Larnpiran 1 Omfik Hasillmpulse Responses Function
R•,.....• of LOG(OOP) to C hot-lllt
Respon~~• ot \.()()(GOP) 10 C ,_..ll(r
or. so
en.s.o. ~
·~~----------------------,
•••
~ ~-------------------,
••
A.".-.. el lOG(N£AJ to C,.__,
R~ It/A t..OQ(NIM) 10 CfiiOf . . IQf on..ao~
en.e.o. ~,.,...
...
~r-------------------~
..._...ex.
- ~-------------------,
•• ••
·"'
.•... (
• __,_.,., •t 1,~)
ux:n..
.
••-r----------------------,
--t= --=, 1 . ~} ~..,..,_.of l.OG(MOS) 10 ~ 0 . tlnCMit~
en. s
.....•• "' ~
.. '"'
,.:;.
.. .. .. .. .. ..I
~
s
••
1--= --=' --t=>l
..
R~ of t.OO(PfM )
to C ltcll•"" <>'oe s.o. ti'WIO'oGtl-
~------------------,
Lamplran II Aliran Variable Shock lRF !RF OF DDI'
.Jangka Pendek : LOG(DDP)t ~ LOG(GDP) ~ LOG(MOS) ~ LOG{NIR) ~ LOG{PIM) ~LOG(LIU)
~
LOG(NER)
Janek! Meneuab ; LOG(DDP)f ~ LOG(GDP)! ~ LOG(MOS)f ~ LOG(NER)! ~ LOG (NIR)l ~ LOG(PlM)f ~ LOG(Lffi)l Jangka Panjang: LOG(DDP)f ~ LOG(GOP)! ~ LOG(MOS)f ~ LOG{NER)! +
.
TRf OF NtR
Jangka Pendek : LOG(DDP)f ~ LOG(GDP) l ~ LOG(MOS)! ~ LOG(NIR) ~ LOG{PIM) ~WG(LIB)
~
'
LOG(NER)f
J ancb M~nen~:ah : LOG(DDP)! ~ LOG(GDrrf ~ LOG(MOS)! ~ LOG(NER)! ~LOG (NfR)! ~ LOG(PIM)f ~ LOG(LIB)l J an&ka P!njan~: : LOG(DDP)f ~ LOG(GDP)! ~ LOG(MOS)f ~ LOG(NER)! ~ LOO (NfRlt LOGiriM\ I LOG{LIB) I.
+
+
,,
I
IRFOF GOP
•
~I
Janka Peedek: LOG(DDP)f ~ LOG(GDP)l ~ I.OG(MOS) ~ LOG(NER) LOG{NIR) ~ LOG(PJM) ~LOG(LJ B)
+
Jan&ka Mlnen&:;ah : LOG(DDP)! ~ LOG(GDP)! ~ WG(MOS)f ~ LOG(NER)! ~LOG (NlR)! ~ LOG(PlM)l ~ LOG(LIB)f JaD&ka Pani•n~::
LOG(DDP)f ~ LOG(GOP)! ~ LOG(MOS)f ~ LOG(NER)! ~ LOG INIR)l ~ LOG{PIMI.l ~ WGQ.IB\J
·;
lampiran II
Aliran Variable Shock IRF IRFOFNffi
Jangb Pendek :NIR
LOG(DDP)j+ LOG(GDP)! + LOG(MOS)! + LOG(NER)l + LOO(NIR)j + LOO(PIM) +LOO(LlB) Jaagka Meneagab :
+
LOG(DDP)! LOG(GDP)f' + LOG(MOS)! + LOG(NER)t +LOG (NIR) j + LOG(PIM)! + LOG(LIB)! .Jaagka Panjang:
LOG(DDP)i + LOG(GDP)! + LOG(MOS)f + LOG(NER)l + LoG (NlR)! + LOG(l'IM)! + LbG(LiB)!
IRFOFPIM
Jangka Pendek :PJM
LOG(DDP)j+ LOG(GDP)! + LOG(MOS)f + LOG(NER)l +LOG(LID)
+ LOG(NJR)! + LOG(PIM)l JaggpMenengah;
LOG(DDP)f + LOG(GDP)j + LOC(MOS)j + LO
LOG(DDP)j + LOG(GDP)! + LOG(MOS)j + LOG(NJo:R)! + LOG (NIR)! + LOG(PIM)j + LOG(LIB)!
II
Lampiran II Aliran Variable Shock IRF lRF OFLm
Jangka Pendek :LIB
LOG(DDP)j+ LOG(GOP)! + LOG(MOS)l + LOG(NER)j + LOG(Nffi)f + LOG(PIM)! + LOG(LIB)! Jangka Menengab :
LOG(DDP)l + LOG(GDP)f + LOG(MOS)j + LOG(NEJ.l)! +LOG (Nffi)! + LOG(PIM)j + LOG(LlB)f Jangka Panjang :
LOG(ODP)f + LOG(GDP)f + 1,0G(MOS)1 + LOG(NER)! + LOG (Nffi}l + LOG(PIM)! + LOG(LJB)!
lRFOFMOS
.langka Pendek :MOS
LOG(DDP)j + LOG(GOP) j + LOG(MOS)j + LOG(NER) + LOG(Nffi) + LOG(PIM) + LOG(LIB)
Jangka Menengab :
LOG(DDP)j + LOG(GI>P)f + LOG(MOS)f + LOG(NEn)! +LOG (Nffi)! + LOG(PIM)j + LOG(LIB) !
Jangb Panjang:
LOG(DOP)j + LOG(GDP)! + LOG(MOS)j + LOG(NER)! + LOG (NIR)! + LOG(PIM)! + LOG(LIB)!
Ul
Lampiran m Uji Kointegrasi Date: 02{03110 lime: 20".23
... (adj-~ 200004 200804 h:luded o~ions: 33aner adjU&~ Trend~No~ftend
SMes: LOG{DOP) lOG(GDP) LOG(MOS) LOG(NER) lOG(NIR) LOG(NC) lOG(UB) Lagsinletval (infir&tdil'f~): t to2
t1~"" No.oCCE($)
...... most,.
EiQenll'illiloe 0.9&4642
At
G.81791t
AI tn0$12 • At nv!ISI_3 ' Al mosi4 · Atmo&t5"
Atmost6
'"""
,.......
....
~V.Iue
t n .t 80$
-.000\)0
117.2473
83.93712
0.0000
6.77094..
131.0288
60.06141
0.740551
82.:st371
..0.17493
0.52274$
-37 8103:1
24,27596
0.0000 0.0000 0.0006
03$4316
1J.4$W1
t2.32.090
0 .0~1
0.0308N
4.1 2~
0.8857
........
Ttaee eHt ~ 6 ceitlteglf8lif'IO eqn(s) at !MO.OS~ • denoee.r~ ot the hypothese a1 h o.o5~ew~ '"Macl
.,..........
.
Ho. or~(sl
..,..
-
Max·F.!Qetl Eige<w-
0.05 Crilieai:Va1ue
Pf'Ob.• •
0.0000
0.~ 2
138:.2434
Q..71210
AI t1'IOSl 1 •
0.&17971
56.21850
0.0001
Al ffiMt2.
o.no!W•
.....,.
)6".63019
<8.83SOS
00..4!981
0.0001
24.15921
0.0000
'24.41042
17,?$730
AllnOI$l_) •
0740551
Alln0544.
0.52274e
.,.......
0.334316
13-.42901
11.22480
o.ooom
O.OJO$il8
4.129\lae
Alll'IOM $ •
......
0,0202 OUST
Max..ei9ei'I'Yllue ~ ~ 6 ceil'ltegl'8tino eqn(a}.&! tnt 0.05 level • denotes r.;ection or the hypoltll!si$ a t the 0.05 h!vei ~.tqug.Micflek (1999) p.~
unresllte1ed CCin~g Coeflldetlts (nonnallled by b"'S11~): LOO(OOP)
LOO(GOP)
lOG(MOS)
LOO(NEA)
lOG(H!II)
· f6.15S.OO
t3.2t907
f8.60601
><4.&423-49
l~ - 10.98708
lOG(UB}
-8.620823 1,52e1GJ
.n ..~$01
U~()!l
8,43:3~32
&.718357
·8.302192
- 2.2.25' 0 V S4812
0.3$7'222
U .3313$1
-8.338680
·23.13418
,._oena
0,6&6214
-4.330922
4:0.51051
2.G3394S
-6 1.~
1 J .O$i10
2.•t499G -2.713093
·2JM72et>
26.....2 11.&&G97
.f1.48118 2,013'27$
-26.18524
2.~3
6;80$46&
4.340147
-22.1840::5
·128&»8
11.61575
..0.261270
~.~84$1
-7,658 1 ~
10. $2403
, ...2:'1 220
•1.1121W8 I M7t9&
.0.1937!20
..0.1<115601
0.000f12
0.0027$7'
4000738
0.002415
O(lO~OOP))
1.4&4202
-
CllOO(QOPD CllOG(NER» ll(LOG(HIR)) O(LOG(PI<)) O(LOG(L111))
00154$1
"'-" o.o uon
I.OG(OOP)
1 000000
00.-
"'·
.0.021501
0017 ....
0,00252'7
..O.QZEM)t9
"'·-
-0008141
..........
O,OI U$1
0.006421
.0.0313Z2
.014042
..0.002602 ..0.03&874
1.09-
478.3810
,..,,.,.
LOG(GOf'l
~
.......,
·1..,_
••~ t~enotin .,.. .. ,.., ·~ ..OJJ03S41 Cll-J
-
I.OG(!4Elll ...1 -
0 .001i101 ~004)4$
-0JI001$l
-o.00131.t
0 .008-969
..,....,..
0.00471J
.0. 017875
.C)_()4g338
I.OOqllllj 0.-
lOCCPIYl
LOG(LII)
1.27441
~041437
11'0541601
...
_
.......... . .......
G0117S3 Cl.OCII)Ml
0.006$0,
0 ••~~tft"'rlnJ*ooet.,..)
fO 1tt44)
...
"'-......
4.01Ct21W
.o.ottm
0.0180$7
t Coin~Eq~r): ~«ffl
.00011115 .00117't1 0001217
Lampiran Ill Uji Kointegrasi
0000771
o.oooe57
{0018$11)
C0.02G0t) Cl(LOG(GOI'))
.0.13)2U
D(I.OO(MOS))
(0.0:5641) 0..219793 (0.10&40)
00.-)
O(U)G(NER))
O(LOG(I.B))
.O.Clet5451 (0.07121)
.....,.,
.0.15*1
.OOQI170
(0.101117)
0.2100tt (O.M$14)
2 COn--n(•):
lOOh-
504.49!n
Noft'nalizecl ~ng ~Lt (ttMICI~ . . . . . ~} LOG(OOI') LOG(OOP) LOG(MOS) LOG(NEIIl 1..O.: tl81 0'2 .07m67 00000000
·-
1,00(I'Iol)
L<)G(ll8)
1..41791)
0.-
.Q2Wt!Cl$
11»'071 ...,..,.
o.tun•
(0.11115)
(0.. .....
lOG(IIIR)
........,
(10.....,
4Q.11. . .)
.0 'J»>U
..0.1\450$
co.,...
fll.1f111l
.0.41102 (0.7)
(0.04Q1)
~··•~c~tm~tln~J 0(1.00(001')) OJ)OO&St ..0,043171
_._ .. _
{0.02579)
(0 003!)8)
D(LOG(GDP))
..0,134814
.o.:~~m•
D(I.OO(MOS))
(1>.-3) O.t9 tH5
(0 13103) 0817W
(0.1~)
(0-)
D(I.OG(NER»
..
(9.079401
O(L-)
~
"',.,..' .,..., ~OIU15
l010&U)
D(I.OG(Lt8))
......
(0 1tQ;I)
..
0-1 (0.1tml
(0 310SI)
0.0$5et7
l ••12S1
~
(014154)
ii
Lampiran l1l Uji Kointegrasi , CoiMtQtiiiWIQ Eq~aliOA{t)'
l:lc):;
1.09-
.,....,.
'"""wi:***•~~_,Mpa:u•m)
LOO{IlDI') 1.000000
l-
0000000
1000000
0.000000
()O.OG(NO$))
··-·..,
O(lOG(NER))
·1 004079
-»
C0.~$47)
0.000000
........
I.OO(NO$)
....... 1.000000
Acljueflmtf'll ooetfic.:inf (~d effllr In ~· O(LOG(OOP)) ..0.:17116011 0.030ttl (000.,>) to.04701) ()O.OG(()OI'Il .o.204In
"'-.,.
~· (0Atl14)
O(LOC(liB})
lClG{MRt
..0.981721
1.716911
1.00(..... 0.045024
(O, t :)'f7.S)
(0.1:1.08}
, ,..8'7730
O.• Ttm
{1>00760)
(1:110102)
(0..1051~)
·1..11e1 . .
tJOt OISt
..OtfJ'W
..,....,.
(0.1R5S)
(D~ts6)
tlt.2ta71)
(000015)
LOG(NIR)
LOG(PIM) .OW17f72
.....,.1,.
.........
(D 1101.2)
.0..211204
·-
(0 ... "1
(0.27...)
(0.3.ut S)
· l.58NII2
2.7Jt3"
.o.n sm
(1~1)
(0 N.Qt)
(1 051.2:80)
1.09--
5SUI89S
·-
.......
••
....
........ ....... ........ ........ 1.000000
1.000000
0000000 0.000000
LOG(MOS) 0.000000
.
QO.OO(DDP))
. • (tlliiiOinS --in pa&• .0 ~71314 0.001041 (0......,
ll(lO
-
O(U)G(Io10$))
O(LOO(NOI)) ll(l()()(Pall) ll(I.OO(U8)}
.0,2&41Q6
...
.,..
('Wm) ~
(04.$171)
_,
(0.27124)
·U57082 (0.21217)
.......,
.021tSH
-z.ooo•n
( UI511)
(OJ»501) .0,6:20402: (0.27..,) .0.039ae)
(0-32709) 0.455731
(02134~
fO.tmJI) 0.292312
UlG~ER) <>000000
.._...
..0 4$4559
......... \0.111753)
-
·U21573 (O , t-4~
(O,or2t7)
(O.O!SGil&)
-2.200322
•1 03o4DM (0.0f310)
(0 07624•
on,...
.OON317
~Q.OS81~)
(0.13006)
1,000000
•0 162.41)
0 .27'314J:
.......3
.....,...
(0 311156) OAtQm
0.1027>8
(0..16721)
(0.20000) 0.04&tl0
(Q. 11777)
·1124117 (0.4181.2}
o.s83n4 to. 17tl2)
~0 40221)
{0.$0316)
8 .ST
0~3t tto3
toO>O>O)
co 11nS>
(0.2$013)
to.-
........,
-
...
lOG(l.lll)
-t toettS (O.t2D5) ..Z.030U't
(P.. . 11~ 0.7V150$
(0.28107)
(004:231)
0.2:3~1J8
.0 ft$411
LQG(QQf')
(0. 05~)0)
(O.OSfm)
Nom\IIIUICJ OOil'lleg,..,.. cotltc:ients (s~ MOt li'lpe~o:lhiiW)
l OO(DD!') 1000000
,.....
....
(0,08031;1)
·1-
f0.1 •J71f
LOG(UI) ~.J7 1 1t"
·2 01:s760
(0..26511) ·0,021428 (0 1'7302) O.J:ztt70
....,....,
ll(I.OO{NIRj)
"'-10.75i710
LOG(!IER)
1.>32727 0.7472~
o_nJatl
1010172)
0.06~7
....... ........ (O.J4Jii5)
.0.12$740 (0....72)
..."'""""',. (a.OH~9)
iii
Lampiran tu Uji Kointegrasi
5~£qi.Mtlon(8):
leg lik~
~3 .214?
Hormalized OOinleQiati~ c::oef6c:ieru ($1anclatd ~in pwencneaet• LOG(DDP)
LOG(GOP)
LOG(MOS)
1,000000
0.000000
0 .000000
0,000000
0.000000 0.000000
0.000001>
I:OOCIOOO 0,000000 0.000000 0.000000
........
LOG(NER)
........ ....... ........
O,OOO
0»00000
M OOOOO
1.000000
0,000000
I!.OG(liB)
LOG(NIR)
LOG(PIM)
0.000000
·f..2:20018
(1,4?t16i
(0.01663)
.........
(0.04i38)
(O,
(tJ,27'"J28}
0.000000 0.000000 0.000000 1..000000
, ,~96
· 2.765561
1 .0630~
(0,04182)
(012417)
,.2.2798-16
1.31"2296
(0,06717)
(1),201SS)
.0..548543
10.237519
(0.0324 3)
(0;09$31)
~nt~ ($1lol'4irell9norinpertf'1111-)
.(),38:)432
Q.064'1.51
0.210228
..O,U1561S
0.012425
(0.00$07)
(0, 10494)
(O,Od019)
{0 14039)
(0,03254)
~.313477
..0.3&&576
0 . 161801
0580!i06
.0. 1!M67.5
(0.23-566)
(0.2896~)
(0. 18615)
fQ.J:II'f$4)
(o,oete1)
O(LOG(MOS))
.0.2.282.-e
0.728048
.0.677135
.0.$4241)
..0238731
t0.'-405&) ·1.08e81$ (021062)
{0.4ZI7\)
(0.2.....)
(0;57-436.
(0 . 13322)
O(L00(NEA.))
0 7&&177
0 ,673711
o\..2:91056
(0.33261}
(0,.19080)
O(LOG(NIR))
• 1.333638
.a. 186820
0.67747t
G. t84688 (0..10S14} .0,4 7\tiV
(0. 30818) 0, 11tl148
{0.17560)
D(LOG(PWJJ
(0.2 4901) .0.2.&5748
(0 <MSOC) 0.21i)48 (0•• 095i)
0.203837
.0.33U t18
0.111Q29
(0.5174-4)
(
'JOO)
(0.19n0)
-t.tlo47"9
6.102126
(U.S598)
(1.66689)
(!).31$481) ..0..420:S10 (0.8$601)
(0.85~)
O(LOG(UB))
.-p :m us r.z,. ,..,
(0, !1187A'j
1.00 llkelihoocf
....O$ii LOG(NIR)
LOG(PIM)
O(LOO(OOP)) D(LOG(GOf'))
6 COiMegfa21Q ~(&):
NorrnaliUcS COintegt'811~ CO&I'IIclent5 (tlt:anclafd error In ~~J LOG()OER) LOG(GDP) LOG(DDP) LOG(MOS)
.......
(OJ)SI4V~
0,090522
........
LOG(LIB) . , .&51318
O.
0 .000000
0.000000
0:000000
0.000000
1 00000()
0,000000
0.000000
0.000000
0.000000
- 3.2VC33Q2
0,000000
0,000000
1.000000
0.000000
0.000000
0.000000
(1.41337) -3,349660
0.000000
0.000000
0.000000
1.. . . . . .
0,000000
0.000000
0000000
0000000
0 .000000
0.000000
1.000000
0.000000
0.000000
0.000000
0 .000000
0,000000
0.000000
1.(100000
(oS>OOO)
(1 10005)
..2:.325310 (0 97917) -o.&3t1)4 (0 24 \11} -1.59559$ (O.A3190)
Adjus~ ~~ ($1Md;;s:d ~trOt in parenth~)
........
.O,OasMS
.0. )18$&1
0,0316~
(0.10099)
{0.0$67 1)
(o,13404)
0.0 15580 (OOOOM)
..0.0&421 7
(0.09061) O(LOG(GOP))
.0.4~04
..0.2721'78
O.A.803t$
..0,20:)474
001S351
(0,2 4 995)
(0,27838)
(0.09962)
~1 268 1i
o.m:no
(0.3e..9) .0.287$98
{0.08451)
D(I.OO(MOS))
0.1ID18 (0.15632) .(),tassa2
.0.23381l6
0,& 1~
O(I.OG(ODP))
(0.03814)
iv
DCI.OG<>IE"»
(0.3t117) ·U$7771
O(I.OG(Ntll))
(0.>1>60) -1,J417U
,......
)
. . . . . .1
....,...
Lampiran Ill Uji Kointcgrasi
"~
{IIU71011 ·U M7t
jDim>j
0 111101t
.......... {D,1S6f1,
(0.17117)
(0<00<17)
(0002S>)
11'·10000)
.0.1.....
OG-7$188
O.Z74NO
~471$0)
~.06$885
.......>)
(0.2ttM)
(D.St S38)
(0.17598)
(O.~ tMt)
(0.095t3)
(0 U2t3)
O(LOO(I'..))
o.mtee
.0018~7
0.15651$
0 138018
~428455
(0,$11' 13}
(U76M)
(0......)
.0.031147 (0,764<0)
(0,17485)
{O..:loetl)
O(L0G(U8))
..0.811402
a.S20H7
·CU11641
-7,1\2363
0.14.5430
0.462169
(1 .4~0))
(1.>127:1)
(0.88178)
(2 10070)
(0.410C7)
(O.-:t7)
v
Lampiran IV Uji Stasioneritas Null Hypothesis: NER has a unit root
Exogenous: Constant U!g leng!h: 0 (Automatic based oo AJC, MAXLAG=12)
-2.103975 Test orifkal valu&s:
1% loWII 5%leWII
-3.632900
10% level
·2.612874
0.0835
·2.9o48404
'Maei
Augmenled.Oidtey-FuUer Tesl Equatlon Oepe
Coeffident
Std. Enor
1-SUI!istic
Prob,
NER(-1)
-0.400601 3733.618
0.148153 1347.935
-2.703975 2.769879
0.0107 0.0091
c
R-squared Adjusted R-squared
S .E. or regnosslon SUm squamd resid
Log i kelihood F-Slatiltic Prob(F-sta~stic)
0.181375 Mean dependent var 0.156566 S.O. ~tvar 499.3 217 Akaike in1o crfter1on 8244117. Schwarz crilerion -266.1.319 Hannao-Quinn criter. 7.3114$1 Owbln.Waison sial 0.010747
96.00000 5442395 15.32163 15.41070 15.35251
1,326549
Lampiran IV Uji Stasioneritas NuN Hypolhesis: GOP has a unit root
Exogenous: Constant Log l.eog1h; 0 (Automatic based on AIC, MAXLAG~12}
Aujjmonted Dld
t·Statl&fle
Prob.•
-1.996721 -3.632000 ··2.948400
0 .2869
-2.612874
·Mllclllnnon (1996} uoo-:Nde
Augmonled Dickey·Fuilef Test Equalion Dependent Variable: O(GOP} Method: Least Squares
Date: 01/16/10 nme: 22:33
Sample (adjuoted}: 200002 200604 looludejl observations: 35 after adjustments
v~-
Coefflcioot
Std. Error
1-Statlstic
Prob.
GOP(·1}
-O.Oil5&&3
0.047910 22046.28
-1 .996721 2 .230&5&
0 .0542 0 .032&
c
R-squan>d MJUsted R·squared S.E. of regression Sum squared reskl log likelihood F-otatiotic Prob(F-slalistic}
49177.68 0.107792
Mean dependent var
0 .080755
S.D. dependent var
17654.46 1.03E+i0
Akalke info o1terion
3 .966895
Durbin-Watson slat
Sd>Waa. aiU!rion -390.6892 Hannan-Quinn ailer.
5562.531 16413 .61 22.45081 22.53969 22.46149 1.812430
0.054159
ii
Lampiran IV Uji StasioncrilllS Nul~
001' has a unit,_
Elcogenoua: Conotan Log l.emotic: baMcl on AIC, IUJCl.AGz12)
"'-"<~ Old
1-&ausbo
Prot>.·
..0,1918$2
0.9279
-3.7114~7
5%~
·2 .981CYJ8 ·2.829906
10% level 'MocKinnon (1986) ane-eided p...Vueo.
A"ffmenled Oici
v-
001'(-1) 0(001'(·1)) 0(001'(-2)) O(DOP(-3)) O(DOP(-4)) O(DOP(-6)) O(OOP(-6)) 0(00P(· 7)) O(OOP(-ll)) O(OOP(·9))
c
R-squared Mjuslod R-oquered s.e. o1 regresoloo
II<-
Sl.m _ . . . , resid
Log FProb(F- - )
Coellicietlr
Sid. Enor
1-Sialislil;
..O.Il0:3607 0.006831 .QA57324 0. 100409 ..0.523287 0.275214 ..0.258810 ..0.020632 .0.405196 ..0.0&4048 6 .71-4681
0 .0 18278 0.26M89 0.2.00.3 0 .261268 0,250789 0267-468 0 .2.2632 0 .248098 0 .228396 0 .251032 3 .944811
.().191852 0.364180 ·1 .902799 0 .3&4316
Prob. 0.8504
0.7208 0.07&4 0.7061
·20865&4
o.os.w
1.0281169 -1.000674 ..0.083159 · 1.n4089 ..().255139 1.702287
0.3198 0 .3030 0 .9348 0.0963 0 .8021 0.1093
0 .400273 Mean dopondont var 0 .100455 S.D. dopoudO<~ var 1.823278 info criletlon 49 .86512 Sci-. ailef1on ~.35833 Hannan-OoAM <:rilor. 1.279184 Durl>in-W.....,0.322860
2.s930n 1.9223SO
•.335256 4 .867528 • •488531 1.922123
iii
LampirtUJIV Uji Stasionerita• Nulll)po4hosil: NJR has I unil , _ ~: Constant
l.ag Lenglh: 5 (Auk>nulllc boHd on AlC, MAXI.AG=t2)
~mented Dtckex· Fuller test !!lj!U$tlc
Teat ctfdcat valuet;
1'6 level 5%~
I0%1ewt
t·Statlt;tlc
Prot>."
· 2.8775-41 -3.6'10170 ·2.9e3972 -2 621007
0.0699
· -(1996) - - povM-. Augmented Dicttey.fulor Tut Equotion "-"dec~ Variable:
O(NIR)
Method: !.east Squarn
Date: 01/16110 Time: 22:35 Somple (~djusted); 200103 200604 Included obse<wtions: 30 after adjustments Variable
Coetllc:lent
Std. Etro<
t-Staldlic
Prob•
NIR(·1)
.() 1-&6 O.l55386 0.134888 .0.0<»197 0.452222 0.027888 2.402574
0.068981 0.181396 0.1967'32 0.204590 0.190504 0.200061 0.894941
·2.8 775-41
0.0085 0.1725 0.4999 0.9645
O(NIR(-1)) ~lR(·2)) ~IR(-3))
O(NlR(-4)) O(NIR(-5))
c
R·squarod Ad~
R-squared
F-
S .E. ol ragteS5ion Sum squared cesld
L.oglil<elil>cod
Pr<>I>(F-.-)
407892 O.&a553e .0.044955 I
2 373825 0.136343 2.68o4618
0.449941 MMn depenQent var 0.306448 S.D. depeMent wr 0.803244 Akaike info triterion 14.83981 Sc:hwarz criterion -32.00969 Hannoc>-Quinn ait«. 3.135621 o...t>ir>-Watson stat 0.021UI
0.0263 0.8927 0.0132
-0.217000 0.964512 2.800846 2.927592 2.705239 1.971320
iv
Lampitan IV Uji Stasioneritas Null Hypothesis: PIM has a un~ root
Exogenous: Constanl Lag U!nglh: 12 (Automatic based oo AIC. MAXLAG;12)
~mented Ok:ke:t-Fuler test &tatistic Te6t critical vs1ues: 1% level
5%1evei 10% level
"MacKinnoo (1996)
one--
t-Stat;stic
Prob."
-0.185188 -3.752946 -2 .-2.638752
0.9276
p-values.
;
Augme<1ted Did<ey.Fuller Test Equation Dependent Valiable: O(PIM) Melhod: Least Squares Date: 01116/10 Time: 22:36 Samp4e (adjusted): 200~ 200804 lnc:k.lded observations: 23 after adjustments va~•
Coefficie
std. ErrO<
t.Sta~slic
PIM(-1) O(P1M(-1)) O(PIM(·2)) O(PIM(-3)) O(PIM(-4)) O(PIM(.S))
0.486070 0.529527 0.657064 0.626753 0.656618 0 .621114 o.5n286
D(PIM(-7))
-0.090014 0 .086796 0.634642 0.261768 0.099268 -0.435609 -0.744901 0 .170814
0.500644
-0.185188 0 .163912 0.965876 0 .417658 0. 151208 -0.701334 -1.290350 0-340854
P(PJI,I(-\1))
0.+1§01 ~
0,54+101
o.e1927Z
0.4~8
O(PIM(-9)) O(PIM(· 10)) O(PIM(-11)) O(PIM(-12))
1.090159 -0.283930 -0.872770 -1.441249 15.16387
0 .519569 0.65(3293 . 0.623429 0.862246 55.24251
2.098200 -0.432627 -1.399952 -1.671505 0.274496
0 .0853 0 .6755 0. 1950 0 . 1290 0 .7899
D(P1M(~))
c
R-square
F-
0 .727919 0 .334914 1 1.90880 1275.946 -78 .81901 1.852168 0 .1 78763
Mean dependent var S.D. dependent var Akaike info aiterion &hwaa cri1ori0n Hanna~rQuinn
criter.
Ourbii>-Watson stat
Prob. 0 .8572 0.8734 0.3593 0 .6860 0 .8 831 0 .5008 0 .2291 0 .7412
3.701304 14.60012 8.071219 8.762389 8.245046 2 .304204
v
Lampir:111 IV Uji Stasioneritas - l lypolheoio: MOS hal a uniiiOOI
" " " -' Conslanl Lag Length: 12 (1\W>mollc !MINd on AIC, MAXLAG=12) t-SiatiGtic
Prob."
Tesl critical valuss: 5%1ewt
-2.-2.838752
10%'-""' "Mad
Method: toast Squares Date: 01116110 Time: 22:37 Sample (adjusted): 200002 200604 lnc:luded ollservatlona: 23 after a
va-
Coctlllcient
Std. &rot
MOS(-1) O(M0$(-1)) O(M0$(-2)) O(M0$(-3))
o.n5227 · 1.8300!i6 ·1.521701 · 1.345208
O(MOS(~))
~.601521 ~.518660
0 .211607 0.440753 0.562571 0 .5119049 0.520398
~
Prob.
3.663510
-2.704908 -2.2336G6
0.0052 0.(1025 0 ,0242 0 .0483
-1 155886 -1.335758 -3.043245 -1.583000
o.zns 0 .21« 0 .0139 0 .14 77..
~ . 152114
O(MOS(-5)) O(MOS(-6)) O(MOS(-7))
-1.187968 ~.642555
0 .390062 0 .405679
D(t,tOSHl))
~.661276
0.396880
·2.~10
0.0035
D(MOS(-9)) D(MOS(·10)) O(MOS(-11)) O(MOS(-12))
·1.730491 •1.042202
0.466050 0.401667 0.427479 0.431686 12275.30
-3.713102 -2.:5&4755 -1.494803 - 1.417608 · 3.577262
0 .0048 0 .0290 0 .1692 • 0.1900 0.0060
c
R·~ Adjusted R~
S,E. of regression SUm aquarecs resid log lillelihood F.statiollc Prob(Fo$latisllc)
..0.1538996 ~.811961
-11.96 O.eae618 0.722839 8779.713 4.14E
0.~
Mean depel--.t S .D. depeodonl VII info ailerion Schwarz aiterion ~ aiter.
Ou!tlir>-Watson stat
5595304 1un .90 20.7eo:l8 21.45155 20.93421 2 .063802
vi
Lampiran IV Uji Stasioneritas Nul Hypoa>otls: UB has a unit root ~· Constant
Ug l.e
1-$1AIIi$tlc
Prob.'
·2.e76283 · 2 .627420
AlJgm«llad Dld
Included obMrvaoions: 27 after lldjuolmenos Vsriabf.e
Coellicienl
Std. Error
I·Siallstic
Pro!>•
l.le(-1) D(UB(·1)) D(UB(-2)) O(LlB(·3)) O{UB(-4)) O{UD(-6))
.0333997 0.058420
0 .297027 0.210662 0.150900 1.135588
.:1.170286 0.394961 0.307344 0.625157 1.3 18640 UI56084 1.971891 1.427858
0.0056 O.Be78 0 .7629 0 .4 207 0.2047
O{UB(~)
0 .105352 0 .147912 0.148231 0.148089 0.155706 0 146631 0 .150646 0 .147551
O{UD(· 7)) D(UB(·8))
c
0.04~
0 .122 197 0.205352
o.3322n
R_..,
0.4~
Adjustad R-~
0.2.28115 0 .3&4388 2.6<14213
F-
S.E. of regr:eoaion Sum squared resld I.Dg likelil1ood
.e.e«583
Prob(F-)
1.844078 0 .132530
-
o.ooee 0 .0651 0 .1714
O.H1503
1.066107
0.3012
0 .352091
. 3.225271
0.0050
clePelder• ••
S.D . dependent var
Mollw Info oriterioo Schwan ait8rion H~allllr•
lluftlln.Watson-
0 .080370 0 .44831 7 1.255154 1.735094 1.397866 1.5$7045
vii
Lampiran V Uji Nonnaliw VAR Residual Normafrty Tosll OrthogoMPzalion: Cholesky (L;II Ollie: 01116110 Tme: 23:28 ~ 200001 2008Q.4 1nc:ludad -aliono: 34
CompoMnl
1 2 3 4
5 8
7
Skewness
Chl-sq
0.343$30
0.668741 2.702221 0.363710 0.822251 0.821256 0.344845 0.098425
~.61105$2
0.2S3348 0.331374 -0.331109 0.2<6617 -0.131792
Jo01I
0 4136 0.1002 0.$066 0,4302 0,4308 0.5572 0.7537 7
O.C!087
d!
Prob.
Kur1~1
Cti-oq
1 2 3 4 5 8 7
1.965011 2.608237 0.983226 1.112177 1.514941 1.139761 0.818218
1.517536 0219653 5.782119 5.0<6624 3.124318 4.902362 6.755940
0.2180 0.6393 0.0164 0.0248 0.0771 0.0268 0.0093
27,33075
7
Coo"''""""'
Jatqu&-llofa
d!
PIOI>.
1 2
2 2 2 2 2
7
2.166277 2.921874 6.125829 5.671074 3.745575 5.247007 6.85438&
2
0.3352 0.2320 0.0488 0.0587 0.1537 0.0725 00325
Join!
32.75200
14
0.0031
3
•5 8
P10b.
5.421248
COl' !pOl lent
Joint
df
2
0.0003
Lwnpiran V Uj i Nonnalitas VAR Rosiduol Serial Clo: 200001 2008~
lnctuclcd--: 34 Prob
Lags
1
0.0351 0.5427 0.0540
6835833 47.29021 65.88032 ..ali6579 52.28523 47.28843 60.01428 68.24610 39.16695 54.C6151 37.99150 56.18335 56.871UI 52.1!n82 33.81566 43.11682!J
2
3 4
5 8 7 8
9 10 11 12 13 14 15 18
05728 0.3476 05427 0.1346 0.1717 0.8414
0.28n o.8n8 02238 02054 0.3510 0.9515 0. 7114
Oeponde
v-
Included -.alions: 36
OOP GOP
NIR
MOS LIB
PIM
c
R-squared Adjulled R·squared S.E. ol regrMolon Sum squared resid Log lilceilllood F__. Prob(F·IIalistie)
Coelllcient
Sid. Enor
f,Sfaliotic
Pro«>.
6.379211 0.008338 143.8735 0,010m 40.50186 · 10.45479 35711.196
14.20419 0.005082 36.10635 0.006867 67.86498 6 .705081 1782.981
0 .4491()6 1,244271 3984494 1.s.s1n 0.500625 · 1.559234 2 007456
0 .6567 0 .2234 0 .0004 0.1322 0.5554 0.1298 0.()541
0.602527 0.520291 450.0645 5874706. ·267.1294 7.326809 0 ,000078
Mean dependent var S 0 . depouclec~ Alcalle inlo cnterion Schwarz criterion
Hannan-Oum alter. Oumin-WIISOn 5lal
9132.333 649.8378 15.22941 15.53732 15.33688 1.7971196
ii
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IJN I\ ' EI~ S ITAS
NECER I MEI>A N
PROGRAM PASCASARJANA ( The State University of Medan School ol Postgraduate Stud•es )
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Pengangk~ lan Susun,l n K0r111s~ Pombimbiny Pro gram Pa&USiltjana {52) UNIMEO Alas N.una:
Muhammad Nur Lubl s; NIM: 07218t16JP030 Program Studl llmu Ekono rni Stud1 P(!mbangunan pJda Program Pucau rj an;:. Univonitas NtQ'Irl Medan
Oirek1ur Program Pascuatjana Un•vorshas Negerl Me-dan Permohonan Ketua Ptogra.m Stuc;J~ Umu t:konom• Stud• P'embi:tngunan tenLang
Ba ilwa petfT!ohonan tetHtH.II d t atas Gap.lt O•sehJf'J• dan p.enu Cit tecapkan oeng~m sutat k o~
Peraturan Pe~T~enntahNo 60 Tanun 1999
Sural Ecjaran Aststen O.ettlur 1 No 766/J 39 22JPPf2006 MEMUTUSKAH Menetapl'ltn
· Me-ngilngkat saudara D1
2
Joon• Manuiung
(pembimb>ng I)
Dr Muhammad Yi.lsuf. M. St
.. Sebagou Pt-mbunb--.g Tes.is ~ n
(pembimbing II)
Muhantmad Nut lubis
. NtM . 072188630030
mahasiswa Program Pasc.asarjana Unrversitas Negeri Medan
Prog~am
Stud• Umu
EkQroOITil Studi Pembangunan
Kedua
• Kepoaa mal\3"swa Y""9 t.nangkuJan ""'"''b~on ""'mbaf¥ biar• Tesls Su uao dengan peQtutar. yang ber\aku dt Program PaS(;a~na UNJME"D
• Apa.bila lerd.ipac ktb W an dl kef'nUdian 1\at\ tenta.ng pene~pal'\ Dosen Pemt:Mmbang
tesis 1n4 akan dq:>e1~1 $eb3g;umana mest.ny.J
Ortetapkan di ; Med-an at: 1 anuari 2 Dl.fektu ,
Ptot Dr. Se:lferik Manu:lla.ng NIP 130518n 8
DEPARTEMEN PENDII)JKAN NASIONAL
UNIVERSITAS NEGERI MEDAN
PROGRAM PASCASARJANA or (The State University of Mcdan School
~
Postgraduate Studies)
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Badan Pusat Statistik Provinsi Sumatera Utara M.cdan.
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Februari 20 10
Nomor Lampiran : Sural Riset Pengumpulan Data
Perihal Kcpuda Yth,
Ketua Prosrnm Studi llmu Ekonomi Prognun Pasca Saljana
Universitas Negeri Mcdan Di Tempal Dcngan Hormat, Bcrsama ini dibcritahu~'lln bahwa Mahasiswa Program Studi MagiS1er llmu F.konomi Univesitas Negcri 1\icdon yang tertera dt bowab ini : Nama
: Muhammad Nur Lubis
NIM
:072188630 030
Jurusan
Adalah bcnM !ehlh mclaksanakan pcnelitian di Badan Pusat Statistik Provinsi Sumatera Utan1 Jalan Asrama No. 179 McdM tanggal8 f cbruarl, 9 Februari dan 10 februari 2010. Kcgiatan ini dilaksanakan
guna menyelcsaikan Thesis padajurusan Jlmu Ekonomi di Uoivesit&• Negcri Med.an. Dcmikian surat ini dipccbuat untuk dapat digunakan seperlunya.
J--
No. 1-,Tdp. ..$23• 3 (lU!do&),1459%6. F«<. .. 52773 Medan 2012:3 Website : Hnp:JhwnuUg ft!)Jd Email : [email protected]
KEMENT£1UAN PF.NDIOIKAN NASIONAL
UNIVERSITAS NEGE RI MEDAN
PROGRAM PASCASARJANA ( The State University of Medan School of Postgraduate Studies ) Jl. Willem ls~andar Pst. V • Kotok Pes No. IS691~edan 10121 Te!p, (06 1) 6636730 • 66413<1 • 6632183 Fax. (061) 6632183 • 66367)
No
Medan S Jun 201 0
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Undllngan Ujian Tesis
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(Pengvpl (P engUJ•l 1Notut~n )
Kam•
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meng u'1d~•'9 Sllt«1~ra
Nama
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T~s.•c. Mahi)Siswa
d! b"3\V&h
tl'\t:
Muhammi'!C1 Nut LutHS
NHJ:
P tOd• ~ ng~1'taf\
lltl'll"
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K•
.iudul Ti!St$
''nahs•l Faktor-FaKio• Yang Motnpeng~ruh• VC:Hiabei·Vanabel Moneter Oengan Metoc:te Vec.tor Auto Re~:J·e s s,.,., t VAP '
Ha;~_ 141"99~
Scilo0/~Juni2010
wa1<..1,1
16.JO - 18.00 Will
UjtCln Mt dJ M3kSUCik.:Jn UrltuL. mt.:nrlai muttl te1.•S vaOQ 01 tubS mah;t$1Swa bef'SanQic:utan dan
kemtttnpuann ,+a ttt,Wk m ~f'napac enanyllan oenguJ•, serta membenkan m asukan ur'ltlck fnttn • ngkatr.;.~n nwto tes" dan keterampitan lln"Na l-t 'T\G~as•swa.
Tembusan 1 Asisten O•rt:!ltl \H' I
2
A~lsten
3
K". Prod•
Ou·-e l.hot II
MUHAMMAD NUR LUBlS, lahir podn tangga1 17 Oesember 1983 bencpatan dcngan 12 Rabiul Awal 1405 Hijriyab di Pangkalan Brandan yang merupaknn anak pcnama dati 5 orang bersaudara dati pasangnn Drs. Sulaiman Lubis
dan Halimah J'usa'diah Nasution (Alm). Peodidikan fo1111al yang telah ditcmpuh diawali pada TIC Dhanna Patra Tangkahan Lagan pada talum 1988, kemudian melanjulkan pendidikan kc SO. YKPP Penamina Pangknlan Brandan pada tahun 1989. kemudian mclanjutknn pendidikan kc SMP Negeri I Pangknlan Brandan pada taiiUo 1995, kemudiao melanjutl
Fa~-ultas
Ekonomi, Jwusnn Akuntaosi. Sctclah menyelesaiknn srudi pada tabun 2006 bekerja
di Pcrusahaan Asuransi AJB Bw'niputern 1912 scbagai Internal Auditor dan pada tahun 2007 kcmbali mclanjutkan Pcndidikan Tinggi pada l'rogram J'asea Swjana di Universitas Ncgeri Mednn Jwusan llmu Ekonomi, dan selesai pada tahun 2010 dengan .iudul Tesis Vari.a~l
~Analisa
F'aktor-Faktor Ya11g Mentpeng•ruhi Variabel-
Monet or DeDgan Mt1odt Vtdor Auto Regre$5ion (VAR).
Saat diwisuda tclah berusia 26 tahun I0 bulan dan belum menikah dan masib tttap bekerja pada perusahaan asuransi AJB 13umiputera 1912 dan tunu aktif dalam beberapa kegiatan-kegintan sosial dan bisnis di luar kegiatan formal .
•
