Lampiran I
Data Variabel Tingkat Inflasi dan Tingkat Pengangguran Indonesia
Tahun
Inflasi
Tingkat Pengangguran Terbuka
Lampiran II
Augmented Dickey Fuller Unit Root Test on Inflation (INFLASI)
(Level)
Null Hypothesis: INFLASI has a unit root Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=4)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -5.660154 0.0001 Test critical values: 1% level -3.689194
5% level -2.971853
10% level -2.625121
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(INFLASI) Method: Least Squares
Date: 03/04/10 Time: 18:07 Sample (adjusted): 1981 2008
Included observations: 28 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
INFLASI(-1) -1.099812 0.194308 -5.660154 0.0000 C 12.32824 3.388318 3.638456 0.0012
Lampiran III
Augmented Dickey Fuller Unit Root Test on Rate of Unemployment (UN)
(First Diference)
Null Hypothesis: D(UN) has a unit root Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=4)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.936821 0.0005 Test critical values: 1% level -3.699871
5% level -2.976263
10% level -2.627420
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(UN,2)
Method: Least Squares Date: 03/04/10 Time: 18:12 Sample (adjusted): 1982 2008
Included observations: 27 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
D(UN(-1)) -0.993093 0.201160 -4.936821 0.0000 C 0.208835 0.201748 1.035129 0.3105
Lampiran IV
Hasil Uji Kausalitas Granger
Pairwise Granger Causality Tests Date: 03/04/10 Time: 21:09 Sample: 1980 2008
Lags: 4
Null Hypothesis: Obs F-Statistic Probability
Lampiran V
Hasil Uji Kointegrasi
Null Hypothesis: RESID01 has a unit root Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=4)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.819811 0.0007 Test critical values: 1% level -3.711457
5% level -2.981038
10% level -2.629906
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(RESID01) Method: Least Squares
Date: 03/04/10 Time: 21:57 Sample (adjusted): 1983 2008
Included observations: 26 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
RESID01(-1) -1.001175 0.207721 -4.819811 0.0001 C -0.003573 0.201830 -0.017703 0.9860
