LAMPIRAN
Pemerintah
Penduduk Miskin
(Milyar Rupiah)
(Milyar Rupiah)
(Milyar Rupiah)
(Juta Jiwa)
2011
2646.11
2031.75
4677.86
1492200
2012
2474.55
5159.08
7633.63
1425800
2013
2679.62
6187.3
8866.92
1362400
2014
2819.98
5706.32
8526.3
1286700
Lampiran 2
Hasil Uji Akar Unit (Unit Root Test) Belanja Tidak Langsung
Uji Augmented-Dickey Fuller (ADF) dengan 2nd Difference-Intercept
Null Hypothesis: D(BELANJA_TIDAK_LANGSUNG,2) has a unit root Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=2)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -5.234749 0.0002 Test critical values: 1% level -3.670170
5% level -2.963972
10% level -2.621007
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(BELANJA_TIDAK_LANGSUNG,3) Method: Least Squares
Date: 03/16/16 Time: 21:29 Sample (adjusted): 1985 2014
Included observations: 30 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
D(BELANJA_TIDAK_LANGSUNG(-1),2) -3.724719 0.711537 -5.234749 0.0000 D(BELANJA_TIDAK_LANGSUNG(-1),3) 1.968572 0.608009 3.237737 0.0033 D(BELANJA_TIDAK_LANGSUNG(-2),3) 0.939812 0.520880 1.804278 0.0828
C 115.6447 110.7777 1.043935 0.3061
R-squared 0.779242 Mean dependent var -49.65333 Adjusted R-squared 0.753770 S.D. dependent var 1187.428 S.E. of regression 589.2199 Akaike info criterion 15.71904 Sum squared resid 9026683. Schwarz criterion 15.90587 Log likelihood -231.7856 Hannan-Quinn criter. 15.77881 F-statistic 30.59208 Durbin-Watson stat 2.399779
Lampiran 3
Hasil Uji Akar Unit (Unit Root Test) Belanja Tidak Langsung
Uji Philips-Perron (PP) dengan 2nd Difference-Intercept
Null Hypothesis: D(BELANJA_TIDAK_LANGSUNG,2) has a unit root Exogenous: Constant
Bandwidth: 21 (Newey-West automatic) using Bartlett kernel
Adj. t-Stat Prob.*
Phillips-Perron test statistic -12.47967 0.0000 Test critical values: 1% level -3.653730
5% level -2.957110
10% level -2.617434
*MacKinnon (1996) one-sided p-values.
Residual variance (no correction) 532214.3
HAC corrected variance (Bartlett kernel) 49415.25
Phillips-Perron Test Equation
Dependent Variable: D(BELANJA_TIDAK_LANGSUNG,3) Method: Least Squares
Date: 03/16/16 Time: 21:30 Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
D(BELANJA_TIDAK_LANGSUNG(-1),2) -1.236672 0.190746 -6.483341 0.0000 C -7.976636 133.3297 -0.059826 0.9527
R-squared 0.583528 Mean dependent var -47.05625 Adjusted R-squared 0.569646 S.D. dependent var 1148.536 S.E. of regression 753.4556 Akaike info criterion 16.14768 Sum squared resid 17030859 Schwarz criterion 16.23929 Log likelihood -256.3629 Hannan-Quinn criter. 16.17804 F-statistic 42.03372 Durbin-Watson stat 1.968854
Lampiran 4
Hasil Uji Akar Unit (Unit Root Test)Belanja Langsung
Uji Augmented-Dickey Fuller (ADF) dengan 2nd Difference-Intercept
Null Hypothesis: D(BELANJA_LANGSUNG,2) has a unit root Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=2)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -8.647878 0.0000 Test critical values: 1% level -3.653730
5% level -2.957110
10% level -2.617434
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(BELANJA_LANGSUNG,3) Method: Least Squares
Date: 03/16/16 Time: 21:42 Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
D(BELANJA_LANGSUNG(-1),2) -1.428504 0.165185 -8.647878 0.0000 C 7.071572 43.59269 0.162219 0.8722
Lampiran 5
Hasil Uji Akar Unit (Unit Root Test)Belanja Langsung
Uji Phillips-Perron (PP) dengan 2nd Difference-Intercept
Null Hypothesis: D(BELANJA_LANGSUNG,2) has a unit root Exogenous: Constant
Bandwidth: 18 (Newey-West automatic) using Bartlett kernel
Adj. t-Stat Prob.*
Phillips-Perron test statistic -21.49607 0.0001 Test critical values: 1% level -3.653730
5% level -2.957110
10% level -2.617434
*MacKinnon (1996) one-sided p-values.
Residual variance (no correction) 56975.87
HAC corrected variance (Bartlett kernel) 4908.332
Phillips-Perron Test Equation
Dependent Variable: D(BELANJA_LANGSUNG,3) Method: Least Squares
Date: 03/16/16 Time: 21:43 Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
D(BELANJA_LANGSUNG(-1),2) -1.428504 0.165185 -8.647878 0.0000 C 7.071572 43.59269 0.162219 0.8722
Lampiran 6
Hasil Uji Akar Unit (Unit Root Test) Total Pengeluaran Pemerintah
Uji Augmented-Dickey Fuller (ADF) dengan 2nd Difference-Intercept
Null Hypothesis: D(TOTAL_GE,2) has a unit root Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=2)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -5.423181 0.0001
Test critical values: 1% level -3.670170
5% level -2.963972
10% level -2.621007
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(TOTAL_GE,3) Method: Least Squares
Date: 03/16/16 Time: 21:38 Sample (adjusted): 1985 2014
Included observations: 30 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
D(TOTAL_GE(-1),2) -3.276292 0.604127 -5.423181 0.0000 D(TOTAL_GE(-1),3) 1.744154 0.504983 3.453887 0.0019 D(TOTAL_GE(-2),3) 0.778135 0.416777 1.867030 0.0732
C 126.5762 99.64529 1.270267 0.2152
R-squared 0.691454 Mean dependent var -51.83700 Adjusted R-squared 0.655853 S.D. dependent var 877.1022 S.E. of regression 514.5438 Akaike info criterion 15.44800 Sum squared resid 6883638. Schwarz criterion 15.63483 Log likelihood -227.7201 Hannan-Quinn criter. 15.50777 F-statistic 19.42209 Durbin-Watson stat 2.111229
Lampiran 7
Hasil Uji Akar Unit (Unit Root Test) Total Pengeluaran Pemerintah
Uji Phillips-Perron (PP) dengan 2nd Difference-Intercept
Null Hypothesis: D(TOATAL_GE,2) has a unit root Exogenous: Constant
Bandwidth: 31 (Newey-West automatic) using Bartlett kernel
Adj. t-Stat Prob.*
Phillips-Perron test statistic -7.982916 0.0000
Test critical values: 1% level -3.653730
5% level -2.957110
10% level -2.617434
*MacKinnon (1996) one-sided p-values.
Residual variance (no correction) 354760.6
HAC corrected variance (Bartlett kernel) 35043.51
Phillips-Perron Test Equation
Dependent Variable: D(TOTAL_GE,3) Method: Least Squares
Date: 03/16/16 Time: 21:44 Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
D(TOTAL_GE(-1),2) -1.107523 0.205782 -5.382030 0.0000 C -7.049252 109.0256 -0.064657 0.9489
R-squared 0.491234 Mean dependent var -49.16594 Adjusted R-squared 0.474276 S.D. dependent var 848.4045 S.E. of regression 615.1515 Akaike info criterion 15.74208 Sum squared resid 11352340 Schwarz criterion 15.83368 Log likelihood -249.8732 Hannan-Quinn criter. 15.77244 F-statistic 28.96625 Durbin-Watson stat 1.801867
Lampiran 8
Hasil Uji Akar Unit (Unit Root Test) Kemiskinan
Uji Augmented-Dickey Fuller (ADF) dengan 2nd Difference-Intercept
Null Hypothesis: D(KEMISKINAN,2) has a unit root Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=2)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -5.976137 0.0000 Test critical values: 1% level -3.670170
5% level -2.963972
10% level -2.621007
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable: D(KEMISKINAN,3) Method: Least Squares
Date: 03/16/16 Time: 21:39 Sample (adjusted): 1985 2014
Included observations: 30 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
D(KEMISKINAN(-1),2) -3.019311 0.505228 -5.976137 0.0000 D(KEMISKINAN(-1),3) 1.065831 0.369887 2.881501 0.0078 D(KEMISKINAN(-2),3) 0.344220 0.183985 1.870912 0.0727
C 4378.569 99237.35 0.044122 0.9651
Lampiran 9
Hasil Uji Akar Unit (Unit Root Test) Kemiskinan
Uji Phillips-Perron (PP) dengan 2nd Difference-Intercept
Null Hypothesis: D(KEMISKINAN,2) has a unit root
Exogenous: Constant
Bandwidth: 20 (Newey-West automatic) using Bartlett kernel
Adj. t-Stat Prob.*
Phillips-Perron test statistic -34.05271 0.0001
Test critical values: 1% level -3.653730
5% level -2.957110
10% level -2.617434
*MacKinnon (1996) one-sided p-values.
Residual variance (no correction) 3.41E+11
HAC corrected variance (Bartlett kernel) 1.87E+10
Phillips-Perron Test Equation
Dependent Variable: D(KEMISKINAN,3)
Method: Least Squares
Date: 03/16/16 Time: 21:45
Sample (adjusted): 1983 2014
Included observations: 32 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
D(KEMISKINAN(-1),2) -1.552688 0.152133 -10.20611 0.0000
C 566.2753 106609.2 0.005312 0.9958
R-squared 0.776394 Mean dependent var 1403.563
Adjusted R-squared 0.768941 S.D. dependent var 1254607.
S.E. of regression 603072.3 Akaike info criterion 29.51792
Log likelihood -470.2868 Hannan-Quinn criter. 29.54829
F-statistic 104.1646 Durbin-Watson stat 2.493320
Prob(F-statistic) 0.000000
Lampiran 10
Hasil Uji Kointegrasi Antara Belanja Tidak Langsung dan Kemiskinan
Metode Johansen
Date: 03/16/16 Time: 21:55 Sample (adjusted): 1983 2014
Included observations: 32 after adjustments Trend assumption: Linear deterministic trend
Series: BELANJA _TIDAK_LANGSUNG KEMISKINAN Lags interval (in first differences): 1 to 2
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None * 0.446718 25.48269 15.49471 0.0011 At most 1 * 0.184902 6.542299 3.841466 0.0105
Trace test indicates 2 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 * 0.446718 18.94039 14.26460 0.0085 At most 1 * 0.184902 6.542299 3.841466 0.0105
Max-eigenvalue test indicates 2 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 Cointegrating Coefficients (normalized by b'*S11*b=I):
BELANJA_TIDAK_L
ANGSUNG KEMISKINAN -0.002125 5.07E-07 -0.000716 -3.20E-06
Unrestricted Adjustment Coefficients (alpha):
D(BELANJA_TIDAK
1 Cointegrating Equation(s): Log likelihood -696.4897
Normalized cointegrating coefficients (standard error in parentheses) BELANJA
NON-LANGSUNG KEMISKINAN 1.000000 -0.000239
(0.00033)
Adjustment coefficients (standard error in parentheses) D(BELANJA_TIDAK
_LANGSUNG) 0.750094 (0.17947) D(KEMISKINAN) 84.55088 (168.822)
Lampiran 11
Hasil Uji Kointegrasi Antara Belanja Langsung dan Kemiskinan
Metode Johansen
Date: 03/16/16 Time: 21:56 Sample (adjusted): 1983 2014
Included observations: 32 after adjustments Trend assumption: Linear deterministic trend Series: BELANJA_LANGSUNG KEMISKINAN Lags interval (in first differences): 1 to 2
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None 0.200574 8.636079 15.49471 0.4001 At most 1 0.044974 1.472521 3.841466 0.2249
Trace test indicates no cointegration 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 0.200574 7.163558 14.26460 0.4700 At most 1 0.044974 1.472521 3.841466 0.2249
Max-eigenvalue test indicates no cointegration at the 0.05 level * denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
BELANJA_LANGSU
0.000745 3.00E-06 0.001450 -9.44E-07
Unrestricted Adjustment Coefficients (alpha):
D(BELANJA_LANG
SUNG) 19.08168 41.29994 D(KEMISKINAN) -180113.8 12876.36
1 Cointegrating Equation(s): Log likelihood -669.9128
Normalized cointegrating coefficients (standard error in parentheses) BELANJA_LANGSU
NG KEMISKINAN
1.000000 0.004030 (0.00163)
Adjustment coefficients (standard error in parentheses) D(BELANJA_LANG
SUNG) 0.014212 (0.02899) D(KEMISKINAN) -134.1502 (53.2674)
Lampiran 12
Hasil Uji Kointegrasi Antara Total Pengeluaran Pemerintah dan Kemiskinan
Metode Johansen
Date: 03/16/16 Time: 21:57 Sample (adjusted): 1983 2014
Included observations: 32 after adjustments Trend assumption: Linear deterministic trend Series: TOTAL_GE KEMISKINAN
Lags interval (in first differences): 1 to 2
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None * 0.474390 27.32210 15.49471 0.0005 At most 1 * 0.189918 6.739824 3.841466 0.0094
Trace test indicates 2 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.**
Max-eigenvalue test indicates 2 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 Cointegrating Coefficients (normalized by b'*S11*b=I):
TOTAL_GE KEMISKINAN -0.001655 3.00E-07 -0.000164 -3.20E-06
Unrestricted Adjustment Coefficients (alpha):
D(TOTAL_GE) -330.2614 -43.45375 D(KEMISKINAN) 10020.85 176941.9
1 Cointegrating Equation(s): Log likelihood -691.0626
Normalized cointegrating coefficients (standard error in parentheses) TOTAL_GE KEMISKINAN
1.000000 -0.000181 (0.00040)
Adjustment coefficients (standard error in parentheses) D(TOTAL_GE) 0.546515
(0.11737) D(KEMISKINAN) -16.58246 (131.811)
Lampiran 13
Hasil Uji Granger Causality Belanja Tidak Langsung dan Kemiskinan
Pairwise Granger Causality Tests
Date: 03/16/16 Time: 22:04
Sample: 1980 2014
Lags: 2
Null Hypothesis: Obs F-Statistic Prob.
KEMISKINAN does not Granger Cause BELANJA_TIDAK_LANGSUNG 33 0.01779 0.9824
Lampiran 14
Hasil Uji Granger Causality Belanja Langsung dan Kemiskinan
Pairwise Granger Causality Tests
Date: 03/16/16 Time: 22:05 Sample: 1980 2014
Lags: 2
Null Hypothesis: Obs F-Statistic Prob.
KEMISKINAN does not Granger Cause BELANJA_LANGSUNG 33 0.09255 0.9119
BELANJA_LANGSUNG does not Granger Cause KEMISKINAN 0.47053 0.6295
Lampiran 15
Hasil Uji Granger Causality Total Pengeluaran Pemerintah dan Kemiskinan
Pairwise Granger Causality Tests Date: 03/16/16 Time: 22:06 Sample: 1980 2014
Lags: 2
Null Hypothesis: Obs F-Statistic Prob.
