Data Tingkat Partisipasi Angkatan Kerja Wanita dan Angka Fertilitas Total di
Indonesia
Tahun
Tingkat Partisipasi
Angkatan Kerja
Wanita
Total Fertility
Rate
1990
51.90
3.122
1991
51.00
3.023
1992
50.10
2.931
1993
51.40
2.844
1994
52.70
2.764
1995
52.80
2.691
1996
53.00
2.628
1997
51.00
2.575
1998
51.50
2.534
1999
52.70
2.503
2000
52.20
2.484
2001
51.70
2.475
2002
51.20
2.474
2003
51.50
2.479
2004
51.70
2.486
2005
52.00
2.493
2006
52.40
2.495
2008
53.20
2.479
2009
53.20
2.46
2010
53.20
2.434
2011
53.30
2.403
Hasil Uji Akar Unit Variabel Total Fertility Rate(TFR)
Null Hypothesis: TFR has a unit root
Exogenous: Constant
Lag Length: 4 (Automatic based on AIC, MAXLAG=4)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.405288 0.0033
Test critical values: 1% level -3.857386
5% level -3.040391
10% level -2.660551
*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations
and may not be accurate for a sample size of 18
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(TFR)
Method: Least Squares
Date: 09/30/14 Time: 23:19
Sample (adjusted): 1995 2012
Included observations: 18 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
TFR(-1) -0.038967 0.008845 -4.405288 0.0009
D(TFR(-2)) 0.527664 0.336309 1.568983 0.1426
D(TFR(-3)) -0.199986 0.320996 -0.623017 0.5449
D(TFR(-4)) -0.364836 0.229890 -1.587005 0.1385
C 0.091443 0.020992 4.356182 0.0009
R-squared 0.998851 Mean dependent var -0.021889
Adjusted R-squared 0.998372 S.D. dependent var 0.024166
S.E. of regression 0.000975 Akaike info criterion -10.76675
Sum squared resid 1.14E-05 Schwarz criterion -10.46996
Log likelihood 102.9008 Hannan-Quinn criter. -10.72583
F-statistic 2085.624 Durbin-Watson stat 2.320244
Hasil Uji Akar Unit Variabel Tingkat Partisipasi Angkatan Kerja Wanita (TPAKW) pada
Tingkat Level
Null Hypothesis: TPAKW has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on AIC, MAXLAG=4)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.810010 0.3661
Test critical values: 1% level -3.769597
5% level -3.004861
10% level -2.642242
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(TPAKW)
Method: Least Squares
Date: 09/30/14 Time: 23:21
Sample (adjusted): 1991 2012
Included observations: 22 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
TPAKW(-1) -0.321514 0.177631 -1.810010 0.0853
C 16.82347 9.258293 1.817124 0.0842
Adjusted R-squared 0.097788 S.D. dependent var 0.759315
S.E. of regression 0.721234 Akaike info criterion 2.270801
Sum squared resid 10.40357 Schwarz criterion 2.369987
Log likelihood -22.97882 Hannan-Quinn criter. 2.294167
F-statistic 3.276135 Durbin-Watson stat 1.505179
Hasil Uji Akar Unit Tingkat Partisipasi Angkatan Kerja Wanita pada Tingkat First
Difference
Null Hypothesis: D(TPAKW) has a unit root
Exogenous: Constant
Lag Length: 3 (Automatic based on AIC, MAXLAG=4)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.953756 0.0082
Test critical values: 1% level -3.857386
5% level -3.040391
10% level -2.660551
*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20 observations
and may not be accurate for a sample size of 18
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(TPAKW,2)
Method: Least Squares
Date: 09/30/14 Time: 23:22
Sample (adjusted): 1995 2012
Included observations: 18 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
D(TPAKW(-1)) -2.235725 0.565469 -3.953756 0.0016
D(TPAKW(-2),2) 0.586343 0.303443 1.932303 0.0754
D(TPAKW(-3),2) 0.328474 0.212543 1.545452 0.1462
C 0.189926 0.160975 1.179847 0.2592
R-squared 0.698184 Mean dependent var -0.066666
Adjusted R-squared 0.605317 S.D. dependent var 0.990544
S.E. of regression 0.622297 Akaike info criterion 2.119336
Sum squared resid 5.034302 Schwarz criterion 2.366661
Log likelihood -14.07402 Hannan-Quinn criter. 2.153439
F-statistic 7.518132 Durbin-Watson stat 1.803804
Hasil Uji Kointegrasi
Date: 09/30/14 Time: 23:24
Sample (adjusted): 1992 2012
Included observations: 21 after adjustments
Trend assumption: Linear deterministic trend
Series: TFR TPAKW
Lags interval (in first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None * 0.800805 34.95191 15.49471 0.0000
At most 1 0.049634 1.069064 3.841466 0.3012
Trace test indicates 1 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None * 0.800805 33.88285 14.26460 0.0000
At most 1 0.049634 1.069064 3.841466 0.3012
Max-eigenvalue test indicates 1 cointegrating eqn(s) at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
TFR TPAKW
11.44358 1.786881
12.18635 -0.050160
Unrestricted Adjustment Coefficients (alpha):
D(TFR) -0.003348 -0.000976
D(TPAKW) -0.398454 0.127715
1 Cointegrating Equation(s): Log likelihood 72.80361
Normalized cointegrating coefficients (standard error in parentheses)
TFR TPAKW
1.000000 0.156147
(0.01413)
Adjustment coefficients (standard error in parentheses)
D(TFR) -0.038316
(0.01301)
D(TPAKW) -4.559741
Hasil Uji Granger Causality
Pairwise Granger Causality Tests
Date: 09/30/14 Time: 23:27
Sample: 1990 2012
Lags: 1
Null Hypothesis: Obs F-Statistic Prob.
TPAKW does not Granger Cause TFR 22 6.70212 0.0180
TFR does not Granger Cause TPAKW 2.23893 0.1510
Pairwise Granger Causality Tests
Date: 09/30/14 Time: 23:28
Sample: 1990 2012
Lags: 2
Null Hypothesis: Obs F-Statistic Prob.
TPAKW does not Granger Cause TFR 21 4.61267 0.0262
Lampiran 7
Hasil Estimasi Regresi Sederhana
Dependent Variable: TPAKW
Method: Least Squares
Date: 09/30/14 Time: 23:39
Sample: 1990 2012
Included observations: 23
Variable Coefficient Std. Error t-Statistic Prob.
C 57.82109 2.173689 26.60044 0.0000
TFR -2.179606 0.835809 -2.607780 0.0164
R-squared 0.244618 Mean dependent var 52.16957
Adjusted R-squared 0.208648 S.D. dependent var 0.906259
S.E. of regression 0.806189 Akaike info criterion 2.489945
Sum squared resid 13.64877 Schwarz criterion 2.588684
Log likelihood -26.63437 Hannan-Quinn criter. 2.514777
F-statistic 6.800519 Durbin-Watson stat 0.909294
