LAMPIRAN I Data Inflasi Bulanan Provinsi Sumatera Utara Menggunakan Indeks Harga Konsumen (IHK) Provinsi Sumatera Utara Periode Januari 2002 - Desember 2013 TAHUN
2002
2003
2004
2005
2006
2007
BULAN JANUARI
3.29
2.02
0.09
2.82
-0.12
1.13
FEBRUARI
-0.22
-0.06
0.03
-1.39
0.81
0.47
MARET
-0.55
-0.93
0.84
1.58
0.46
0.22
APRIL
-0.26
-0.25
0.95
1.03
-0.47
-1.1
MEI
1.29
0.07
0.32
0.22
0.63
-0.3
JUNI
0.11
-0.22
1.22
0.59
0.18
0.82
JULI
0.87
0.22
1.02
1.59
0.68
0.88
AGUSTUS
-0.33
1.10
-0.27
0.83
-0.14
0.31
SEPTEMBER
0.47
-1.01
-0.18
0.46
0.49
0.97
NOVEMBER
0.11
1.17
0.45
11.56
0.95
0.59
OKTOBER
2.25
1.02
0.73
1.94
0.58
0.87
DESEMBER
2.25
1.08
1.41
-0.29
1.92
1.58
TAHUNAN
9.59
4.23
6.80
22.41
6.11
6.60
TAHUN
2008
2009
2010
2011
2012
2013
JANUARI
1.14
-0.15
1.40
1.97
1.74
1.39
FEBRUARI
0.38
-0.24
0.27
-0.47
-0.81
0.78
MARET
0.92
-0.35
-0.64
-1.03
-0.27
0.34
APRIL
0.21
-0.44
0.03
-0.83
0.23
0.70
MEI
1.57
0.26
0.28
-0.23
0.05
0.28
JUNI
2.18
0
1.90
0.99
1.23
1.28
JULI
1.35
1.15
2.00
0.93
0.67
2.72
AGUSTUS
-0.3
0.93
-0.36
1.12
0.13
0.52
SEPTEMBER
0.25
1.20
-0.14
1.25
-0.03
0.10
NOVEMBER
1.19
0.24
0.38
-0.65
0.35
0.94
OKTOBER
0.36
-0.52
0.94
0.08
-0.03
0.68
DESEMBER
0.57
0.52
1.70
0.53
0.56
0.02
TAHUNAN
10.72
2.61
8.00
3.67
3.86
10.18
BULAN
Sumber: Badan Pusat Statistik Provinsi Sumatera Utara
Universitas Sumatera Utara
LAMPIRAN 2 Data Kelompok Komoditi Penyusun Indeks Harga Konsumen (IHK) Bulanan Provinsi Sumatera Utara Berdasarkan 7 Kelompok Pengeluaran Periode Januari 2007 – Desember 2012 Periode 2007/M01 2007/M02 2007/M03 2007/M04 2007/M05 2007/M06 2007/M07 2007/M08 2007/M09 2007/M10 2007/M11 2007/M12 2008/M01 2008/M02 2008/M03 2008/M04 2008/M05 2008/M06 2008/M07 2008/M08 2008/M09 2008/M10 2008/M11 2008/M12 2009/M01 2009/M02 2009/M03 2009/M04 2009/M05 2009/M06 2009/M07 2009/M08 2009/M09 2009/M10 2009/M11 2009/M12 2010/M01 2010/M02 2010/M03 2010/M04 2010/M05 2010/M06 2010/M07 2010/M08 2010/M09 2010/M10 2010/M11 2010/M12 2011/M01 2011/M02
SUMUT-Bama 2,55 0,68 1,43 -3,90 -1,36 2,52 1,42 0,23 1,87 0,54 1,68 3,26 2,71 1,82 1,36 -0,28 2,57 2,46 1,48 -0,77 0,84 0,39 1,58 3,74 0,43 -1,36 -2,58 -1,54 0,18 -0,70 1,83 2,35 3,11 0,85 -1,64 -2,09 2,60 -0,37 -2,50 0,98 -0,16 5,48 5,79 -2,67 -1,23 -0,79 4,07 6,48 5,93 -0,77
SUMUT-Mamin 0,72 0,69 0,66 0,18 -0,03 0,55 0,73 0,39 0,59 0,49 0,00 0,02 0,44 0,66 1,18 0,81 0,51 0,34 0,22 1,14 1,53 0,96 -0,01 0,69 0,33 1,93 0,43 1,07 0,69 0,90 0,39 0,36 0,96 0,65 0,52 0,63 2,65 0,86 0,48 0,23 0,91 0,14 0,24 0,37 0,34 1,17 0,45 0,81 1,15 0,08
SUMUT-Perum 2,28 -0,97 0,51 0,20 -0,89 -0,01 0,43 0,78 1,21 0,26 0,27 0,43 0,92 0,47 1,01 0,51 1,12 1,55 1,95 0,45 1,20 0,75 0,25 0,06 0,07 0,19 0,13 -0,39 0,52 0,20 1,80 -1,24 0,32 0,14 0,15 0,75 0,73 0,34 -0,14 0,00 0,05 0,27 0,46 0,99 0,17 0,79 0,10 0,71 0,93 0,48
SUMUT-Sand -0,58 0,73 0,13 0,42 0,16 -0,23 0,71 0,58 0,96 1,15 1,72 0,56 1,78 1,35 1,19 -0,11 -0,16 0,04 1,02 -0,62 0,31 1,28 0,50 1,06 1,02 3,20 1,93 -1,41 -1,06 -0,07 0,11 -0,27 1,18 0,52 0,63 1,36 0,02 -0,49 0,33 0,84 1,29 0,60 0,57 0,09 1,20 1,23 1,13 1,16 0,46 0,16
Universitas Sumatera Utara
2011/M03 2011/M04 2011/M05 2011/M06 2011/M07 2011/M08 2011/M09 2011/M10 2011/M11 2011/M12 2012/M01 2012/M02 2012/M03 2012/M04 2012/M05 2012/M06 2012/M07 2012/M08 2012/M09 2012/M10 2012/M11 2012/M12
-4,75 -4,30 -1,64 1,55 1,63 1,04 2,35 0,09 -0,63 2,39 4,59 -3,28 -1,35 0,56 -0,84 4,00 0,17 0,24 -2,11 -0,37 -0,99 2,09
0,37 0,17 0,75 0,44 1,04 0,89 0,41 0,15 0,83 0,32 1,02 0,23 0,13 0,63 0,37 1,13 0,30 0,73 1,10 0,08 0,08 0,23
0,40 0,13 0,13 0,46 0,15 0,18 0,17 0,52 0,50 0,18 0,89 0,28 0,31 0,31 0,58 0,53 0,17 0,41 0,13 0,09 0,15 0,30
Periode 2007/M01 2007/M02 2007/M03 2007/M04 2007/M05 2007/M06 2007/M07 2007/M08 2007/M09 2007/M10 2007/M11 2007/M12 2008/M01 2008/M02 2008/M03 2008/M04 2008/M05 2008/M06 2008/M07 2008/M08 2008/M09 2008/M10 2008/M11 2008/M12 2009/M01 2009/M02 2009/M03 2009/M04 2009/M05 2009/M06 2009/M07 2009/M08 2009/M09 2009/M10 2009/M11
SUMUT-Kes 0,21 0,09 0,07 0,34 0,24 0,18 0,08 0,11 0,11 0,06 0,10 0,33 0,25 1,11 0,46 1,45 0,15 0,75 0,29 0,45 0,60 0,24 0,03 0,11 0,15 0,51 0,04 0,06 0,34 0,23 0,33 -0,03 0,64 0,24 -0,07
SUMUT-Pendik -0,01 0,06 0,11 0,05 0,08 0,25 4,72 4,68 0,55 0,14 1,23 0,00 0,20 0,09 0,00 0,12 0,71 0,68 3,05 0,91 0,39 0,05 0,30 0,14 -0,02 -0,03 0,08 -0,24 0,12 0,21 2,88 2,34 1,05 -0,01 0,00
SUMUT-Trans 0,05 -0,01 0,09 0,17 0,02 0,08 0,00 0,05 -0,01 0,21 0,11 0,11 0,17 0,09 0,06 -0,72 1,72 8,50 0,72 -0,42 0,06 0,00 -0,12 -2,30 -2,00 -0,53 -0,77 -0,03 0,01 -0,04 0,81 -0,28 -0,04 -0,57 -0,28
0,29 0,76 1,26 0,83 0,35 3,26 1,89 -0,11 0,30 1,48 -0,46 1,12 0,31 -0,25 -0,01 0,13 0,15 1,56 1,20 1,01 -0,20 0,03
Universitas Sumatera Utara
2009/M12 2010/M01 2010/M02 2010/M03 2010/M04 2010/M05 2010/M06 2010/M07 2010/M08 2010/M09 2010/M10 2010/M11 2010/M12 2011/M01 2011/M02 2011/M03 2011/M04 2011/M05 2011/M06 2011/M07 2011/M08 2011/M09 2011/M10 2011/M11 2011/M12 2012/M01 2012/M02 2012/M03 2012/M04 2012/M05 2012/M06 2012/M07 2012/M08 2012/M09 2012/M10 2012/M11 2012/M12
0,13 0,15 0,39 0,28 0,70 -0,03 0,15 0,45 0,03 0,25 0,04 0,01 0,22 0,93 0,33 0,18 0,43 0,53 -0,15 0,62 0,25 0,47 0,39 0,25 -0,24 0,48 0,43 0,44 0,28 0,10 0,24 -0,44 0,42 0,48 0,41 0,36 0,26
-0,09 0,14 0,25 0,01 0,00 0,00 0,07 1,07 1,02 0,87 0,43 0,49 0,14 0,05 0,31 0,13 0,09 0,02 0,02 0,90 0,86 0,77 0,90 0,06 -0,07 0,07 0,54 0,09 0,01 0,08 0,03 1,40 1,05 1,27 1,05 0,06 -0,30
0,26 0,34 0,20 -0,17 0,29 0,05 0,36 0,04 0,25 0,61 -0,96 -0,22 0,22 0,57 -0,38 -0,38 -0,03 0,26 0,33 0,58 0,23 0,40 -1,22 0,31 -0,07 1,22 -0,15 0,12 0,31 0,14 -0,06 1,00 0,22 -0,31 0,11 0,27 -0,13
Sumber: Badan Pusat Statistik Provinsi Sumatera Utara
Universitas Sumatera Utara
LAMPIRAN 3 HASIL OUTPUT UJI PENYIMPANGAN ASUMSI KLASIK Hasil Output Uji Autokorelasi Durbin Waston Test Dependent Variable: INFLASI Method: Least Squares Date: 10/05/14 Time: 14:13 Sample: 2002M01 2013M12 Included observations: 144 Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
0.742361
0.163222
4.548162
0.0000
TPID
-0.111944
0.230831
-0.484963
0.6285
0.001654
Mean dependent var
0.686389
-0.005377
S.D. dependent var
1.381278
S.E. of regression
1.384986
Akaike info criterion
3.503049
Sum squared resid
272.3826
Schwarz criterion
3.544297
F-statistic
0.235189
Prob(F-statistic)
0.628450
R-squared Adjusted R-squared
Log likelihood Durbin-Watson stat
-250.2195 1.642706
Hasil Output Uji langrange Multiple Test (LM-Test). Breusch-Godfrey Serial Correlation LM Test: F-statistic
3.131058
Probability
0.046745
Obs*R-squared
6.165265
Probability
0.045838
Test Equation: Dependent Variable: RESID Method: Least Squares Date: 10/05/14 Time: 14:44 Presample missing value lagged residuals set to zero.
Universitas Sumatera Utara
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
0.000514
0.160832
0.003198
0.9975
TPID
-0.001520
0.227456
-0.006681
0.9947
RESID(-1)
0.187451
0.083862
2.235225
0.0270
RESID(-2)
-0.124296
0.083877
-1.481880
0.1406
R-squared
0.042814
Mean dependent var
-2.01E-17
Adjusted R-squared
0.022303
S.D. dependent var
1.380135
S.E. of regression
1.364658
Akaike info criterion
3.487069
Sum squared resid
260.7207
Schwarz criterion
3.569564
F-statistic
2.087372
Prob(F-statistic)
0.104635
Log likelihood Durbin-Watson stat
-247.0690 1.992712
Hasil Output Pengobatan Uji Autokorelasi Durbin Waston Test First Difference Dependent Variable: D(INFLASI) Method: Least Squares Date: 10/05/14 Time: 15:03 Sample (adjusted): 2002M02 2013M12 Included observations: 143 after adjustments Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(TPID)
-0.440000
1.774897
-0.247902
0.8046
R-squared
0.000326
Mean dependent var
-0.018252
Adjusted R-squared
0.000326
S.D. dependent var
1.775187
S.E. of regression
1.774897
Akaike info criterion
3.992330
Sum squared resid
447.3369
Schwarz criterion
4.013050
Durbin-Watson stat
2.630904
Log likelihood
-284.4516
Universitas Sumatera Utara
Hasil Output Pengobatan Uji Autokorelasi Durbin Watson Test Dengan Model AR Dependent Variable: INFLASI Method: Least Squares Date: 10/05/14 Time: 23:02 Sample (adjusted): 2002M02 2013M12 Included observations: 143 after adjustments Convergence achieved after 3 iterations Variable
Coefficient
Std. Error t-Statistic
Prob.
C
0.700431
0.193382 3.622000
0.0004
TPID
-0.071104
0.271680 -0.261718
0.7939
AR(1)
0.166669
0.082283 2.025564
0.0447
R-squared
0.529225
Mean dependent var
0.668182
Adjusted R-squared
0.515357
S.D. dependent var
1.368683
S.E. of regression
1.358133
Akaike info criterion
3.470855
Sum squared resid
258.2335
Schwarz criterion
3.533012
F-statistic
2.107324
Prob(F-statistic)
0.125403
Log likelihood Durbin-Watson stat Inverted AR Roots
-245.1661 1.923369 .17
Universitas Sumatera Utara
Hasil Output Pengobatan Autokorelasi Uji LM Test Dengan Model AR Breusch-Godfrey Serial Correlation LM Test: F-statistic
1.647263
Probability
0.196340
Obs*R-squared
3.334291
Probability
0.188785
Test Equation: Dependent Variable: RESID Method: Least Squares Date: 10/06/14 Time: 02:10 Presample missing value lagged residuals set to zero. Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
0.033188
0.194317
0.170795
0.8646
TPID
-0.032249
0.271719
-0.118684
0.9057
AR(1)
-0.660402
0.512422
-1.288785
0.1996
RESID(-1)
0.694982
0.516433
1.345736
0.1806
RESID(-2)
0.008483
0.120078
0.070649
0.9438
0.023317
Mean dependent var
-7.38E-13
-0.004993
S.D. dependent var
1.348535
S.E. of regression
1.351897
Akaike info criterion
3.475234
Sum squared resid
252.2123
Schwarz criterion
3.578830
F-statistic
0.823631
Prob(F-statistic)
0.512222
R-squared Adjusted R-squared
Log likelihood Durbin-Watson stat
-243.4792 2.025607
Universitas Sumatera Utara
LAMPIRAN 4 HASIL OUTPUT UJI KESESUAIAN ( Test Goodness of fit ) Hasil Output Koefisien Determinasi ( R2 ) dan Hasil Uji t-Statistik (Uji Parsial)
Dependent Variable: INFLASI Method: Least Squares Date: 10/05/14 Time: 23:02 Sample (adjusted): 2002M02 2013M12 Included observations: 143 after adjustments Convergence achieved after 3 iterations Variable
Coefficient
Std. Error t-Statistic
Prob.
C
0.700431
0.193382 3.622000
0.0004
TPID
-0.071104
0.271680 -0.261718
0.7939
AR(1)
0.166669
0.082283 2.025564
0.0447
R-squared
0.529225
Mean dependent var
0.668182
Adjusted R-squared
0.515357
S.D. dependent var
1.368683
S.E. of regression
1.358133
Akaike info criterion
3.470855
Sum squared resid
258.2335
Schwarz criterion
3.533012
F-statistic
2.107324
Prob(F-statistic)
0.125403
Log likelihood Durbin-Watson stat Inverted AR Roots
-245.1661 1.923369 .17
Universitas Sumatera Utara
LAMPIRAN 5 Hasil Output Model Autoregressive Untuk Mengukur Tingkat Persistensi Inflasi
Hasil Pengukuran Persistensi Provinsi Sumatera Utara dan Hasil Pengujian Sumber Persistensi Provinsi Sumatera Utara Vector Autoregression Estimates Date: 10/08/14 Time: 07:44 Sample (adjusted): 2007M03 2012M12 Included observations: 70 after Adjustments Standard errors in ( ) & t-statistics in [ ] PERSISTENSI_IN FLASI PERSISTENSI_INFLASI(-1)
0.264973 (0.10276) [ 2.57861]
PERSISTENSI_INFLASI(-2)
-0.027365 (0.10640) [-0.25719]
C
-0.113143 (0.24174) [-0.46803]
BAMA_SUMUT
0.261727 (0.05044) [ 5.18903]
MAMIN_SUMUT
0.091307 (0.25579) [ 0.35697]
PERUM_SUMUT
0.198871
Universitas Sumatera Utara
(0.26513) [ 0.75010] SAND_SUMUT
0.075231 (0.13458) [ 0.55901]
KES_SUMUT
0.509135 (0.40351) [ 1.26176]
PENDIK_SUMUT
0.041862 (0.12006) [ 0.34869]
TRANS_SUMUT
0.100577 (0.10665) [ 0.94308]
R-squared
0.496473
Adj. R-squared
0.420944
Sum sq. resids
49.40715
S.E. equation
0.907443
F-statistic
6.573276
Log likelihood
-87.13169
Akaike AIC
2.775191
Schwarz SC
3.096405
Mean dependent
0.570571
S.D. dependent
1.192502
Universitas Sumatera Utara
Hasil Persistensi Inflasi Provinsi Sumatera Utara Kelompok Komoditi Kelompok Bahan Makanan (BAMA) Vector Autoregression Estimates Date: 10/08/14 Time: 07:57 Sample (adjusted): 2007M03 2012M12 Included observations: 70 after adjustments Standard errors in ( ) & t-statistics in [ ] BAMA_SUMUT BAMA_SUMUT(-1)
0.428731 (0.11633) [ 3.68539]
BAMA_SUMUT(-2)
-0.320923 (0.11624) [-2.76096]
C
0.626493 (0.27755) [ 2.25726]
R-squared
0.195412
Adj. R-squared
0.171394
Sum sq. resids
321.0311
S.E. equation
2.188952
F-statistic
8.136205
Log likelihood
-152.6322
Akaike AIC
4.446634
Schwarz SC
4.542998
Mean dependent
0.681571
S.D. dependent
2.404707
Universitas Sumatera Utara
Kelompok Makanan Jadi, Minuman, Rokok dan Tembakau
Vector Autoregression Estimates Date: 10/08/14 Time: 07:59 Sample (adjusted): 2007M03 2012M12 Included observations: 70 after Adjustments Standard errors in ( ) & t-statistics in [ ] MAMIN_SUMUT MAMIN_SUMUT(-1)
0.052515 (0.12257) [ 0.42846]
MAMIN_SUMUT(-2)
-0.039091 (0.12372) [-0.31596]
C
0.594893 (0.11894) [ 5.00150]
R-squared
0.004064
Adj. R-squared
-0.025665
Sum sq. resids
14.79560
S.E. equation
0.469925
F-statistic
0.136712
Log likelihood
-44.92992
Akaike AIC
1.369426
Schwarz SC
1.465790
Mean dependent
0.602714
S.D. dependent
0.464009
Universitas Sumatera Utara
Kelompok Perumahan, Air, Listrik, Gas dan Bahan Bakar Vector Autoregression Estimates Date: 10/08/14 Time: 07:59 Sample (adjusted): 2007M03 2012M12 Included observations: 70 after Adjustments Standard errors in ( ) & t-statistics in [ ] PERUM_SUMUT PERUM_SUMUT(-1)
0.129243 (0.11158) [ 1.15834]
PERUM_SUMUT(-2)
0.207163 (0.10267) [ 2.01774]
C
0.273959 (0.08517) [ 3.21668]
R-squared
0.074215
Adj. R-squared
0.046579
Sum sq. resids
15.79770
S.E. equation
0.485579
F-statistic
2.685493
Log likelihood
-47.22362
Akaike AIC
1.434961
Schwarz SC
1.531325
Mean dependent
0.413143
S.D. dependent
0.497299
Universitas Sumatera Utara
Kelompok Sandang Vector Autoregression Estimates Date: 10/08/14 Time: 08:01 Sample (adjusted): 2007M03 2012M12 Included observations: 70 after adjustments Standard errors in ( ) & t-statistics in [ ] SAND_SUMUT SAND_SUMUT(-1)
0.310830 (0.12026) [ 2.58471]
SAND_SUMUT(-2)
-0.174107 (0.11926) [-1.45994]
C
0.545622 (0.13365) [ 4.08260]
R-squared
0.099246
Adj. R-squared
0.072357
Sum sq. resids
42.24515
S.E. equation
0.794056
F-statistic
3.691047
Log likelihood
-81.65050
Akaike AIC
2.418586
Schwarz SC
2.514950
Mean dependent
0.634714
S.D. dependent
0.824443
Universitas Sumatera Utara
Kelompok Kesehatan Vector Autoregression Estimates Date: 10/08/14 Time: 08:01 Sample (adjusted): 2007M03 2012M12 Included observations: 70 after adjustments Standard errors in ( ) & t-statistics in [ ] KES_SUMUT KES_SUMUT(-1)
-0.005638 (0.11844) [-0.04760]
KES_SUMUT(-2)
0.231193 (0.11845) [ 1.95189]
C
0.224194 (0.05867) [ 3.82105]
R-squared
0.053844
Adj. R-squared
0.025600
Sum sq. resids
5.445373
S.E. equation
0.285086
F-statistic
1.906420
Log likelihood
-9.945180
Akaike AIC
0.369862
Schwarz SC
0.466226
Mean dependent
0.288143
S.D. dependent
0.288807
Universitas Sumatera Utara
Kelompok Pendidikan, Rekreasi dan Olahraga Vector Autoregression Estimates Date: 10/08/14 Time: 08:02 Sample (adjusted): 2007M03 2012M12 Included observations: 70 after adjustments Standard errors in ( ) & t-statistics in [ ] PENDIK_SUMUT PENDIK_SUMUT(-1)
0.606326 (0.11684) [ 5.18916]
PENDIK_SUMUT(-2)
-0.303143 (0.11678) [-2.59594]
C
0.382582 (0.11940) [ 3.20410]
R-squared
0.287039
Adj. R-squared
0.265757
Sum sq. resids
45.60324
S.E. equation
0.825012
F-statistic
13.48716
Log likelihood
-84.32762
Akaike AIC
2.495075
Schwarz SC
2.591439
Mean dependent
0.551714
S.D. dependent
0.962810
Universitas Sumatera Utara
Kelompok Transportasi, Komunikasi dan Jasa Keuangan Vector Autoregression Estimates Date: 10/08/14 Time: 08:02 Sample (adjusted): 2007M03 2012M12 Included observations: 70 after adjustments Standard errors in ( ) & t-statistics in [ ] TRANS_SUMUT TRANS_SUMUT(-1)
0.285378 (0.12095) [ 2.35953]
TRANS_SUMUT(-2)
-0.144046 (0.12095) [-1.19091]
C
0.115593 (0.13741) [ 0.84123]
R-squared
0.081600
Adj. R-squared
0.054185
Sum sq. resids
86.66074
S.E. equation
1.137297
F-statistic
2.976470
Log likelihood
-106.7984
Akaike AIC
3.137097
Schwarz SC
3.233461
Mean dependent
0.135429
S.D. dependent
1.169420
Universitas Sumatera Utara