Lampiran 1. Hasil Estimasi Perdagangan ASEAN Dependent Variable: LOGTRADE?
Method: Pooled EGLS (Cross-section SUR) Date: 01/06/10 Time: 10:41
Sample (adjusted): 1985 2006
Included observations: 22 after adjustments Cross-sections included: 14
Total pool (balanced) observations: 308
Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C -5.201838 0.991066 -5.248730 0.0000
LOG GDP? 7.98E-05 0.000283 0.282274 0.7779 LOG POP?(-2) 0.000313 0.001121 0.279005 0.7804 LOG FDI? -0.000126 4.86E-05 -2.598530 0.0099 LOG RER?(-1) 0.000147 0.000128 1.145393 0.2530
LOG IR? 4.49E-05 3.42E-05 1.311797 0.1907
LOG OPEN_ASEAN? 1.112517 0.008058 138.0687 0.0000 LOG TAX? -0.000198 0.000160 -1.239460 0.2162 LOG TAX_ASEAN? 0.024449 0.005728 4.268502 0.0000 LOG RER_ASEAN? -0.044779 0.006513 -6.875347 0.0000 LOG IR_ASEAN? -0.052176 0.006681 -7.809291 0.0000 LOG GDP_ASEAN?(-1) 0.566166 0.044952 12.59485 0.0000 LOG POP_ASEAN? 1.251193 0.168348 7.432194 0.0000 LOG FDI_ASEAN?(-3) 0.000751 0.003944 0.190530 0.8490 LOG TII_ASEAN?(-3) 0.000185 0.000101 1.825812 0.0689
APEC? 1.36E-05 1.80E-05 0.759320 0.4483
Fixed Effects (Cross)
_AUS--C 0.000288 _ITY—C -6.20E-05 _CHN--C -0.000324 _JPN--C 9.66E-06 _ENG--C -0.000362 _KSL--C -0.000721 _FRA--C 0.000196 _NTD--C 0.000689 _GMN--C 0.000322 _NZL--C -4.29E-06 _HKG--C -0.000284 _SPY--C 0.000185 _IND—C -0.000188 _USA--C 0.000256 Effects Specification Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 1.000000 Mean dependent var 193.4623 Adjusted R-squared 1.000000 S.D. dependent var 1154.405 S.E. of regression 0.465146 Sum squared resid 60.36478 F-statistic 67533162 Durbin-Watson stat 2.121593 Prob(F-statistic) 0.000000
Lampiran 2. Hasil Estimasi Perdagangan Malaysia Dependent Variable: LOGTRADE?
Method: Pooled EGLS (Cross-section SUR) Date: 01/06/10 Time: 07:52
Sample: 1982 2006 Included observations: 25 Cross-sections included: 18
Total pool (balanced) observations: 450
Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C -33.63242 0.724037 -46.45126 0.0000
LOG GDP_MAL? 2.226287 0.037227 59.80309 0.0000 LOG POP_MAL? 2.266394 0.040850 55.48121 0.0000 LOG FDI_MAL? -0.001420 0.001608 -0.883000 0.3777 LOG RER_MAL? -9.32E-05 0.001576 -0.059114 0.9529 LOG OPEN_MAL? 0.030272 0.005204 5.817060 0.0000 LOG TAX_MAL? -0.295865 0.011843 -24.98133 0.0000 LOG IR_MAL? 0.000650 0.003099 0.209792 0.8339 LOG GDP? 0.010990 0.002687 4.090293 0.0001 LOG POP? 0.003092 0.000772 4.004491 0.0001 LOG FDI? -0.001412 0.000805 -1.754457 0.0801 LOG RER? 0.001445 0.001030 1.402301 0.1616 LOG IR? -0.071409 0.003071 -23.25318 0.0000 LOG DIST_MAL? -0.076324 0.003414 -22.35533 0.0000 LOG TII_MAL? -0.006231 0.001190 -5.234156 0.0000 LOG TAX? -0.005744 0.000787 -7.298037 0.0000 ASEAN? 0.184798 0.018518 9.979264 0.0000 APEC? 0.142486 0.023311 6.112281 0.0000
Fixed Effects (Cross)
_AUS--C -0.051378 _KSL--C 0.056170 _CHN--C -0.117283 _INA--C -0.207716 _ENG--C -0.123937 _NTD--C -0.031755 _FRA--C 0.007902 _NZL--C 0.198017 _GMN--C -0.126893 _PHI--C 0.199119 _HKG--C -0.117719 _SIN--C 0.100830 _IND--C 0.157935 _SPY--C 0.018972 _ITY--C 0.076784 _THA--C -0.131642 _JPN--C 0.234051 _USA--C -0.141458 Effects Specification Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 1.000000 Mean dependent var 1059.628 Adjusted R-squared 1.000000 S.D. dependent var 1419.314 S.E. of regression 0.934736 Sum squared resid 362.5982 F-statistic 30447172 Durbin-Watson stat 1.528161 Prob(F-statistic) 0.000000
Lampiran 3. Hasil Estimasi Perdagangan Indonesia Dependent Variable: LOGTRADE?
Method: Pooled EGLS (Cross-section weights) Date: 01/05/10 Time: 08:24
Sample: 1982 2006 Included observations: 25 Cross-sections included: 18
Total pool (balanced) observations: 450
Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C -24.76842 1.622555 -15.26507 0.0000 LOG GDP_INA? 1.623124 0.070841 22.91209 0.0000 LOG POP_INA? 1.833922 0.175496 10.44996 0.0000 LOG FDI_INA? 0.071174 0.014547 4.892745 0.0000 LOG RER_INA? -0.083853 0.015105 5.551256 0.0000 LOG OPEN_INA? 0.008215 0.019689 0.417244 0.6767 LOG TAX_INA? -0.331895 0.026451 -12.54770 0.0000 LOG IR_INA? 0.045268 0.012247 3.696083 0.0002 LOG GDP? 0.008240 0.024819 0.332020 0.7400 LOG POP? 0.037063 0.008228 4.504558 0.0000 LOG FDI? 0.042642 0.006214 6.862339 0.0000 LOG RER? 0.044410 0.006619 6.709764 0.0000 LOG IR? -0.135756 0.010563 -12.85190 0.0000 LOG DIST_INA? -0.163261 0.015705 -10.39561 0.0000 LOG TII_INA? 0.064481 0.012455 5.177059 0.0000 LOG TAX? -0.001372 0.007354 -0.186585 0.8521 ASEAN? 0.223186 0.023125 9.651426 0.0000 APEC? 0.235838 0.020207 11.67101 0.0000
Fixed Effects (Cross)
_AUS--C -0.013344 _KSL--C -0.000566 _CHN--C -0.005915 _MAL--C 0.010734 _ENG--C -0.006211 _NTD--C 0.011012 _FRA--C 0.006205 _NZL--C 7.85E-05 _GMN--C -0.010137 _PHI--C 0.005262 _HKG--C 0.009854 _SIN--C -0.002457 _IND--C 0.007196 _SPY--C -0.007555 _ITY--C 0.007968 _THA--C -0.015112 _JPN--C 0.009666 _USA--C -0.006678 Effects Specification Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.999019 Mean dependent var 9.455940 Adjusted R-squared 0.998939 S.D. dependent var 1.463673 S.E. of regression 0.047680 Sum squared resid 0.943449 F-statistic 12432.52 Durbin-Watson stat 1.471829 Prob(F-statistic) 0.000000
Lampiran 4. Hasil Estimasi Perdagangan Singapura Dependent Variable: LOGTRADE?
Method: Pooled EGLS (Cross-section SUR) Date: 01/06/10 Time: 09:30
Sample: 1982 2006 Included observations: 25 Cross-sections included: 18
Total pool (balanced) observations: 450
Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C -29.44098 0.744213 -39.55989 0.0000 LOG GDP_SIN? 1.952488 0.031241 62.49781 0.0000 LOG POP_SIN? 2.169350 0.061484 35.28326 0.0000 LOG FDI_SIN? 0.006528 0.003725 1.752311 0.0805 LOG RER_SIN? 0.012291 0.003779 3.252214 0.0012 LOG OPEN_SIN? 0.105268 0.012035 8.746925 0.0000 LOG TAX_SIN? -0.347847 0.011583 -30.03045 0.0000 LOG IR_SIN? 0.024210 0.003492 6.933555 0.0000 LOG GDP? 0.029603 0.008200 3.610197 0.0003 LOG POP? 0.010556 0.002293 4.603317 0.0000 LOG FDI? -0.006817 0.002168 -3.144575 0.0018 LOG RER? 0.006092 0.001261 4.832200 0.0000 LOG IR? -0.110151 0.005031 -21.89470 0.0000 LOG DIST_SIN? -0.135511 0.005913 -22.91596 0.0000 LOG TII_SIN? -0.003896 0.003000 -1.298604 0.1948 LOG TAX? -0.015254 0.002089 -7.301671 0.0000 ASEAN? 0.114868 0.009628 11.93101 0.0000 APEC? 0.247525 0.006723 36.81737 0.0000
Fixed Effects (Cross)
_AUS--C -0.000803 _JPN--C 0.034583 _CHN--C -0.001061 _KSL--C -0.012156 _ENG--C 0.007736 _MAL--C 0.032695 _FRA--C -0.002156 _NTD--C -0.000414 _GMN--C -0.004320 _NZL--C -0.003392 _HKG--C -0.010524 _PHI--C -0.004782 _INA--C -0.013211 _SPY--C -0.053415 _IND--C 0.002898 _THA--C -0.011381 _ITY--C 0.006725 _USA--C 0.032979 Effects Specification Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.999999 Mean dependent var 181.7838 Adjusted R-squared 0.999999 S.D. dependent var 1256.171 S.E. of regression 0.982690 Sum squared resid 400.7574 F-statistic 21578988 Durbin-Watson stat 1.742405 Prob(F-statistic) 0.000000
Lampiran 5. Hasil Estimasi Perdagangan Thailand Dependent Variable: LOGTRADE?
Method: Pooled EGLS (Cross-section SUR) Date: 01/06/10 Time: 10:04
Sample: 1982 2006 Included observations: 25 Cross-sections included: 18
Total pool (balanced) observations: 450
Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C 47.42008 2.446053 19.38637 0.0000 LOG GDP_THA? 0.783268 0.060074 13.03848 0.0000 LOG POP_THA? 1.817309 0.403689 -4.501758 0.0000 LOG FDI_THA? 0.009647 0.004148 2.325318 0.0205 LOG RER_THA? -0.043524 0.038171 -1.140226 0.2548 LOG OPEN_THA? 0.205244 0.015821 12.97313 0.0000 LOG TAX_THA? -0.006693 0.011504 -0.581812 0.5610 LOG IR_THA? -0.007879 0.004257 -1.851059 0.0649 LOG GDP? -0.166522 0.042716 -3.898347 0.0001 LOG POP? 0.496618 0.103982 4.775992 0.0000 LOG FDI? -0.039517 0.002834 -13.94555 0.0000 LOG RER? 0.107859 0.013705 7.870267 0.0000 LOG IR? -0.018191 0.003379 -5.383547 0.0000 LOG DIST_THA? -8.873805 0.178935 -49.59225 0.0000 LOG TII_THA? 0.097244 0.008040 12.09472 0.0000 LOG TAX? -0.015549 0.013279 -1.170944 0.2423 ASEAN? -0.113518 0.011803 -9.617994 0.0000 APEC? 0.374687 0.017104 21.90630 0.0000
Fixed Effects (Cross)
_AUS--C 1.146272 _JPN--C 0.006195 _CHN--C 2.250852 _KSL--C 1.593281 _ENG--C -1.286474 _MAL--C 1.216643 _FRA--C 1.596725 _NTD--C 1.452528 _GMN--C -1.603350 _NZL--C 1.446762 _HKG--C -0.752008 _PHI--C -2.098998 _INA--C -1.709182 _SIN--C -1.910479 _IND--C 1.539238 _SPY--C -1.641188 _ITY--C 1.315367 _USA--C -2.562185 Effects Specification Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.999997 Mean dependent var 423.6301 Adjusted R-squared 0.999997 S.D. dependent var 526.4992 S.E. of regression 0.981822 Sum squared resid 400.0492 F-statistic 3797486. Durbin-Watson stat 1.670955 Prob(F-statistic) 0.000000
Lampiran 6. Hasil Estimasi Perdagangan Philipina Dependent Variable: LOGTRADE?
Method: Pooled EGLS (Cross-section SUR) Date: 01/06/10 Time: 08:30
Sample: 1982 2006 Included observations: 25 Cross-sections included: 18
Total pool (balanced) observations: 450
Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C 4.523280 0.966109 4.681956 0.0000 LOG GDP_PHI? 0.139822 0.043974 3.179629 0.0016 LOG POP_PHI? 0.605248 0.075790 7.985856 0.0000 LOG FDI_PHI? 0.023318 0.005246 4.444705 0.0000 LOG RER_PHI? 0.048041 0.005566 8.631867 0.0000 LOG OPEN_PHI? 0.271149 0.014163 19.14499 0.0000 LOG TAX_PHI? -0.854054 0.013181 -64.79624 0.0000 LOG IR_PHI? 0.035518 0.004656 7.628075 0.0000 LOG GDP? -0.001252 0.009933 -0.126049 0.8998 LOG POP? 0.033555 0.002807 11.95235 0.0000 LOG FDI? -0.030864 0.002943 -10.48632 0.0000 LOG RER? 0.011566 0.001997 5.792114 0.0000 LOG IR? -0.193856 0.009575 -20.24564 0.0000 LOG DIST_PHI? -0.202816 0.009968 -20.34724 0.0000 LOG TII_PHI? 0.011099 0.003967 2.797821 0.0054 LOG TAX? -0.027479 0.003097 -8.871932 0.0000 ASEAN? 0.030666 0.011339 2.704470 0.0071 APEC? 0.072345 0.012032 6.012475 0.0000
Fixed Effects (Cross)
_IND--C -0.011557 _CHN--C 0.103082 _NZL--C 0.032128 _ENG--C 0.011121 _THA--C 0.006462 _MAL--C -0.002736 _ITY--C -0.014506 _INA--C -0.007628 _SPY--C -0.011659 _HKG--C -0.000185 _FRA--C 0.000563 _GMN--C 0.022091 _KSL--C -0.084609 _SIN--C -0.011266 _NTD--C -0.000884 _JPN--C -0.009490 _AUS--C -0.022668 _USA--C 0.001741 Effects Specification Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.999994 Mean dependent var 375.2137 Adjusted R-squared 0.999994 S.D. dependent var 401.1242 S.E. of regression 0.989457 Sum squared resid 406.2951 F-statistic 2170348. Durbin-Watson stat 1.967374 Prob(F-statistic) 0.000000
Lampiran 7. Hasil Estimasi Model I FDI ASEAN Dependent Variable: LOGFDI_ASEAN?
Method: Pooled EGLS (Cross-section weights) Date: 01/06/10 Time: 20:57
Sample: 1982 2006 Included observations: 25 Cross-sections included: 14
Total pool (balanced) observations: 350
Linear estimation after one-step weighting matrix
White period standard errors & covariance (d.f. corrected)
Variable Coefficient Std. Error t-Statistic Prob.
C 27.15261 6.378704 4.256759 0.0000
LOG GDP? 0.097388 0.030854 3.156387 0.0017 LOG POP? 0.047165 0.212866 0.221572 0.8248 LOG RER? -0.120770 0.028903 -4.178423 0.0000
LOG IR? 0.023425 0.013364 1.752843 0.0806
LOG SIZE? 1.47E-12 2.66E-13 5.527422 0.0000 LOG OPEN_ASEAN? 1.930499 0.101151 19.08534 0.0000 LOG RER_ASEAN? -0.116500 0.028517 -4.085315 0.0001 LOG IR_ASEAN? 0.036159 0.021574 1.676031 0.0947 LOG POP_ASEAN? -0.842121 0.521888 -1.613604 0.1076 LOG X_ASEAN? 0.233676 0.049158 4.753603 0.0000 LOG M_ASEAN? -0.616055 0.055535 -11.09319 0.0000 NAFTA? 0.943363 7.218004 0.130696 0.8961 UE? -10.12984 4.027425 -2.515215 0.0124 APEC? 0.407954 15.83239 0.025767 0.9795
Fixed Effects (Cross)
_AUS--C -2.486883 _ITY--C 1.663885 _CHN--C -2.685688 _JPN--C 1.868151 _ENG--C -2.020139 _KSL--C -0.194326 _FRA--C -1.837110 _NTD--C 0.154751 _GMN--C -1.417554 _NZL--C 2.609013 _HKG--C -0.903794 _SPY--C 2.982675 _IND--C -0.899803 _USA--C 3.166822 Effects Specification Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.974809 Mean dependent var 10.08289 Adjusted R-squared 0.972697 S.D. dependent var 0.451250 S.E. of regression 0.074563 Sum squared resid 1.790205 F-statistic 461.4979 Durbin-Watson stat 1.731646 Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.964950 Mean dependent var 10.07477 Sum squared resid 1.790345 Durbin-Watson stat 1.729150
Lampiran 8. Hasil Estimasi Model II FDI ASEAN Dependent Variable: LOGFDI_ASEAN?
Method: Pooled EGLS (Cross-section weights) Date: 01/06/10 Time: 20:58
Sample: 1982 2006 Included observations: 25 Cross-sections included: 14
Total pool (balanced) observations: 350
Linear estimation after one-step weighting matrix
White period standard errors & covariance (d.f. corrected)
Variable Coefficient Std. Error t-Statistic Prob.
C 17.10495 12.26424 1.394701 0.1641
LOG GDP? 0.098017 0.031549 3.106859 0.0021 LOG POP? 0.054048 0.214716 0.251720 0.8014 LOG RER? -0.124820 0.028569 -4.369103 0.0000 LOG IR? 0.024019 0.012786 1.878580 0.0612 LOG SIZE? 8.85E-13 1.27E-13 6.961086 0.0000 LOG OPEN_ASEAN? 1.986813 0.109380 18.16426 0.0000 LOG RER_ASEAN? -0.175463 0.012412 -14.13673 0.0000 LOG IR_ASEAN? 0.078857 0.008104 9.730640 0.0000 LOG POP_ASEAN? 0.085962 1.446742 0.059418 0.9527 LOG X_ASEAN? 0.113911 0.065060 1.750866 0.0809 LOG M_ASEAN? -0.630689 0.057434 -10.98116 0.0000 CHINA? -1.491230 14.63491 -0.101895 0.9189 INDIA? 1.235220 14.86800 0.083079 0.9338
Fixed Effects (Cross)
_AUS--C 0.148140 _ITY--C -0.266372 _CHN--C -0.103102 _JPN--C -0.160161 _ENG--C 0.420403 _KSL--C 0.038726 _FRA--C 0.064739 _NTD--C 0.010119 _GMN--C 0.212049 _NZL--C -0.255410 _HKG--C 0.347439 _SPY--C -0.261458 _IND--C 0.057712 _USA--C -0.252824 Effects Specification Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.974388 Mean dependent var 10.08260 Adjusted R-squared 0.972326 S.D. dependent var 0.448678 S.E. of regression 0.074639 Sum squared resid 1.799443 F-statistic 472.6267 Durbin-Watson stat 1.725284 Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.964768 Mean dependent var 10.07477 Sum squared resid 1.799606 Durbin-Watson stat 1.722599
Lampiran 9. Hasil Estimasi Investasi Malaysia Dependent Variable: LOGFDI_MAL?
Method: Pooled EGLS (Cross-section SUR) Date: 01/06/10 Time: 07:59
Sample: 1982 2006 Included observations: 25 Cross-sections included: 18
Total pool (balanced) observations: 450
Linear estimation after one-step weighting matrix
White cross-section standard errors & covariance (d.f. corrected) Variable Coefficient Std. Error t-Statistic Prob.
C -27.94965 8.489933 -3.292093 0.0011 LOG GDP_MAL? 2.936495 0.558716 5.255795 0.0000 LOG POP_MAL? 2.261024 0.577158 3.917514 0.0001 LOG OPEN_MAL? -0.046105 0.083706 -0.550792 0.5821 LOG RER_MAL? -0.354604 0.019213 -18.45650 0.0000 LOG IR_MAL? -0.651960 0.043266 -15.06864 0.0000 LOG POP? -0.144862 0.010550 -13.73054 0.0000 LOG GDP? -0.171842 0.036138 -4.755095 0.0000 LOG RER? -0.181948 0.012200 -14.91413 0.0000 LOG IR? -0.023352 0.021459 -1.088204 0.2771 LOG SIZE? -0.880059 0.611541 -1.439084 0.1509 LOGX_MAL? 0.117253 0.040256 2.912673 0.0038 LOGM_MAL? 0.024852 0.011737 2.117415 0.0348 ASEAN? -0.253593 0.368625 -0.687943 0.4919 APEC? -0.447366 0.414994 -1.078007 0.2817
Fixed Effects (Cross)
_AUS--C -0.175185 _KSL--C 0.588128 _CHN--C -0.011346 _INA--C 0.406298 _ENG--C -0.071399 _NTD--C -0.218117 _FRA--C -0.232115 _NZL--C -0.368603 _GMN--C 0.015420 _PHI--C -0.312255 _HKG--C 0.130049 _SIN--C 0.648030 _IND--C -0.233714 _SPY--C -0.338448 _ITY--C -0.219043 _THA--C 0.178408 _JPN--C -0.331604 _USA--C 0.545496 Effects Specification Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.999778 Mean dependent var 55.01114 Adjusted R-squared 0.999761 S.D. dependent var 65.85209 S.E. of regression 1.017901 Sum squared resid 433.0988 F-statistic 60606.12 Durbin-Watson stat 2.093197 Prob(F-statistic) 0.000000
Lampiran 10. Hasil Estimasi Investasi Indonesia Dependent Variable: LOGFDI_INA?
Method: Pooled EGLS (Cross-section SUR) Date: 01/05/10 Time: 11:07
Sample: 1982 2006 Included observations: 25 Cross-sections included: 18
Total pool (balanced) observations: 450
Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C -14.74378 3.378507 -4.363993 0.0000 LOG GDP_INA? 1.521405 0.322769 4.713604 0.0000 LOG POP_INA? 2.551728 0.432340 5.902132 0.0000 LOG OPEN_INA? 0.564260 0.029795 18.93798 0.0000 LOG RER_INA? -0.546048 0.021695 -25.16975 0.0000 LOG IR_INA? -0.355954 0.022823 -15.59615 0.0000 LOG POP? -0.109776 0.008164 -13.44715 0.0000 LOG GDP? -0.067451 0.044378 -1.519897 0.1293 LOG RER? -0.070950 0.007335 -9.673449 0.0000 LOG IR? -0.015397 0.011226 -1.371572 0.1709 LOG SIZE? -0.852500 0.371667 -2.293718 0.0223 LOG X_INA? 0.056501 0.027929 2.023018 0.0437 LOG M_INA? 0.051684 0.018430 2.804344 0.0053 ASEAN? 0.198998 0.043975 4.525209 0.0000 APEC? 0.122345 0.044718 2.735931 0.0065
Fixed Effects (Cross)
_AUS--C -0.017277 _KSL--C -0.010414 _CHN--C 0.020875 _MAL--C -0.035953 _ENG--C 0.005454 _NTD--C 0.033270 _FRA--C -0.003890 _NZL--C -0.008502 _GMN--C 0.013970 _PHI--C 0.028155 _HKG--C 0.003009 _SIN--C -0.025542 _IND--C -0.030702 _SPY--C -0.009403 _ITY--C 0.003294 _THA--C -0.004199 _JPN--C 0.001288 _USA--C 0.036568 Effects Specification Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.999351 Mean dependent var 62.34319 Adjusted R-squared 0.999303 S.D. dependent var 39.16341 S.E. of regression 1.034167 Sum squared resid 447.0513 F-statistic 20757.86 Durbin-Watson stat 2.168533 Prob(F-statistic) 0.000000
Lampiran 11. Hasil Estimasi Investasi Singapura Dependent Variable: LOGFDI_SIN?
Method: Pooled EGLS (Cross-section SUR) Date: 01/06/10 Time: 09:33
Sample: 1982 2006 Included observations: 25 Cross-sections included: 18
Total pool (balanced) observations: 450
Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C -27.02488 4.697650 -5.752851 0.0000 LOG GDP_SIN? 2.236179 0.392870 5.691909 0.0000 LOG POP_SIN? 2.884008 0.510891 5.645055 0.0000 LOG OPEN_SIN? 0.080818 0.075789 -1.066344 0.2869 LOG RER_SIN? -0.400424 0.016619 -24.09388 0.0000 LOG IR_SIN? -0.285909 0.021629 -13.21847 0.0000 LOG POP? -0.127548 0.007601 -16.78080 0.0000 LOG GDP? -0.250941 0.037280 -6.731290 0.0000 LOG RER? -0.106179 0.006465 -16.42389 0.0000 LOG IR? -0.027002 0.012621 -2.139505 0.0330 LOG SIZE? -0.716384 0.441159 -1.623866 0.1052 LOG X_SIN? 0.116099 0.043251 2.684295 0.0076 LOG M_SIN? -0.000426 0.005882 -0.072395 0.9423 ASEAN? 0.266903 0.048597 5.492162 0.0000 APEC? 0.103841 0.043929 2.363847 0.0185
Fixed Effects (Cross)
_AUS--C 0.060764 _JPN--C 0.008238 _CHN--C 0.029466 _KSL--C 0.024483 _ENG--C -0.049539 _MAL--C 0.049638 _FRA--C 0.036031 _NTD--C -0.090783 _GMN--C -0.070518 _NZL--C -0.012941 _HKG--C -0.033416 _PHI--C -0.097672 _INA--C -0.050243 _SPY--C 0.035345 _IND--C 0.020885 _THA--C 0.050808 _ITY--C 0.067247 _USA--C 0.022207 Effects Specification Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.999936 Mean dependent var 131.0556 Adjusted R-squared 0.999931 S.D. dependent var 123.2609 S.E. of regression 1.025311 Sum squared resid 439.4274 F-statistic 209313.3 Durbin-Watson stat 2.067459 Prob(F-statistic) 0.000000
Lampiran 12. Hasil Estimasi Investasi Thailand Dependent Variable: LOGFDI_THA?
Method: Pooled EGLS (Cross-section SUR) Date: 01/06/10 Time: 10:09
Sample: 1982 2006 Included observations: 25 Cross-sections included: 18
Total pool (balanced) observations: 450
Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C 93.84308 21.50263 4.364260 0.0000 LOG GDP_THA? 1.275847 0.593860 2.148396 0.0323 LOG POP_THA? 12.86429 3.613866 -3.559702 0.0004 LOG OPEN_THA? 1.805526 0.091282 19.77973 0.0000 LOG RER_THA? 2.826624 0.381760 7.404186 0.0000 LOG IR_THA? 0.414070 0.037320 11.09510 0.0000 LOG POP? 0.133609 0.015473 8.635124 0.0000 LOG GDP? -0.011988 0.005187 -2.311117 0.0213 LOG RER? -0.020328 0.002698 -7.535302 0.0000 LOG IR? 0.008740 0.000362 24.15429 0.0000 LOG SIZE? -0.014157 0.000832 -17.01034 0.0000 LOG X_THA? 0.034174 0.001973 17.31729 0.0000 LOG M_THA? 0.001291 0.000159 8.118231 0.0000 ASEAN? -0.006233 0.001356 -4.596570 0.0000 APEC? -0.040562 0.002084 -19.45968 0.0000
Fixed Effects (Cross)
_AUS--C 0.049426 _JPN--C -0.049133 _CHN--C -0.146447 _KSL--C 0.182186 _ENG--C -0.188205 _MAL--C -0.041964 _FRA--C 0.043518 _NTD--C -0.008170 _GMN--C 0.106264 _NZL--C 0.034174 _HKG--C 0.054414 _PHI--C -0.016948 _INA--C -0.122795 _SIN--C 0.008737 _IND--C -0.035658 _SPY--C 0.105945 _ITY--C -0.002071 _USA--C 0.026726 Effects Specification Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.999926 Mean dependent var 35.48944 Adjusted R-squared 0.999921 S.D. dependent var 95.75143 S.E. of regression 0.852526 Sum squared resid 303.8028 F-statistic 182695.4 Durbin-Watson stat 1.914664 Prob(F-statistic) 0.000000
Lampiran 13. Hasil Estimasi Investasi Philipina Dependent Variable: LOGFDI_PHI?
Method: Pooled EGLS (Cross-section SUR) Date: 01/06/10 Time: 08:43
Sample: 1982 2006 Included observations: 25 Cross-sections included: 18
Total pool (balanced) observations: 450
Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C -26.52189 4.384523 -6.048979 0.0000 LOG GDP_PHI? 2.349943 0.377946 6.217668 0.0000 LOG POP_PHI? 2.705836 0.456605 5.925991 0.0000 LOG OPEN_PHI? -0.031994 0.067069 -0.477025 0.6336 LOG RER_PHI? -0.369758 0.015691 -23.56475 0.0000 LOG IR_PHI? -0.322647 0.018089 -17.83620 0.0000 LOG POP? -0.137277 0.007335 -18.71638 0.0000 LOG GDP? -0.176133 0.034242 -5.143714 0.0000 LOG RER? -0.098800 0.005910 -16.71814 0.0000 LOG IR? -0.046050 0.010539 -4.369299 0.0000 LOG SIZE? -0.747675 0.389865 -1.917778 0.0558 LOG X_PHI? 0.039369 0.020778 1.894752 0.0588 LOG M_PHI? 0.004183 0.012614 0.331607 0.7404 ASEAN? 0.313309 0.052550 5.962139 0.0000 APEC? 0.204515 0.042567 4.804556 0.0000
Fixed Effects (Cross)
_AUS--C 0.050571 _JPN--C -0.020763 _CHN--C -0.017974 _KSL--C -0.018407 _ENG--C -0.023597 _MAL--C 0.100941 _FRA--C 0.020370 _NTD--C -0.026660 _GMN--C 0.018250 _NZL--C -0.021524 _HKG--C -0.013957 _SIN--C 0.042291 _INA--C -0.047369 _SPY--C -0.026505 _IND--C -0.007336 _THA--C 0.036020 _ITY--C -0.028425 _USA--C -0.015927 Effects Specification Cross-section fixed (dummy variables)
Weighted Statistics
R-squared 0.999838 Mean dependent var 31.16455 Adjusted R-squared 0.999826 S.D. dependent var 77.44726 S.E. of regression 1.020754 Sum squared resid 435.5306 F-statistic 83365.06 Durbin-Watson stat 2.132270 Prob(F-statistic) 0.000000
Lampiran 14. Hasil Pengujian Autokorelasi Model Perdagangan ASEAN Dependent Variable: LOGTRADE
Method: Least Squares Date: 01/10/10 Time: 18:06 Sample: 1 2250
Included observations: 2250
Variable Coefficient Std. Error t-Statistic Prob. C 0.390078 1.362638 0.286267 0.7747 LOGGDP_I 1.373860 0.135097 10.16944 0.0000 LOGPOP_I -0.968971 0.132689 -7.302548 0.0000 LOGFDI_I 0.073100 0.027090 2.698364 0.0070 LOGRER_I 0.123645 0.028468 4.343254 0.0000 LOGOPEN_I -0.033531 0.047092 -0.712024 0.4765 LOGTAX_I -0.158661 0.058820 -2.697428 0.0070 LOGIR_I 0.128556 0.028075 4.578992 0.0000 LOGGDP 0.143481 0.026558 5.402498 0.0000 LOGPOP 0.028991 0.014484 2.001554 0.0455 LOGFDI -0.066740 0.016197 -4.120516 0.0000 LOGRER 0.016628 0.008590 1.935625 0.0530 LOGIR -0.098175 0.022251 -4.412238 0.0000 LOGDIST -0.135750 0.036867 -3.682134 0.0002 LOGTII_I 0.121161 0.019380 6.252002 0.0000 LOGTAX -0.039100 0.017919 -2.182082 0.0292 ASEAN 0.488328 0.047531 10.27383 0.0000 APEC -0.080742 0.017337 -4.657324 0.0000 R-squared 0.825747 Mean dependent var 9.224293 Adjusted R-squared 0.824420 S.D. dependent var 0.665880 S.E. of regression 0.279019 Akaike info criterion 0.292894 Sum squared resid 173.7648 Schwarz criterion 0.338644 Log likelihood -311.5058 F-statistic 622.1749 Durbin-Watson stat 2.060137 Prob(F-statistic) 0.000000
Uji Autokorelasi
Sementara dtabel untuk observasi sebanyak (n=∼) diperoleh nilai dL = 1.57 dan dU
= 1.78. Pembuktiannya adalah dari model diketahui DWhitung = 2.06, dengan
demikian 2.06 > 1.78, karena nilai DWhitung > dU maka tidak terdapat
autokorelasi. Jadi berdasarkan ketentuan di atas terbukti bahwa model ini berada di daerah tidak terdapat autokorelasi artinya tidak terdapat kesalahan pengganggu atau tidak terjadi korelasi diantara data pengamatan.
Lampiran 15. Hasil Pengujian Heteroskedastisitas Model Perdagangan ASEAN
Dependent Variable: RESIDUALTR Method: Least Squares
Date: 01/10/10 Time: 18:07 Sample: 1 2250
Included observations: 2250
Variable Coefficient Std. Error t-Statistic Prob. C 5.99E-10 1.362638 4.40E-10 1.0000 LOGGDP_I -2.76E-10 0.135097 -2.04E-09 1.0000 LOGPOP_I 3.40E-10 0.132689 2.56E-09 1.0000 LOGFDI_I -7.62E-11 0.027090 -2.81E-09 1.0000 LOGRER_I -9.02E-12 0.028468 -3.17E-10 1.0000 LOGOPEN_I 1.92E-10 0.047092 4.07E-09 1.0000 LOGTAX_I 1.17E-10 0.058820 1.99E-09 1.0000 LOGIR_I -8.59E-11 0.028075 -3.06E-09 1.0000 LOGGDP 8.82E-11 0.026558 3.32E-09 1.0000 LOGPOP -2.24E-11 0.014484 -1.55E-09 1.0000 LOGFDI -1.60E-11 0.016197 -9.90E-10 1.0000 LOGRER -4.97E-12 0.008590 -5.79E-10 1.0000 LOGIR -8.95E-12 0.022251 -4.02E-10 1.0000 LOGDIST 9.06E-12 0.036867 2.46E-10 1.0000 LOGTII_I -5.97E-11 0.019380 -3.08E-09 1.0000 LOGTAX 3.02E-11 0.017919 1.68E-09 1.0000 ASEAN -1.06E-10 0.047531 -2.23E-09 1.0000 APEC 3.40E-11 0.017337 1.96E-09 1.0000 R-squared 0.000000 Mean dependent var 2.53E-11 Adjusted R-squared -0.007616 S.D. dependent var 0.277962 S.E. of regression 0.279019 Akaike info criterion 0.292894 Sum squared resid 173.7648 Schwarz criterion 0.338644 Log likelihood -311.5058 F-statistic 1.29E-13 Durbin-Watson stat 2.060137 Prob(F-statistic) 1.000000
Uji Heteroskedastisitas
Berdasarkan hasil pengujian tersebut dapat diketahui nilai sig. (prob./P-value) untuk semua variabel bebas tidak ditemukan yang bernilai lebih kecil dari 0.05 untuk tingkat signifikansi 5%. Dengan demikian dapat dikatakan tidak terdapat masalah heteroskedastisitas diantara anggota group pada model regersi ini, sehingga memenuhi persyaratan untuk analisis regresi berganda (multiple regression) atau regresi data panel (pooled).
Lampiran 16. Hasil Pengujian Multikolinearitas Model Perdagangan ASEAN
Model Collinearity Statistics
Tolerance VIF LOGGDP_I 0.157 6.369 LOGPOP_I 0.139 7.202 LOGFDI_I 0.426 2.346 LOGRER_I 0.128 7.832 LOGOPEN_I 0.161 6.194 LOGTAX_I 0.161 6.195 LOGIR_I 0.571 1.751 LOGGDP 0.302 3.316 LOGPOP 0.352 2.844 LOGFDI 0.211 4.742 LOGRER 0.545 1.835 LOGIR 0.297 3.367 LOGDIST 0.242 4.141 LOGTII_I 0.333 2.999 LOGTAX 0.407 2.456 ASEAN 0.162 6.160 APEC 0.642 1.559 Uji Multikolinearitas
Dari tabel dapat diketahui bahwa berdasarkan hasil pengujian tidak ditemukan variabel bebas dengan nilai VIF lebih besar dari 10 atau mempunyai nilai tolerance lebih kecil dari 0.1. Dengan demikian tidak ada masalah multikolinearitas, sehingga pada model tidak ada variabel independen yang harus di-eliminasi.
Lampiran 17. Hasil Pengujian Autokorelasi Model Investasi ASEAN
Dependent Variable: LOGFDI_I Method: Least Squares
Date: 01/10/10 Time: 09:29 Sample: 1 2250
Included observations: 2250
Variable Coefficient Std. Error t-Statistic Prob. C -11.49951 1.320800 -8.706470 0.0000 LOGGDP_I 1.636654 0.099436 16.45942 0.0000 LOGPOP_I 0.764534 0.087436 8.743961 0.0000 LOGOPEN_I 0.059284 0.036322 1.632186 0.1028 LOGRER_I -0.328198 0.018844 -17.41674 0.0000 LOGIR_I -0.181815 0.021924 -8.292807 0.0000 LOGPOP -0.106326 0.008675 -12.25618 0.0000 LOGGDP 0.022276 0.018660 1.193769 0.2327 LOGRER -0.048575 0.006157 -7.889715 0.0000 LOGIR 0.015725 0.011928 1.318269 0.1875 SIZE -0.170007 0.058939 -2.884463 0.0040 LOGX_I 0.006975 0.009675 0.721003 0.4710 LOGM_I 0.004960 0.005376 0.922608 0.3563 ASEAN 0.047567 0.032932 1.444399 0.1488 APEC 0.045020 0.013695 3.287378 0.0010 R-squared 0.556720 Mean dependent var 9.120231 Adjusted R-squared 0.553943 S.D. dependent var 0.332664 S.E. of regression 0.222178 Akaike info criterion
-0.164030 Sum squared resid 110.3266 Schwarz criterion
-0.125905 Log likelihood 199.5335 F-statistic 200.4972 Durbin-Watson stat 2.011748 Prob(F-statistic) 0.000000
Uji Autokorelasi
Sementara dtabel untuk observasi sebanyak (n=∼) diperoleh nilai dL = 1.57 dan dU
= 1.78. Pembuktiannya adalah dari model diketahui DWhitung = 2.06, dengan
demikian 2.012 > 1.78, karena nilai DWhitung > dU maka tidak terdapat
autokorelasi. Jadi berdasarkan ketentuan di atas terbukti bahwa model ini berada di daerah tidak terdapat autokorelasi artinya tidak terdapat kesalahan pengganggu atau tidak terjadi korelasi diantara data pengamatan.
Lampiran 18. Hasil Pengujian Heteroskedastisitas Model Investasi ASEAN
Dependent Variable: RESIDUAL Method: Least Squares
Date: 01/10/10 Time: 09:31 Sample: 1 2250
Included observations: 2250
Variable
Coefficien
t Std. Error t-Statistic Prob. C 4.80E-11 1.320800 3.63E-11 1.0000 LOGGDP_I -8.80E-11 0.099436 -8.85E-10 1.0000 LOGPOP_I 2.11E-10 0.087436 2.41E-09 1.0000 LOGOPEN_I 5.53E-11 0.036322 1.52E-09 1.0000 LOGRER_I -4.38E-11 0.018844 -2.32E-09 1.0000 LOGIR_I 2.24E-11 0.021924 1.02E-09 1.0000 LOGPOP -2.14E-11 0.008675 -2.47E-09 1.0000 LOGGDP -1.78E-11 0.018660 -9.51E-10 1.0000 LOGRER 9.92E-12 0.006157 1.61E-09 1.0000 LOGIR 8.64E-12 0.011928 7.24E-10 1.0000 SIZE -1.42E-11 0.058939 -2.41E-10 1.0000 LOGX_I -8.92E-12 0.009675 -9.22E-10 1.0000 LOGM_I 7.15E-12 0.005376 1.33E-09 1.0000 ASEAN 1.97E-12 0.032932 5.98E-11 1.0000 APEC -2.80E-11 0.013695 -2.05E-09 1.0000 R-squared 0.000000 Mean dependent var -2.22E-12 Adjusted R-squared -0.006264 S.D. dependent var 0.221486 S.E. of regression 0.222178 Akaike info criterion
-0.164030 Sum squared resid 110.3266 Schwarz criterion
-0.125905 Log likelihood 199.5335 F-statistic 1.23E-13 Durbin-Watson stat 2.011748 Prob(F-statistic) 1.000000
Uji Heteroskedastisitas
Berdasarkan hasil pengujian tersebut dapat diketahui nilai sig. (prob./P-value) untuk semua variabel bebas tidak ditemukan yang bernilai lebih kecil dari 0.05 untuk tingkat signifikansi 5%. Dengan demikian dapat dikatakan tidak terdapat masalah heteroskedastisitas diantara anggota group pada model regersi ini, sehingga memenuhi persyaratan untuk analisis regresi berganda (multiple regression) atau regresi data panel (pooled).
Lampiran 19. Hasil Pengujian Multikolinearitas Model Investasi ASEAN
Model Collinearity Statistics Tolerance VIF LOGGDP_I .125 7.985 LOGPOP_I .127 7.889 LOGOPEN_I .113 8.885 LOGRER_I .137 7.322 LOGIR_I .594 1.684 LOGPOP .621 1.609 LOGGDP .387 2.582 LOGRER .673 1.487 LOGIR .655 1.526 SIZE .227 4.400 LOGX_I .452 2.215 LOGM_I .642 1.558 ASEAN .214 4.663 APEC .652 1.534 Uji Multikolinearitas
Dari tabel dapat diketahui bahwa berdasarkan hasil pengujian tidak ditemukan variabel bebas dengan nilai VIF lebih besar dari 10 atau mempunyai nilai tolerance lebih kecil dari 0.1. Dengan demikian tidak ada masalah multikolinearitas, sehingga pada model tidak ada variabel independen yang harus di-eliminasi.
