LAMPIRAN
Lampiran 1. Data
OIL REER DEVISA M2 CPI GOV GDP
Q4 1995 19,03 17888,074 13708200 222638,000 28,948 10030 119183 Q1 1996 21,33 17195,935 14953200 232493,000 30,238 10492 122530 Q2 1996 20,42 17124,542 15579400 249443,000 30,379 9643 128846
Q3 1996 23,97 17068,252 15489800 259926,000 30,514 9686 136940 Q4 1996 25,23 17335,798 18251100 288632,000 30,790 10479 144253 Q1 1997 20,97 16643,754 19011800 294581,000 31,586 10471 145801 Q2 1997 19,26 16787,474 20336300 312839,000 31,860 10390 149406
Q3 1997 19,80 21747,510 20275200 329074,000 32,456 10521 163237 Q4 1997 18,33 29565,157 16586900 355643,000 33,614 11571 169252 Q1 1998 15,12 43771,364 15770000 449824,000 40,280 11357 211575 Q2 1998 13,72 66361,652 17949900 565785,000 47,665 14086 222809 Q3 1998 15,03 41023,125 19650000 550404,000 57,229 13478 264263
Q4 1998 11,35 30275,662 22713400 577381,000 59,964 15496 257106 Q1 1999 14,68 30256,978 25160700 603325,000 62,816 16189 271226 Q2 1999 17,92 23437,415 26318600 615411,000 62,399 22505 271596
Q3 1999 23,80 31275,193 26032400 652289,000 60,998 16830 277558 Q4 1999 26,10 26333,222 26445000 646205,000 60,955 17108 275352 Q1 2000 29,84 27279,837 28460900 656451,000 62,456 20211 325959 Q2 2000 31,82 31193,706 28686600 684335,000 63,086 24557 336967
Q3 2000 33,88 29985,414 28859400 686453,000 64,492 21951 360702 Q4 2000 28,44 32179,107 28501900 747028,000 66,329 24061 366143 Q1 2001 27,25 33065,209 28088800 766812,000 68,293 23468 386649 Q2 2001 27,60 35395,497 27967500 796440,000 70,120 27370 416070 Q3 2001 26,20 29862,112 28151600 783104,000 72,723 29754 426828
Q4 2001 19,39 30356,453 27246200 844053,000 74,715 32824 416775 Q1 2002 24,53 26758,977 27169700 831410,000 78,223 28957 436975 Q2 2002 25,52 25876,541 28329500 838635,000 78,924 30424 450640
Q3 2002 29,66 26230,251 29018500 859706,000 80,266 34049 472136 Q4 2002 29,46 26144,748 30970700 883908,000 82,392 38789 462082 Q1 2003 33,51 26000,615 31558900 877776,000 84,281 33005 496248 Q2 2003 30,66 24682,163 32989800 894555,000 84,452 37699 498024
Q3 2003 28,31 25391,400 32841800 911223,000 85,171 42811 516104 Q4 2003 32,13 26074,829 34962300 955692,000 86,962 50186 503299 Q1 2004 36,74 26160,861 36073200 935248,000 88,396 43143 536605 Q2 2004 38,03 28255,680 33609200 973398,000 90,139 47614 564422 Q3 2004 45,94 27369,801 33502500 988173,000 91,101 45696 595321
Q4 2004 43,15 29074,392 34952500 1033880,000 92,513 54602 599478 Q1 2005 54,19 28184,817 34714900 1022700,000 95,231 42692 632331 Q2 2005 56,35 27718,786 32601500 1076530,000 97,030 46594 670476
Q4 2005 59,41 24973,176 33140500 1202760,000 108,974 77678 758475 Q1 2006 62,69 22841,753 38330500 1198750,000 111,341 55164 782753 Q2 2006 70,95 24305,212 38488500 1257780,000 112,079 70549 812741 Q3 2006 63,80 23924,292 40824600 1294740,000 113,447 72457 870320
Q4 2006 61,96 23131,638 41103100 1382490,000 115,566 89911 873403 Q1 2007 60,44 23129,102 45669300 1379240,000 118,418 66577 920203 Q2 2007 67,49 23449,846 49405500 1454580,000 118,924 82727 963862
Q3 2007 79,92 23980,905 51158000 1516880,000 120,753 80581 1031410 Q4 2007 91,69 24856,764 54976400 1649660,000 122,956 99875 1035420 Q1 2008 105,45 24906,410 56828000 1594390,000 126,410 76724 1110850 Q2 2008 133,88 24497,557 57295100 1703380,000 130,971 104994 1221370 Q3 2008 104,11 23277,336 55019700 1778000,000 135,196 106038 1328070
Q4 2008 41,12 25616,285 49596700 1895840,000 137,013 129110 1291060 Q1 2009 47,94 25988,991 52663000 1916750,000 137,531 99927 1317120 Q2 2009 69,64 24181,289 55380600 1977530,000 137,326 135753 1385710 Q3 2009 69,41 23089,741 59977800 2018030,000 140,166 129561 1459800
Q4 2009 74,47 22154,041 63563300 2141380,000 140,852 174518 1450810
Lampiran 2. Nilai ISP
-8 -6 -4 -2 0 2 4 6 8
1996 1998 2000 2002 2004 2006 2008
Lampiran 3. Periode Krisis
Lampiran 4. Hasil Estimasi dengan Model Logit
Dependent Variable: CRISIS
Method: ML - Binary Logit (Quadratic hill climbing) Date: 07/28/13 Time: 17:45
Sample: 1996Q1 2009Q4 Included observations: 56
Convergence achieved after 9 iterations
Covariance matrix computed using second derivatives
Variable Coefficient Std. Error z-Statistic Prob.
C -0.475981 3.515335 -0.135401 0.8923 OIL -0.045062 0.030915 -1.457602 0.1450 REER -9.83E-05 0.000102 -0.967379 0.3334 INFLASI 45.25869 21.29474 2.125346 0.0336 M2DEVISA 1.021303 1.059519 0.963931 0.3351 GOVGDP -0.064941 0.405642 -0.160095 0.8728
McFadden R-squared 0.271512 Mean dependent var 0.232143 S.D. dependent var 0.426021 S.E. of regression 0.373747 Akaike info criterion 1.003752 Sum squared resid 6.984355 Schwarz criterion 1.220754 Log likelihood -22.10506 Hannan-Quinn criter. 1.087883 Restr. log likelihood -30.34375 LR statistic 16.47737 Avg. log likelihood -0.394733 Prob(LR statistic) 0.005605
Obs with Dep=0 43 Total obs 56
Obs with Dep=1 13
0 1
1996 1998 2000 2002 2004 2006 2008
ISP> 1 SD
0 1
1996 1998 2000 2002 2004 2006 2008
Dependent Variable: CRISIS
Method: ML - Binary Logit (Quadratic hill climbing) Date: 07/28/13 Time: 17:53
Sample: 1996Q1 2009Q4 Included observations: 56
Convergence achieved after 8 iterations
Covariance matrix computed using second derivatives
Variable Coefficient Std. Error z-Statistic Prob.
C -0.874915 3.857638 -0.226801 0.8206 OIL -0.119950 0.072013 -1.665660 0.0958 REER -0.000113 9.85E-05 -1.148588 0.2507 INFLASI 24.79216 15.22847 1.628014 0.1035 M2DEVISA 0.791984 1.256770 0.630174 0.5286 GOVGDP 0.359413 0.525170 0.684374 0.4937
McFadden R-squared 0.268244 Mean dependent var 0.125000 S.D. dependent var 0.333712 S.E. of regression 0.318051 Akaike info criterion 0.765693 Sum squared resid 5.057830 Schwarz criterion 0.982695 Log likelihood -15.43941 Hannan-Quinn criter. 0.849824 Restr. log likelihood -21.09913 LR statistic 11.31944 Avg. log likelihood -0.275704 Prob(LR statistic) 0.045402
Obs with Dep=0 49 Total obs 56
