4.542998
Mean dependent 0.681571
Kelompok Makanan Jadi, Minuman, Rokok dan Tembakau
Vector Autoregression Estimates
Date: 10/08/14 Time: 07:59
Sample (adjusted): 2007M03 2012M12
Included observations: 70 after
Adjustments
Standard errors in ( ) & t-statistics in [ ]
MAMIN_SUMUT
MAMIN_SUMUT(-1) 0.052515
(0.12257)
[ 0.42846]
MAMIN_SUMUT(-2) -0.039091
(0.12372)
[-0.31596]
C 0.594893
(0.11894)
[ 5.00150]
R-squared 0.004064
Adj. R-squared -0.025665
Sum sq. resids 14.79560
S.E. equation 0.469925
F-statistic 0.136712
Log likelihood -44.92992
Akaike AIC 1.369426
Schwarz SC 1.465790
Mean dependent 0.602714
Kelompok Perumahan, Air, Listrik, Gas dan Bahan Bakar
Vector Autoregression Estimates
Date: 10/08/14 Time: 07:59
Sample (adjusted): 2007M03 2012M12
Included observations: 70 after
Adjustments
Standard errors in ( ) & t-statistics in [ ]
PERUM_SUMUT
PERUM_SUMUT(-1) 0.129243
(0.11158)
[ 1.15834]
PERUM_SUMUT(-2) 0.207163
(0.10267)
[ 2.01774]
C 0.273959
(0.08517)
[ 3.21668]
R-squared 0.074215
Adj. R-squared 0.046579
Sum sq. resids 15.79770
S.E. equation 0.485579
F-statistic 2.685493
Log likelihood -47.22362
Akaike AIC 1.434961
Schwarz SC 1.531325
Mean dependent 0.413143
Kelompok Sandang
Vector Autoregression Estimates
Date: 10/08/14 Time: 08:01
Sample (adjusted): 2007M03 2012M12
Included observations: 70 after
adjustments
Standard errors in ( ) & t-statistics in [ ]
SAND_SUMUT
SAND_SUMUT(-1) 0.310830
(0.12026)
[ 2.58471]
SAND_SUMUT(-2) -0.174107
(0.11926)
[-1.45994]
C 0.545622
(0.13365)
[ 4.08260]
R-squared 0.099246
Adj. R-squared 0.072357
Sum sq. resids 42.24515
S.E. equation 0.794056
F-statistic 3.691047
Log likelihood -81.65050
Akaike AIC 2.418586
Schwarz SC 2.514950
Mean dependent 0.634714
Kelompok Kesehatan
Vector Autoregression Estimates
Date: 10/08/14 Time: 08:01
Sample (adjusted): 2007M03 2012M12
Included observations: 70 after
adjustments
Standard errors in ( ) & t-statistics in [ ]
KES_SUMUT
KES_SUMUT(-1) -0.005638
(0.11844)
[-0.04760]
KES_SUMUT(-2) 0.231193
(0.11845)
[ 1.95189]
C 0.224194
(0.05867)
[ 3.82105]
R-squared 0.053844
Adj. R-squared 0.025600
Sum sq. resids 5.445373
S.E. equation 0.285086
F-statistic 1.906420
Log likelihood -9.945180
Akaike AIC 0.369862
Schwarz SC 0.466226
Mean dependent 0.288143
Kelompok Pendidikan, Rekreasi dan Olahraga
Vector Autoregression Estimates
Date: 10/08/14 Time: 08:02
Sample (adjusted): 2007M03 2012M12
Included observations: 70 after
adjustments
Standard errors in ( ) & t-statistics in [ ]
PENDIK_SUMUT
PENDIK_SUMUT(-1) 0.606326
(0.11684)
[ 5.18916]
PENDIK_SUMUT(-2) -0.303143
(0.11678)
[-2.59594]
C 0.382582
(0.11940)
[ 3.20410]
R-squared 0.287039
Adj. R-squared 0.265757
Sum sq. resids 45.60324
S.E. equation 0.825012
F-statistic 13.48716
Log likelihood -84.32762
Akaike AIC 2.495075
Schwarz SC 2.591439
Mean dependent 0.551714
Kelompok Transportasi, Komunikasi dan Jasa Keuangan
Vector Autoregression Estimates
Date: 10/08/14 Time: 08:02
Sample (adjusted): 2007M03 2012M12
Included observations: 70 after
adjustments
Standard errors in ( ) & t-statistics in [ ]
TRANS_SUMUT
TRANS_SUMUT(-1) 0.285378
(0.12095)
[ 2.35953]
TRANS_SUMUT(-2) -0.144046
(0.12095)
[-1.19091]
C 0.115593
(0.13741)
[ 0.84123]
R-squared 0.081600
Adj. R-squared 0.054185
Sum sq. resids 86.66074
S.E. equation 1.137297
F-statistic 2.976470
Log likelihood -106.7984
Akaike AIC 3.137097
Schwarz SC 3.233461
Mean dependent 0.135429
