Lampiran 1
TABEL PERKEMBANGAN LAJU PERTUMBUHAN EKONOMI, SUKU
BUNGA SBI DAN PDB TAHUN 1998 – 2009 DI INDONESIA
Tahun
Laju
pertumbuhan
ekonomi (%)
Suku bunga SBI
(dalam persen)
PDB (Triliun)
1998
-13.3
37.84
37.58
1999
0.3
12.64
48.29
2000
4.9
14.31
165.02
2001
3,4
17.63
140.63
2002
4.3
13.12
161.66
2003
4.8
8.34
183.88
2004
5
7.3
185.31
2005
5.7
12.83
180.42
2006
5.5
9.75
201.69
2007
6.3
8
214.4
2008
6
9.25
227.26
2009
4.5
7.5
240.9
Lampiran 2
HASIL UJI STASIONERITASB DAN SUKU BUNGA SBI MENGGUNAKAN AKAR UNIT (UJI AUGMENTED DICKEY FULLER)
Null Hypothesis: PDB has a unit root Exogenous: Constant
Lag Length: 1 (Automatic based on SIC, MAXLAG=2)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.952268 0.0166
Test critical
values: 1% level -4.297073
5% level -3.212696
10% level -2.747676
*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 10
Augmented Dickey-Fuller Test Equation Dependent Variable: D(PDB)
Method: Least Squares
Lampiran 3
HASIL UJI STASIONERITAS PDB DAN SUKU BUNGA SBI MENGGUNAKAN AKAR UNIT
(UJI AUGMENTED DICKEY FULLER)
Null Hypothesis: PDB has a unit root Exogenous: Constant
Lag Length: 1 (Automatic based on SIC, MAXLAG=2)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.952268 0.0166
Test critical values: 1% level -4.297073
5% level -3.212696
10% level -2.747676
*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 10
Augmented Dickey-Fuller Test Equation Dependent Variable: D(PDB)
Method: Least Squares Date: 11/07/13 Time: 16:54
Sample (adjusted): 1998Q3 2000Q4 Included observations: 10 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
PDB(-1) -0.570753 0.144412 -3.952268 0.0055
D(PDB(-1)) -0.347717 0.194140 -1.791062 0.1164
C 123.3731 25.71353 4.797984 0.0020
R-squared 0.735831 Mean dependent var 19.26100
Adjusted
R-squared 0.660354 S.D. dependent var 37.17561
S.E. of regression 21.66563 Akaike info criterion 9.232657
Sum squared resid 3285.797 Schwarz criterion 9.323432
Log likelihood -43.16328 F-statistic 9.749090
Durbin-Watson
stat 1.059604 Prob(F-statistic) 0.009475
Lampiran 4
VAR Lag Order Selection Criteria
Endogenous variables: PDB SBI
Exogenous variables: C Date: 11/08/13 Time: 11:03 Sample: 1998Q1 2009Q4 Included observations: 10
L a
g LogL LR FPE AIC SC HQ
0 -68.95283 NA 4994.802 14.19057 14.25108 14.12418
1 -65.00457 5.527558 5235.612 14.20091 14.38247 14.00175
2 -48.04353 16.96104* 459.5173* 11.60871* 11.91129*
11.27677 * * indicates lag order selected by the criterion
LR: sequential modified LR test statistic (each test at 5% level) FPE: Final prediction error
AIC: Akaike information criterion SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
