Branson, W.H. and J.M. Litvack Macroeconomics. 2""d. Publisher, New York

DAFTAR PUSTAKA ANRPC. 1970. Quarterly Natural Rubber Statistical Bulletin. Association of Natural Rubber Producing Countries, Kuala Lumpur.

Bank Indonesia. 1997. Laporan Tahunan 1996-1997. Bank Indonesia, Jakarta BPS. 1969-2000. Perdagangan Luar Negeri Ekspor Impor 11. Statistik Tahunan Indonesia (berbagai terbitan). Biro Pusat Statistik, Jakarta. Branson, W.H. and J.M. Litvack. 1981. Macroeconomics. 2""d. Publisher, New York.

Harper and Row

Budiman, S. 1974. Jenis-jenis Karet Alam dan Karet Sintetik. Kursus Teknologi Karet. Balai Penelitian Perkebunan Bogor, Bogor. Departemen Perdagangan. 1989. Perubahan Stmktw Lndustri Karet Dunia dan Dampaknya terhadap Perkaretan Indonesia. Laporan Utama Buku 11. Badan Penelitian dan Pengembangan Perdagangan, Jakarta. Departemen Perdagangan. 1989. Perubahan Struktw Industri Karet Dunia dan Dampaknya terhadap Perkaretan Indonesia. Laporan Penunjang Buku 111. Badan Penelitian dan Pengembangan Perdagangan, Jakarta. Departemen Perindustrian dan Perdagangan. 1997. Perkembangan Indushi Karet dan Barang Jadi Karet. Pusat Data dan Informasi Deperindag, Jakarta. Direktorat Jenderal Bina Produksi Perkebunan. 2001. Statistik Perkebunan Indonesia 1999-2001: Karet. Departemen Pertanian, Jakarta. Direktorat Jenderal Perkebunan.1995. Rancangan Rencana Pembangunan Lima Tahun Keenam (Repelita VI) Sub Sektor Perkebunan (199411995-1998-1999). Departemen Pertanian, Jakarta. Direktorat Jenderal Perkebunan. 2000. Statistik Perkebunan Indonesia 1998-2000: Karet. Departemen Kehutanan dan Perkebunan, Jakarta. Dollan, E. G. 1974. Basic Microeconomics: Principles and Reality. The Dryden Press, Illionis.

Dradjat, B. dan N. Cicilia. 2000. Perkembangan Karet Alam Dunia 1995-1999. Tinjauan Komoditas Perkebunan 1 (1):l. Asosiasi Penelitian Perkebunan Indonesia dan Direktorat Jenderal Perkebunan, Bogor. Dradjat, B. 2001. Perkembangan dan Prospek Komoditas Karet. Tinjauan Komoditas Perkebunan 2 (1): 1. Asosiasi Penelitian Perkebunan Indonesia dan Direktorat Jenderal Perkebunan, Bogor. Elwamendri. 2000. Perdagangan Karet Alam Antara Negara Produsen Utama dan Amerika Serikat. Tesis Magister Sains. Program Pascasarjana, Institut Pertanian Bogor, Bogor. Erwidodo. 1999. Effects of Trade Liberalization on Agriculture in Indonesian: Institutional and Struktural Aspects. R e ~ o n a lCo-ordination Centre for Research and Development of Coarse Grains, Pulses, Roots and Tuber Crops in the Humid Tropics of Asia and the Pacific. CGPRT Centre, Bogor. GAPKINDO. Bulletin Karet. Informasi Pasar dan Perkembangan Karet. Gabungan Perusaham Karet Indonesia (berbagai terbitan), Jakarta. Gonarsyah, 1. 1983. An Econometric Analysis of the US-Japan-Korea. Market for U.S White Wheat. Departement of Agriculture and Resource Economics, Oregon State University, Oregon. IMF. 1969-2000. International Financial Statistics Yearbook (berbagai terbitan), International Monetary Fund, Washington, DC. IRSG. 1980-2001. Rubber Statistical Bulletin. International Rubber Study Group, London. Henderson J.M. and R. E. Quandt. 1980. Microeconomic Theory : A Mathematical Approach. McGraw-Hill International Student Edition, Singapore. Hendratno. S. 1989. Analisis Pasar Karet Alam TSR dan RSS Indonesia. Tesis Magister Sains. Program Pascasarjana, Institut Pertanian Bogor, Bogor. Komoditas. 2000. Berkah dan Musibah Agro 2001. Edisi Khusus Tahun li 20 Desember 2000 - 10 Januari 2001. PT Komoditas Abi Dinamika, Jakarta. Koutsoyiannis, A. 1975. Theory of Microeconomics. Halsted Press Book, Ontario. Koutsoyiannis, A. 1977. Theory of Econometrics: An Introductory Exposition of Econometric Methods. 2 "* Ed. The MacMillan Publisher Ltd, London.

Labys, W.C. 1973. Dinamic Commodity Model: Specification, Estimation and Simulation. Mass D.C. Helth and Company, Lexingon. Limbong, W.H. 1994. Keragaan Karet Alam Indonesia Ditinjau Dari Jenis Pengusahaan dan Wilayah Produksi. Disertasi Doktor. Program Pascasarjana, Institut Pertanian Bogor, Bogor. Mubyarto dan A.S. Dewanta. 1991. Kajian Sosial Ekonomi Karet. Aditya Media, Yogyakarta. Muslim, A. 1990. Indonesian Natural Rubber Supply and Demand Analysis and Policy Implication. Ph.D Dissertation. Department of Agricultural Economics, Mississippi State University, Mississippi. Pindyck, R.S. and P.L. Rubinfeld. 1991. Econometric Models and Economic Forecast. 3 Id Ed. McGraw-Hill International Editions, Singapore. Sakarindr, P. 1979. An Econometric Study of Thai Rubber Industry and the World Rubber Market. Ph.D. Dissertation. Iowa State University, Ames. Sinaga, B.M. 1989. Econometric Model of the Indonesian Hardwood Products Industly: A Policy Simulation Analysis. Ph.D Dissertation. University of the Philippines, Los Banos. Spillane, J. J. 1982. Komoditi Karet : Peranannya dalam Perekonomian Indonesia. Kanisius, Jakarta. Syaraf, A.U. 1985. Pendugaan Fungsi Suplai Ekspor Karet Alam Indonesia ke Amerika Serikat dan Singapura. Tesis Magister Sains. Program Pascasarjana, Institut Pertanian Bogor, Bogor. Theil, H. and A. Zellner. 1962. Three Stage Least Squares: Simultaneous Estimation of Simultaneous Equation. Econometric 30 (I): 54-80. Tomek, W. G. and K. L. Robinson. 1972. Agricultural Product Price. 2ndEd. Comel University Press, Itacha.

LAMPIRAN

Lampiran 1. Konsumsi Karet Alam dan Karet Sintetis Dunia Tahun 1995-1999 (ribu ton) Konsumsi AS Prancis Jeman Elastomer 1. Karet Alam 1995 1 004 176 1996 1 002 182 1997 1 044 192 1998 1 157 223 1999 1 093 253 Rata-Rata 1 060 205 Pertumbuhan(%) 2.15 9.46 2. Karet Sintesis 1995 2172 430 1996 2 187 436 1997 2 323 416 1998 2354 451 1999 2094 411 Rata-Rata 2226 429 Pertumbuhan(%) -0.91 -1.12 3. Karet Alam dan Karet Sintetis 606 1995 3 176 1996 3 188 618 609 1997 3 367 1998 3 512 674 1999 3 187 664 Rata-Rata 3 286 634 Perturnbuhan(%) 0.09 2.30

Inggris Jepang

Sumber : International Rubber Study Group, 2000

Sisa Dunia

DUnia

Lampiran 2. Produksi Karet Alam dan Karet Sintetk Dunia Tahun 1995-1999 (ribu ton) Tahun

Karet Alam

Karet Sintesk

1995 1996 1997 1998 1999 Rata-Rata Pertumbuhan (%)

6 040 6 390 6 380 6 690 6 590 6 418 2.20

9 940 9 770 10 090 9 940 10 170 9 892 1.75

Karet Alam dan Karet Sintetis 15 530 16 160 16 470 16 630 16 760 16 310 1.92

Sumber : International Rubber Study Group, 2000

Lampiran 3. Produksi Karet Alam Dunia Tahun 1995-1999 (ribu ton) Tahun

Indonesia Malaysia Thailand

India

Cina

500 540 580 591 619 566 5.49

424 430 444 450 460 442 2.06

. -

1995 1996 1997 1998 1999 Rata-Rata Pertumbuhan(%)

1455 1527 1 505 1714 1 687 1577 3.77

1089 1083 971 886 769 960 -8.34

1805 1970 2033 2216 1 958 1996 2.05

Surnber : International Rubber Study Group, 2000

Sisa DUN~ 768 840 847 833 1 098 877 9.36

Dunia 6 040 6 390 6 380 6 690 6 590 6418 2.20 -

Lampiran 4. Ekspor Karet Alam dan Karet Sintetis Dunia Tahun 1995-1999 -

Tahun 1995 1996 1997 1998 1999 Rata-Rata -- Pertumbuhan (%)

-Karet Alam 4 320 4 540 4 490 4 580 4 390 4 464 0.40

(ribu ton) -K.Alam dan K-Sintetis

-

--

Karet Sintesis 4 390 4 550 4 990 5 200 5 530 4 932 5.94

8 710 9 090 9 480 9 780 9 920 9 396 3.31

Surnber : International Rubber Study Group, 2000

Lampiran 5. Ekspor Karet Alam Dunia Tahun 1995-1999

Tahun

-

'

138 195 194 191 204 184 10.25

346 390 415 410 436 399 5.98

Sisa Indonesia Malaysia Thailand Nigeria Vietnam Dunia

Snbu ton)

Dunia

--

1995 1996 1997 1998 1999 Rata-Rata Pertumbuhan (%)

1 324 1 434 1 404 1641 1 585 1 478 4.61

778 710 587 425 436 587 -13.5

1636 1 763 1 837 1 839 1 657 1 746 -. 0.33

99 49 53 74 72 69 -7.70

Sumber :International Rubber Study Group, 2000

4 320 4 540 4 490 4580 4390 4 464 0.40

Lampiran 6. Jenis dan Sumber Data Tahun 1969-2000 T

LA

QK

TU

QXKI

PXK

Sumber : 1-6. BPS (Biro Pusat Statistik). Statistik Perkebunan: Karet. (berbagai terbitan).

MK

Lampiran 6. Lanjutan SK 7

QKT 8

QKM 9

QXKT

QXKM

10

11

QXKW 12

Sumber : 7-13. Bulletin lRSG (International Rubber Study Group) beberapa terbitan.

Lampiran 6. Lanjutan QXKS 14

QXKJ 15

QXKK 16

TAX 17

PW 18

PK

PXM

PXT

19

20

21

Surnber : 14-16, 18. Bulletin IRSG (International Rubber Study Group) beberap terbitan. 17. Laporan Triwulan Bank Indonesia (berbagai terbitan).

19. BPS (Biro Pusat Slatistik). Statistik Indonesia (beberap terbitan). 20-21. BPS (Biro Pusat Statistik). Perdagangan Luar Negeri Ekspor dan Impor, (berbagai terbitan)

Lampiran 6 . Lanjutan T

PJ 22

PSI 23

PN 24

PSN 25

PA 26

PSA 27

PS

PSS

28

29

Surnber : 22-30. BPS (Biro Pusat Statistik). Perdagangan Luar Negeri Ekspor dan lrnpor (berbagai terbitan).

PKS 30

T

ERA 31

ER 32

ERM 33

ERJ 34

ERS 35

ERT 36

Sumber : 3 1-37. IMP. International Financial Statistiks Yearbook, (berbagai terbitan).

ERK 37

Lampiran 6 . Lanjutan QMKJ 39

-

QMKK 40

QMKS 41

QMKW 42

Sumber : 38 44. Bulletin IRSG (Intematinal Rubber Study Group) beberapa terbitan

Lampiran 6. Lanjutan T

POPA

POPJ

POPS

POPK

GDPA

45

46

47

48

49

GDPJ 50

GDPS 51

Sumber :45-52. IMF. International Financial Statistics Yearbook, (Berbagai terbitan).

GDPK 52

Lampiran 6 . Lanjutan IHKl

53 7.76 7.76 8.09 8.62 11.30 15.90 18.96 22.70 25.19 27.30 36.16 42.67 47.89 52.44 58.62 64.75 67.82 71.79 78.45 84.77 90.18 100.00 116.19 131.42 138.70 154.23 176.1 1 186.99 254.61 216.09 260.13 270.02

IHKJ 54 32.10 34.60 36.80 38.50 43.00 53.00 59.20 64.80 70.10 73.00 75.70 81.60 85.60 88.00 89.70 91.70 93.50 94.10 94.20 94.90 97.00 100.00 103.30 105.10 106.40 107.10 107.00 107.10 108.90 109.70 109.40 108.60

IHKM 55 40.20 40.90 4 1.60 43.00 47.50 55.70 58.20 59.70 62.80 65.60 67.90 72.60 79.60 84.20 87.30 90.40 90.80 91.30 92.00 94.30 97.00 100.00 104.40 109.30 113.20 117.40 123.60 142.60 146.30 154.10 158.30 160.80

Sumber : 53-59. IMF. International Financial Statistics Yearbook (berbagai terbitan)

,an 7. Nama-Nama Peubah Yang Digunakan Ddam Model

QKt PKt PKS* LAt TUt QSKt MKt QXKIt QDKt PXKt ERt TAXt QXKAt QXKSt QXKJt QXKKt QXRRt QXKTt QXKMt QKTt QKMt PXTt PXMt ERTt ERMt QXKWt QXKRt PWt PAt PSAt PSt PSSt PJt PSJt PNt PSNt QMKAt QMKSt QMKJt QMKKt ERAt

= produksi karet alam Indonesia ( ton ), = harga riel karet alam dipasar domestik ( Rpkg ), = harga riel karet sintetis di pasar dornestik ( Rpkg), = luas areal karet dam Indonesia ( ha),

= upah rata-rata terendah riel sub sektor perkebunan ( Rphulan ), =jurnlah

penawaran karet alam dipasar domestik ( ton), = jurnlah impor karet dam Indonesia ( ton), = jumlah ekspor karet alam Indonesia ( ton ). = jurnlah permintaan karet alam dipasar domestik ( ton) = harga riel ekspor karet alam Indonesia (US$/kg), = nilai tukar rupiah terhadap dollar AS ( Rpl US$ ), = pajak ekspor.karet dam Indonesia tahun ke t ( %/ th ), = jurnlah ekspor karet dam Indonesia ke Amerika Serikat ( ton), = jumlah ekspor karet alam Indonesia ke Singapura (ton), = jumlah ekspor karet alam Indonesia ke Jepang ( ton), = jumlah ekspor karet dam Indonesia ke Korsel ( ton), = jumlah ekspor karet alam Indonesia ke sisa dunia ( ton ). = jumlah ekspor karet dam Thailand ( ton ), = jumlah ekspor karet alam Malaysia ( ton ), = produksi karet alam Thailand ( ton ), = produksi karet dam Malaysia ( ton ), = harga riel ekspor karet alam Thailand (US $/kg), = harga riel ekspor karet alam Malaysia (US $/kg), = nilai tukar Bath terhadap US$, = nilai tukar Ringgit terhadap US$, = total ekspor karet alam intemasional ( ton ), = jumlah ekspor karet alam sisa dunia, ( selain Indonesia, Thailand dan Malaysia ) ( ton ), = harga riel karet alam intemasional ( US$ /ton ), = harga riel impor karet alam di pasar Amerika Serikat (US $/kg), = harga riel impor karet sintetis di pasar Amerika Serikat (US $/kg), = harga riel impor karet alam di pasar Singapura (US $/kg), = harga riel impor karet sintetis di pasar Singapura (US $/kg), = harga riel impor karet dam di pasar Jepang (US $/kg), = harga riel impor karet sintetis di pasar Jepang (US$/kg), = harga riel impor karet alam di pasar Korsel (US $/kg), = harga riel impor karet sintetis di pasar Korsel OJS$/kg), = jumlah impor karet alam Amerika Serikat ( ton ), = jumlah impor karet alam Singapura (ton ), = jumlah irnpor karet dam lepang ( ton ), = jumlah impor karet alam Korsel ( ton ), = nilai tukar dollar Amerika terhadap US$,

ERSt ERJt ERKt KAPITAAt

= nilai tukar dollar Singapura terhadap US$, = nilai tukar Yen terhadap US$, = nilai tukar Won terhadap US$, = pendapatan bmto riel masyarakat AS per kapita

(juta US$/OOO jiwa), riel masyarakat Singapura per kapita (juta SGD/000 jiwa), = pendapatan bmto riel masyarakat Jepang per kapita (juta Yen/000 jiwa ), = pendapatan bmto riel masyarakat Korea Selatan per kapita (juta Won 1000 jiwa), = total impor karet darn intemasional ( ton ), = jumlah irnpor karet alam sisa dunia ( ton ), = Indeks Harga Konsumen Indonesia, = Indeks Harga Konsumen Amerika , = Indeks Harga Konsumen Thailand, = Indeks Harga Konsumen Malaysia, = Indeks Harga Konsumen Jepang, = Indeks Harga Konsumen Singapura, = Indeks Harga Konsumen Korea Selatan, = peubah beda kala dari QKt, = stok karet dam pada tahun lalu ( ton ), = peubah beda kala dari QDKt, = peubah bedakala dari QXKIt, = peubah bedakala dari QXKAt, = peubah bedakala dari QXKSt, = peubah bedakala dari QXKJt, = peubah bedakala dari QXKKt, = peubah bedakala dari QXKTt, = peubah bedakala dari QXKMt, = peubah bedakala dari QMKAt, = peubah bedakala dari QMKSt, = peubah bedakala dari QMKJt, = peubah bedakala dari QMKKf = peubah beda kala dari PWt, = peubah beda kala dari PAt, = peubah beda kala dari PSt, = peubah beda kala dari PJt, = peubah beda kala dari PNt, = peubah beda kala dari PXTt, = peubah beda kala dari PXMt = peubah beda kala dari PXt. = peubah beda kala dari PKt, = peubah trend waktu (tahun). = pendapatan bmto

QMKWt QMKRt IHKI 11% IHKT IHKM IHKJ IHKS IHKN QKt-I SKt-1 QDKt-, QXKItQXKAt-I QXKSt-I QXKJt-I QXKKt-I QXKTt-I QXKMt-I QMKAt-, QMKSt-1 QMKJt-1 QMKKt-, PWt-, PAt-I PSt-1 PJt-1 PNt-1 PXTt-I PXMt-I PXKt-, PKt-1

,

T

Lampiran 8. Program Komputer Pendugaan Model Menggunakan SASIETS Versi 6.12 Prosedur SYSLIN Metoda 2SLS OPTIONS PS=500 NOCENTER NODATE NONUMBER NOLABEL ; DATA OLAH; SET in.emi; QXKI = QXKA+QXKS+QXKJ+QXKK+QXRR; QSK = QK + SKI + MK- QXKI, QXKW = QXKI + QXKT + QXKM + QXKR, QMKW = QMKA + QMKS + QMKJ + QMKK + QMKR; I*PEMBUATAN DATA RULf/ PXK = PXWIHKI, PK = PWIHKI; PKS = PKSIMKI, PXT = PXTIIHKT; PXM = PXMIIHKM; PA = PAIHKA; PSA = PSNIHKA; PS = PSIIHKS; PSS = PSIIHKS; PJ = PJIMKJ; PSJ = PSJ1lHK.I; PN = PNIIHKN; PSN= PSNIIHKN; ERS = ERSfWWIHKS; ERA = E R A * W I H K A , ERJ = E R J ' W W , ERK = E R K f I H K A / W , ER = ER *WOZ/IHKI, ERT = ERFIHKAmlKT; ERM = ERM*IHKA/IHKM; GDPA = GDPAIMKA; GDPS = GDPSIIHKS; GDPJ = GDPJIIHKJ; GDPK = GDPKIU-IKN, TU =TU/IHKI, PW = PWIIHKA, I*DEFMISI PEUBAH LAG *I QKI = LAG(QK); SKI = LAG(SK); QDKI = LAG(QDK); QXKAl= LAG(QXKA); QXKS 1 = LAWQXKS); QXKJ l = LAG(QXKJ); QXKKI = LAG(QXKK); QXKTl = LAWQXKT); QXKMl = LAG(QXKM); QMKAI = LAG(QMKA); QMKS l = LAG(QMKS); QMKJ I = LAG(QMKJ); QMKKl = LAG(QA4KK); QXKII = LAWQXKI); PW 1 = LAWPW); PA1 = LAG(PA); PSI = LAG(PS); PJ I = LAG(PJ); PN I = LAG(PN); PXTI = LAG(PXT); PXMI = LAG(PXM); PXKI = LAG(PXK); PKI = LAG(PK); IfPENGHITLJNGAN GDP PERKAPITA DAN RASlO HARGA*I KAPPAA = GDPAIPOPA, KAPITAS = GDPSIPOPS; K A P P M = GDPJ/POPJ; KAPITAK = GDPWPOPK; RPSPSS = PSIPSS; RPJPSJ = PJIPSJ; RPNPSN = PNIPSN; RQMQXW = QMKWIQXKW; DQMQXW = QMKW-QXKW; I*PEMBENTUKAN PEUBAH SELlSlH ANTARA DATA SEKARANG DENGAN PERIODE SEBENLUMNYA*I DQK = QK - LAG(QK); DPKS = PKS - LAG(PKS); DQKM = QKM - LAG(QKM); DER = ER - LAG(ER); DERM = ERM - L A G O ; DTAX =TAX - LAG(TAX); DPXK = PXK - LAG(PXK); DPXT = PXT - LAG(PXT); DPXM = PXM - LAG(PXM); DPS = PS - LAG(PS); DKAPITAS= KAPPAS - LAG(KAPITAS); DKAPITAK= KAPITAK - LAG(KAP1TAK); DERS = ERS - LAG(ERS); DERA =ERA - LAG(ERA); D E N = ERJ - LAG(ERJ); DERK = ERK - LAG(ERK); DQMKW = QMKW - LAG(QMKW); DQXKW = QXKW - LAG(QXKW); DQXKM = QXKM - LAG(QXKM); DQMKK = QMKK - LAG(QMKK); DPJ = PJ - LAG(PJ); DPSJ = PSJ - LAG(PSJ); DPSN = PSN - LAG(PSN); I*PEMBENTUKAN PEUBAH RASIO ANTARA DATA SEKARANG DENGAN PERIODE SEBELUMNYA'I -----. RPXM = PXM I LAG(PXM); RERM = ERM I LAG(ERM); RPKS = PKS I LAG(PKS); RPJ = PJ 1LAG(PJ); RPSN = PSN / LAG(PSN); RQK = QK /LAG(QK); RQXKM = QXKM / LAG(QXKM); RQMKK = QMKK I LAG(QMKK); RUN,

PROC SYSLIN DATA=OLAH 2SLS; ENDOGENOUS QK QSK QDK QXKA QXKS QXKJ QXKK QXKI QXKT QXKM QXKW QMKA QMKS OMKJ QMKK QMKW PW PA PS PJ PN PXT PXM PXK PK; INSTRUMENTS LA TU MK PKS DER TAX ER DTAX DPXT ERT RPXM QKM ERM QKT QMKR QXKR QXRR PSA ERA KAPlTAA PSS ERS DKAPITAS RPJ DPSJ DER KAPRAJ RPNPSN ERK DKAPlTAKQKl SKI QDKl QXKAl QXKSl QXKJl QXKKl QXKMl QMKAl QMKSl QMKKl DQMQXW PWI PA1 PSI PJI PN1 PXTl PXMl PXKl PKI T; MODEL QK = PK LA TU QKI I DW; IDENTITY QSK = QK + SKI + MK - QXKI; MODEL QDK = PK PKS QDKl T I DW; MODEL QXKA = PXK QK DER TAX QXKAl / DW; MODEL QXKS = PXK DER TAX QXKS 1 / DW; MODEL QXKJ = PXK QK ER DTAX QXKJl / DW; MODEL QXKK = PXK ER TAX QXKKl I DW; IDENTITY QXKI = QXKA + QXKS + Q M + QXKK + QXRR; MODEL QXKT = DPXT QKT ERT I DW; MODEL QXKM = RPXM QKM ERM QXKMl T / DW; IDENTITY QXKW = QXKI + QXKT + QXKM + QXKR; MODEL QMKA = PA PSA ERA KAPITAA QMKAlI DW, MODEL QMKS = PS PSS ERS DKAPITAS QMKSl/ DW; MODEL QMKJ = RPJ DPSJ DERJ KAPlTAJ / DW; MODEL QMKK = RPNPSN ERK DKAPlTAK QMKKl I DW; IDENTITY QMKW = QMKA + QMKS + QMKJ + QIVIKK + Q M W , MODEL PW = RQMQXW PW1 INOINT DW; MODEL PA = PW PAIINOINT DW, MODEL PS = PW PSI I DW; MODEL PJ = P W PJI /DW; MODEL PN = PW PNI I DW; MODEL PXT = PW PXTl / DW; MODEL PXM = PW PXMl / DW, MODEL PXK = PW PXKl I DW; MODEL PK = PXK QDK ER PKI / DW; RUN;

Lampiran 9. Hasil Pendugaan Model Menggunakan SASlETS Versi 6.12 Prosedur SYSLIN Metoda 2SLS The SAS System SYSLIN Procedure Two-Stage Least Squares Estimation Model: OK Dependent variable: QK A n a l y s i s o f Variance Sum o f Mean F Value Prob>F OF Squares square 4 2.2874168E12 571854195646 191 . I 3 4 0.0001 26 77789583438 2991907055.3 30 2.3652064E12 Root MSE 54698.32772 R-Square 0.9671 Oep Mean1134786.87097 Adj R-SO 0.9621 C.V. 4.82014 Parameter Estimates Parameter Standard T f o r HO: Estimate Error Parameter=O Prob > IT1 V a r i a b l e DF INTERCEP 1 52267 84874 0.616 0.5434 PK 1 8491.335949 1974.751066 4.300 0.0002 1 0.148513 0.039465 3.763 0.0009 LA TU 1 -25.821183 22.759081 -1 . I 3 5 0.2669 1 0.475722 0.102311 4.650 0.0001 OK1 Ourbin-Watson 1.752 (For Number o f Obs.) 31 1 s t Order A u t o c o r r e l a t i o n 0.078 Source Model Error c Total

The SAS System SYSLIN Procedure Two-Stage Least Squares Estimation Model: OOK Oependent v a r i a b l e : OOK A n a l y s i s of Variance Sum o f Mean Squares Square F Value Prob>F 4 42050578565 10512644641 159.486 0.0001 26 1713808531.7 65915712.756 30 43764387097 Raot MSE 8118.84923 R-Square 0.9608 Oep Mean 79709.67742 Adj R-SO 0.9548 C.V. 10.18553 Perameter Estimates parameter Standard T f o r HO: Parameterlo Prob > IT1 V a r i a b l e DF Estimate Error INTERCEP 1 -7745403 1686987 -4.591 0.0001 PK 1 -1225.157455 318.139186 -3.851 0.0007 PKS 1 1370.14781 5 435.209688 3.148 0.0041 OOKI 1 0.596597 0.142443 4.188 0.0003 T 1 3919.037743 852.474755 4.597 0.0001 Durbin-Watson 1.409 (For Number of Obs.) 31 1 s t Order A u t o c o r r e l a t i o n 0.293

source Model Error c Total

DF

The SAS System SYSLIN Procedure Two-Stage Least Squares Estimation Model: QXKA Dependent v a r i a b l e : QXKA A n a l y s i s o f Variance Source Model Error C Total

Sum o f Mean OF Squares Square 5 1 .3939957E12 278799138551 25 '282937017272 11317480691 30 1.6769327E12 Root MSE 106383.64661 R-Square Dep Mean 367843.96774 Adj R-SO C.V. 28.92086

Parameter Estimates Parameter Standard V a r i a b l e OF Estimate Error 1 -59030 163045 INTERCEP 1 4474.516081 5734.930544 PXK 1 0.334339 0.153183 OK 1 8.817455 19.858928 OER TAX 1 -26247 9974.782047 QXKAI 1 0.178583 0.202308 Ourbin-Watson 2.251 (For Number o f Obs.) 31 1 s t Order A u t o c o ~ r e l a t i o n -0.192

F Value 24.634

Prob>F 0.0001

0.8313 0.7975

T f o r HO: Parameter=O -0.362 0.780 2.183 0.444 -2.631 0.883

Prob > IT1 0.7204 0.4426 0.0387 0.6609 0.0144 0.3858

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: OXKS Dependent v a r i a b l e : QXKS A n a l y s i s o f Variance Source Model Error C Total

DF 4 26 30 Root MSE Oep Mean C.V.

Sum of Mean Squares Square 123117494644 30779373661 175776126634 6760620255.2 298893621278 62222.99104 R-Square 194231.74194 Adj R-SQ 42.33242

Parameter Estimates Parameter Standard V a r i a b l e DF Estimate Error INTERCEP 1 28578 55969 1 5258.589363 4518.571721 PXK DER 1 11.336180 15.012323 1 -3991.424280 5738.949880 TAX QXKSI 1 0.553159 0.156344 Ourbin-Watson 2.047 (For Number of Obs.) 31 1 s t Order A u t o c o r r e l a t i o n -0.051

F Value 4.553

Prob>F 0.0064

0.4119 0.3214

T f o r HO: Parameter=O 0.511 1.164 0.755 -0.695 3.538

Prob > IT1 0.6139 0.2551 0.4570 0.4929 0.0015

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: OXKJ Dependent v a r i a b l e : QXKJ A n a l y s i s of Variance Source Model Error C Total

Sum o f Mean OF Squares Square 5 26124462219 5224892443.8 25 5121694976.7 204867799.07 30 31246157196 Root MSE 14313.20366 R-Square Dep Mean 41179.41935 Adj R-SO C.V. 34.75815

Parameter Estimates Parameter Standard Error Estimate V a r i a b l e OF 2361 1 INTERCEP 1 -59896 667.939082 1 810.942666 PXK 0.019043 QK 1 0.059572 1 1 ,050427 2.022956 ER 2273.212003 DTAX 1 -884.745264 0.172026 QXKJI 1 0.511318 ourbin-Watson 2.508 31 (For Number o f Obs.) 1 s t Order A u t o c o r r e l a t i o n -0.255

F Value 25.504

Prob>F 0.0001

0.8361 0.8033

T f o r HO: Parameter=O -2.537 1.214 3.128 0.519 -0.389 2.972

Prob > IT1 0.0176 0.2361 0.0044 0.6082 0.7004 0.0065

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: QXKK Oependent v a r i a b l e : QXKK A n a l y s i s of Variance Source Model Error C Total

Sum o f Mean DF Squares Square 4 30169379667 7547344916.6 26 2150906719.9 62727258.459 30 32340288387 ~ o o MSE t 9095.45263 R-Square Oep Mean 19819.35484 Adj R-SQ C.V. 45.69177

Parameter Estimates Parameter V a r i a b l e DF Estimate INTERCEP 1 -15470 1 1744.948546 PXK 1 0.089280 ER TAX 1 -1981.047607 QXKKI 1 0.966997 Ourbin-Watson (For Number o f Obs.) 1 s t Order A u t o c o r r e l a t i o n

Standard Error 8973.293656 568.560462 1.727707 761.970069 0.060534 1.500 31 0.193

F Value 91 .232

Prob>F 0.0001

0.9335 0.9233

T f o r HO: Parameter=O - 1.724 3.069 0.052 -2.600 12.007

Prob > [ T I 0.0966 0.0050 0.9592 0.0152 0.0001

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: OXKT Oependent v a r i a b l e : OXKT Analysis o f Variance Source Model Error C Total

OF 3 27 30 Root USE Dep Mean C.V.

Sum o f Mean Squares Square 1.042691E133.4763033E12 17026285043 630603149.74 1.0445936E13 25111.81295 R-Square 922207.96774 Adj R-SO 2.72301

Parameter Estimates Parameter Standard Variable OF Estimate Error INTERCEP I -2724.656924 36907 I 33914 DPXT 17631 OKT 1 0.687907 0.010135 ERT 1 1.360343 1 ,593794 Durbin-Watson 2.266 (For Number of Obs.) 31 1 s t Order A u t o c o r r e l a t i o n -0.260

F Value 5512.664

Prob>F 0.0001

0.9984 0.9962

T f o r HO: Parameter=O -0.074 1.902 67.609 0.654

Prob > ( T I 0.9417 0.0679 0.0001 0.4009

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: OXKM Dependent v a r i a b l e : QXKM Analysis of Variance Source Model Error C Total

Sum of Mean OF Squares Square 5 5.2113171E12 1.0422634E12 25 46160842533 1846433701.3 30 5.2574779E12 Root MSE 42970.14896 R-Square Adj A-SO Dep Mean1211728.51613 C.V. 3.5461 9

Parameter Estimates Parameter Standard Variable DF Estimate Error 3966485 INTERCEP 1 24040349 27174 1 64799 RPXM 0.106106 0 KM 1 1 .063066 25584 ERM 1 57933 0.077756 OXKMI 1 0.173885 2023.620698 T 1 -12432 2.358 Ourbin-Watson 31 (For Number o f Obs.) 1 s t Order A u t o c o r r e l a t i o n .0.160

F Value 564.474

Prob>F 0.0001

0.9912 0.9895

T f O P HO: Parameter=O 6.058 2.385 10.019 2.264 2.236 -6.143

Prob > IT1 0.0001 0.0250 0.0001 0.0325 0.0345 0.0001

The SAS System SYSLIN Procedure Two-Stage Least Squares Estimation Model: QMKA Dependent v a r i a b l e : QMKA A n a l y s i s of Variance Source Model Error C Total

Sum o f Mean OF Squares square 5 922952415714 184590483143 25 92086152594 3683446103.8 30 1.01 50386E12 Root MSE 60691.40058 R-square Dep Mean 801786.25806 Adj R-SQ C.V. 7.56950

Parameter Estimates Parameter Standard Variable DF Estimate Error INTERCEP 1 106338 126088 PA 1 -5236268 4909798 PSA 1 3389523 2170593 1 149326626 113255776 ERA KAPITAA 1 1590748 602519 QMKAI 1 0.416170 0.222417 Durbin-Watson 2.384 (For Number o f Obs.) 31 1 s t Order A u t o c o r r e l a t i o n -0.226

F Value

50.114

Prob>F 0.0001

0.9093 0.8911

T f o r HO: Parameter=O 0.843 -1.066 0.640 1.318 2.640 1 .871

Prob > IT1 0.4070 0.2964 0.5279 0.1993 0.0141 0.0731

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: OMKS Dependent v a r i a b l e : OMKS A n a l y s i s o f Variance Source Model Error C Total

DF 5 25 30 Root MSE Oep Mean C.V.

Sum of Mean Squares Square 525507826856 105101565371 641395790596 25655831624 1.1669036E12 160174.37880 R-Square 458324.61290 Adj R-SQ 34.94780

Parameter Estimates Parameter Variable OF Estimate INTERCEP 1 -183927 PS 1 -24032125 PSS 1 3957584593 ERS 1 87555 DKAPITAS 1 758157 QMKSI 1 0.612946 Durbin-Watson (For Number o f Obs.) 1 s t Order A u t o c o r r e l a t i o n

Standard Error 270589 17409405 1549326684 115900 761097 0.157531 1.822 31 0.072

F Value 4.097

Prob>F 0.0075

0.4503 0.3404

T f o r HO: Parameter=O -0.680 -1.380 2.554 0.755 0.996 3.891

Prob > / T I 0.5029 0.1797 0.0171 0.4570 0.3287 0.0007

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: QMKJ Dependent v a r i a b l e : QMKJ A n a l y s i s of Variance Source Model Error C Total

OF 4 26 30 Root MSE Oep Mean C.V.

Sum o f Mean Squares Square 789803384510 197450846128 58261945533 2240844058.9 848065330043 47337.55443 R-Square 522570.90323 Adj R-SQ 9.05859

Parameter Estimates Parameter Variable OF Estimate INTERCEP 1 79680 RPJ 1 -10276 OPSJ 1 7128957 DERJ 1 395.714698 KAPITW 1 18245 Durbin-Watson (For Number o f Obs.) 1 s t Order A u t o o o r r e l a t i o n

Standard Error 61520 41193 4725398 187.029696 1189.921869 1 .zoo 31 0.346

F Value 88.114

Prob>F 0.0001

0.9313 0.9207

T f o r HO: Parameter=O 1.295 -0.249 1.509 2.116 13.652

Prob > ( T I 0.2068 0.8050 0.1434 0.0441 0.0001

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: QMKK Dependent v a r i a b l e : QMKK A n a l y s i s o f Variance Source Model Error C Total

OF 4 26 30 Root MSE Oep Mean C.V.

Sum o f Mean Squares Square 289948946258 72487236564 5410828363.5 208108783.21 295359774821 R-Square 14425.97599 178298.64516 Adj R-SO 8.09091

Parameter Estimates Parameter Standard V a r i a b l e OF Estimate Error INTERCEP I 9576.103945 23909 RPNPSN 1 -1362.821627 18295 ERK 1 4.281522 17.997235 OKAPITAK 1 469.904863 444.495264 QMKKI 1 0.974839 0.036289 Ourbin-Watson 2.568 (For Number o f Obs.) 31 1 s t Order A u t o c o r r e l a t i o n -0.317

F Value 348.314

Prob>F 0.0001

0.9817 0.9789

T f o r HO: Parameter=O 0.401 -0.074 0.238 1.057 26.863

,

Prob IT1 0.6920 0.9412 0.8138 0.3002 0.0001

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: PW Dependent v a r i a b l e : PW Analysis of Variance ~ean Sum o f DF Squares Square F Value Prob>F 2 5148.16337 2574.08166 343.896 0.0001 29 217.06652 7.48505 31 5365.22989 Root MSE 2.73588 R-Square 0.9595 Dep Mean 12.76580 Adj A-SQ 0.9568 C.V. 21.43135 NOTE: The NOINT o p t i o n changes t h e d e f i n i t i o n o f t h e R-Square s t a t i s t i c t o : 1 - (Residual Sum of SquaresIUncorrected T o t a l Sum o f Squares).

source Model Error U Total

Parameter Estimates Parameter Estimate V a r i a b l e OF RQMQXW 1 4.639759 PWI 1 0.623568 Durbin-Watson (For Number o f Obs.) 1 s t Order A u t o c o r r e l a t i o n

Standard Error 2.085092 0,156568 1.453 31 0.250

T f o r HO: Parameter=O 2.225 3.982

Prob > I T ( 0.0340 0.0004

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: PA Dependent v a r i a b l e : PA Analysis o f Variance Sum of Mean OF Squares Square F Value Prob>F 2 0.00329 0.00164 669.682 0.0001 O.OOOOO 29 0.00007 31 0.00336 Root MSE 0.00157 R-Square 0.9788 0.9773 Dep Mean 0.01008 Adj R-SO C.V. 15.54369 NOTE: The NOINT o p t i o n changes t h e d e f i n i t i o n of t h e R-Square s t a t i s t i c t o : 1 - (Residual Sum of SquareslUncorrected T o t a l Sum of Squares).

Source Model Error U Total

Parameter Estimates Parameter Standard Variable DF Estimate Error PW 1 0.000750 0.000105 1 0.042014 0.132525 PA1 Ourbin-Watson 2.375 (For Number of Obs.) 31 1 s t Order A u t o c o r r e l a t i o n -0.198

T f o r HO: Parameter=O 7.153 0.317

Prob > IT1 0.0001 0.7535

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: PS Dependent v a r i a b l e : PS A n a l y s i s o f Variance Source Model Error C Total

DF 2 28 30 Root MSE Dep Mean C.V.

Sum o f Squares 0.00014 0.00004 0.00018 0.00120 0.00894 13.43404

Parameter Estimates Parameter V a r i a b l e OF Estimate 1 -0.000744 INTERCEP PW 1 0.000489 PSI 1 0.388709 Ourbin-Watson (For Number of Obs.) 1 s t Order A u t o c o r r e l a t i o n

Mean Square 0.00007 0.00000

F Value 47.984

R-Square AdjR-SO

0.7741 0.7580

Standard Error 0.001014 0.000073364 0.094498 0.984 31 0.496

T f o r HO: Parameter=O -0.733 6.670 4.092

Prob>F 0.0001

Prob > I T [ 0.4694 0.0001 0.0003

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: PJ Dependent v a r i a b l e : PJ A n a l y s i s of Variance Source Model Error C Total

OF 2 28 30 Root MSE Dep Mean C.V.

Sum o f Squares 0.00014 0.00004 0.00018 0.00120 0.00946 12.71590

Parameter Estimates Parameter V a r i a b l e OF Estimate 1 -0.000297 INTERCEP PW 1 0.000542 PJI 1 0.300460 Durbin-Watson (For Number oT Obs.) 1 s t Order A u t o c o r r e l a t i o n

Mean Square 0.00007 0 .00000

F Value 48.470

R-Square Adj R-SQ

0.7759 0.7599

Standard Error 0.001041 0.000074406 0.097348 1.179 31 0.407

T f o r HO: Parameter=O -0.285 7.283 3.086

Prob>F 0.0001

Prob > IT1 0.7776 0.0001 0.0045

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: PN Dependent v a r i a b l e : PN A n a l y s i s o f Variance source Model Error C Total

Sum o f Squares 0.01050 0.00036 0.01086 0.00357 0.02072 17.24402

OF 2 28 30 Root MSE Oep Mean C.V.

Parameter Estimates Parameter V a r i a b l e OF Estimate INTERCEP 1 -0.002128 PW 1 0.000276 PNI 1 0.826170 Ourbin-Watson (For Number of Obs.) 1 s t Order A u t o c o r r e l a t i o n

Mean Square 0.00525

F Value 411.245

Prob>F 0.0001

O.OOOOI

R-Square AdjR-SO

Standard Error 0.002706 0.000202 0.028976 1.690 31 0.150

0.9671 0.9647

T f o r no: Parameter=O -0.786 1.363 28.512

Prob > ( T I 0.4383 0.1837 0.0001

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: PXT Oependent v a r i a b l e : PXT A n a l y s i s of Variance Source Model Error C Total

OF 2 28 30 Root MSE oep Mean C.V.

Sum of Squares 4.22267 1.81880 6.04147 0.25487 0.75684 33.67502

Parameter Estimates Parameter V a r i a b l e OF Estimate 1 -0.324436 INTERCEP PW 1 0.041516 PXTl 1 0.716387 Ourbin-Watson (For Number o f Obs.) 1 s t Order A u t o c o r r e l a t i o n

Mean Square 2.11134 0.06496

F Value 32.504

R-Square Adj R-SQ

0.6989 0.6774

Standard Error 0.192110 0.014978 0.109946 1.101 31 0.447

T f o r HO: Parameter=O -1.689 2.772 6.516

ProbzF 0.0001

Prob > IT1 0.1024 0.0098 0.0001

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: PXM Dependent v a r i a b l e : PXM A n a l y s i s of Varianoe source Model Error c Total

Sum o f Squares 4.82865 1 .a0350 6.63215 0.25379 0.75234 33.73385

OF 2 28 30 Root MSE Dep Mean C.V.

Parameter Estimates Parameter V a r i a b l e OF Estimate 1 -0.309973 INTERCEP WI 1 0.038101 PXMI 1 0.760169 Ourbin-Watson (For Number o f Obs.) 1 s t order A u t o c o r r e l a t i o n

Mean Square 2.41432 0.06441

F Value 37.483

R-Square AdjR-SQ

0.7281 0.7086

Standard Error 0.191646 0.014738 0.102162 1.146 31 0.423

T f o r HO: Parameter=O -1.617 2.585 7.441

Prob>F 0.0001

Prob > IT1 0.1170 0.0152 0.0001

The SAS System SYSLIN Procedure Two-Stage Least Squares E s t i m a t i o n Model: PXK Dependent v a r i a b l e : PXK A n a l y s i s of Variance Source Model Error C Total

DF 2 28 30 ~ o o MSE t Oep Mean C.V.

Sum o f Squares 562.43473 169.99392 732.42865 2.46398 13.42142 18.35856

Parameter Estimates Parameter Variable DF Estimate INTERCEP 1 -4.059836 PW 1 0.860924 PXKI 1 0.469533 Ourbin-Watson (For Number o f Obs. ) 1 s t Order A u t o c o r r e l a t i o n

Mean Square 281.21737 6.07121 R-square Adj R-SQ

Standard Error 1.go1366 0.158997 0.107921 0.974 31 0.458

F Value 46.320

Prob>F 0.0001

0.7879 0.7513

T f o r HO: Parameter=O -2.135 5.415 4.351

Prob > IT1 0.0416 0.0001 0.0002

The SAS System SYSLIN Procedure Two-Stage Least Squares Estimation Model: PK Dependent v a r i a b l e : PK A n a l y s i s o f Variance Source Model Error C Total

OF 4 26 30 Root MSE DepMean C.V.

Sum o f Squares 3919.27932 632.78742 4552.06674 4.93335 17.85495 27.63017

Mean Square 979.81983 24.33796

F Value 40.259

A-Square AdjR-SQ

0.8610 0.8396

Parameter Estimates Parameter Standard Error Estimate V a r i a b l e DF 5.600448 1 -17.582771 INTERCEP 0.228457 PXK 1 0.517347 0.000043314 OOK 1 0.0001 91 0.000772 1 0.002609 ER 0.144555 PKI 1 0.334764 2.026 Ourbin-Watson 31 (For Number o f Obs.) 1 s t Order A u t o c o r r e l a t i o n -0.026

T f o r no: Parameter=O -3.140 2.265 4.403 3.380 2.316

ProbsF 0.0001

Prob > [ T I 0.0042 0.0321 0.0002 0.0023 0.0287

Lampiran 10. Program Komputer Validasi Model Menggunakan SASIETS Versi 6.1 2 Prosedur SYMLIN Metoda Newton Sirnulasi Dasar : Tanpa Perubahan OPTIONS PS=500 NOCENTER NODATE NONUMBER NOLABEL ; DATA OLAH; SET in.emi; QXKI = QXKA+QXKS+QXKJ+QXKK+QXRR; QSK = QK + SKI + MK - QXKI, QXKW = QXKI + QXKT + QXKM + QXKR; QMKW = QMKA + QMKS + QMKJ + QMKK + QMKR, I'PEMBUATAN DATA MIL*/ PXK = PXWIHKI; PK = PWIHKI, PKS = PKSIMKI; PXT = PXTIIHKT; PXM = PXMIIHKM; PA = P A I m , PSA = P S A I W , PS = PSIHKS; PSS = PSIIHKS; PJ = PJIIHKJ; PSJ = PSJfiHKJ; PN = PNIMKN; PSN= PSNIIHKN; ERS = ERS*MKA/MKS; ERA = E R A * I H K V W , ERJ = ERJ*MKAIIHKJ; ERK = ERK*MKA/IHKN, ER = ER *IHKA/IHKI; ERT = ERT*MKA/IHKT; ERM = ERM*IHKA/MKM, GDPA = GDPNIHKA; GDPS = GDPSIIHKS; GDPJ = GDPJIJHKJ; GDPK = GDPWMKN; TU = TUIMKI; PW = PWIMKA,

,

I*DEFINISI PEUBAH LAG */ QKl = LAG(QK); SKI = LAG(SK); QDKI = LAG(QDK); QXKAI = LAWQXKA); QXKS l = LAG(QXKS); QXKJ l = LAG(QXKJ); QXKKI = LAG(QXKK); QXKTl = LAG(QXKT); QXKMI = LAG(QXKM); QMKAI = LAG(QMKA); QMKS l = LAG(QMKS); QMKJ l = LAG(QMKJ); QMKKl = LAG(QIVMK); QXKII = LAG(QXK1); PW1 = LAG(PW); PA1 = LAG(PA); PSI = LAG(PS); PJI = LAG(PJ); PN I = LAG(PN); PXT1 = LAG(PXT); PXMl = LAWPXM); PXK1 = LAG(PXK); PKI = LAG(PK); /*PENGHITUNGAN GDP PERKAPITA DAN RASlO HARGA*I KAPITAA = GDPAIPOPA, KAPITAS = GDPSIPOPS; KAPITAJ = GDPJIPOPJ; KAPITAK = GDPWPOPK, RPSPSS = PSPSS; RPJPSJ = PJPSJ; RPNPSN = PNPSN; RQMQXW =QMKW/QXKW; DQMQXW =QMKW-QXKW; IfPEMBENTUKAN PEUBAH SELISM ANTARA DATA SEKARANG DENGAN PERIODE SEBENLUMNYA*I DQK = QK - LAG(QK); DPKS = PKS - LAG(PKS); DQKM = QKM - LAG(QKM); DER = ER - LAG(ER); DERM = ERM - LAWRM); DTAX = TAX - LAG(TAX); DPXK = PXK - LAG(PXK); DPXT = PXT - LAG(PXT); DPXM = PXM - LAG(PXM); DPS = PS - LAG(PS); DKAPITAS= KAPITAS - L A G W I T A S ) ; DKAPITAK= KAPITAK - LAG(KAPmAK); DERS = ERS - LAG(ERS); DERA =ERA - LAG(ERA); DERJ = ERJ - LAG(ERJ); DERK = ERK - LAG(ERK); DQh4KW = Qh4KW - LAG(QMKW); DQXKW = QXKW - LAG(QXKW); DQXKM = QXKM - LAWQXKM); DQMKK = QMKK - LAG(QMKK); DPJ = PJ - LAG(PJ); DPSJ = PSJ - LAG(PSJ); DPSN = PSN - LAGVSN); I*PEMBENTUKAN PEUBAH RASIO ANTARA DATA SEKARANG DENGAN PERIODE SEBELUMNYA*/ RPXM = PXM I LAG(PXM); RERM = ERM I LAG(ERM); RPKS = PKS I LAG(PKS); RPJ = PJ I LAG(PJ); RPSN = PSN I LAG(PSN); RQK = QK /LAG(QK); RQXKM = QXKM / LAG(QXKh4); RQMKK = QMKK 1 LAG(QMKK); RUN:

title ' Sirnulasi dasar'; PROC SIMNLlA' DATA=OLAH NDEC=12 STAT THEIL; ENDOGENOUS QK QSK QDK QXKA QXKS QXKJ QXKK QXKl QXKT QXKM QXKW QMKA QMKS QMKJ QMKK QMKW PW PA PS PJ PN PXT PXM PXK PK; EXOGENOUS LA TU QKI SKI MK QDKl PKS DER TAX QXKAl QXKSl ER DTAX QXKJl QXKKl DPXT ERT RPXM QKM ERM QXKMl T QKT QMKR QXKR PSA ERA KAPITAA QMKAl PSS ERS DKAPlTAS QMKSI RPJ DPSJ DERJ KAPITAJ ReNPSN ERKDKAPITAK QMKKl DQMQXW PWI PA1 PSI PJI PNI PXTl PXMl PXKl PKI QXRR; A1 8491.335949 PARMS A0 52267 A4 0.475722 BO -7745403 81 -1225.157455 B4 3919.037743 CO -59030 C1 4474.516081 C4 -26247 C5 0.178583 DO 28578 Dl 5258.589363 D4 0.553159 EO -59896 El 810.942666 E4 -884.745264 E5 0.51 1318 FO -15470 F1 1744.948546 F4 0.966997 GO -2724.656924 GI 33914 HO 24040349 HI 64799 H4 0.173885 H5 -12432 I0 106338 I1 -5236268 I4 1590748 15 0.416170 50 -1 83927 Jl -24032125 54 758157 J5 0.612946 KO 79660 K1 -10276 K4 16245 LO 9576.103945 L1 -1362.821627 IA 0.974839 MI 4.639759 M2 0.623568 Nl 0.000750 N2 0.042014 00 -0.000744 01 0.000489 PO -0.000297 PI 0.000542 QO -0.002128 Q1 0.000276 RO -0.324436 R1 0.041516 SO -0.309973 S1 0.038101 TO -4.059836 TI 0.860924 UO -17.582771 U1 0.517347 U3 0.002609 U4 0.334764; '

QK = AO+Al*PK+A2*LA+A3*TU+A4*QKl; QDK = BO+BI*PK+B2*PKS+B3*QDKI+B4*T; QXKA =CO+Cl*PXK+C2*QK+C3*(ER-LAG(ER))+C4*TAX+C5*QXKAl; QXKS = W+Dl*PXK+D2*(ER-LAG(ER))+D3*TAX+D4*QXKS 1; QXKJ = EO+El*PXK+E2*QK+E3*ER+E4*(TAX-LAG(TAX))+ES*QXKJ1; QXKK = FO+Fl*PXK+n*ER+F3*TAX+F4*QXKKI; QXKT = GO+GI*(PXT-LAG(PXT))+G2*QKT+G3*ERT; QXKM = HO+Hl*(PXM/LAG(P)o)+HZ*QKM+H3*ERM+H4*QxKMl+HS*T; QMKA = IO+Il *PA+E*PSA+U*ERA+14*WITAA+E*QMKAI; QMKS = JO+Jl*PS+J2*PSS+J3*ERS+J4*(KAPITAS-LAWITAS))+J5*QW 1; QMKJ = KO+Kl*(PJ/LAG(PJ))+K2*(PSJ-LAG(PSJ))+K3*(ERJ-LAG(ERJ))+K4*WITM; QMKK = LO+Ll*(PN/PSN)+L2*ERK+L3*(KAPlTAK-LAG(KAPITAK))+*Q; PW = Ml*(QMKW/QXKW)+M2*PWl; PA = NI*PW+N2*PAI; PS = 00+01*PW+02*PSl; PJ = PO+PI*PW+P2*PJl; PN = QO+Ql*PW+Q2*PNI; PXT = RO+Rl*PW+RZ*PXTi; PXM = SO+SI*PW+S2*PXMl; PXK = TO+TI*PW+T2*PXK1; PK = UO+UI*PXK+U2*QDK+U3*ER+U4*PKI ; QSK = QK + SKI + MK - QXKI; QXKl = QXKA + QXKS + QXKJ + QXKK + QXRR, QXKW = QXKI + QXKT+ QXKM + QXKR; QMKW = QMKA + Qh4KS + QMKJ + QMKK + QMKR, RANGE TAHUN= 1990TO 2000; RUN;

Lampiran 11. Hasil Validasi Model Menggunakan SASIETS Versi 6.12 Prosedur SYMLIN Metoda Newton Simulasi dasar SIMNLIN Procedure Model Summary Model Variables Endogenous Exogenous Parameters RANGE Variable Equations

77 25 52 91 TAHUN 25

Number o f Statements

25

1

Program Lag Length Simulasi dasar

SIWLIN Procedure Dynamic Simultaneous Simulation S o l u t i o n Summary Dataset Option DATA=

Dataset OLAH

Variables Solved

25

Simulation Lag Length S o l u t i o n RANGE First Last

1

TAHUN 1990.00 2000.00

S o l u t i o n Method NEWTON 1E-8 CONVERGE= Maximum CC 1.51985E-9 Maximum I t e r a t i o n s 2 Total Iterations 22 Average I t e r a t i o n s 2 Observations Processed Read Lagged Solved First Last

12 I 11

22 32

Variables Solved For: OK OSK ODK QXKA OXKS OXKJ OXKK O X K I OXKT OXKM OXKW WKA WKS WKJ WKK WKW PW PA PS PJ PN PXT PXM PXK PK

Simulasi dasar SIMNLIN Procedure Dynamic Simultaneous Simulation S o l u t i o n Range TAHUN

= 1990.00 To 2000.00 Descriptive S t a t i s t i c s Actual

Variable PK QSK QDK OXUA QXKS QXKJ WKK QXKI QXKT 0x04 QXW OMUA QMKS

OMUJ MIKK OMKW W(

PA PS PJ PN PXT PXM PXK PK

Mobs

N

Mean

Predicted S td

Mean

Std

T h e i l R e l a t i v e Change Forecast E r r o r S t a t i s t i c s MSE Decomposition Proportions

R e l a t i v e Change Variable

OK QSK ODK OXKA OXKS OXKJ (IXKK OXKI (IXKT a%KY OXKW WKA OMKS DUKJ (IMKK

DUKW PW PA PS PJ PN PXT PXM PXK PK

N

11 11 11 11 11 11 11 11 11 11 11 11 11 11 11 11 11 11 11 11 11 11 11 11 11

USE

0.0014223 0.54700797 0.00569652 0.01338881 0.13094088 0.08086647 0.29762424 0,00635817 0.00042138 0.00956877 0.00083008 0.00523531 0.14484662 0.00272308 0.00365403 0.00124981 0.03380634 0.04315124 0.04011501 0.03817691 0.0440847 0.08996788 0.07790574 0.07955711 0.03100915

Bias (UM)

Reg (UR)

Dist (UD)

Var (US)

Covar

(R) 0.846 0.204 0.889 0.658 0.411 0.686 0.783 0.609 0.962 0.795 0.873 0.332 0.138 0.526 0.338 0.862 0.258 0.315 0.389 0.201 0.088 0.023 -.OM 0.280 0.713

0.001 0.040 0.001 0.007 0.361 0.000 0.140 0.036 0.000 0.005 0.033 0.009 0.203 0.115 0.000 0.229 0.023 0.002 0.032 0.000 0.053 0.008 0.010 0.187 0.009

0.269 0.825 0.414 0.033 0.416 0.142 0.241 0.286 0.434 0.075 0.335 0.028 0.749 0.096 0.008 0.053 0.052 0.092 0.000 0.049 0.000 0.087 0.044 0.072 0.015

0.730 0.135 0.585 0.960 0.223 0.858 0.619 0.678 0.666 0.920 0.632 0.964 0.048 0.789 0.992 0.718 0.925 0.906 0.968 0.951 0.947 0.906 0.946 0,742 0.976

0.587 0.371 0.687 0.392 0.115 0.602 0.586 0.017 0.583 0.003 0.138 0.279 0.455 0.034 0.624 0.000 0.261 0.146 0.447 0.331 0.828 0.404 0.588 0.143 0.277

0.412 0.589 0.312 0.600 0.524 0.397 0.274 0.947 0.417 0.993 0.829 0.712 0.342 0.850 0.376 0.771 0.716 0.851 0.521 0.669 0.119 0.588 0.402 0.670 0.714

Corr

(m)

I n e q u a l i t y Coef