Lampiran 1
Jumlah Uang Kartal Beredar, Transaksi APMK, Transaksi Kliring, Suku
Bunga Tabungan
OBS.
57,243,995.00
57,555,243.00
58,396,289.00
59,070,631.00
59,688,516.00
60,526,532.00
61,307,117.00
62,989,583.00
63,732,425.00
64,082,708.00
65,200,167.00
65,213,838.00
67,298,181.00
68,255,935.00
69,574,816.00
70,352,969.00
71,401,663.00
72,569,316.00
2011M07
275,437.00
72,575,544.00
73,657,289.00
74,137,547.00
75,250,703.00
76,275,601.00
78,170,692.00
78,142,043.00
79,216,918.00
80,611,958.00
81,912,823.00
83,307,867.00
84,771,378.00
86,706,895.00
88,017,982.00
89,847,631.00
90,990,586.00
91,606,089.00
92,569,720.00
93,361,649.00
94,309,821.00
95,155,740.00
2013M04
324,333.00
95,740,287.00
97,047,248.00
97,709,457.00
99,695,295.00
100,020,122.00
101,890,673.00
103,403,804.00
104,553,973.00
104,553,973.00
105,719,938.00
106,786,872.00
102,118,929.00
103,117,838.00
105,921,250.00
109,084,641.00
112,120,831.00
115,558,251.00
116,856,106.00
120,291,253.00
121,871,551.00
Lampiran 2
Dependent Variable: U_KARTALMethod: Least Squares Date: 08/26/16 Time: 23:08 Sample: 2010M01 2014M11 Included observations: 59
Variable Coefficient Std. Error t-Statistic Prob.
BUNGA 241291.7 328116.7 0.735384 0.4652
KLIRING -0.005157 0.002789 -1.848879 0.0699
APMK 0.003291 0.000121 27.10866 0.0000
C 57210.63 31885.48 1.794253 0.0783
R-squared 0.945147 Mean dependent var 309381.8
Adjusted R-squared 0.942155 S.D. dependent var 63160.10 S.E. of regression 15190.67 Akaike info criterion 22.16014 Sum squared resid 1.27E+10 Schwarz criterion 22.30099 Log likelihood -649.7241 Hannan-Quinn criter. 22.21512 F-statistic 315.8912 Durbin-Watson stat 1.529807 Prob(F-statistic) 0.000000
Dependent Variable: BUNGA Method: Least Squares Date: 08/30/16 Time: 07:17 Sample: 2010M01 2014M11 Included observations: 59
Variable Coefficient Std. Error t-Statistic Prob.
U_KARTAL 4.04E-08 5.49E-08 0.735384 0.4652
KLIRING -1.98E-11 1.18E-09 -0.016886 0.9866
APMK 2.85E-11 1.88E-10 0.151669 0.8800
C 0.051014 0.011518 4.429079 0.0000
R-squared 0.203767 Mean dependent var 0.065763
Dependent Variable: APMK Method: Least Squares Date: 08/30/16 Time: 07:08 Sample: 2010M01 2014M11 Included observations: 59
Variable Coefficient Std. Error t-Statistic Prob.
U_KARTAL 282.6597 10.42692 27.10866 0.0000
BUNGA 14651956 96604733 0.151669 0.8800
KLIRING 1.391578 0.821178 1.694611 0.0958
C -15099205 9395434. -1.607079 0.1138
R-squared 0.944067 Mean dependent var 85408791
Adjusted R-squared 0.941016 S.D. dependent var 18329286 S.E. of regression 4451570. Akaike info criterion 33.52080 Sum squared resid 1.09E+15 Schwarz criterion 33.66165 Log likelihood -984.8636 Hannan-Quinn criter. 33.57578 F-statistic 309.4383 Durbin-Watson stat 1.435503 Prob(F-statistic) 0.000000
Dependent Variable: KLIRING Method: Least Squares Date: 08/30/16 Time: 07:13 Sample: 2010M01 2014M11 Included observations: 59
Variable Coefficient Std. Error t-Statistic Prob.
U_KARTAL -11.34748 6.137492 -1.848879 0.0699
BUNGA -261176.0 15467405 -0.016886 0.9866
APMK 0.035659 0.021042 1.694611 0.0958
C 9173648. 915485.1 10.02053 0.0000
R-squared 0.062509 Mean dependent var 8691339.
Multikolinearitas
Hasil uji asumsi klasik
Variance Inflation Factors Date: 08/30/16 Time: 07:27 Sample: 2010M01 2014M11 Included observations: 59
Coefficient Uncentered Centered
Variable Variance VIF VIF
BUNGA 1.08E+11 120.2895 1.243685 KLIRING 7.78E-06 151.2461 1.004261 APMK 1.47E-08 28.74092 1.244892
C 1.02E+09 259.9465 NA
Autokrelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 1.932023 Prob. F(2,53) 0.1549
Obs*R-squared 4.009188 Prob. Chi-Square(2) 0.1347
Test Equation:
Dependent Variable: RESID Method: Least Squares Date: 08/30/16 Time: 07:30 Sample: 2010M01 2014M11 Included observations: 59
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
BUNGA -14485.12 323885.1 -0.044723 0.9645
KLIRING -0.000899 0.002782 -0.322999 0.7480
APMK 4.08E-06 0.000120 0.033993 0.9730
C 8439.278 31681.75 0.266377 0.7910
RESID(-1) 0.266366 0.138085 1.929007 0.0591
RESID(-2) -0.116272 0.139810 -0.831644 0.4093
R-squared 0.067952 Mean dependent var 1.41E-11
