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225 Lampiran 1. Perkembangan Data Ketersediaan dan Konsumsi Energi Pangan di Indonesia, Tahun 1975 – 2004

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95

93

91

89

87

85

83

81

79

77

0 75


EAV4

79

77

0 75


Lampiran 1. (lanjutan)

Tahun

200000 150000 100000 50000

Keterangan: EAVn = ketersediaan energi bersumber dari n EACn konsumsi energi bersumber dari n

97

95

93

91

89

87

85

83

81

79 EAC6

99 20 01 20 03

EAV6

77

0

75


250000

Tahun

227

500000 450000 400000 350000 300000 250000 200000 150000 100000 50000

20 03

97

95

93

91

89

87

85

83

81

PAC1

99 20 01

PAV1

79

77

0

75

Ketersediaan/Konsumsi Protein (10 ton)

Lampiran 2. Perkembangan Data Ketersediaan dan Konsumsi Protein Pangan di Indonesia, Tahun 1975 - 2004

Tahun

500000 400000 300000 200000 100000

20 01 20 03

99

97

95

93

91

89

87

85

83

81

PAC2

Tahun

600000 500000 400000 300000 200000 100000

PAV3

PAC3

Keterangan: PAVn = ketersediaan protein bersumber dari n PACn = konsumsi protein bersumber dari n

20 01 20 03

99

97

95

93

91

89

87

85

83

81

79

77

0 75


PAV2

79

77

0 75


600000

Tahun

228 Lampiran 2. (lanjutan)


600000 500000 400000 300000 200000 100000

20 03

20 01

99

97

95

93

91

89

87

85

83

81

600000 500000 400000 300000 200000 100000

PAC5

20 03

20 01

99

97

95

93

91

89

87

85

83

81

79

77

0

PAV5

Tahun

600000 500000 400000 300000 200000 100000

PAV6

PAC6

Keterangan: PAVn = ketersediaan protein bersumber dari n PACn = konsumsi protein bersumber dari n

20 01 20 03

99

97

95

93

91

89

87

85

83

81

79

77

0

75


Tahun

PAC4

75


PAV4

79

77

75

0

Tahun

229 Lampiran 3. Data Analisis Kebijakan Harga Pangan terhadap Ketahanan Pangan di Indonesia, Tahun 1975-2004 No Tahun

FPSP Rp M

FRSP Rp M

AGSP Rp M

AICP Rp M

FPCP Rp M

ACPP Rp M

AGOP Rp M

AGIP Rp M

IOPP Rp M

(1)

(2)

(1+2=3)

(4)

(5)

(4+5=6)

(1+5=7)

(2+4=8)

(3+6=9)

1

1975

78.04

63.1

141.1

279.0

50.4

329.4

128.5

342.1

470.6

2

1976

44.26

102.4

146.6

234.4

62.8

297.2

107.0

336.8

443.8

3

1977

13.40

53.2

66.6

241.7

57.6

299.3

71.0

294.9

365.8

4

1978

26.13

68.6

94.7

244.9

56.4

301.3

82.5

313.5

396.0

5

1979

99.77

113.1

212.9

233.2

98.9

332.1

198.7

346.3

545.0

6

1980

235.35

239.1

474.4

264.8

91.9

356.7

327.3

503.8

831.1

7

1981

228.26

346.4

574.7

344.2

77.1

421.3

305.3

690.6

995.9

8

1982

84.84

406.2

491.0

457.7

91.3

549.0

176.2

863.8 1 040.0

9

1983

0.35

367.8

368.2

538.8

133.9

672.8

134.3

906.6 1 040.9

10

1984

0.00

386.6

386.6

484.5 1 229.2

1 713.7 1 229.2

871.1 2 100.3

11

1985

0.00

875.4

875.4

455.8 1 768.9

2 224.7 1 768.9 1 331.2 3 100.1

12

1986

0.00

385.8

385.8

423.9 1 629.8

2 053.7 1 629.8

13

1987

0.00

782.0

782.0

433.0 1 676.2

2 109.2 1 676.2 1 215.0 2 891.2

14

1988

0.00

341.3

341.3

536.0 1 386.8

1 922.8 1 386.8

15

1989

0.00

163.1

163.1 1 577.2 1 660.6

3 237.8 1 660.6 1 740.3 3 400.9

16

1990

0.00

278.0

278.0 2 096.8 1 891.0

3 987.8 1 891.0 2 374.8 4 265.8

17

1991

0.00

285.0

285.0 2 392.9 1 394.8

3 787.7 1 394.8 2 677.9 4 072.7

18

1992

0.00

175.0

175.0 3 716.9 1 897.7

5 614.6 1 897.7 3 891.9 5 789.6

19

1993

0.00

0.0

0.0 3 748.6 1 673.3

5 421.9 1 673.3 3 748.6 5 421.9

20

1994

0.00

175.0

175.0 3 212.8 1 777.1

4 989.9 1 777.1 3 387.8 5 164.9

21

1995

0.00

50.0

50.0

629.4 2 059.1

22

1996

0.00

143.0

143.0

1005.9 4 637.8

5 643.8 4 637.8 1 148.9 5 786.8

23

1997

6 313.6

341.5 6 655.1 1 479.3 5 336.9

6 816.3 11 650.5 1 820.8 13 471.4

24

1998

5 611.5

1 329.7 6 941.2 2 151.4 9 141.0 11 292.4 14 752.5 3 481.1 18 233.6

25

1999

18 373.2

0.0 18 373.2 5 587.3 6 506.0 12 093.3 24 879.2 5 587.3 30 466.5

26

2000

2 212.9

0.0 2 212.9 4 604.9

684.9

5 289.8 2 897.8 4 604.9 7 502.7

27

2001

2 435.4

0.0 2 435.4 3 173.7

10.2

3 183.9 2 445.6 3 173.7 5 619.3

28

2002

4 507.4

0.0 4 507.4 3 254.0

4.1

3 258.1 4 511.5 3 254.0 7 765.5

29

2003

4 696.9

794.0 5 490.9

173.4

3.8

177.1 4 700.7

30

2004

4 830.8

1 259.2 6 090.0

195.6

1.9

197.5 4 832.7 1 454.8 6 287.5

2 688.5 2 059.1

809.7 2 439.5 877.3 2 264.1

679.4 2 738.5

967.4 5 668.0

230 Lampiran 3. (lanjutan) No 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30

EAV1 Tahun ribu Kal/th (10) 1975 71 693 1976 73 661 1977 78 124 1978 83 525 1979 87 211 1980 90 985 1981 94 404 1982 97 498 1983 102 166 1984 102 442 1985 105 841 1986 115 946 1987 113 174 1988 123 638 1989 119 958 1990 128 308 1991 128 299 1992 135 352 1993 133 996 1994 140 098 1995 143 717 1996 154 013 1997 147 850 1998 147 727 1999 172 264 2000 159 131 2001 146 453 2002 146 449 2003 149 620 2004 154 729

EAV2 ribu Kal/th (11) 82 465 85 662 90 354 95 351 98 609 102 938 105 658 108 554 117 690 115 043 118 423 127 249 124 665 135 437 131 999 138 518 140 064 148 954 147 690 152 626 157 064 169 170 162 730 164 832 190 453 177 088 164 712 158 159 163 350 169 577

EAV3 EAV4 EAV5 ribu Kal/th Ribu Kal/th ribu Kal/th (12) (13) (14) 71 788 82 561 77 317 73 905 85 906 79 466 78 324 90 554 84 614 83 806 95 632 90 089 87 629 99 027 93 903 91 518 103 472 98 509 94 951 106 205 105 604 98 000 109 057 105 930 102 793 118 318 110 327 103 025 115 627 113 760 106 676 119 258 116 455 116 858 128 161 127 188 114 168 125 659 125 659 124 716 136 516 136 833 121 058 133 100 134 653 129 544 139 754 144 436 129 687 141 453 144 493 136 833 150 436 156 025 135 571 149 265 153 784 141 977 154 505 158 889 145 765 159 112 171 047 156 312 171 469 180 736 149 966 164 846 178 996 149 208 166 313 164 758 173 617 191 806 192 933 161 160 179 116 182 272 148 583 166 842 177 646 149 223 160 932 174 106 152 429 166 158 181 916 157 539 172 387 189 022

EAV6 ribu Kal/th (15) 88 090 91 467 96 844 101 915 105 302 110 462 116 858 116 986 125 852 126 361 129 037 138 491 137 151 148 632 146 694 154 646 156 259 169 627 167 478 171 417 184 395 195 893 193 876 181 863 211 122 200 229 195 905 185 816 195 645 203 870

PAV1 Kg/tahun (16) 1 516 316 058 1 464 443 145 1 547 507 290 1 699 100 404 1 756 768 944 1 789 807 262 1 833 999 765 1 774 056 497 2 143 195 539 2 220 356 269 2 232 508 075 2 588 737 461 2 439 269 205 2 793 749 405 2 640 627 533 2 926 442 250 2 945 385 254 3 200 632 889 3 136 610 013 3 213 977 453 3 275 466 448 3 474 637 425 3 257 522 953 3 866 079 755 4 698 187 527 4 404 278 581 3 721 048 590 3 973 619 782 4 029 140 575 4 110 170 786


No

Tahun

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30

1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004

PAV2 Kg/tahun (17) 1 612 128 547 1 555 178 130 1 639 858 532 1 788 244 427 1 842 516 000 1 878 924 082 1 918 133 207 1 856 700 615 2 285 884 989 2 337 032 899 2 348 784 537 2 694 474 625 2 546 107 582 2 904 129 150 2 753 270 139 3 022 039 364 3 053 788 122 3 327 904 005 3 261 225 386 3 328 116 107 3 398 349 407 3 611 123 080 3 390 274 672 3 983 076 615 4 822 199 836 4 526 744 874 3 845 818 978 4 054 509 677 4 125 091 066 4 217 782 779

PAV3 Kg/tahun (18) 1 526 802 997 1 477 614 353 1 561 983 971 1 704 719 798 1 784 479 883 1 824 493 449 1 870 603 275 1 812 586 525 2 183 719 343 2 261 776 473 2 288 559 293 2 651 329 001 2 506 974 921 2 862 260 971 2 714 427 861 3 008 382 633 3 039 907 267 3 302 988 496 3 244 792 589 3 342 731 422 3 413 180 109 3 626 926 682 3 400 486 343 3 962 342 994 4 780 862 400 4 547 030 701 3 868 642 829 4 153 118 310 4 212 460 620 4 294 953 834

PAV4 Kg/tahun (19) 1 622 615 486 1 568 349 338 1 654 335 213 1 793 863 821 1 870 226 938 1 913 610 269 1 954 736 717 1 895 230 643 2 326 408 793 2 378 453 103 2 404 835 755 2 757 066 164 2 613 813 297 2 972 640 716 2 827 070 467 3 103 979 747 3 148 310 135 3 430 259 612 3 369 407 962 3 456 870 076 3 536 063 067 3 763 412 336 3 533 238 062 4 079 339 853 4 904 874 709 4 669 496 994 3 993 413 217 4 234 008 205 4 308 411 112 4 402 565 827

PAV5 Kg/tahun (20) 1 526 802 997 1 477 614 353 1 561 983 971 1 704 719 798 1 784 479 883 1 824 493 449 1 870 603 275 1 817 053 775 2 187 714 647 2 265 860 155 2 293 329 609 2 656 798 164 2 511 322 994 2 866 067 169 2 718 312 089 3 012 934 877 3 044 534 219 3 306 355 457 3 249 585 488 3 346 211 259 3 419 536 124 3 631 236 755 3 404 133 368 3 963 083 480 4 784 620 349 4 547 782 028 3 872 446 805 4 157 740 590 4 218 701 302 4 300 669 011

PAV6 Kg/tahun (21) 1 622 615 486 1 568 349 338 1 654 335 213 1 793 863 821 1 870 226 938 1 913 610 269 1 954 736 717 1 899 697 892 2 330 404 097 2 382 536 785 2 409 606 072 2 762 535 328 2 618 161 370 2 976 446 914 2 830 954 695 3 108 531 990 3 152 937 087 3 433 626 573 3 374 200 861 3 460 349 913 3 542 419 082 3 767 722 410 3 536 885 087 4 080 080 340 4 908 632 657 4 670 248 321 3 997 217 193 4 238 630 485 4 314 651 794 4 408 281 005


No 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30

EAC1 EAC2 EAC3 EAC4 Tahun ribu Kal/th ribu Kal/th ribu Kal/th ribu Kal/th (22) (23) (24) (25) 1975 59 624 67 494 59 835 67 705 1976 61 805 70 664 62 298 71 156 1977 65 511 74 536 65 936 74 962 1978 70 612 77 614 71 169 78 170 1979 69 174 76 605 69 662 77 093 1980 73 686 78 585 74 381 79 280 1981 76 312 80 581 76 827 81 096 1982 79 916 84 137 80 426 84 647 1983 85 511 91 751 86 169 92 410 1984 75 473 80 836 76 482 81 845 1985 77 580 82 937 78 984 84 341 1986 88 516 93 334 89 995 94 814 1987 83 679 89 184 85 338 90 843 1988 90 423 96 105 92 239 97 921 1989 85 951 91 749 87 765 93 563 1990 87 784 93 600 89 494 95 310 1991 87 659 94 382 89 560 96 283 1992 90 835 98 777 92 842 100 784 1993 90 544 95 910 92 656 98 022 1994 87 930 91 178 90 478 93 726 1995 88 478 91 897 91 209 94 628 1996 91 014 93 965 94 489 97 440 1997 86 396 89 269 89 597 92 470 1998 84 951 88 432 87 206 90 686 1999 90 261 94 400 92 511 96 650 2000 80 449 84 139 83 249 86 939 2001 78 639 82 356 81 603 85 321 2002 92 009 94 508 95 681 98 180 2003 92 686 95 286 96 755 99 355 2004 94 022 97 338 98 069 101 385

EAC5 ribu Kal/th (26) 60 449 62 927 67 996 75 055 73 719 79 168 83 814 85 358 90 831 82 178 84 113 96 804 93 705 99 901 95 959 99 314 99 210 103 844 104 212 100 508 105 086 108 134 103 448 93 111 106 410 94 224 99 625 112 535 113 023 114 661

EAC6 ribu Kal/th (27) 68 319 71 785 77 022 82 056 81 151 84 067 88 083 89 580 97 072 87 541 89 469 101 623 99 209 105 583 101 757 105 130 105 933 111 786 109 579 103 756 108 506 111 085 106 321 96 591 110 549 97 914 103 342 115 034 115 623 117 978

PAC1 Kg/tahun (28) 1 129 543 081 1 094 751 954 1 171 554 738 1 380 631 872 1 346 705 610 1 463 344 915 1 488 369 017 1 475 594 971 1 766 533 592 1 556 040 439 1 569 375 509 1 867 237 503 1 694 154 275 1 905 658 428 1 741 658 250 1 795 590 770 1 798 901 426 1 897 072 753 1 871 805 156 1 813 483 169 1 808 302 264 1 894 300 320 1 760 031 905 2 156 833 708 2 420 169 578 2 192 270 518 1 909 628 761 2 539 796 853 2 551 769 885 2 542 482 231


No

Tahun

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30

1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004

PAC2 Kg/tahun (29) 1 198 134 152 1 160 649 797 1 238 598 112 1 432 860 415 1 401 634 793 1 500 158 602 1 520 008 449 1 506 901 181 1 824 682 799 1 606 242 954 1 619 413 441 1 912 840 925 1 747 846 572 1 961 527 055 1 798 672 327 1 848 940 996 1 859 682 241 1 970 930 156 1 922 841 617 1 846 397 909 1 843 787 148 1 922 478 856 1 787 171 541 2 181 805 851 2 449 321 668 2 218 497 563 1 936 164 879 2 557 927 663 2 571 350 790 2 568 494 570

PAC3 PAC4 Kg/tahun Kg/tahun (30) (31) 1 150 618 352 1 219 209 424 1 129 395 077 1 195 292 919 1 209 852 579 1 276 895 953 1 404 054 253 1 456 282 796 1 384 311 365 1 439 240 548 1 505 889 941 1 542 703 628 1 522 732 167 1 554 371 599 1 512 854 083 1 544 160 294 1 807 029 064 1 865 178 271 1 624 435 233 1 674 637 748 1 661 348 957 1 711 386 889 1 967 350 867 2 012 954 289 1 807 814 278 1 861 506 575 2 020 590 297 2 076 458 924 1 862 414 056 1 919 428 133 1 910 017 426 1 963 367 651 1 929 190 691 1 989 971 506 2 037 147 301 2 111 004 704 2 020 110 847 2 071 147 307 1 989 960 426 2 022 875 166 1 995 579 318 2 031 064 203 2 125 506 364 2 153 684 899 1 977 854 831 2 004 994 468 2 303 021 667 2 327 993 809 2 557 863 419 2 587 015 509 2 392 792 991 2 419 020 036 2 116 231 339 2 142 767 458 2 782 554 588 2 800 685 397 2 818 629 202 2 838 210 107 2 810 170 081 2 836 182 420

PAC5 PAC6 Kg/tahun Kg/tahun (32) (33) 1 150 618 352 1 219 209 424 1 129 395 077 1 195 292 919 1 209 852 579 1 276 895 953 1 404 054 253 1 456 282 796 1 384 311 365 1 439 240 548 1 505 889 941 1 542 703 628 1 522 732 167 1 554 371 599 1 517 061 344 1 548 367 554 1 810 791 846 1 868 941 053 1 626 766 658 1 676 969 174 1 664 072 391 1 714 110 323 1 972 077 304 2 017 680 727 1 812 317 292 1 866 009 589 2 024 532 127 2 080 400 753 1 866 436 696 1 923 450 773 1 915 842 875 1 969 193 100 1 935 111 743 1 995 892 558 2 041 455 959 2 115 313 362 2 027 265 148 2 078 301 609 1 995 154 736 2 028 069 476 2 005 066 864 2 040 551 749 2 134 594 311 2 162 772 847 1 985 544 718 2 012 684 354 2 304 583 010 2 329 555 152 2 564 955 480 2 594 107 570 2 394 210 907 2 420 437 952 2 123 410 262 2 149 946 380 2 791 253 928 2 809 384 738 2 827 157 767 2 846 738 672 2 817 993 289 2 844 005 628


No

Tahun

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30

1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004

IHK TD 93 (34) 20.01 22.23 24.70 27.45 30.50 35.72 38.33 42.18 47.23 51.51 53.76 58.68 64.11 67.70 71.83 78.60 86.41 90.76 100.00 109.63 119.48 127.41 139.59 247.95 252.71 276.33 311.00 342.18 359.48 382.49

PDB-HK 93 Rp Milyar (35) 104 005 111 167 120 907 130 388 138 544 152 232 164 300 167 991 175 032 185 593 190 284 197 881 224 480 237 456 255 162 273 386 291 424 310 909 331 805 354 641 383 593 414 642 433 396 376 375 379 558 399 017 411 753 431 053 452 070 475 258

POP ribu jw (36) 130 597 133 650 136 766 139 960 143 246 146 201 149 677 152 988 156 372 159 831 163 367 166 489 170 179 173 799 177 362 178 170 181 094 184 491 187 589 190 676 193 486 196 807 199837 202 873 205 915 205 843 208 437 211 063 213 722 216 414

SOL Rp/ltr (37)I 21 24 25 25 33 47 53 85 145 220 237 221 200 200 200 226 273 300 380 380 380 380 380 498 550 563 775 1 225 1 670 2 100

235 Lampiran 4. Data Analisis Kebijakan Harga Pangan terhadap Stabnilitas Ekonomi Makro di Indonesia, 1980.1 – 2004.4 No

Tahun

Triwulan

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44

1980

1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4

1981

1982

1983

1984

1985

1986

1987

1988

1989

1990

BOP BOT CA KA EXR per triwln per triwln per triwln per triwln Juta USD Juta USD Juta USD Juta USD Rp/USD (1) (2) (3) (4) (5) 1 153 2 619 1 046 107 632 1 474 2 310 887 587 634 733 1 782 91 642 633 968 2 442 730 238 633 664 2 080 423 241 633 508 1 574 -286 794 634 2 1 533 -508 510 637 167 1 619 - 445 612 641 385 357 -1 551 1 936 656 317 841 - 866 1 183 657 -131 361 -1 520 1 389 668 -273 334 -1 521 1 248 687 -1 072 -1 360 -3 132 2 060 703 255 590 -1 191 1 446 976 619 852 -1 078 1 697 989 358 881 -1 041 1 399 991 591 1 189 -841 1 432 997 597 1 774 -102 699 1 012 387 1 480 -368 755 1 046 77 1 264 -659 736 1 071 -303 956 -839 536 1 096 -116 1 446 -494 378 1 119 -53 1 784 -149 96 1 125 329 1 636 -468 797 1 129 368 1 194 - 721 1 089 1 133 -479 -23 -1 602 1 123 1 133 356 217 -1 371 1 727 1 255 -228 660 -833 605 1 653 626 982 -673 1 299 1 651 -186 856 -839 653 1 648 305 1 265 -584 889 1 645 638 1 571 -173 811 1 653 771 1 699 -111 882 1 661 -369 1 305 -497 128 1 674 157 1 481 -256 413 1 699 261 1 193 -688 949 1 720 706 1 534 -418 1 124 1 745 -196 1 571 -422 226 1 766 195 1 536 -354 549 1 781 1 336 1 579 -297 1 633 1 792 -298 1 326 -737 439 1 815 602 923 -882 1 484 1 836 -898 101 -2 115 1 217 1 857 1 277 2 179 - 329 1 606 1 886

GDP HK 93 Rp M (6) 36 774.8 37 630.3 38 485.8 39 341.3 39 943.6 40 697.8 41 452.1 42 206.3 41 651.7 41 882.3 42 113.0 42 343.7 43 097.8 43 537.9 43 978.0 44 418.1 45 408.1 46 068.2 46 728.3 47 388.3 47 131.2 47 424.4 47 717.6 48 010.8 48 758.0 49 232.8 49 707.6 50 182.4 53 626.3 55 288.7 56 951.2 58 613.6 56 280.6 60 829.2 60 889.3 59 456.5 62 944.6 63 020.4 65 307.3 63 889.6 66 784.3 67 907.0 70 717.5 67 977.7

236

Lampiran 4. (lanjutan) No

Tahun

Triwulan

45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88

1991

1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4

1992

1993

1994

1995

1996

1997

1998

1999

2000

2001

BOP BOT CA KA EXR per triwln per triwln per triwln per triwln Juta USD Juta USD Juta USD Juta USD Rp/USD (1) (2) (3) (4) (5) 1 235 1 089 -1 238 2 473 1 921 -390 825 -1 340 950 1 947 -539 1 374 -934 395 1 964 1 131 1 513 -880 2 011 1 985 -3 1 199 -1 198 1 195 2 010 965 1 345 -1 046 2 011 2 027 348 1 849 -851 1 199 2 042 1 039 2 629 -27 1 066 2 057 286 2 163 -637 923 2 068 1 196 2 250 -295 1 491 2 080 986 2 241 -382 1 368 2 102 1 196 1 577 -984 2 180 2 107 -607 1 309 -1 279 672 2 134 -462 2 075 -583 121 2 155 1 521 2 462 -159 1 680 2 175 596 2 055 - 939 1 535 2 193 -393 1 447 -1 807 1 414 2 213 455 1 418 -1 980 2 435 2 236 896 1 414 -1 769 2 665 2 266 2 871 2 254 -1 204 4 075 2 296 255 1 166 -2 034 2 289 2 324 -685 947 -2 280 1 595 2 346 146 1 187 -2 588 2 734 2 352 2 213 1 985 -1 671 3 884 2 368 1 666 1 437 -2 302 3 968 2 407 1 843 3 482 -1 102 2 945 2 441 1 001 2 085 -1 496 2 497 2 970 -4 880 3 086 -226 -4 654 3 989 -4 912 4 311 721 -5 633 9 150 1 865 4 971 670 1 195 11 132 1 284 5 100 1 683 - 399 11 592 2 276 3 537 744 1 532 7 625 2 101 4 039 1 512 589 8 788 22 4 456 849 -827 7 697 -196 6 343 1 886 -2 082 7 609 -715 5 803 1 534 -2 249 7 142 1 232 6 264 1 898 -666 7 507 -645 5 745 1 354 -1 999 8 433 92 6 168 2 242 -2 150 8 691 540 6 865 2 498 -1 958 9 507 -1 185 6 178 2 060 -3 245 9 895 -1 370 5 494 1 339 -2 709 11 391 -336 5 644 2 361 -2 697 9 355 798 5 379 1 140 -342 10 422

GDP HK 93 Rp M (6) 72 013.6 71 878.7 75 402.9 72 129.2 76 714.6 76 032.3 80 076.5 78 085.3 80 516.5 82 063.6 85 312.4 83 912.1 85 604.9 87 888.1 91 143.0 90 004.7 92 363.6 94 340.4 98 293.7 98 595.2 98 431.4 100 922.2 106 562.0 108 726.4 105 411.2 105 867.1 112 212.7 109 905.0 100 535.7 91 741.9 94 258.1 89 839.1 94 579.0 93 593.5 96 410.2 94 975.1 98 244.5 98 191.9 100 862.9 101 717.5 102 226.7 102 456.2 104 684.7 102 386.0

237

Lampiran 4. (lanjutan) No

Tahun

Trwln

89 90 91 92 93 94 95 96 97 98 99 100

2002

1 2 3 4 1 2 3 4 1 2 3 4

2003

2004

BOP BOT CA KA EXR per triwln per triwln per triwln per triwln Juta USD Juta USD Juta USD Juta USD Rp/USD (1) (2) (3) (4) (5) 372 5 220 1 657 -1 285 10 055 1 911 6 341 1 908 3 8 944 2 788 6 130 2 406 382 8 997 1 648 5 823 1 850 -202 9 050 198 5 504 1 144 -946 8 896 2 023 6 241 2 225 -202 8 413 1 629 6 558 2 258 -629 8 476 795 5 404 1 624 -829 8 499 -593 3 418 -2 224 1 631 8 492 1 554 5 826 2 245 -691 9 095 3 748 6 368 2 771 977 9 222 1 396 5 939 317 1 079 9 133

GDP HK 93 Rp M (6) 105 556.0 107 333.0 111 002.7 107 161.2 111 034.8 112 832.9 115 828.2 112 374.0 115 892.7 117 777.7 121 735.1 119 852.2

238


No

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42

Tahun

1980

1981

1982

1983

1984

1985

1986

1987

1988

1989

1990

Triwulan

1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2

US CPI 93Q2 =100 (7) 54.7 56.7 57.8 59.3 60.9 62.3 64.1 65.0 65.5 66.5 67.8 67.9 67.9 68.7 69.5 70.2 70.9 71.7 72.5 73.0 73.5 74.4 74.9 75.6 75.8 75.6 76.1 76.6 77.4 78.4 79.3 80.0 80.5 81.5 82.6 83.4 84.4 85.8 86.5 87.3 88.8 89.7

IHK INF 93Q2 =100 (8) (9) 32.13 #REF! 33.65 4.75 35.10 4.29 36.48 3.93 37.55 2.94 38.26 1.88 38.96 1.82 39.41 1.17 41.53 5.39 41.73 0.47 42.31 1.38 43.22 2.17 45.41 5.07 46.87 3.20 47.99 2.39 48.43 0.92 50.93 5.16 52.23 2.55 52.56 0.64 52.71 0.29 53.19 0.91 54.80 3.03 55.11 0.56 55.22 0.19 56.29 1.94 56.83 0.97 57.65 1.43 60.23 4.49 61.22 1.64 62.28 1.73 63.40 1.81 65.53 3.35 66.54 1.54 67.66 1.69 68.97 1.94 69.56 0.86 70.76 1.72 72.54 2.51 73.01 0.65 73.92 1.25 75.09 1.58 76.48 1.84

INV IRT akuml. average Rp M % (10) (11) 348.21 22.15 1542.91 22.15 576.24 22.15 827.92 22.15 201.05 22.08 421.65 22.08 709.77 22.08 237.75 22.08 717.47 21.61 949.36 21.61 606.05 21.61 1506.81 21.61 648.75 18.86 1297.74 18.86 468.09 18.86 1664.99 18.86 1998.47 18.74 660.80 18.74 496.91 18.74 1023.42 18.74 571.26 19.68 1070.16 19.68 831.77 19.68 1098.97 19.68 1583.06 18.15 1505.18 18.15 1682.91 18.15 1451.11 18.15 2035.20 19.06 3022.53 19.06 3685.99 19.06 4671.77 19.06 6728.42 19.98 4176.66 19.98 6568.60 19.98 5521.24 19.98 4395.58 19.67 8420.39 19.43 7413.68 19.53 10648.68 19.40 16212.00 18.97 23908.40 18.33

MSI

UNM

Rp M ribu org (12) (13) 3669 835.2 4073 835.2 4568 835.2 4855 835.2 5090 1278.4 5427 1278.4 5848 1278.4 6302 1278.4 6607 1698.6 7050 1698.6 7459 1698.6 7389 1698.6 7096 2152.4 7264 2152.4 7711 2152.4 7554 2152.4 7701 1750.6 8079 1750.6 7977 1750.6 8283 1750.6 8505 1338.3 9110 1338.3 9264 1338.3 9681 1338.3 10142 1819.2 10363 1819.2 10513 1819.2 11521 1819.2 11344 1819.5 11842 1819.5 11733 1819.5 12304 1819.5 12493 2041.3 12858 2041.3 13042 2041.3 13670 2041.3 14263 2039.9 15299 2039.9 16134 2039.9 18463 2039.9 20111 1914.7 22285 1914.7

239


No

43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85

Tahun

1991

1992

1993

1994

1995

1996

1997

1998

1999

2000

2001

Trwln

3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1

US CPI 93Q2 =100 (7) 91.2 92.7 93.5 94.0 94.8 95.5 96.2 96.9 97.7 98.4 99.2 100.0 100.4 101.1 101.7 102.4 103.3 103.8 104.6 105.5 106.0 106.5 107.5 108.6 109.1 109.9 110.7 111.1 111.5 112.0 112.3 112.9 113.3 113.7 114.1 115.3 116.0 116.7 117.8 119.1 120.0 120.7 121.8

IHK 93Q2 =100 (8) 79.43 80.88 81.78 83.66 86.66 88.62 89.78 91.34 92.13 93.04 98.05 100.00 101.18 102.54 105.81 107.59 110.18 112.42 115.51 118.87 120.44 122.31 126.96 128.17 129.23 130.57 133.53 134.69 136.97 141.86 170.24 201.25 241.52 253.07 264.99 263.12 257.22 257.25 263.58 266.24 272.18 279.93 288.22

INF

(9) 3.87 1.82 1.12 2.29 3.59 2.26 1.32 1.73 0.86 0.99 5.39 1.98 1.19 1.35 3.18 1.68 2.41 2.03 2.74 2.91 1.32 1.55 3.80 0.95 0.82 1.04 2.26 0.87 1.69 3.57 20.00 18.22 20.01 4.78 4.71 -0.71 -2.24 0.01 2.46 1.01 2.23 2.85 2.96

INV IRT akuml. average Rp M % (10) (11) 22730.95 18.50 17843.17 19.83 22316.71 21.93 15602.15 24.53 12021.87 19.53 8233.34 19.43 13457.51 19.37 10841.11 19.23 7282.74 19.53 18771.60 18.83 11946.26 18.33 9661.70 17.87 12877.07 17.10 22035.43 15.98 22935.49 15.34 22224.67 14.89 37707.46 14.75 18078.72 14.88 43381.63 15.20 32514.70 15.65 49638.71 16.00 35583.71 16.06 60109.71 16.30 52708.35 16.46 35350.68 16.49 22018.76 16.43 57550.45 16.38 47972.29 16.28 54723.68 18.68 58602.04 19.62 68443.55 19.43 42665.09 22.39 73136.56 24.16 12818.33 25.91 16130.99 25.98 34279.10 23.39 89877.56 20.60 16802.01 18.80 13656.47 17.01 16224.10 16.35 98419.97 16.09 94814.21 16.86 39548.07 16.84

MSI

UNM

Rp M ribu org (12) (13) 22682 1914.7 23120 1914.7 24282 1994.7 23839 1994.7 24720 1994.7 25778 1994.7 26600 2142.3 26365 2142.3 27348 2142.3 28389 2142.3 29461 2204.6 30476 2204.6 33603 2204.6 36265 2204.6 38309 3654.4 39000 3654.4 41230 3654.4 44341 3654.4 45607 5908.0 45573 5908.0 48249 5908.0 51149 5908.0 53130 4286.6 54595 4286.6 58333 4286.6 61289 4286.6 64809 4197.3 66591 4197.3 66920 4197.3 71850 4197.3 94526 5062.5 102930 5062.5 104323 5062.5 100590 5062.5 103705 6030.3 103324 6030.3 111254 6030.3 119413 6030.3 123080 5813.2 130475 5813.2 135900 5813.2 147425 5813.2 147866 8005.0

240


No

86 87 88 89 90 91 92 93 94 95 96 97 98 99 100

Tahun

2002

2003

2004

Trwln

2 3 4 1 2 3 4 1 2 3 4 1 2 3 4

US CPI 93Q2 =100 (7) 123.1 123.3 122.9 123.4 124.7 125.2 125.6 126.9 127.4 128.0 128.0 129.2 131.0 131.5 132.3

IHK INF 93Q2 =100 (8) (9) 295.93 2.67 306.91 3.71 315.32 2.74 330.13 4.70 333.08 0.90 338.75 1.70 347.72 2.65 355.64 2.28 356.47 0.23 359.50 0.85 366.95 2.07 372.87 1.62 379.30 1.72 383.75 1.17 389.94 1.61

INV IRT akuml. average Rp M % (10) (11) 42343.53 16.90 26998.95 17.07 38767.49 17.64 16687.35 18.01 24895.72 18.10 31843.16 18.10 40868.11 17.94 26414.85 17.84 22756.58 17.61 21970.66 16.75 90473.48 15.96 19310.98 15.28 27813.36 14.80 54884.48 14.45 29467.51 14.16

MSI Rp M (12) 156743 164414 173026 167195 170425 177094 190048 180960 189849 202012 220244 218154 224288 239310 250547

UNM ribu org (13) 8005.0 8005.0 8005.0 9132.1 9132.1 9132.1 9132.1 9531.0 9531.0 9531.0 9531.0 10251.4 10251.4 10251.4 10251.4

241

Lampiran 4. (lanjutan) FPSP FRSP AGSP AICP FPCP ACPP AGIP AGOP No Tahun Triwulan

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44

1980

1981

1982

1983

1984

1985

1986

1987

1988

1989

1990

1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4

B

C=A+B

Rp M

Rp M

Rp M

Rp M Rp M

Rp M

Rp M

Rp M

Rp M

(16) 78 117 97 182 169 129 102 175 189 105 74 124 191 81 96 1 147 109 129 2 492 175 207 0 94 133 158 1 175 114 492 1 149 190 0 2 8 155 0 0 123 0 155 0

(17) 223 273 285 278 276 373 391 338 350 451 522 508 505 514 606 531 488 449 495 505 453 511 439 419 399 416 475 406 380 395 472 485 446 519 609 569 1 385 1 533 1 638 1 753 1 876 1 997 2 137 2 377

(19) 323 359 379 366 353 457 473 402 412 523 605 656 673 643 721 654 614 1 859 2 150 2 232 2 017 2 103 2 410 2 368 2 029 1 823 2 176 2 187 1 962 1 875 2 291 2 309 1 841 1 732 2 026 2 093 2 466 3 090 3 664 3 731 3 716 3 896 4 115 4 224

(20) 258 344 334 361 356 465 456 447 455 555 596 631 696 595 701 531 636 558 624 507 946 687 646 420 493 549 633 406 555 509 964 486 596 709 609 571 1 393 1 688 1 638 1 753 1 999 1 997 2 292 2 377

(21) 142 132 142 187 167 120 119 130 147 73 83 148 169 129 115 124 126 1 409 1 655 1 727 1 563 1 592 1 971 1 949 1 630 1 407 1 700 1 781 1 582 1 480 1 819 1 823 1 395 1 213 1 417 1 523 1 081 1 557 2 026 1 978 1 840 1 899 1 978 1 847

(22) 400.5 475.7 476.3 548.6 522.5 585.3 575.0 576.9 601.3 628.0 678.4 779.4 864.7 723.4 816.2 654.9 761.4 1 967.4 2 278.3 2 234.2 2 509.1 2 278.5 2 617.7 2 368.7 2 123.0 1 956.4 2 333.4 2 187.7 2 137.7 1 989.1 2 782.6 2 309.3 1 990.4 1 922.0 2 025.7 2 094.6 2 473.8 3 245.3 3 664.0 3 731.0 3 839.3 3 896.0 4 269.7 4 224.3

(14) (15) 43 35 46 71 48 50 99 83 89 80 36 92 37 65 66 109 84 105 0 104 0 74 0 123 0 191 0 81 0 96 0 1 0 147 0 109 0 129 0 2 0 492 0 175 0 207 0 0 0 94 0 133 0 158 0 1 0 175 0 114 0 492 0 1 0 149 0 190 0 0 0 2 0 8 0 155 0 0 0 0 0 123 0 0 0 155 0 0

D

E

(18) 100 85 94 88 78 84 82 65 63 73 82 148 168 129 115 124 126 1 409 1 655 1 727 1 563 1 592 1 971 1 949 1 630 1 407 1 700 1 781 1 582 1 480 1 819 1 823 1 395 1 213 1 417 1 523 1 081 1 557 2 026 1 978 1 840 1 899 1 978 1 847

F=D+E G=B+D H=A+E

IOPP

A

I=G+H

242

Lampiran 4. (lanjutan) FPSP FRSP AGSP AICP FPCP ACPP AGIP AGOP No Tahun

45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88

1991

1992

1993

1994

1995

1996

1997

1998

1999

2000

2001

Trwln

1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4

A

B

C=A+B

Rp M

Rp M

Rp M

(14)

(15) 110 33 142 0 0 175 0 0 0 0 0 0 175 0 0 0 50 0 0 0 143 0 0 0 342 0 0 0 162 0 127 1 041 0 0 0 0 0 0 0 0 0 0 0 0

(16) (17) 110 2 592 33 2 802 142 1 021 0 3 156 0 3 387 175 3 674 0 3 826 0 3 981 0 3 969 0 3 635 0 3 580 0 3 811 175 4 375 0 4 614 0 3 326 0 537 50 581 0 657 0 601 0 678 143 889 0 982 0 1 026 0 1 127 342 1 257 1 445 1 456 1 251 1 553 3 618 1 651 4 447 1 766 313 1 884 637 1 917 1 544 3 038 209 5 444 6 261 5 788 5 726 5 471 6 177 5 646 551 5 521 554 4 833 554 4 551 555 3 514 594 3 156 617 3 098 637 3 158 588 3 282

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 445 1 251 3 618 4 285 313 511 502 209 6 261 5 726 6 177 551 554 554 555 594 617 637 588

D

E

Rp M Rp M

(18) 1 568 1 407 669 1 935 1 493 1 781 2 122 2 194 1 894 1 564 1 682 1 554 1 541 1 313 1 981 2 274 1 860 1 679 2 189 2 508 3 031 4 211 6 229 5 080 3 851 5 396 6 049 6 051 12253 10203 7 947 6 161 6 779 7 721 6 931 4 592 2 740 0 0 0 4 10 10 17

F=D+E G=B+D H=A+E

IOPP I=G+H

Rp M

Rp M

Rp M

Rp M

(19) 4 160 4 209 1 691 5 091 4 879 5 455 5 948 6 176 5 863 5 199 5 262 5 364 5 916 5 926 5 306 2 811 2 441 2 336 2 790 3 186 3 920 5 193 7 255 6 207 5 109 6 852 7 603 7 701 14019 12087 9 865 9 199 12224 13509 12402 10238 8 261 4 833 4 551 3 514 3 160 3 108 3 168 3 300

(20) 2 702 2 835 1 163 3 156 3 387 3 849 3 826 3 981 3 969 3 635 3 580 3 811 4 550 4 614 3 326 537 631 657 601 678 1 032 982 1 026 1 127 1 599 1 456 1 553 1 651 1 928 1 884 2 044 4 079 5 444 5 788 5 471 5 646 5 521 4 833 4 551 3 514 3 156 3 098 3 158 3 282

(21) 1 568 1 407 669 1 935 1 493 1 781 2 122 2 194 1 894 1 564 1 682 1 554 1 541 1 313 1 981 2 274 1 860 1 679 2 189 2 508 3 031 4 211 6 229 5 080 3 851 6 841 7 301 9 669 16 538 10 516 8 458 6 663 6 988 13 982 12 658 10 769 3 290 554 554 555 597 627 647 605

(22) 4 270.0 4 241.6 1 832.8 5 091.3 4 879.3 5 630.3 5 948.0 6 175.7 5 862.7 5 198.7 5 262.0 5 364.3 6 090.7 5 926.3 5 306.3 2 811.3 2 491.3 2 336.3 2 790.3 3 186.0 4 063.3 5 192.7 7 255.0 6 207.0 5 450.2 8 296.8 8 853.9 11 319.2 18 465.9 12 400.8 10 501.7 10 742.5 12 432.6 19 770.4 18 128.2 16 415.4 8 811.5 5 387.1 5 104.3 4 069.3 3 753.7 3 725.0 3 804.6 3 887.8

243

Lampiran 4. (lanjutan) FPSP FRSP AGSP AICP FPCP ACPP AGIP AGOP No Tahun

89 2002 90 91 92 93 2003 94 95 96 97 2004 98 99 100

Trwln

1 2 3 4 1 2 3 4 1 2 3 4

A

B

C=A+B

Rp M

Rp M

Rp M

Rp M Rp M

(16) 1 035 1 094 1 145 1 234 1 118 1 362 1 390 1 620 1 508 1 528 1 507 1 547

(17) (18) (19) (20) 3 186 5 3 191 3 186 3 146 6 3 152 3 146 3 361 3 3 364 3 361 3 324 1 3 325 3 324 198 5 203 412 122 7 129 320 58 0 58 201 315 4 319 553 185 4 189 512 118 0 118 433 307 1 308 546 173 2 175 550

(14) (15) 1 035 0 1 094 0 1 145 0 1 234 0 904 214 1 164 199 1 247 143 1 382 238 1 181 327 1 214 315 1 268 239 1 169 378

D

E

F=D+E G=B+D H=A+E Rp M

Rp M

IOPP I=G+H

Rp M

Rp M

(21) 1 040 1 100 1 148 1 235 909 1 171 1 247 1 386 1 185 1 214 1 269 1 171

(22) 4 226.0 4 246.0 4 508.9 4 558.8 1 321.3 1 491.2 1 448.0 1 939.1 1 697.3 1 646.4 1 814.8 1 721.3

244

Lampiran 5. Program Komputer yang Digunakan untuk Pengujian Unit-Root menggunakan ADF-test dengan Microfit. Tahapan: File open,

kemudian pilih file data yang akan digunakan dan lakukan double click akan keluar tampilan layar process. Pada layar ini ketik program yang dibutuhkan, misal untuk variabel IOPP: menentukan nilai riil, membuat variabel dalam nilai logaritma, membuat turunan pertama (first difference) dan uji unit root dengan ADF dimana angka dalam tanda kurung merupakan perkiraan lag optimal, jelasnya sbb:

RIOPP=(IOPP/IHK)*100; LRIOPP=LOG(RIOPP); DLRIOPP=LRIOPP-LRIOPP(-1); ADF LRIOPP(5); Click Go,

akan keluar hasil Uji Unit-Root, sedangkan data IOPP dalam bentuk RIOPP, LRIOPP dan DLRIOPP sudah tercipta dalam Data Editor.

Catatan: Hal yang sama dapat dilakukan untuk variabel lainnya.

245 Lampiran 6.

Variabel LEAV1 LEAV2 LEAV3 LEAV4 LEAV5 LEAV61 LPAV1 LPAV2 LPAV3 LPAV4 LPAV5 LPAV6 LEAC1 LEAC2 LEAC3 LEAC4 LEAC5 LEAC6 LPAC1

Ringkasan Hasil Pengujian Unit Root Variabel-variabel Kebijakan Harga Pangan dan Ketahanan Pangan dengan Intersep tanpa Trend dan Intersep dengan Trend Berdasarkan Pengujian DF (Dickey-Fuller) dan ADF (Augmented Dickey-Fuller) Menurut Schwarz Bayesian Criterion

Lag DF DF DF ADF(1) DF ADF(1) ADF(3) ADF(5) DF DF DF DF DF DF DF DF DF

DF DF DF DF ADF(2) LPAC2 DF ADF(2) LPAC3 DF ADF(2) LPAC4 DF ADF(2) Nilai Kritis Mc Kinnon (α=5%)

Level Intersep tanpa Trend -1.7008 -1.6146 -1.9058 -1.5971 -1.9459 -.84186 -1.4113 -1.4412 -1.3870 -1.4163 -1.3937 -1.4228 -3.0276 -3.1323 -2.6742 -2.8390 -2.0829 -2.2654

-3.1777 -3.5964 -3.4091 -4.1785

Turunan Pertama Intersep Intersep lag tanpa dan Trend Trend DF -6.2325 -6.5705 DF -5.7410 -5.9807 DF -6.3150 ADF(1) -5.2079 DF -5.8235 -6.0765 DF -7.6026 ADF(2) -5.1854 ADF(4) .84987 -.11485 DF -6.0375 -6.1072 DF -5.9732 -6.0588 DF -6.2217 -6.3175 DF -6.1520 -6.2643 DF -6.2114 -6.3115 DF -6.1411 -6.2576 ADF(1) -5.4181 -5.3428 ADF(1) -5.5230 -5.4860 DF -6.2891 ADF(1) -5.2348 ADF(1) -5.4556 -5.4145 DF -7.1656 -6.9942 DF -7.2276 -7.0656 ADF(1) -6.2809 -6.1855

-4.1218

ADF(1)

-6.2403

-6.1266

-4.3718

ADF(1)

-6.5745

-6.4635

-4.2725

ADF(1)

-6.5204

-6.3911

Intersep dan Trend -2.1117 -2.0863 -2.1114 -2.0893 .75170 .86948 -2.8889 -2.8634 -2.8785 -2.8563 -2.8756 -2.8534 -3.5333 -3.2635 -3.4133

-.092196 -.17825 .062866 -.009108 - 2.9907

- 3.6119

- 2.9970 - 3.6219

Keterangan: Nilai Statistik hitung yang digunakan berdasarkan nilai SBC terbesar Bilangan dalam ( ) menunjukkan Lag data menurut waktu (tahun) Periode sampel dalam level 1981 – 2004, jumlah observasi sebanyak 24 Periode sampel variabel turunan pertama 1982-2004, jumlah observasi sebanyak 23.

1

stasioner pada turunan kedua: I (2)

246 Lampiran 6. (lanjutan). Variabel LPAC5 LPAC6 LIHK LPDB LPDBK LEACK1 LEACK2 LEACK3 LEACK4 LPACK12 LPACK22 LPACK3 LPACK42 LRFPSP LRFRSP LRAGSP LRAICP LRFPCP

2

LRACPP LRAGIP LRAGOP LRIOPP

Lag DF ADF(2) DF ADF(2) DF DF DF DF DF DF DF DF DF DF DF DF DF

Level Intersep tanpa Trend

-4.2765

ADF(1)

-6.5752

-6.4418

-1.9216 -1.0861 -1.2912 -3.7450 -3.4530 -3.6073 -3.3556 -3.8128 -3.8008 -4.0096 -3.9722 -1.9429 -3.0283

DF DF DF ADF(1) ADF(1) ADF(1) ADF(1) ADF(1) ADF(1) ADF(1) ADF(1) DF ADF(4) ADF(5) DF DF DF ADF(1) DF

-5.2572 -3.7261 -3.7952 -5.4621 -5.5701 -5.3532 -5.5022 -6.1463 -6.1120 -6.4434 -6.3975 -4.2107 -5.2857

-5.2289 -3.7297 -3.7317 -5.3156 -5.4301 -5.2103 -5.3631 -6.1880 -6.1177 -6.5024 -7.2198 -4.5511

DF DF DF ADF(3) DF

-5.5420 -4.7538 -5.2271

.054959 -.015847 .27182 -1.3181 -1.0391 -1.7338 -1.4878 -1.8971 -1.6156 -3.5679 -3.7040 -2.9304 -3.1340 -1.2769 -2.5809

DF -3.9708 DF -.80316 ADF(1) -.90553 DF ADF(1) DF DF DF

Intersep dan Trend -4.3781

Turunan Pertama Intersep Intersep Lag tanpa dan Trend Trend ADF(1) -6.6287 -6.5128

-3.8757 -1.0450 -1.2697

.23609 -1.5255 -2.4029 -2.1884

LRSOL1 ADF(1) -2.8647 Nilai Kritis Mc - 2.9907 Kinnon (α=5%)

1.6870 -2.2579 -2.2997 -2.1093 -2.9900 - 3.6119

-7.9882 -4.7058 -2.5825 -4.5383

-5.2945 -7.8317 -5.1207 -3.7334 -6.1046 -5.6918 -4.7228

-2.2639

-4.8471 -2.2002

- 2.9970

- 3.6219

Keterangan: Nilai Statistik hitung yang digunakan berdasarkan nilai SBC terbesar Bilangan dalam ( ) menunjukkan Lag data menurut waktu (tahun) Periode sampel dalam level 1981 – 2004, jumlah observasi sebanyak 24 Periode sampel variabel turunan pertama 1982-2004, jumlah observasi sebanyak 23.

1 2

stasioner pada turunan kedua: I (2) stasioner pada level: I(0)

247 Lampiran 7. Ringkasan Hasil Pengujian Unit Root Variabel-variabel Kebijakan Harga Pangan dan Ekonomi Makro dengan Intersep tanpa Trend dan Intersep dengan Trend Berdasarkan Pengujian DF (Dickey-Fuller) dan ADF (Augmented Dickey-Fuller) Menurut Schwarz Bayesian Criterion

Variabel

Lag

ADF(1) ADF(3) LRIOPP ADF(2) LRMSI ADF(1) LRGDP ADF(4) RIRT DF LREXR ADF(1) ADF(3) LUNM DF LRINV ADF(2) RBOT DF Nilai Kritis Mc Kinnon (α=5%)

Level Intersep tanpa Trend

LIHK

.33078 -2.1731 -.59862 -.97751 -4.9841 -1.7957 -.45954 -2.1731 -6.3180 -2.8922

Intersep dan Trend -2.3913

Turunan Pertama Intersep Intersep lag tanpa dan Trend Trend ADF(2) -5.4173 -5.4395

-1.8496 -2.7948 -1.6795 -5.5452 -3.1895

DF DF ADF(3) ADF(2) ADF(2)

-9.6433 -7.2688 -3.7083 -8.7713 -7.0060

-9.8674 -7.2270 -3.7339 -8.7215 -7.0418

-2.3772 -1.8496 -6.2661

DF ADF(2) DF

-9.9496 -8.7354 -13.3800

-9.9079 -8.8724 -13.3377

-2.8925

-3.4581

-3.4576

Keterangan: Nilai Statistik hitung yang digunakan berdasarkan nilai SBC terbesar Bilangan dalam ( ) menunjukkan Lag data menurut waktu (triwulan) Periode sampel dalam level 1981Q3 – 2004Q4, jumlah observasi sebanyak 94 Periode sampel variabel turunan pertama 1981Q4-2004Q4, jumlah observasi sebanyak 93.

248

Lampiran 8. Program Komputer yang Digunakan untuk Pengujian Ordo Lag Optimal pada Sistem Persamaan dengan Microfit. Tahapan: File open,

kemudian pilih file data yang akan digunakan dan lakukan double click akan keluar tampilan layar process.

Click tombol Multivariate dan pilih opsi Unrestricted VAR

Ciptakan intersep dengan cara Click tombol intersep dan ketik A0 Ketik model yang digunakan dengan menambah intersep di bagian akhir (& A0) sbb: LIHK LRIOPP LRMSI LRGDP RIRT RBOT LRXR LUNM LRINV & A0

Isi kolom Ordo VAR mulai terendah, yaitu 2 dan clik start. Pilih opsi 4: Hypotheses testing and lag order selection in the VAR, clik OK. Pilih opsi 1 : Testing and selection criteria for order (lag length) of the VAR, clik OK, akan keluar output. Jika belum diperoleh nilai p-value yang lebih besar dari 0.05, ulangi dengan cara kembali ke tahap awal dan naikkan ordo VAR secara bertahap satu demi satu, yaitu 3, 4, dst. Hingga diperoleh nilai p-value > 0.05. Copy hasil dalam bentuk word.

249

Lampiran 9. Hasil Pengujian Ordo Lag Optimum Unrestricted VAR Test Statistics and Choice Criteria for Selecting the Order of the VAR Model ************************************************************************ Based on 95 observations from 1981Q2 to 2004Q4. Order of VAR = 4 List of variables included in the unrestricted VAR: LIHK LRIOPP LREXR LUNM LRMSI LRGDP RIRT LRINV RBOT List of deterministic and/or exogenous variables: A0 ************************************************************************ Order LL AIC SBC LR test Adjusted LR test 4 171.3975 -161.6025 -586.8231 ----------3 78.0594 -173.9406 -495.7290 CHSQ( 81)=186.6760[.000] 113.9706[.009] 2 -58.7333 -229.7333 -448.0898 CHSQ(162)=460.2616[.000] 281.0018[.000] 1 -164.7217 -254.7217 -369.6462 CHSQ(243)=672.2384[.000] 410.4192[.000] 0 -1024.8 -1033.8 -1045.3 CHSQ(324)= 2392.5[.000] 1460.7[.000] ************************************************************************ Test Statistics and Choice Criteria for Selecting the Order of the VAR Model ************************************************************************ Based on 94 observations from 1981Q3 to 2004Q4. Order of VAR = 5 List of variables included in the unrestricted VAR: LIHK LRIOPP LREXR LUNM LRMSI LRGDP RIRT LRINV RBOT List of deterministic and/or exogenous variables: A0 ************************************************************************ Order LL AIC SBC LR test Adjusted LR test 5 283.5892 -130.4108 -656.8729 ----------4 170.5280 -162.4720 -585.9306 CHSQ( 81)= 226.1224[.000] 115.4668[.007] 3 75.6410 -176.3590 -496.8142 CHSQ(162)= 415.8964[.000] 212.3726[.005] 2 -60.8086 -231.8086 -449.2603 CHSQ(243)= 688.7955[.000] 351.7254[.000] 1 -166.3487 -256.3487 -370.7969 CHSQ(324)= 899.8756[.000] 459.5110[.000] 0 -1011.7 -1020.7 -1032.2 CHSQ(405)= 2590.6[.000] 1322.9[.000] ************************************************************************ Test Statistics and Choice Criteria for Selecting the Order of the VAR Model ************************************************************************ Based on 93 observations from 1981Q4 to 2004Q4. Order of VAR = 6 List of variables included in the unrestricted VAR: LIHK LRIOPP LREXR LUNM LRMSI LRGDP RIRT LRINV RBOT List of deterministic and/or exogenous variables: A0 ************************************************************************ Order LL AIC SBC LR test Adjusted LR test 6 410.0797 -84.9203 -711.7387 ----------5 283.1074 -130.8926 -655.1407 CHSQ( 81)= 253.9445[.000] 103.7623[.045] 4 173.2739 -159.7261 -581.4039 CHSQ(162)= 473.6114[.000] 193.5187[.046] 3 74.9203 -177.0797 -496.1873 CHSQ(243)= 670.3188[.000] 273.8937[.084] 2 -59.8596 -230.8596 -447.3969 CHSQ(324)=939.8786[.000] 384.0364[.012] 1 -165.3190 -255.3190 -369.2860 CHSQ(405)=1150.8[.000] 470.2183[.014] 0 -997.2679 -1006.3 -1017.7 CHSQ(486)= 2814.7[.000] 1150.1[.000] ************************************************************************ AIC=Akaike Information Criterion SBC=Schwarz Bayesian Criterion

250

Lampiran 10. Program yang Digunakan untuk Pengujian Kointegrasi dan Pendugaan Model ECM (Kasus Univariat) dengan Microfit. Tahapan I: pilih file data yang akan digunakan dengan double click akan keluar File open, tampilan layar process. Ciptakan intersep dengan mengklik tombol Constant di bagian bawah kemudian beri simbol A0. Kemudian clik tombol Univariate pilih Linear Regression menu dan click Ordinary Least Squares. Akan tampil layar kemudian ketik persamaan yang digunakan. Pengetikan dimulai dengan variabel dependen diikuti dengan intersep dan variabel independen. Antar variabel diberi spasi, contohnya sbb: LEAV1 A0 LRIOPP LPDB; Click Start, akan keluar penegasan periode pengamatan, Click OK hasilnya akan keluar hasil estimasi dengan OLS.

Tahapan II, menguji derajat integrasi residual dari OLS tersebut: Close hasil estimasi akan keluar tampilan post regression menu dengan 9 pilihan. Click pilihan ke-3 dan Click OK. Kemudian Click pilihan ke-6 dan click OK . Kemudian keluar tampilan untuk menuliskan nama residual, ketik RES pada kolom yang disediakan dan Click OK. Kemudian secara berturut-turut pilih pilihan ke-0 dan click OK, pilih pilihan ke-0 click OK, pilih pilhan ke-1 click OK hingga muncul persamaan regresi awal. Kemudian, Click tombol Process keluar layar dan ketik ADF RES(5), click Go, akan keluar hasil uji integrasi RES. Jika hasilnya I(0) lanjutkan analisis berikutnya untuk mengestimasi ARDL dan ECM sbb: Close hasil Uji Kointegrasi dan click tombol Univariate, kemudian click ARDL approach to cointegration akan keluar tampilan maximum lag to be used yang harus diisi 1 untuk data tahunan, 2 untuk data smesteran dan 4 untuk data kuartalan. Setelah itu ketik model yang aklan diestimasi pada kolom model OLS sebelumnya, sbb: LEAV1 LRIOP LPDB & A0, (berbeda dengan cara sebelumnya, dimana intersep diletakkan diakhir dan dimulai dengan tanda &) kemudian click start. Keluar tampilan dengan pilihan no.4 click OK, Kemudian click pilihan ke-1 untuk hasil ARDL, close hasil akan keluar tampilan berbagai pilihan, click cancel kemudian click pilihan ke-2 untuk estimasi jangka panjang, kemudian close lagi kemudian click cancel dan kemudian click pilihan ke-3 untuk representasi ECM.

251

Lampiran 11. Program yang Digunakan untuk Pengujian Kointegrasi dan Pendugaan Model VECM (Kasus Multivariat) dengan Microfit. Tahapan: Setelah keluar output uji ordo lag, close output dan kembali ke Windows sistem estimasi. Click tombol Multivariate dan pilih opsi Cointegrasi VAR Menu dan pilih opsi no.4: Un restricted Intersep and Restricted Trends. Ketik Persamaan dengan tidak termasuk intersep, kemudian isi Orde VAR sesuai hasil Uji sebelumnya dan Click Start. Akan keluar tiga Tabel output. Perhatikan Tabel pertama (Cointegration LR Test Based on Maximal Eigenvalue of the Stochastic Matrix) dan kedua (Cointegration LR Test Based on Trace of the Stochastic Matrix) saja dan Copy ke MS-words.

252

Lampiran 12. Hasil Pengujian Rank Kointegerasi Cointegration with unrestricted intercepts and restricted trends in the VAR Cointegration LR Test Based on Maximal Eigenvalue of the Stochastic Matrix ****************************************************************** 96 observations from 1981Q1 to 2004Q4. Order of VAR = 3. List of variables included in the cointegrating vector: LIHK LRIOPP LREXR LUNM LRMSI LRGDP RIRT LRINV RBOT Trend List of eigenvalues in descending order: .56769 .50887 .40026 .27563 .18433 .14962 .11309 .071604 .060660 ****************************************************************** Null Alternative Statistic 95% Critical Value 90% Critical Value r=0 r=1 80.5068 61.2700 58.0900 r<= 1 r=2 68.2598 55.1400 52.0800 r<= 2 r = 3 49.0803 49.3200 46.5400 r<= 3 r=4 30.9548 43.6100 40.7600 r<= 4 r=5 19.5595 37.8600 35.0400 r<= 5 r=6 15.5588 31.7900 29.1300 r<= 6 r=7 11.5207 25.4200 23.1000 r<= 7 r=8 7.1325 19.2200 17.1800 r<= 8 r=9 6.0074 12.3900 10.5500 ****************************************************************** Use the above table to determine r (the number of cointegrating vectors).

Cointegration with unrestricted intercepts and restricted trends in the VAR Cointegration LR Test Based on Trace of the Stochastic Matrix ****************************************************************** 96 observations from 1981Q1 to 2004Q4. Order of VAR = 3. List of variables included in the cointegrating vector: LIHK LRIOPP LREXR LUNM LRMSI LRGDP RIRT LRINV RBOT Trend List of eigenvalues in descending order: .56769 .50887 .40026 .27563 .18433 .14962 .11309 .071604 .060660 ****************************************************************** Null Alternative Statistic 95% Critical Value 90% Critical Value r=0 r>= 1 288.5804 222.6200 215.8700 r<= 1 r>= 2 208.0737 182.9900 176.9200 r<= 2 r>= 3 139.8139 147.2700 141.8200 r<= 3 r>= 4 90.7336 115.8500 110.6000 r<= 4 r>= 5 59.7788 87.1700 82.8800 r<= 5 r>= 6 40.2193 63.0000 59.1600 r<= 6 r>= 7 24.6606 42.3400 39.3400 r<= 7 r>= 8 13.1399 25.7700 23.0800 r<= 8 r = 9 6.0074 12.3900 10.5500 ****************************************************************** Use the above table to determine r (the number of cointegrating vectors).

253

Lampiran 13. Program yang Digunakan untuk Melakukan Retriksi Umum dengan Matriks Identitas dan Restriksi Spesifik dengan Microfit. Setelah diperoleh rank kointegrasi = r, Close Output Click OK pada opsi spesifikasi r , ketik besar r pada kolom dan click OK Pilih opsi 6: Long run structural modelling……, dan click OK Pilih opsi 4: Likelihood ratio test of imposing general restrictions on CV’s dan click OK Akan keluar layar monitor dan lakukan restriksi umum dengan mengetik matrik

identitas dengan ukuran sesuai rank kointegrasi r, sebagai berikut: A1= 1; A2=0; …. Ar=0; B1=0; . . R1=0;

B2=1;…….Br=0; . . . . R2=0; ……Rr=1

Kemudian, Clik OK, keluar matrik exactly Identifiying, Copy dan close hasil. Lanjutkan Restriksi Spesifik dengan tahapan sbb: Click cancel akan keluar pertanyaan untuk melakukan test over identifying restriction, click Yes

Akan keluar lasyar monitor dan lakukan restriksi dengan menentukan koefisien variabel yang akan dijadikan endogen sesuai teori diberi nilai satu untuk setiap vektor kointegrasi; Dan memberi nilai nol pada koefisien variabel yang dianggap kurang relevan, misal sbb: A2=1; A4=0; A7=0; B1=0; B4=1 R1=0; R5=1 Click OK, kemudian keluar parameter dan Clik OK, pilih opsi Modified NewtonRaphson Algorithm dan clikk OK, pada Dumping Factor Click OK. Akan keluar output over identifying atau gagal karena tidak terjadi konvergensi dalam proses iterasi, maka lakukan perbaikan dalam restriksi khusus. Restriksi ini dilakukan dengan cara try and error sehingga didapat nilai LL ratio yang mendekati LL ratio hasil exactly identifying restrictions dengan nilai p-value lebih besar dari 0.01. Lakukan restriksi semiminal mungkin. Kemudian click OK, akan keluar matrik. Jika sudah sesuai maka copy hasil dan selanjutnya dapat melakukan estimasi VECM dan analisis IRF dan FEVD.

254

Lampiran 14. Program yang Digunakan untuk Estimasi VECM, Inovasi IRF dan FEVD dengan Microfit. Close hasil restriksi khusus

Pilih Opsi no.7: Display error correction equations dan click OK Keluar opsi variabel mana yang dijadikan endogen, kemudian click oke akan keluar hasil estimasi. Lakukan secara berulang dengan melakukan close pada hasil sebelumnya dan melakukan click cancel untuk selanjutnya pilih variabel yang akan dijadikan endogen dan seterusnya hingga semua variabel yang ada dalam model sudah menjadi endogen. Untuk analisis IRF dan FEVD, lakukan click cancel sehingga keluar opsi no. 1 untuk analisis IRF dan opsi no. 2 untuk analisis FEVD dan click OK Pilih opsi no.1 (orthogonalized) dan clik OK Pilih variabel yang akan diguncang dan clik OK

Tentukan dan ketik panjang time hirizon pada kolom yang tersedia. Akan keluar Tabel analisis IRF/FEVD, Copy dan Close. Kemudian keluar opsi Grafik click OK Kemudian pilih variabel apa saja (dilakukan secara bertahap) yang akan dilihat responnya akibat adanya guncangan (shock) kemudian clik OK akan keluar grafik dan Copy. Ulangi perintah untuk variabel yang lain dengan melakukan close terhadap grafik.

255 Lampiran 15. Hasil Uji Kointegrasi dan Estimasi ECM Pengaruh Kebijakan Harga Pertanian (IOPP) terhadap Ketersediaan Pangan Ordinary Least Squares Estimation ********************************************************************* Dependent variable is LEAV1 30 observations used for estimation from 1975 to 2004 ********************************************************************* Regressor Coefficient Standard Error T-Ratio[Prob] A0 5.1579 .21751 23.7137[.000] LRIOPP .053440 .015293 3.4943[.002] LPDB .49001 .018498 26.4896[.000] ********************************************************************* R-Squared .97101 R-Bar-Squared .96886 S.E. of Regression .044054 F-stat. F( 2, 27) 452.1327[.000] Mean of Dependent Variable 11.6798 S.D. of Dependent Variable .24964 Residual Sum of Squares .052400 Equation Log-likelihood 52.6825 Akaike Info. Criterion 49.6825 Schwarz Bayesian Criterion 47.5807; DW-statistic 1.5418

********************************************************************* Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend ********************************************************************* 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ********************************************************************* Test Statistic LL AIC SBC HQC DF -4.0422 41.3068 39.3068 38.1288 38.9943 ADF(1) -3.8262 42.0433 39.0433 37.2762 38.5745 ADF(2) -3.3399 42.3768 38.3768 36.0207 37.7518 ADF(3) -2.2473 42.5626 37.5626 34.6175 36.7813 ADF(4) -2.0982 42.6190 36.6190 33.0848 35.6813 ADF(5) -2.0584 42.7720 35.7720 31.6488 34.6781 ********************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -2.9907 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion

Unit root tests for variable RES The Dickey-Fuller regressions include an intercept and a linear trend ********************************************************************* 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ********************************************************************* Test Statistic LL AIC SBC HQC DF -4.0404 41.5497 38.5497 36.7826 38.0809 ADF(1) -3.8650 42.3996 38.3996 36.0435 37.7745 ADF(2) -3.4074 42.8055 37.8055 34.8603 37.0241 ADF(3) -2.3252 42.9679 36.9679 33.4338 36.0303 ADF(4) -2.1799 43.0438 36.0438 31.9206 34.9499 ADF(5) -2.1725 43.2876 35.2876 30.5754 34.0375 ********************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -3.6119

256 Autoregressive Distributed Lag Estimates ARDL(1,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEAV1 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LEAV1(-1) .39767 .16395 2.4256[.023] LRIOPP .040449 .014886 2.7173[.012] LPDB .27398 .087378 3.1356[.004] A0 3.3150 .83002 3.9938[.001] ****************************************************************** R-Squared .97437 R-Bar-Squared .97129 S.E. of Regression .039853 F-stat. F( 3, 25) 316.7741[.000] Mean of Dependent Variable 11.6970 S.D. of Dependent Variable .23521 Residual Sum of Squares .039707 Equation Log-likelihood 54.4569 Akaike Info. Criterion 50.4569 Schwarz Bayesian Criterion 47.7223 DW-statistic 2.3997 Durbin's h-statistic -2.2920[.022] ****************************************************************** Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEAV1 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LRIOPP .067155 .024734 2.7151[.012] LPDB .45487 .034625 13.1371[.000] A0 5.5036 .38507 14.2926[.000] ****************************************************************** Error Correction Representation for the Selected ARDL Model ARDL(1,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLEAV1 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] dLRIOPP .040449 .014886 2.7173[.012] dLPDB .27398 .087378 3.1356[.004] dA0 3.3150 .83002 3.9938[.001] ecm(-1) -.60233 .16395 -3.6739[.001] ****************************************************************** List of additional temporary variables created: dLEAV1 = LEAV1-LEAV1(-1) ; dLRIOPP = LRIOPP-LRIOPP(-1) dLPDB = LPDB-LPDB(-1); dA0 = A0-A0(-1) ecm = LEAV1 -.067155*LRIOPP -.45487*LPDB -5.5036*A0

****************************************************************** R-Squared .43416 R-Bar-Squared .36626; S.E. of Regression .039853; F-stat. F( 3, 25) 6.3940[.002] ; Mean of Dependent Variable .026527; S.D. of Dependent Variable .050062 ; Residual Sum of Squares .039707; Equation Log-likelihood 54.4569; Akaike Info. Criterion 50.4569 Schwarz Bayesian Criterion 47.7223; DW-statistic 2.3997

257 Lampiran 15. (lanjutan) Ordinary Least Squares Estimation ****************************************************************** Dependent variable is LEAV2 30 observations used for estimation from 1975 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] A0 5.6861 .22021 25.8210[.000] LRIOPP .046850 .015483 3.0258[.005] LPDB .46038 .018728 24.5820[.000] ****************************************************************** R-Squared .96623 R-Bar-Squared .96373 S.E. of Regression .044601 F-stat. F( 2, 27) 386.3064[.000] Mean of Dependent Variable 11.7863 S.D. of Dependent Variable .23420 Residual Sum of Squares .053710 Equation Log-likelihood 52.3121 Akaike Info. Criterion 49.3121 Schwarz Bayesian Criterion 47.2103 DW-statistic 1.4856 ****************************************************************** Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ************************************************************************ Test Statistic LL AIC SBC HQC

DF -3.7681 40.6480 38.6480 37.4699 38.3355 ADF(1) -3.7033 41.4370 38.4370 36.6699 37.9682 ADF(2) -3.1435 41.6486 37.6486 35.2925 37.0235 ADF(3) -2.5199 41.6510 36.6510 33.7058 35.8696 ADF(4) -2.1394 41.6514 35.6514 32.1172 34.7138 ADF(5) -2.1638 41.9909 34.9909 30.8677 33.8970 ****************************************************************** 95% critical value for the augmented Dickey-Fuller statistic = -2.9907

Unit root tests for variable RES The Dickey-Fuller regressions include an intercept and a linear trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004

****************************************************************** Test Statistic LL AIC SBC HQC DF -3.6943 40.6858 37.6858 35.9187 37.2170 ADF(1) -3.6264 41.4779 37.4779 35.1218 36.8528 ADF(2) -3.0637 41.6798 36.6798 33.7347 35.8985 ADF(3) -2.4469 41.6816 35.6816 32.1475 34.7440 ADF(4) -2.0790 41.6824 34.6824 30.5592 33.5885 ADF(5) -2.1283 42.0769 34.0769 29.3647 32.8268 ****************************************************************** 95% critical value for the augmented Dickey-Fuller statistic = -3.6119

258 Autoregressive Distributed Lag Estimates ARDL(1,0,0) selected based on Schwarz Bayesian Criterion ************************************************************************

Dependent variable is LEAV2 29 observations used for estimation from 1976 to 2004 ************************************************************************

Regressor LEAV2(-1) LRIOPP LPDB

Coefficient .44190 .034435 .23658

Standard Error .15864 .014439 .079559

T-Ratio[Prob] 2.7856[.010] 2.3849[.025] 2.9736[.006]

A0 3.3715 .88939 3.7908[.001] ************************************************************************ R-Squared .97150; R-Bar-Squared .96808; S.E. of Regression .039458 F-stat. F( 3, 25) 284.1029[.000] Mean of Dependent Variable 11.8023 S.D. of Dependent Variable .22087 Residual Sum of Squares .038923 Equation Log-likelihood 54.7462 ; DW-statistic 2.4030 ; Dh-statistic -2.0879[.037] ************************************************************************

Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEAV2 29 observations used for estimation from 1976 to 2004 ************************************************************************

Regressor Coefficient Standard Error T-Ratio[Prob] LRIOPP .061701 .026273 2.3485[.027] LPDB .42391 .036511 11.6102[.000] A0 6.0411 .40794 14.8087[.000] ****************************************************************** Error Correction Representation for the Selected ARDL Model ARDL(1,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLEAV2 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] dLRIOPP .034435 .014439 2.3849[.025] dLPDB .23658 .079559 2.9736[.006] dA0 3.3715 .88939 3.7908[.001] ecm(-1) -.55810 .15864 -3.5180[.002] ************************************************************************

List of additional temporary variables created: dLEAV2 = LEAV2-LEAV2(-1); dLRIOPP = LRIOPP-LRIOPP(-1) dLPDB = LPDB-LPDB(-1); dA0 = A0-A0(-1) ecm = LEAV2 -.061701*LRIOPP -.42391*LPDB -6.0411*A0 ************************************************************************ R-Squared .40626 ; R-Bar-Squared .33501 ; S.E. of Regression .039458 F-stat. F( 3, 25) 5.7020[.004] ; Mean of Dependent Variable .024860 : S.D. of Dependent Variable .048387; Residual Sum of Squares .038923 Equation Log-likelihood 54.7462; Akaike Info. Criterion 50.7462 ; Schwarz Bayesian Criterion 48.0116 ; DW-statistic 2.4030

259 Lampiran 15. (lanjutan) Ordinary Least Squares Estimation ****************************************************************** Dependent variable is LEAV3 30 observations used for estimation from 1975 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] A0 5.0566 .21427 23.5991[.000] LRIOPP .051245 .015066 3.4014[.002] LPDB .50037 .018223 27.4577[.000] ****************************************************************** R-Squared .97277 ; R-Bar-Squared .97076 ; S.E. of Regression .043398 F-stat. F( 2, 27) 482.3137[.000] ; Mean of Dependent Variable 11.6893 S.D. of Dependent Variable .25378 ; Residual Sum of Squares .050852 ; Equation Log-likelihood 53.1322 ; Akaike Info. Criterion 50.1322; Schwarz Bayesian Criterion 48.0304 ; DW-statistic 1.5470 ****************************************************************** Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ****************************************************************** Test Statistic LL AIC SBC HQC DF -4.0661 41.6715 39.6715 38.4934 39.3589 ADF(1) -3.8038 42.3543 39.3543 37.5872 38.8855 ADF(2) -3.2836 42.6333 38.6333 36.2772 38.0082 ADF(3) -2.2106 42.8367 37.8367 34.8915 37.0553 ADF(4) -2.0656 42.8886 36.8886 33.3545 35.9510 ADF(5) -2.0216 43.0247 36.0247 31.9015 34.9308 ****************************************************************** 95% critical value for the augmented Dickey-Fuller statistic = -2.9907

Unit root tests for variable RES The Dickey-Fuller regressions include an intercept and a linear trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ****************************************************************** Test Statistic LL AIC SBC HQC DF -4.0718 41.9350 38.9350 37.1679 38.4662 ADF(1) -3.8549 42.7407 38.7407 36.3846 38.1156 ADF(2) -3.3669 43.0970 38.0970 35.1518 37.3156 ADF(3) -2.3037 43.2726 37.2726 33.7384 36.3350 ADF(4) -2.1625 43.3451 36.3451 32.2219 35.2512 ADF(5) -2.1488 43.5677 35.5677 30.8555 34.3176 ****************************************************************** 95% critical value for the augmented Dickey-Fuller statistic = -3.6119

260 Autoregressive Distributed Lag Estimates ARDL(1,0,0) selected based on Schwarz Bayesian Criterion ******************************************************************

Dependent variable is LEAV3 29 observations used for estimation from 1976 to 2004 ******************************************************************

Regressor LEAV3(-1) LRIOPP LPDB A0

Coefficient .39133 .038879 .28379 3.2858

Standard Error .16612 .014714 .090060 .82283

T-Ratio[Prob] 2.3557[.027] 2.6423[.014] 3.1511[.004] 3.9933[.001]

****************************************************************** R-Squared .97571 ; R-Bar-Squared .97280 ; S.E. of Regression .039438 F-stat. F( 3, 25) 334.7566[.000] ; Mean of Dependent Variable 11.7068; S.D. of Dependent Variable .23911 ; Residual Sum of Squares .038883 Equation Log-likelihood 54.7610 ; Akaike Info. Criterion 50.7610 Schwarz Bayesian Criterion 48.0264; DW-statistic 2.3978; Dh-statistic-2.3970[.017] ******************************************************************

Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEAV3 29 observations used for estimation from 1976 to 2004 ******************************************************************

Regressor LRIOPP LPDB A0

Coefficient .063875 .46624 5.3983

Standard Error .024077 .033918 .37875

T-Ratio[Prob] 2.6529[.014] 13.7464[.000] 14.2532[.000]

******************************************************************

Error Correction Representation for the Selected ARDL Model ARDL(1,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLEAV3 29 observations used for estimation from 1976 to 2004 ******************************************************************

Regressor dLRIOPP dLPDB dA0 ecm(-1)

Coefficient .038879 .28379 3.2858 -.60867

Standard Error .014714 .090060 .82283 .16612

T-Ratio[Prob] 2.6423[.014] 3.1511[.004] 3.9933[.001] -3.6641[.001]

****************************************************************** List of additional temporary variables created: dLEAV3 = LEAV3-LEAV3(-1); dLRIOPP = LRIOPP-LRIOPP(-1) dLPDB = LPDB-LPDB(-1) ; dA0 = A0-A0(-1) ecm = LEAV3 -.063875*LRIOPP -.46624*LPDB -5.3983*A0 ****************************************************************** R-Squared .43180; R-Bar-Squared .36361 ; S.E. of Regression .039438 F-stat. F( 3, 25) 6.3328[.002] ; Mean of Dependent Variable .027102 S.D. of Dependent Variable .049437 ; Residual Sum of Squares .038883 Equation Log-likelihood 54.7610 ; Akaike Info. Criterion 50.7610 Schwarz Bayesian Criterion 48.0264 ; DW-statistic 2.3978

261 Lampiran 15. (lanjutan) Ordinary Least Squares Estimation ****************************************************************** Dependent variable is LEAV4 30 observations used for estimation from 1975 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] A0 5.5924 .21623 25.8627[.000] LRIOPP .044853 .015204 2.9501[.006] LPDB .46992 .018390 25.5529[.000] ****************************************************************** R-Squared .96847; R-Bar-Squared .96613 ; S.E. of Regression .043796 F-stat. F( 2, 27) 414.6158[.000] ; Mean of Dependent Variable 11.7949 S.D. of Dependent Variable .23797 ; Residual Sum of Squares .051788 ; Equation Log-likelihood 52.8589 ; Akaike Info. Criterion 49.8589; Schwarz Bayesian Criterion 47.7571; DW-statistic 1.4978 ****************************************************************** Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ****************************************************************** Test Statistic LL AIC SBC HQC DF -3.7996 41.0546 39.0546 37.8766 38.7421 ADF(1) -3.6975 41.8042 38.8042 37.0371 38.3354 ADF(2) -3.1159 41.9894 37.9894 35.6333 37.3644 ADF(3) -2.5016 41.9914 36.9914 34.0463 36.2101 ADF(4) -2.1328 41.9922 35.9922 32.4581 35.0546 ADF(5) -2.1498 42.3133 35.3133 31.1901 34.2194 ****************************************************************** 95% critical value for the augmented Dickey-Fuller statistic = -2.9907


262 Autoregressive Distributed Lag Estimates ARDL(1,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEAV4 29 observations used for estimation from 1976 to 2004 ******************************************************************

Regressor LEAV4(-1) LRIOPP LPDB A0

Coefficient .43559 .033047 .24525 3.3543

Standard Error .16026 .014232 .081710 .88214

T-Ratio[Prob] 2.7181[.012] 2.3220[.029] 3.0015[.006] 3.8024[.001]

****************************************************************** R-Squared .97313 ; R-Bar-Squared .96990 ; S.E. of Regression .038935 F-stat. F( 3, 25) 301.7631[.000] ; Mean of Dependent Variable 11.8112; S.D. of Dependent Variable .22443 ; Residual Sum of Squares .037899 Equation Log-likelihood 55.1327 ; Akaike Info. Criterion 51.1327 ; Schwarz Bayesian Criterion 48.3981; DW-statistic 2.4117; Dh-statistic -2.1944[.028] ******************************************************************

Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEAV4 29 observations used for estimation from 1976 to 2004 ******************************************************************


Coefficient .058551 .43453 5.9431

Standard Error .025496 .035627 .39958

T-Ratio[Prob] 2.2965[.030] 12.1967[.000] 14.8734[.000]

******************************************************************

Error Correction Representation for the Selected ARDL Model ARDL(1,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLEAV4 29 observations used for estimation from 1976 to 2004 ******************************************************************


Coefficient .033047 .24525 3.3543 -.56441

Standard Error .014232 .081710 .88214 .16026

T-Ratio[Prob] 2.3220[.029] 3.0015[.006] 3.8024[.001] -3.5219[.002]

****************************************************************** List of additional temporary variables created: dLEAV4 = LEAV4-LEAV4(-1); dLRIOPP = LRIOPP-LRIOPP(-1)

dLPDB = LPDB-LPDB(-1); dA0 = A0-A0(-1) ecm = LEAV4 -.058551*LRIOPP -.43453*LPDB -5.9431*A0 ****************************************************************** R-Squared .40572 ; R-Bar-Squared .33441 ; S.E. of Regression .038935 F-stat. F( 3, 25) 5.6893[.004] ; Mean of Dependent Variable .025387 S.D. of Dependent Variable .047724 ; Residual Sum of Squares .037899 Equation Log-likelihood 55.1327 ; Akaike Info. Criterion 51.1327 Schwarz Bayesian Criterion 48.3981 ; DW-statistic 2.4117

263 Lampiran 15. (lanjutan) Ordinary Least Squares Estimation ****************************************************************** Dependent variable is LEAV5 30 observations used for estimation from 1975 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] A0 4.4047 .17536 25.1190[.000] LRIOPP .032784 .012329 2.6590[.013] LPDB .57386 .014913 38.4794[.000] ****************************************************************** R-Squared .98528 ; R-Bar-Squared .98419 ; S.E. of Regression .035516 F-stat. F( 2, 27) 903.6977[.000] ; Mean of Dependent Variable 11.8010 S.D. of Dependent Variable .28247 ; Residual Sum of Squares .034058 ; Equation Log-likelihood 59.1451 ; Akaike Info. Criterion 56.1451 Schwarz Bayesian Criterion 54.0433 ; DW-statistic 1.7873 ****************************************************************** Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ****************************************************************** Test Statistic LL AIC SBC HQC DF -4.5320 45.8329 43.8329 42.6548 43.5204 ADF(1) -3.5379 45.9670 42.9670 41.1999 42.4982 ADF(2) -3.3028 46.4385 42.4385 40.0824 41.8134 ADF(3) -2.0180 47.1703 42.1703 39.2251 41.3889 ADF(4) -1.8929 47.1987 41.1987 37.6645 40.2611 ADF(5) -2.1673 47.9751 40.9751 36.8519 39.8812 ****************************************************************** 95% critical value for the augmented Dickey-Fuller statistic = -2.9907





Coefficient .032984 .56862 4.4696

Standard Error .012329 .015796 .18680

T-Ratio[Prob] 2.6754[.013] 35.9974[.000] 23.9272[.000]

****************************************************************** R-Squared .98366 R-Bar-Squared .98240 ; S.E. of Regression .035509 F-stat. F( 2, 26) 782.5976[.000] ; Mean of Dependent Variable 11.8198 S.D. of Dependent Variable .26768 ; Residual Sum of Squares .032783 Equation Log-likelihood 57.2352 ; Akaike Info. Criterion 54.2352 Schwarz Bayesian Criterion 52.1842 ; DW-statistic 1.8533 ******************************************************************

Estimated Long Run Coefficients using the ARDL Approach ARDL(0,0,0) selected based on Schwarz Bayesian Criterion ******************************************************************



Coefficient .032984 .56862 4.4696

Standard Error .012329 .015796 .18680

T-Ratio[Prob] 2.6754[.013] 35.9974[.000] 23.9272[.000]

******************************************************************

Error Correction Representation for the Selected ARDL Model ARDL(0,0,0) selected based on Schwarz Bayesian Criterion ******************************************************************

Dependent variable is dLEAV5 29 observations used for estimation from 1976 to 2004 ******************************************************************


Coefficient .032984 .56862 4.4696 -1.0000

Standard Error .012329 .015796 .18680 0.00

T-Ratio[Prob] 2.6754[.013] 35.9974[.000] 23.9272[.000] *NONE*

******************************************************************

List of additional temporary variables created: dLEAV5 = LEAV5-LEAV5(-1); dLRIOPP = LRIOPP-LRIOPP(-1) dLPDB = LPDB-LPDB(-1); dA0 = A0-A0(-1) ecm = LEAV5 -.032984*LRIOPP -.56862*LPDB -4.4696*A0 ****************************************************************** R-Squared .52237 ; R-Bar-Squared .48563 ; S.E. of Regression .035509 F-stat. F( 3, 25) 9.4786[.000] ; Mean of Dependent Variable .030826 S.D. of Dependent Variable .049511 ; Residual Sum of Squares .032783 Equation Log-likelihood 57.2352 ; Akaike Info. Criterion 54.2352 Schwarz Bayesian Criterion 52.1842 ; DW-statistic 1.8533

265 Lampiran 15. (lanjutan) Ordinary Least Squares Estimation ****************************************************************** Dependent variable is LEAV6 30 observations used for estimation from 1975 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] A0 4.9633 .17961 27.6339[.000] LRIOPP .028149 .012629 2.2290[.034] LPDB .53960 .015275 35.3250[.000] ****************************************************************** R-Squared .98250 ; R-Bar-Squared .98120 ; S.E. of Regression .036378 F-stat. F( 2, 27) 757.8475[.000] ; Mean of Dependent Variable 11.8963 S.D. of Dependent Variable .26533 ; Residual Sum of Squares .035731; Equation Log-likelihood 58.4258 ; Akaike Info. Criterion 55.4258 Schwarz Bayesian Criterion 53.3240 ; DW-statistic 1.7027 ****************************************************************** Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ****************************************************************** Test Statistic LL AIC SBC HQC DF -4.1686 44.8045 42.8045 41.6265 42.4920 ADF(1) -3.4474 44.9925 41.9925 40.2254 41.5237 ADF(2) -3.1035 45.2966 41.2966 38.9405 40.6715 ADF(3) -2.1949 45.4773 40.4773 37.5322 39.6960 ADF(4) -2.0367 45.5267 39.5267 35.9926 38.5891 ADF(5) -2.3595 46.4478 39.4478 35.3247 38.3540 ****************************************************************** 95% critical value for the augmented Dickey-Fuller statistic = -2.9907





Coefficient .028326 .53493 5.0211

Standard Error .012687 .016256 .19223

T-Ratio[Prob] 2.2327[.034] 32.9072[.000] 26.1199[.000]

****************************************************************** R-Squared .98041 ; R-Bar-Squared .97890 ; S.E. of Regression .036542 F-stat. F( 2, 26) 650.6120[.000] ; Mean of Dependent Variable 11.9139 S.D. of Dependent Variable .25159 ; Residual Sum of Squares .034719 Equation Log-likelihood 56.4034 ; Akaike Info. Criterion 53.4034 Schwarz Bayesian Criterion 51.3525 ; DW-statistic 1.7484 ******************************************************************

Estimated Long Run Coefficients using the ARDL Approach ARDL(0,0,0) selected based on Schwarz Bayesian Criterion ******************************************************************



Coefficient .028326 .53493 5.0211

Standard Error .012687 .016256 .19223

T-Ratio[Prob] 2.2327[.034] 32.9072[.000] 26.1199[.000]

******************************************************************

Error Correction Representation for the Selected ARDL Model ARDL(0,0,0) selected based on Schwarz Bayesian Criterion ******************************************************************

Dependent variable is dLEAV6 29 observations used for estimation from 1976 to 2004 ******************************************************************


Coefficient .028326 .53493 5.0211 -1.0000

Standard Error .012687 .016256 .19223 0.00

T-Ratio[Prob] 2.2327[.035] 32.9072[.000] 26.1199[.000] *NONE*

******************************************************************

List of additional temporary variables created: dLEAV6 = LEAV6-LEAV6(-1) ; dLRIOPP = LRIOPP-LRIOPP(-1) dLPDB = LPDB-LPDB(-1) ; dA0 = A0-A0(-1) ecm = LEAV6 -.028326*LRIOPP -.53493*LPDB -5.0211*A0 ****************************************************************** R-Squared .45115 ; R-Bar-Squared .40893 ; S.E. of Regression .036542 F-stat. F( 3, 25) 7.1239[.001] ; Mean of Dependent Variable .028935 S.D. of Dependent Variable .047531 ; Residual Sum of Squares .034719 Equation Log-likelihood 56.4034 ; Akaike Info. Criterion 53.4034 Schwarz Bayesian Criterion 51.3525 ; DW-statistic 1.7484

267 Lampiran 16. Hasil Uji Kointegrasi dan Estimasi ECM Pengaruh Kebijakan Harga Input Pertanian (AGIP) dan Kebijakan Harga Output Pertanian (AGOP) terhadap Ketersediaan Pangan Ordinary Least Squares Estimation ****************************************************************** Dependent variable is LEAV1 30 observations used for estimation from 1975 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] A0 5.1888 .30396 17.0708[.000] LRAGIP .026364 .014822 1.7788[.087] LRAGOP .025666 .011977 2.1430[.042] LPDB .49186 .023850 20.6228[.000] ****************************************************************** R-Squared .97113 R-Bar-Squared .96780; S.E. of Regression .044800; F-stat. F( 3, 26) 291.4971[.000]; Mean of Dependent Variable 11.6798; S.D. of Dependent Variable .24964; Residual Sum of Squares .052184; Equation Log-likelihood 52.7445; Akaike Info. Criterion 48.7445; Schwarz Bayesian Criterion 45.9421; DW-statistic 1.6254 ****************************************************************** Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ****************************************************************** Test Statistic LL AIC SBC HQC DF -4.2039 41.1464 39.1464 37.9684 38.8339 ADF(1) -3.9816 41.9827 38.9827 37.2156 38.5138 ADF(2) -3.2757 42.1790 38.1790 35.8228 37.5539 ADF(3) -2.2089 42.3526 37.3526 34.4074 36.5712 ADF(4) -2.0228 42.3791 36.3791 32.8450 35.4415 ADF(5) -2.0863 42.6800 35.6800 31.5568 34.5861 ****************************************************************** 95% critical value for the augmented Dickey-Fuller statistic = -2.9907



268 Autoregressive Distributed Lag Estimates ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEAV1 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LEAV1(-1) .41185 .17977 2.2910[.031] LRAGIP .0096081 .015123 .63533[.531] LRAGOP .024746 .011004 2.2488[.034] LPDB .25798 .10026 2.5730[.017] A0 3.4265 .87661 3.9088[.001] ****************************************************************** R-Squared .97412 ; R-Bar-Squared .96980 S.E. of Regression .040872 ; F-stat. F( 4, 24) 225.8239[.000] Mean of Dependent Variable 11.6970 S.D. of Dependent Variable .23521 Residual Sum of Squares .040093 Equation Log-likelihood 54.3166 Akaike Info. Criterion 49.3166 Schwarz Bayesian Criterion 45.8984 DW-statistic 2.4457 ; Durbin's h-statistic -4.7887[.000] ****************************************************************** Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEAV1 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LRAGIP .016336 .023924 .68284[.501] LRAGOP .042074 .021767 1.9330[.065] LPDB .43863 .050382 8.7062[.000] A0 5.8258 .62313 9.3494[.000] ******************************************************************

269 Error Correction Representation for the Selected ARDL Model ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLEAV1 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] dLRAGIP .0096081 .015123 .63533[.531] dLRAGOP .024746 .011004 2.2488[.034] dLPDB .25798 .10026 2.5730[.017] dA0 3.4265 .87661 3.9088[.001] ecm(-1) -.58815 .17977 -3.2717[.003] ****************************************************************** List of additional temporary variables created: dLEAV1 = LEAV1-LEAV1(-1); dLRAGIP = LRAGIP-LRAGIP(-1) dLRAGOP = LRAGOP-LRAGOP(-1); dLPDB = LPDB-LPDB(-1) dA0 = A0-A0(-1) ecm = LEAV1-.016336*LRAGIP-.042074*LRAGOP-.43863*LPDB-5.8258*A0 ****************************************************************** R-Squared .42866 ; R-Bar-Squared .33343 S.E. of Regression .040872 F-stat. F( 4, 24) 4.5016[.007] Mean of Dependent Variable .026527 S.D. of Dependent Variable .050062 Residual Sum of Squares .040093 Equation Log-likelihood 54.3166 Akaike Info. Criterion 49.3166 Schwarz Bayesian Criterion 45.8984 DW-statistic 2.4457

270 Lampiran 16. (lanjutan) Ordinary Least Squares Estimation ******************************************************************


Regressor A0 LRAGIP LRAGOP LPDB

Coefficient 5.7024 .022958 .020784 .46396

Standard Error .31261 .015243 .012317 .024529

T-Ratio[Prob] 18.2414[.000] 1.5061[.144] 1.6874[.103] 18.9148[.000]

******************************************************************

R-Squared .96530 R-Bar-Squared .96130 ; S.E. of Regression .046075 ; F-stat. F( 3, 26) 241.0942[.000] ; Mean of Dependent Variable 11.7863; S.D. of Dependent Variable .23420 ; Residual Sum of Squares .055195; Equation Log-likelihood 51.9030 ; Akaike Info. Criterion 47.9030; Schwarz Bayesian Criterion 45.1006 ; DW-statistic 1.5146 ********************************************************************

Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend ********************************************************************

24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ******************************************************************

Test Statistic DF -3.8086 ADF(1) -3.6530 ADF(2) -2.9750 ADF(3) -2.4273 ADF(4) -2.1082 ADF(5) -2.2655

LL 40.2036 40.8729 40.9732 40.9775 40.9813 41.5403

AIC 38.2036 37.8729 36.9732 35.9775 34.9813 34.5403

SBC 37.0255 36.1058 34.6171 33.0323 31.4472 30.4171

HQC 37.8911 37.4040 36.3481 35.1961 34.0437 33.4464

****************************************************************** 95% critical value for the augmented Dickey-Fuller statistic = -2.9907

Unit root tests for variable RES The Dickey-Fuller regressions include an intercept and a linear trend ******************************************************************



LL 40.2450 40.9161 41.0078 41.0108 41.0147 41.6413

AIC 37.2450 36.9161 36.0078 35.0108 34.0147 33.6413

SBC 35.4779 34.5600 33.0627 31.4766 29.8915 28.9291

HQC 36.7762 36.2910 35.2265 34.0732 32.9208 32.3911


271 Autoregressive Distributed Lag Estimates ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEAV2 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LEAV2(-1) .46114 .17395 2.6510[.014] LRAGIP .0067769 .014767 .45893[.650] LRAGOP .019623 .011072 1.7723[.089] LPDB .22105 .091145 2.4253[.023] A0 3.4252 .94987 3.6059[.001] ****************************************************************** R-Squared .97024 ; R-Bar-Squared .96528 ; S.E. of Regression .041153 F-stat. F( 4, 24) 195.6287[.000] Mean of Dependent Variable 11.8023 S.D. of Dependent Variable .22087 Residual Sum of Squares .040646 Equation Log-likelihood 54.1181 Akaike Info. Criterion 49.1181 Schwarz Bayesian Criterion 45.6999 DW-statistic 2.4055 Durbin's h-statistic -3.1198[.002] ****************************************************************** Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEAV2 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LRAGIP .012576 .026128 .48135[.635] LRAGOP .036416 .022863 1.5928[.124] LPDB .41023 .053022 7.7370[.000] A0 6.3564 .66330 9.5830[.000] ****************************************************************** Error Correction Representation for the Selected ARDL Model ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLEAV2 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] dLRAGIP .0067769 .014767 .45893[.650] dLRAGOP .019623 .011072 1.7723[.089] dLPDB .22105 .091145 2.4253[.023] dA0 3.4252 .94987 3.6059[.001] ecm(-1) -.53886 .17395 -3.0977[.005] ****************************************************************** List of additional temporary variables created: dLEAV2 = LEAV2-LEAV2(-1); dLRAGIP = LRAGIP-LRAGIP(-1) dLRAGOP = LRAGOP-LRAGOP(-1); dLPDB = LPDB-LPDB(-1) dA0 = A0-A0(-1) ecm = LEAV2-.012576*LRAGIP-.036416*LRAGOP-.41023*LPDB-6.3564*A0

272 ****************************************************************** R-Squared .37998 R-Bar-Squared .27664 S.E. of Regression .041153 F-stat. F( 4, 24) 3.6771[.018] Mean of Dependent Variable .024860 S.D. of Dependent Variable .048387 Residual Sum of Squares .040646 Equation Log-likelihood 54.1181 Akaike Info. Criterion 49.1181 Schwarz Bayesian Criterion 45.6999 DW-statistic 2.4055 ******************************************************************




Coefficient 5.0891 .025182 .024846 .50183

Standard Error .29898 .014579 .011780 .023460

T-Ratio[Prob] 17.0213[.000] 1.7273[.096] 2.1091[.045] 21.3910[.000]

******************************************************************

R-Squared .97297 ; R-Bar-Squared .96985 ; S.E. of Regression .044067; F-stat. F( 3, 26) 311.9214[.000] ; Mean of Dependent Variable 11.6893; S.D. of Dependent Variable .25378; Residual Sum of Squares .050489 Equation Log-likelihood 53.2397 ; Akaike Info. Criterion 49.2397; Schwarz Bayesian Criterion 46.4373; DW-statistic 1.6333 ******************************************************************

Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend ******************************************************************



LL 41.5484 42.3477 42.5088 42.6998 42.7206 42.9918

AIC 39.5484 39.3477 38.5088 37.6998 36.7206 35.9918

SBC 38.3703 37.5806 36.1527 34.7547 33.1864 31.8687

HQC 39.2359 38.8789 37.8838 36.9184 35.7830 34.8980





LL 41.8048 42.7352 42.9502 43.1222 43.1503 43.5293

AIC 38.8048 38.7352 37.9502 37.1222 36.1503 35.5293

SBC 37.0378 36.3791 35.0051 33.5881 32.0271 30.8171

HQC 38.3360 38.1102 37.1689 36.1846 35.0564 34.2792


274 Autoregressive Distributed Lag Estimates ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEAV3; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LEAV3(-1) .40216 .18111 2.2205[.036] LRAGIP .0095207 .014852 .64102[.528] LRAGOP .023852 .010878 2.1927[.038] LPDB .26982 .10240 2.6350[.015] A0 3.4053 .86680 3.9286[.001] ****************************************************************** R-Squared .97556 R-Bar-Squared .97148; S.E. of Regression .040377 ; F-stat. F( 4, 24) 239.4800[.000]; Mean of Dependent Variable 11.7068; S.D. of Dependent Variable .23911; Residual Sum of Squares .039128; Equation Log-likelihood 54.6700; Akaike Info. Criterion 49.6700; Schwarz Bayesian Criterion 46.2518; DW-statistic 2.4474 ; Dh-statistic -5.4568[.000]

****************************************************************** Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEAV3; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LRAGIP .015925 .023171 .68728[.498] LRAGOP .039897 .020882 1.9106[.068] LPDB .45133 .048538 9.2985[.000] A0 5.6960 .60174 9.4659[.000] ****************************************************************** Error Correction Representation for the Selected ARDL Model ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLEAV3; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] dLRAGIP .0095207 .014852 .64102[.528] dLRAGOP .023852 .010878 2.1927[.038] dLPDB .26982 .10240 2.6350[.015] dA0 3.4053 .86680 3.9286[.001] ecm(-1) -.59784 .18111 -3.3009[.003] ****************************************************************** List of additional temporary variables created: dLEAV3 = LEAV3-LEAV3(-1); dLRAGIP = LRAGIP-LRAGIP(-1) dLRAGOP = LRAGOP-LRAGOP(-1); dLPDB = LPDB-LPDB(-1); dA0 = A0-A0(-1) ecm = LEAV3-.015925*LRAGIP-.039897*LRAGOP-.45133*LPDB-5.6960*A0

****************************************************************** R-Squared .42822 R-Bar-Squared .33293; S.E. of Regression .040377; F-stat. F( 4, 24) 4.4936[.007]; Mean of Dependent Variable .027102; S.D. of Dependent Variable .049437; Residual Sum of Squares .039128; Equation Log-likelihood 54.6700; Akaike Info. Criterion 49.6700; Schwarz Bayesian Criterion 46.2518 ; DW-statistic 2.4474

******************************************************************




Coefficient 5.6104 .021867 .020056 .47312

Standard Error .30658 .014949 .012080 .024056

T-Ratio[Prob] 18.3000[.000] 1.4628[.156] 1.6603[.109] 19.6678[.000]

******************************************************************

R-Squared .96768 R-Bar-Squared .96395 ; S.E. of Regression .045186 ; F-stat. F( 3, 26) 259.4444[.000]; Mean of Dependent Variable 11.7949; S.D. of Dependent Variable .23797; Residual Sum of Squares .053087 Equation Log-likelihood 52.4871 ; Akaike Info. Criterion 48.4871; Schwarz Bayesian Criterion 45.6847; DW-statistic 1.5290 ******************************************************************




LL 40.6363 41.2842 41.3690 41.3730 41.3769 41.9069

AIC 38.6363 38.2842 37.3690 36.3730 35.3769 34.9069

SBC 37.4582 36.5171 35.0129 33.4279 31.8428 30.7837

HQC 38.3237 37.8154 36.7439 35.5917 34.4393 33.8130





LL 40.6827 41.3346 41.4118 41.4146 41.4186 42.0203

AIC 37.6827 37.3346 36.4118 35.4146 34.4186 34.0203

SBC 35.9156 34.9785 33.4667 31.8804 30.2954 29.3080

HQC 37.2139 36.7095 35.6305 34.4769 33.3247 32.7701


276 Autoregressive Distributed Lag Estimates ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ************************************************************************* Dependent variable is LEAV4; 29 observations used for estimation from 1976 to 2004 *************************************************************************

Regressor LEAV4(-1) LRAGIP LRAGOP LPDB A0

Coefficient .45227 .0067418 .018811 .23121 3.4145

Standard Error .17492 .014481 .010914 .092854 .94027

T-Ratio[Prob] 2.5856[.016] .46557[.646] 1.7235[.098] 2.4900[.020] 3.6314[.001]

************************************************************************* R-Squared .97202 ; R-Bar-Squared .96736 ; S.E. of Regression .040547 F-stat. F( 4, 24) 208.4509[.000] ; Mean of Dependent Variable 11.8112; S.D. of Dependent Variable .22443 ; Residual Sum of Squares .039457; Equation Log-likelihood 54.5484 ; Akaike Info. Criterion 49.5484 ; Schwarz Bayesian Criterion 46.1302 ; DW-statistic 2.4178 ; Dh-statistic -3.3507[.001] *************************************************************************

Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ************************************************************************* Dependent variable is LEAV4; 29 observations used for estimation from 1976 to 2004 *************************************************************************

Regressor LRAGIP LRAGOP LPDB A0

Coefficient .012309 .034344 .42212 6.2339

Standard Error .025247 .021924 .050992 .63921

T-Ratio[Prob] .48752[.630] 1.5665[.130] 8.2783[.000] 9.7525[.000]

*************************************************************************

Error Correction Representation for the Selected ARDL Model ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion *************************************************************************

Dependent variable is dLEAV4 29 observations used for estimation from 1976 to 2004 *************************************************************************

Regressor dLRAGIP dLRAGOP dLPDB dA0 ecm(-1)

Coefficient .0067418 .018811 .23121 3.4145 -.54773

Standard Error .014481 .010914 .092854 .94027 .17492

T-Ratio[Prob] .46557[.646] 1.7235[.098] 2.4900[.020] 3.6314[.001] -3.1314[.005]

*************************************************************************

List of additional temporary variables created: dLEAV4 = LEAV4-LEAV4(-1); dLRAGIP = LRAGIP-LRAGIP(-1) dLRAGOP = LRAGOP-LRAGOP(-1); dLPDB = LPDB-LPDB(-1) ; dA0 = A0-A0(-1)

ecm = LEAV4-.012309*LRAGIP-.034344*LRAGOP-.42212*LPDB-6.2339*A0 ************************************************************************* R-Squared .38128 R-Bar-Squared 27817; S.E. of Regression .040547; F-stat. F( 4, 24) 3.6975[.018]; Mean of Dependent Variable .025387; S.D. of Dependent Variable .047724; Residual Sum of Squares .039457; Equation Log-likelihood 54.5484; Akaike Info. Criterion 49.5484; Schwarz Bayesian Criterion 46.1302 ; DW-statistic 2.4178

277 Lampiran 17. Hasil Uji Kointegrasi dan Estimasi ECM Kebijakan Harga Pertanian (IOPP) terhadap Ketersediaan Protein Ordinary Least Squares Estimation ******************************************************************

Dependent variable is LPAV1 30 observations used for estimation from 1975 to 2004 ******************************************************************

Regressor A0 LRIOPP LPDB

Coefficient 12.7773 .035467 .69527

Standard Error .44342 .031178 .037712

T-Ratio[Prob] 28.8153[.000] 1.1376[.265] 18.4364[.000]

******************************************************************

R-Squared .93855 ; R-Bar-Squared .93400 ; S.E. of Regression .089811; F-stat. F( 2, 27) 206.1923[.000]; Mean of Dependent Variable 21.7039; S.D. of Dependent Variable .34958 ; Residual Sum of Squares .21778 Equation Log-likelihood 31.3138 ; Akaike Info. Criterion 28.3138 ; Schwarz Bayesian Criterion 26.2120; DW-statistic 1.2539 ******************************************************************

Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ******************************************************************


LL 24.6331 24.8676 25.2949 25.2950 25.7871 26.8186

AIC 22.6331 21.8676 21.2949 20.2950 19.7871 19.8186

SBC 21.4550 20.1006 18.9388 17.3499 16.2529 15.6954

HQC 22.3205 21.3988 20.6698 19.5137 18.8495 18.7247


Unit root tests for variable RES The Dickey-Fuller regressions include an intercept and a linear trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ******************************************************************


LL 24.8161 25.1087 25.6160 25.6256 26.1228 26.9349

AIC 21.8161 21.1087 20.6160 19.6256 19.1228 18.9349

SBC 20.0490 18.7526 17.6708 16.0914 14.9996 14.2227

HQC 21.3473 20.4836 19.8346 18.6880 18.0289 17.6847


278 Autoregressive Distributed Lag Estimates ARDL(1,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LPAV1 29 observations used for estimation from 1976 to 2004 ******************************************************************

Regressor

Coefficient

Standard Error

T-Ratio[Prob]

LPAV1(-1) .59752 .16478 3.6262[.001] LRIOPP .026618 .025974 1.0248[.316] LPDB -.41278 .36706 -1.1246[.272] LPDB(-1) .66148 .33402 1.9803[.059] A0 5.4847 2.0934 2.6200[.015] ****************************************************************** R-Squared .96056 ; R-Bar-Squared .95399 ; S.E. of Regression .072680 F-stat. F( 4, 24) 146.1406[.000] ; Mean of Dependent Variable 21.7233 S.D. of Dependent Variable .33883 ; Residual Sum of Squares .12678; Equation Log-likelihood 37.6239 ; Akaike Info. Criterion 32.6239 ; Schwarz Bayesian Criterion 29.2057 ; DW-statistic 2.4740 ;Durbin's h-statistic -2.7683[.006] ******************************************************************

Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LPAV1 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LRIOPP .066135 .070713 .93525[.359] LPDB .61790 .096543 6.4003[.000] A0 13.6273 1.1199 12.1683[.000] ******************************************************************

Error Correction Representation for the Selected ARDL Model ARDL(1,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLPAV1 29 observations used for estimation from 1976 to 2004 ******************************************************************

Regressor

Coefficient

Standard Error

T-Ratio[Prob]

dLRIOPP .026618 .025974 1.0248[.315] dLPDB -.41278 .36706 -1.1246[.271] dA0 5.4847 2.0934 2.6200[.015] ecm(-1) -.40248 .16478 -2.4426[.022] ****************************************************************** List of additional temporary variables created: dLPAV1 = LPAV1-LPAV1(-1); dLRIOPP = LRIOPP-LRIOPP(-1) dLPDB = LPDB-LPDB(-1); dA0 = A0-A0(-1) ecm = LPAV1 -.066135*LRIOPP -.61790*LPDB -13.6273*A0 ****************************************************************** R-Squared .35732 ; R-Bar-Squared .25021 ; S.E. of Regression .072680 F-stat. F( 3, 25) 4.4479[.012] ; Mean of Dependent Variable .034386 ; S.D. of Dependent Variable .083935 ; Residual Sum of Squares .12678; Equation Log-likelihood 37.6239 ; Akaike Info. Criterion 32.6239; chwarz Bayesian Criterion 29.2057; DW-statistic 2.4740




Coefficient 13.0762 .036930 .67356

Standard Error .43186 .030365 .036729

T-Ratio[Prob] 30.2786[.000] 1.2162[.234] 18.3387[.000]

******************************************************************

R-Squared .93815 R-Bar-Squared .93357 S.E. of Regression .087470 F-stat. F( 2, 27) 204.7874[.000] Mean of Dependent Variable 21.7448 S.D. of Dependent Variable .33938 Residual Sum of Squares .20658 Equation Log-likelihood 32.1062 Akaike Info. Criterion 29.1062 Schwarz Bayesian Criterion 27.0044 DW-statistic 1.2661 ******************************************************************




LL 25.2131 25.4740 25.8382 25.8477 26.1781 27.1885

AIC 23.2131 22.4740 21.8382 20.8477 20.1781 20.1885

SBC 22.0350 20.7069 19.4821 17.9026 16.6439 16.0653

HQC 22.9005 22.0051 21.2131 20.0663 19.2404 19.0946





LL 25.3908 25.7166 26.1653 26.2014 26.5430 27.3356

AIC 22.3908 21.7166 21.1653 20.2014 19.5430 19.3356

SBC 20.6237 19.3605 18.2202 16.6673 15.4198 14.6234

HQC 21.9220 21.0915 20.3840 19.2638 18.4491 18.0854



Regressor

Coefficient

Standard Error

T-Ratio[Prob]

LPAV2(-1) .58157 .16470 3.5310[.002] LRIOPP .026221 .025506 1.0281[.314] LPDB -.37958 .35917 -1.0568[.301] LPDB(-1) .63293 .32806 1.9293[.066] A0 5.7906 2.1412 2.7044[.012] ****************************************************************** R-Squared .95968 ; R-Bar-Squared .95296 ; S.E. of Regression .071397 F-stat. F( 4, 24) 142.8004[.000] ; Mean of Dependent Variable 21.7636 S.D. of Dependent Variable .32918 ; Residual Sum of Squares .12234 Equation Log-likelihood 38.1403 ; Akaike Info. Criterion 33.1403 ; Schwarz Bayesian Criterion 29.7221; DW-statistic 2.4555; Dh-statistic -2.6554[.008] ******************************************************************


Error Correction Representation for the Selected ARDL Model ARDL(1,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLPAV2 29 observations used for estimation from 1976 to 2004 ******************************************************************

Regressor

Coefficient

Standard Error

T-Ratio[Prob]

dLRIOPP .026221 .025506 1.0281[.314] dLPDB -.37958 .35917 -1.0568[.301] dA0 5.7906 2.1412 2.7044[.012] ecm(-1) -.41843 .16470 -2.5405[.018] ******************************************************************

List of additional temporary variables created: dLPAV2 = LPAV2-LPAV2(-1) ; dLRIOPP = LRIOPP-LRIOPP(-1) dLPDB = LPDB-LPDB(-1) ; dA0 = A0-A0(-1) ecm = LPAV2 -.062665*LRIOPP -.60547*LPDB -13.8387*A0 ****************************************************************** R-Squared .35687 ; R-Bar-Squared .24968 ; S.E. of Regression .071397 F-stat. F( 3, 25) 4.4391[.012] ; Mean of Dependent Variable .033164 S.D. of Dependent Variable .082424 ; Residual Sum of Squares .12234 Equation Log-likelihood 38.1403 ; Akaike Info. Criterion 33.1403 Schwarz Bayesian Criterion 29.7221 ; DW-statistic 2.4555



Regressor Coefficient Standard Error T-Ratio[Prob] A0 12.5323 .42605 29.4147[.000] LRIOPP .032198 .029956 1.0748[.292] LPDB .71929 .036235 19.8509[.000] ****************************************************************** R-Squared .94623 ; R-Bar-Squared .94225 ; S.E. of Regression .086293 F-stat. F( 2, 27) 237.5808[.000] ; Mean of Dependent Variable 21.7307 S.D. of Dependent Variable .35908 ; Residual Sum of Squares .20105 Equation Log-likelihood 32.5126 ; Akaike Info. Criterion 29.5126 Schwarz Bayesian Criterion 27.4108 ; DW-statistic 1.2641 ****************************************************************** Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ****************************************************************** Test Statistic LL AIC SBC HQC DF -3.1749 25.5234 23.5234 22.3453 23.2108 ADF(1) -2.9160 25.7173 22.7173 20.9503 22.2485 ADF(2) -2.8955 26.1420 22.1420 19.7859 21.5169 ADF(3) -2.3683 26.1420 21.1420 18.1969 20.3607 ADF(4) -2.4813 26.6961 20.6961 17.1619 19.7585 ADF(5) -2.6630 27.7047 20.7047 16.5815 19.6108 ****************************************************************** 95% critical value for the augmented Dickey-Fuller statistic = -2.9907



Regressor LPAV3(-1) LRIOPP LPDB LPDB(-1) A0

Coefficient .59834 .024595 -.33326 .59287 5.3556

Standard Error .16848 .025248 .35952 .32456 2.0950

T-Ratio[Prob] 3.5514[.002] .97410[.340] -.92696[.363] 1.8267[.080] 2.5563[.017]

****************************************************************** R-Squared .96463 ; R-Bar-Squared .95874 ; S.E. of Regression .070640 F-stat. F( 4, 24) 163.6461[.000] ; Mean of Dependent Variable 21.7509; S.D. of Dependent Variable .34776 ; Residual Sum of Squares 11976; Equation Log-likelihood 38.4494 ; Akaike Info. Criterion 33.4494 ; Schwarz Bayesian Criterion 30.0311 ; DW-statistic 2.4798 ; Durbin's h-statistic -3.0722[.002] ******************************************************************


Error Correction Representation for the Selected ARDL Model ARDL(1,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLPAV3 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] dLRIOPP .024595 .025248 .97410[.339] dLPDB -.33326 .35952 -.92696[.363] dA0 5.3556 2.0950 2.5563[.017] ecm(-1) -.40166 .16848 -2.3841[.025] ****************************************************************** List of additional temporary variables created: dLPAV3 = LPAV3-LPAV3(-1) ; dLRIOPP = LRIOPP-LRIOPP(-1) dLPDB = LPDB-LPDB(-1) ; dA0 = A0-A0(-1) ecm = LPAV3 -.061232*LRIOPP -.64635*LPDB -13.3335*A0 ****************************************************************** R-Squared .33568 ; R-Bar-Squared .22496 ; S.E. of Regression .070640 F-stat. F( 3, 25) 4.0424[.018] ; Mean of Dependent Variable .035664 S.D. of Dependent Variable .080240 ; Residual Sum of Squares .11976 Equation Log-likelihood 38.4494 ; Akaike Info. Criterion 33.4494 Schwarz Bayesian Criterion 30.0311 ; DW-statistic 2.4798




Coefficient 12.8356 .033587 .69719

Standard Error .41546 .029212 .035334

T-Ratio[Prob] 30.8950[.000] 1.1498[.260] 19.7315[.000]

******************************************************************

R-Squared .94579 ; R-Bar-Squared .94177; S.E. of Regression .084147 ; F-stat. F( 2, 27) 235.5184[.000]; Mean of Dependent Variable 21.7707; S.D. of Dependent Variable .34871; Residual Sum of Squares .19118 Equation Log-likelihood 33.2679 ; Akaike Info. Criterion 30.2679; Schwarz Bayesian Criterion 28.1661 ; DW-statistic 1.2761 ****************************************************************** Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ****************************************************************** Test Statistic LL AIC SBC HQC DF -3.2054 26.0775 24.0775 22.8994 23.7649 ADF(1) -2.9591 26.2956 23.2956 21.5285 22.8268 ADF(2) -2.8820 26.6540 22.6540 20.2979 22.0289 ADF(3) -2.4212 26.6618 21.6618 18.7166 20.8804 ADF(4) -2.4220 27.0484 21.0484 17.5142 20.1108 ADF(5) -2.6174 28.0360 21.0360 16.9128 19.9421 ****************************************************************** 95% critical value for the augmented Dickey-Fuller statistic = -2.9907


284 Autoregressive Distributed Lag Estimates ARDL(1,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LPAV4 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LPAV4(-1) .58157 .16831 3.4554[.002] LRIOPP .024187 .024816 .97465[.339] LPDB -.30287 .35197 -.86048[.398] LPDB(-1) .56790 .31910 1.7797[.088] A0 5.6699 2.1437 2.6449[.014] ****************************************************************** R-Squared .96379 R-Bar-Squared .95775 ; S.E. of Regression .069463 F-stat. F( 4, 24) 159.6973[.000] ; Mean of Dependent Variable 21.7902 S.D. of Dependent Variable .33796 ; Residual Sum of Squares .11580 Equation Log-likelihood 38.9365 ; Akaike Info. Criterion 33.9365 ; Schwarz Bayesian Criterion 30.5183 ; DW-statistic 2.4603 Durbin's h-statistic -2.9336[.003] ****************************************************************** Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LPAV4 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LRIOPP .057803 .063922 .90428[.375] LPDB .63340 .086869 7.2914[.000] A0 13.5505 1.0186 13.3027[.000] ****************************************************************** Error Correction Representation for the Selected ARDL Model ARDL(1,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLPAV4 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] dLRIOPP .024187 .024816 .97465[.339] dLPDB -.30287 .35197 -.86048[.398] dA0 5.6699 2.1437 2.6449[.014] ecm(-1) -.41843 .16831 -2.4861[.020] ****************************************************************** List of additional temporary variables created: dLPAV4 = LPAV4-LPAV4(-1) ; dLRIOPP = LRIOPP-LRIOPP(-1) dLPDB = LPDB-LPDB(-1) ; dA0 = A0-A0(-1) ecm = LPAV4 -.057803*LRIOPP -.63340*LPDB -13.5505*A0 ****************************************************************** R-Squared .33617 ; R-Bar-Squared .22553 ; S.E. of Regression .069463 F-stat. F( 3, 25) 4.0513[.018] ; Mean of Dependent Variable .034419 S.D. of Dependent Variable .078932 ; Residual Sum of Squares .11580 Equation Log-likelihood 38.9365 ; Akaike Info. Criterion 33.9365 Schwarz Bayesian Criterion 30.5183 ; DW-statistic 2.4603

285 Lampiran 18. Hasil Uji Kointegrasi dan Estimasi ECM Kebijakan Harga Input Pertanian (AGIP) dan Harga Output Pertanian (AGOP) terhadap Ketersediaan Protein Ordinary Least Squares Estimation ****************************************************************** Dependent variable is LPAV1; 30 observations used for estimation from 1975 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] A0 12.9148 .61518 20.9936[.000] LRAGIP .012300 .029997 .41004[.685] LRAGOP .025128 .024239 1.0367[.309] LPDB .68541 .048270 14.1995[.000] ****************************************************************** R-Squared .93969 R-Bar-Squared .93273; S.E. of Regression .090671; F-stat. F( 3, 26) 135.0294[.000]; Mean of Dependent Variable 21.7039; S.D. of Dependent Variable .34958; Residual Sum of Squares .21375; Equation Log-likelihood 31.5940; Akaike Info. Criterion 27.5940; Schwarz Bayesian Criterion 24.7916 ; DW-statistic 1.2753

****************************************************************** Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004

****************************************************************** Test Statistic LL AIC SBC HQC DF -3.2016 24.7718 22.7718 21.5938 22.4593 ADF(1) -2.9682 25.0035 22.0035 20.2364 21.5347 ADF(2) -2.9221 25.4136 21.4136 19.0575 20.7885 ADF(3) -2.4160 25.4163 20.4163 17.4712 19.6350 ADF(4) -2.3971 25.7818 19.7818 16.2476 18.8442 ADF(5) -2.6229 26.8583 19.8583 15.7352 18.7645 ****************************************************************** 95% critical value for the augmented Dickey-Fuller statistic = -2.9907 LL = Maximized log-likelihood AIC = Akaike Information Criterion SBC = Schwarz Bayesian Criterion HQC = Hannan-Quinn Criterion



286 Autoregressive Distributed Lag Estimates ARDL(1,0,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LPAV1; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LPAV1(-1) .59068 .16954 3.4839[.002] LRAGIP .0024324 .024842 .097916[.923] LRAGOP .020033 .020337 .98505[.335] LPDB -.42183 .37170 -1.1349[.268] LPDB(-1) .66418 .33832 1.9632[.062] A0 5.7643 2.1268 2.7104[.012] ****************************************************************** R-Squared .96089 R-Bar-Squared .95239 S.E. of Regression .073936 F-stat. F( 5, 23) 113.0123[.000] Mean of Dependent Variable 21.7233 S.D. of Dependent Variable .33883 Residual Sum of Squares .12573 Equation Log-likelihood 37.7442 Akaike Info. Criterion 31.7442 Schwarz Bayesian Criterion 27.6423 DW-statistic 2.4890 Durbin's h-statistic -3.2276[.001]

****************************************************************** Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LPAV1 29 observations used for estimation from 1976 to 2004 Regressor Coefficient Standard Error T-Ratio[Prob] LRAGIP .0059425 .060363 .098446[.922] LRAGOP .048942 .054745 .89399[.381] LPDB .59208 .12260 4.8296[.000] A0 14.0828 1.5356 9.1706[.000] ****************************************************************** Error Correction Representation for the Selected ARDL Model ARDL(1,0,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLPAV1; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] dLRAGIP .0024324 .024842 .097916[.923] dLRAGOP .020033 .020337 .98505[.334] dLPDB -.42183 .37170 -1.1349[.268] dA0 5.7643 2.1268 2.7104[.012] ecm(-1) -.40932 .16954 -2.4142[.024] ****************************************************************** List of additional temporary variables created: dLPAV1 = LPAV1-LPAV1(-1) ; dLRAGIP = LRAGIP-LRAGIP(-1) dLRAGOP = LRAGOP-LRAGOP(-1) ; dLPDB = LPDB-LPDB(-1); dA0 = A0-A0(-1) ecm = LPAV1 -.0059425*LRAGIP -.048942*LRAGOP -.59208*LPDB -14.0828*A0

****************************************************************** R-Squared .36263 R-Bar-Squared .22407; S.E. of Regression .073936; F-stat. F( 4, 24) 3.2714[.028]; Mean of Dependent Variable .034386; S.D. of Dependent Variable .083935; Residual Sum of Squares .12573; Equation Log-likelihood 37.7442; Akaike Info. Criterion 31.7442; Schwarz Bayesian Criterion 27.6423; DW-statistic 2.4890

287 Lampiran 18. (lanjutan) Ordinary Least Squares Estimation ****************************************************************** Dependent variable is LPAV2 30 observations used for estimation from 1975 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] A0 13.2003 .59986 22.0056[.000] LRAGIP .013535 .029250 .46272[.647] LRAGOP .024660 .023636 1.0433[.306] LPDB .66528 .047068 14.1344[.000] ****************************************************************** R-Squared .93915 ; R-Bar-Squared .93213 ; S.E. of Regression .088413 F-stat. F( 3, 26) 133.7691[.000] ; Mean of Dependent Variable 21.7448 S.D. of Dependent Variable .33938 ; Residual Sum of Squares .20324 Equation Log-likelihood 32.3504 ; Akaike Info. Criterion 28.3504 Schwarz Bayesian Criterion 25.5480 ; DW-statistic 1.2906 ******************************************************************




LL 25.3135 25.5746 25.9160 25.9359 26.1667 27.2002

AIC 23.3135 22.5746 21.9160 20.9359 20.1667 20.2002

SBC 22.1354 20.8075 19.5599 17.9907 16.6325 16.0770

HQC 23.0009 22.1058 21.2909 20.1545 19.2290 19.1063





LL 25.5085 25.8435 26.2752 26.3323 26.5728 27.3680

AIC 22.5085 21.8435 21.2752 20.3323 19.5728 19.3680

SBC 20.7414 19.4874 18.3300 16.7981 15.4496 14.6558

HQC 22.0397 21.2184 20.4938 19.3947 18.4789 18.1179



****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LPAV2(-1) .57175 .17016 3.3600[.003] LRAGIP .0042549 .024486 .17377[.864] LRAGOP .017704 .020019 .88434[.386] LPDB -.39024 .36480 -1.0697[.296] LPDB(-1) .64229 .33336 1.9267[.066] A0 6.0731 2.1892 2.7741[.011] ****************************************************************** R-Squared .95975 ; R-Bar-Squared .95100 S.E. of Regression .072866 ; F-stat. F( 5, 23) 109.6880[.000] Mean of Dependent Variable 21.7636 ; S.D. of Dependent Variable .32918 Residual Sum of Squares .12212 ; Equation Log-likelihood 38.1667 Akaike Info. Criterion 32.1667; Schwarz Bayesian Criterion 28.0648 DW-statistic 2.4624 Durbin's h-statistic -3.1100[.002]

****************************************************************** Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LPAV2; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LRAGIP .0099356 .056705 .17521[.862] LRAGOP .041340 .050042 .82610[.417] LPDB .58857 .11131 5.2875[.000] A0 14.1813 1.4041 10.0997[.000] ****************************************************************** Error Correction Representation for the Selected ARDL Model ARDL(1,0,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLPAV2; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] dLRAGIP .0042549 .024486 .17377[.864] dLRAGOP .017704 .020019 .88434[.385] dLPDB -.39024 .36480 -1.0697[.295] dA0 6.0731 2.1892 2.7741[.011] ecm(-1) -.42825 .17016 -2.5167[.019] ****************************************************************** List of additional temporary variables created: dLPAV2 = LPAV2-LPAV2(-1); dLRAGIP = LRAGIP-LRAGIP(-1) dLRAGOP = LRAGOP-LRAGOP(-1); dLPDB = LPDB-LPDB(-1); dA0 = A0-A0(-1) ecm = LPAV2 -.0099356*LRAGIP -.041340*LRAGOP -.58857*LPDB-14.1813*A0

****************************************************************** R-Squared .35803 ; R-Bar-Squared .21848 ; S.E. of Regression .072866 ; F-stat. F( 4, 24) 3.2069[.030]; Mean of Dependent Variable .033164 ; S.D. of Dependent Variable .082424 ; Residual Sum of Squares .12212 ; Equation Log-likelihood 38.1667; Akaike Info. Criterion 32.1667 ; Schwarz Bayesian Criterion 28.0648; DW-statistic 2.4624

289 Lampiran 18. (lanjutan) Ordinary Least Squares Estimation *********************************************************************

Dependent variable is LPAV3 30 observations used for estimation from 1975 to 2004 *********************************************************************


Coefficient 12.6627 .011190 .023631 .70939

Standard Error .59063 .028800 .023272 .046344

T-Ratio[Prob] 21.4395[.000] .38855[.701] 1.0154[.319] 15.3071[.000]

*********************************************************************

R-Squared .94731 ; R-Bar-Squared .94123 ; S.E. of Regression .087052 F-stat. F( 3, 26) 155.8124[.000] ; Mean of Dependent Variable 21.7307 S.D. of Dependent Variable .35908 ; Residual Sum of Squares .19703 Equation Log-likelihood 32.8158 ; Akaike Info. Criterion 28.8158 Schwarz Bayesian Criterion 26.0134 ; DW-statistic 1.2874 ********************************************************************

Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend *********************************************************************

24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 *************************************************************** Test Statistic LL AIC SBC HQC DF -3.2241 25.6596 23.6596 22.4816 23.3471 ADF(1) -2.9379 25.8448 22.8448 21.0777 22.3760 ADF(2) -2.8966 26.2494 22.2494 19.8933 21.6243 ADF(3) -2.3950 26.2513 21.2513 18.3062 20.4699 ADF(4) -2.4189 26.6757 20.6757 17.1416 19.7381 ADF(5) -2.6387 27.7450 20.7450 16.6218 19.6511 ********************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -2.9907

Unit root tests for variable RES The Dickey-Fuller regressions include an intercept and a linear trend *********************************************************************

24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 *********************************************************************


LL 25.8474 26.0847 26.5643 26.5796 26.9987 27.8422

AIC 22.8474 22.0847 21.5643 20.5796 19.9987 19.8422

SBC 21.0803 19.7286 18.6191 17.0454 15.8755 15.1300

HQC 22.3786 21.4596 20.7829 19.6420 18.9048 18.5921

********************************************************************* 95% critical value for the augmented Dickey-Fuller statistic = -3.6119


****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LPAV3(-1) .58997 .17298 3.4106[.002] LRAGIP .0028024 .024096 .11630[.908] LRAGOP .018544 .019753 .93875[.358] LPDB -.33930 .36419 -.93166[.361] LPDB(-1) .59492 .32869 1.8100[.083] A0 5.6311 2.1280 2.6462[.014] ****************************************************************** R-Squared .96494 R-Bar-Squared .95732; S.E. of Regression .071847; F-stat. F( 5, 23) 126.5956[.000]; Mean of Dependent Variable 21.7509; S.D. of Dependent Variable .34776; Residual Sum of Squares .11873; Equation Log-likelihood 38.5752; Akaike Info. Criterion 32.5752; Schwarz Bayesian Criterion 28.4733; DW-statistic 2.4939; Dh-statistic -3.6564[.000]

****************************************************************** Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LPAV3; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LRAGIP .0068347 .058431 .11697[.908] LRAGOP .045225 .052694 .85826[.400] LPDB .62342 .11812 5.2779[.000] A0 13.7334 1.4796 9.2816[.000] ****************************************************************** Error Correction Representation for the Selected ARDL Model ARDL(1,0,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLPAV3; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] dLRAGIP .0028024 .024096 .11630[.908] dLRAGOP .018544 .019753 .93875[.357] dLPDB -.33930 .36419 -.93166[.361] dA0 5.6311 2.1280 2.6462[.014] ecm(-1) -.41003 .17298 -2.3704[.026] ****************************************************************** List of additional temporary variables created: dLPAV3 = LPAV3-LPAV3(-1); dLRAGIP = LRAGIP-LRAGIP(-1) dLRAGOP = LRAGOP-LRAGOP(-1); dLPDB = LPDB-LPDB(-1); dA0 = A0-A0(-1) ecm = LPAV3 -.0068347*LRAGIP -.045225*LRAGOP -.62342*LPDB-13.7334*A0

****************************************************************** R-Squared .34142 ; R-Bar-Squared .19825 ; S.E. of Regression .071847; F-stat. F( 4, 24) 2.9809[.039]; Mean of Dependent Variable .035664; S.D. of Dependent Variable .080240; Residual Sum of Squares .11873; Equation Log-likelihood 38.5752; Akaike Info. Criterion 32.5752; Schwarz Bayesian Criterion 28.4733; DW-statistic 2.4939




Coefficient 12.9534 .012348 .023158 .68881

Standard Error .57661 .028116 .022719 .045244

T-Ratio[Prob] 22.4647[.000] .43918[.664] 1.0193[.317] 15.2245[.000]

******************************************************************

R-Squared .94675 ; R-Bar-Squared .94060 ; S.E. of Regression .084986; F-stat. F( 3, 26) 154.0838[.000] ; Mean of Dependent Variable 21.7707; S.D. of Dependent Variable .34871; Residual Sum of Squares .18779; Equation Log-likelihood 33.5364 ; Akaike Info. Criterion 29.5364 ; Schwarz Bayesian Criterion 26.7340 ; DW-statistic 1.3026 ******************************************************************




LL 26.1773 26.3899 26.7226 26.7400 27.0224 28.0466

AIC 24.1773 23.3899 22.7226 21.7400 21.0224 21.0466

SBC 22.9992 21.6228 20.3664 18.7949 17.4882 16.9234

HQC 23.8647 22.9211 22.0975 20.9587 20.0848 19.9527





LL 26.3590 26.6310 27.0426 27.0909 27.3773 28.1791

AIC 23.3590 22.6310 22.0426 21.0909 20.3773 20.1791

SBC 21.5919 20.2749 19.0975 17.5567 16.2541 15.4668

HQC 22.8902 22.0059 21.2613 20.1533 19.2834 18.9289



****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LPAV4(-1) .57042 .17350 3.2878[.003] LRAGIP .0045323 .023768 .19069[.850] LRAGOP .016280 .019464 .83638[.412] LPDB -.31060 .35755 -.86866[.394] LPDB(-1) .57646 .32414 1.7784[.089] A0 5.9472 2.1912 2.7142[.012] ****************************************************************** R-Squared .96388 R-Bar-Squared .95603; S.E. of Regression .070865; F-stat. F( 5, 23) 122.7664[.000]; Mean of Dependent Variable 21.7902; S.D. of Dependent Variable .33796; Residual Sum of Squares .11550; Equation Log-likelihood 38.9743; Akaike Info. Criterion 32.9743; Schwarz Bayesian Criterion 28.8724; DW-statistic 2.4665; Dh-statistic -3.5237[.000]

****************************************************************** Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LPAV4 29 observations used for estimation from 1976 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LRAGIP .010550 .054889 .19221[.849] LRAGOP .037896 .048162 .78685[.439] LPDB .61888 .10711 5.7778[.000] A0 13.8441 1.3515 10.2432[.000] ****************************************************************** Error Correction Representation for the Selected ARDL Model ARDL(1,0,0,1) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLPAV4; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] dLRAGIP .0045323 .023768 .19069[.850] dLRAGOP .016280 .019464 .83638[.411] dLPDB -.31060 .35755 -.86866[.394] dA0 5.9472 2.1912 2.7142[.012] ecm(-1) -.42958 .17350 -2.4761[.021] ****************************************************************** List of additional temporary variables created: dLPAV4 = LPAV4-LPAV4(-1); dLRAGIP = LRAGIP-LRAGIP(-1) dLRAGOP = LRAGOP-LRAGOP(-1); dLPDB = LPDB-LPDB(-1); dA0 = A0-A0(-1) ecm = LPAV4 -.010550*LRAGIP -.037896*LRAGOP -.61888*LPDB -13.8441*A0

****************************************************************** R-Squared .33790 R-Bar-Squared .19397; S.E. of Regression .070865; F-stat. F( 4, 24) 2.9345[.042]; Mean of Dependent Variable .034419; S.D. of Dependent Variable .078932; Residual Sum of Squares .11550; Equation Log-likelihood 38.9743; Akaike Info. Criterion 32.9743; Schwarz Bayesian Criterion 28.8724; DW-statistic 2.4665

293 Lampiran 19. Hasil Uji Kointegrasi dan Estimasi ECM Kebijakan Harga Pertanian (IOPP) terhadap Konsumsi Energi Ordinary Least Squares Estimation ****************************************************************** Dependent variable is LEACK1 30 observations used for estimation from 1975 to 2004 ******************************************************************

Regressor A0 LRIOPP LIHK LGDPK

Coefficient -.39866 .010586 -.10996 .12162

Standard Error T-Ratio[Prob] .26281 -1.5169[.141] .023102 .45823[.651] .038974 -2.8214[.009] .11269 1.0792[.290]

****************************************************************** R-Squared .52668 ; R-Bar-Squared .47206 ; S.E. of Regression .062499 F-stat. F( 3, 26) 9.6435[.000] ; Mean of Dependent Variable -.75584 S.D. of Dependent Variable .086017 ; Residual Sum of Squares .10156 Equation Log-likelihood 42.7565 ; Akaike Info. Criterion 38.7565 Schwarz Bayesian Criterion 35.9541 ; DW-statistic 1.0905 ****************************************************************** Unit root tests for variable RES The Dickey-Fuller regressions include an intercept but not a trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ******************************************************************


LL 36.4326 36.4372 37.1386 37.1510 37.1750 38.2472

AIC 34.4326 33.4372 33.1386 32.1510 31.1750 31.2472

SBC 33.2546 31.6701 30.7825 29.2058 27.6409 27.1240

HQC 34.1201 32.9683 32.5135 31.3696 30.2374 30.1533

****************************************************************** 95% critical value for the augmented Dickey-Fuller statistic = -2.9907 Unit root tests for variable RES The Dickey-Fuller regressions include an intercept and a linear trend ****************************************************************** 24 observations used in the estimation of all ADF regressions. Sample period from 1981 to 2004 ******************************************************************


LL 37.9575 38.4255 38.4311 38.4698 38.7822 39.0608

AIC 34.9575 34.4255 33.4311 32.4698 31.7822 31.0608

SBC 33.1904 32.0694 30.4859 28.9357 27.6590 26.3486

HQC 34.4886 33.8004 32.6497 31.5322 30.6883 29.8107


294 Autoregressive Distributed Lag Estimates ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEACK1; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LEACK1(-1) .42785 .18923 2.2610[.033] LRIOPP .0017394 .020759 .083788[.934] LIHK -.050101 .042005 -1.1927[.245] LGDPK .011208 .10516 .10657[.916] A0 -.22679 .24468 -.92689[.363] ****************************************************************** R-Squared .66368 R-Bar-Squared .60763; S.E. of Regression .054729; F-stat. F( 4, 24) 11.8401[.000] ; Mean of Dependent Variable -.75487; S.D. of Dependent Variable .087371 ; Residual Sum of Squares .071886; Equation Log-likelihood 45.8504; Akaike Info. Criterion 40.8504; Schwarz Bayesian Criterion 37.4321; DW-statistic 2.1372; Dh-statistic *NONE*

****************************************************************** Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEACK1; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LRIOPP .0030401 .036073 .084275[.934] LIHK -.087567 .061312 -1.4282[.166] LGDPK .019589 .18195 .10766[.915] A0 -.39638 .40265 -.98444[.335] ****************************************************************** Error Correction Representation for the Selected ARDL Model ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLEACK1; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] dLRIOPP .0017394 .020759 .083788[.934] dLIHK -.050101 .042005 -1.1927[.245] dLGDPK .011208 .10516 .10657[.916] dA0 -.22679 .24468 -.92689[.363] ecm(-1) -.57215 .18923 -3.0235[.006] ****************************************************************** List of additional temporary variables created: dLEACK1 = LEACK1-LEACK1(-1); dLRIOPP = LRIOPP-LRIOPP(-1) dLIHK = LIHK-LIHK(-1); dLGDPK = LGDPK-LGDPK(-1); dA0 = A0-A0(-1) ecm = LEACK1 -.0030401*LRIOPP + .087567*LIHK -.019589*LGDPK + .39638*A0

****************************************************************** R-Squared .32023 R-Bar-Squared .20693 S.E. of Regression .054729 F-stat. F( 4, 24) 2.8265[.047] Mean of Dependent Variable -.0017104 S.D. of Dependent Variable .061456 Residual Sum of Squares .071886 Equation Log-likelihood 45.8504 Akaike Info. Criterion 40.8504 Schwarz Bayesian Criterion 37.4321 DW-statistic 2.1372

295 Lampiran 19. (lanjutan) Ordinary Least Squares Estimation ****************************************************************** Dependent variable is LEACK4 30 observations used for estimation from 1975 to 2004 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] A0 -.24921 .23135 -1.0772[.291] LRIOPP .0055485 .020336 .27284[.787] LIHK -.11340 .034308 -3.3055[.003] LGDPK .092855 .099200 .93604[.358] ****************************************************************** R-Squared .66499 ; R-Bar-Squared .62634 ; S.E. of Regression .055017 F-stat. F( 3, 26) 17.2033[.000] ; Mean of Dependent Variable -.67280 S.D. of Dependent Variable .090003 ; Residual Sum of Squares .078699; Equation Log-likelihood 46.5817 ; Akaike Info. Criterion 42.5817 Schwarz Bayesian Criterion 39.7793 ; DW-statistic 1.2200 ******************************************************************




LL 37.8627 37.8894 38.6168 38.6375 38.6906 39.3826

AIC 35.8627 34.8894 34.6168 33.6375 32.6906 32.3826

SBC 34.6846 33.1223 32.2606 30.6924 29.1564 28.2595

HQC 35.5501 34.4205 33.9917 32.8562 31.7529 31.2888





LL 38.6164 38.8588 39.0855 39.1274 39.2733 39.6361

AIC 35.6164 34.8588 34.0855 33.1274 32.2733 31.6361

SBC 33.8493 32.5027 31.1403 29.5932 28.1502 26.9239

HQC 35.1476 34.2337 33.3041 32.1898 31.1795 30.3859


296 Autoregressive Distributed Lag Estimates ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEACK4; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LEACK4(-1) .35492 .20360 1.7432[.094] LRIOPP .9210E-3 .019012 .048441[.962] LIHK -.060469 .042337 -1.4283[.166] LGDPK .0064480 .097880 .065877[.948] A0 -.17492 .21854 -.80039[.431] ****************************************************************** R-Squared .73832 R-Bar-Squared .69471 S.E. of Regression .050582 F-stat. F( 4, 24) 16.9287[.000] Mean of Dependent Variable -.67335 S.D. of Dependent Variable .091546 Residual Sum of Squares .061405 Equation Log-likelihood 48.1353 Akaike Info. Criterion 43.1353 Schwarz Bayesian Criterion 39.7171 DW-statistic 2.0136 Durbin's h-statistic *NONE* ****************************************************************** Estimated Long Run Coefficients using the ARDL Approach ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is LEACK4; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] LRIOPP .0014277 .029395 .048568[.962] LIHK -.093738 .050978 -1.8388[.078] LGDPK .0099956 .15074 .066309[.948] A0 -.27116 .32998 -.82173[.419] ****************************************************************** Error Correction Representation for the Selected ARDL Model ARDL(1,0,0,0) selected based on Schwarz Bayesian Criterion ****************************************************************** Dependent variable is dLEACK4; 29 observations used for estimation from 1976 to 2004

****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] dLRIOPP .9210E-3 .019012 .048441[.962] dLIHK -.060469 .042337 -1.4283[.166] dLGDPK .0064480 .097880 .065877[.948] dA0 -.17492 .21854 -.80039[.431] ecm(-1) -.64508 .20360 -3.1683[.004] ****************************************************************** List of additional temporary variables created: dLEACK4 = LEACK4-LEACK4(-1); dLRIOPP = LRIOPP-LRIOPP(-1) dLIHK = LIHK-LIHK(-1); dLGDPK = LGDPK-LGDPK(-1); dA0 = A0-A0(-1) ecm = LEACK4 -.0014277*LRIOPP + .093738*LIHK -.0099956*LGDPK + .27116*A0

****************************************************************** R-Squared .33942 R-Bar-Squared .22933; S.E. of Regression .050582; F-stat. F( 4, 24) 3.0830[.035]; Mean of Dependent Variable -.0034933; S.D. of Dependent Variable .057619; Residual Sum of Squares .061405; Equation Log-likelihood 48.1353; Akaike Info. Criterion 43.1353; Schwarz Bayesian Criterion 39.7171 ; DW-statistic 2.0136

297 Lampiran 20. Hasil Retsriksi Umum ML estimates subject to exactly identifying restriction(s) Estimates of Restricted Cointegrating Relations (SE's in Brackets), Converged after 2 iterations Cointegration with unrestricted intercepts and restricted trends in the VAR ****************************************************************** 96 observations from 1981Q1 to 2004Q4. Order of VAR = 3, chosen r =2. List of variables included in the cointegrating vector: LIHK LRIOPP LREXR LUNM LRMSI LRGDP RIRT LRINV RBOT Trend ****************************************************************** List of imposed restriction(s) on cointegrating vectors: A1=1; A2=0; B1=0; B2=1 ****************************************************************** Vector 1 Vector 2 LIHK 1.0000 0.00 ( *NONE*) ( *NONE*) LRIOPP

0.00 ( *NONE*)

1.0000 ( *NONE*)

LREXR

-.039963 ( .11226)

-6.0552 ( 1.3899)

LUNM

-.15148 ( .048586)

.67042 ( .59997)

LRMSI

-.46840 ( .13311)

-3.3320 ( 1.5426)

LRGDP

1.9783 ( .48538)

-16.0962 ( 6.1582)

RIRT

.0038927 ( .0073713

.12014 ( .090249)

LRINV

-.073364 ( .049801)

1.3964 ( .61813)

RBOT

-.7494E-4 ( .2084E-4)

.4425E-3 ( .2515E-3)

Trend

-.036322 .29802 ( .0063064) ( .078634) ****************************************************************** LL subject to exactly identifying restrictions= 21.2291 ******************************************************************

298 Lampiran 21. Hasil Restriksi Khusus ML estimates subject to over identifying restriction(s) Estimates of Restricted Cointegrating Relations (SE's in Brackets) Converged after 19 iterations Cointegration with unrestricted intercepts and restricted trends in the VAR ****************************************************************** 96 observations from 1981Q1 to 2004Q4. Order of VAR = 3, chosen r =2. List of variables included in the cointegrating vector: LIHK LRIOPP LREXR LUNM LRMSI LRGDP RIRT LRINV RBOT Trend

****************************************************************** List of imposed restriction(s) on cointegrating vectors: A1=1; A4=0; A6=0; B2=1; B5=0

****************************************************************** LIHK

Vector 1 1.0000 ( *NONE*)

Vector 2 -7.5840 ( 4.0504)

LRIOPP

.15193 ( .033087)

1.0000 ( *NONE*)

LREXR

-.86441 ( .15833)

-5.3806 ( 1.5553)

LUNM

.0000 ( *NONE*)

2.0045 ( 1.0037)

LRMSI

-1.0311 ( .26991)

.0000 ( *NONE*)

LRGDP

.0000 ( *NONE*)

-29.2798 ( 8.4626)

RIRT

.027757 ( .012135)

.11271 ( .10016)

LRINV

.098152 ( .029759)

1.7935 ( .71116)

RBOT

-.2052E-4 ( .2467E-4)

.9608E-3 ( .3587E-3)

Trend

.0031148 ( .0069210)

.55100 ( .17655)

****************************************************************** LR Test of Restrictions CHSQ( 1)= .33170[.565] DF=Total no of restrictions(5) - no of just-identifying restrictions(4) LL subject to exactly identifying restrictions= 21.2291 LL subject to over-identifying restrictions= 21.0632 ******************************************************************

299 Lampiran 22. Hasil Pendugaan Model VECM ECM for variable LIHK estimated by OLS based on cointegrating VAR(3) ****************************************************************** Dependent variable is dLIHK 96 observations used for estimation from 1981Q1 to 2004Q4 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] Intercept .89109 .89986 .99026[.325] dLIHK1 .18354 .13315 1.3784[.172] dLRIOPP1 -.0038005 .0080451 -.47240[.638] dLREXR1 .092946 .033988 2.7347[.008] dLUNM1 -.026086 .019410 -1.3439[.183] dLRMSI1 -.010516 .068683 -.15311[.879] dLRGDP1 -.11717 .10877 -1.0773[.285] dRIRT1 .0019209 .9894E-3 1.9416[.056] dLRINV1 -.0058925 .0045400 -1.2979[.198] dRBOT1 -.6629E-5 .3163E-5 -2.0957[.039] dLIHK2 .15195 .16128 .94214[.349] dLRIOPP2 .0029342 .0080554 .36426[.717] dLREXR2 .084962 .032711 2.5974[.011] dLUNM2 -.022405 .019204 -1.1667[.247] dLRMSI2 -.031609 .073808 -.42826[.670] dLRGDP2 .019026 .10176 .18697[.852] dRIRT2 .0018548 .8807E-3 2.1061[.039] dLRINV2 -.3069E-3 .0038307 -.080110[.936] dRBOT2 -.6080E-5 .2707E-5 -2.2458[.028] ecm1(-1) -.058223 .023123 -2.5180[.014] ecm2(-1) .0043388 .0027778 1.5620[.123] ****************************************************************** List of additional temporary variables created: dLIHK = LIHK-LIHK(-1) dLIHK1 = LIHK(-1)-LIHK(-2) dLRIOPP1 = LRIOPP(-1)-LRIOPP(-2) dLREXR1 = LREXR(-1)-LREXR(-2) dLUNM1 = LUNM(-1)-LUNM(-2) dLRMSI1 = LRMSI(-1)-LRMSI(-2) dLRGDP1 = LRGDP(-1)-LRGDP(-2) dRIRT1 = RIRT(-1)-RIRT(-2) dLRINV1 = LRINV(-1)-LRINV(-2) dRBOT1 = RBOT(-1)-RBOT(-2) dLIHK2 = LIHK(-2)-LIHK(-3) dLRIOPP2 = LRIOPP(-2)-LRIOPP(-3) dLREXR2 = LREXR(-2)-LREXR(-3) dLUNM2 = LUNM(-2)-LUNM(-3) dLRMSI2 = LRMSI(-2)-LRMSI(-3) dLRGDP2 = LRGDP(-2)-LRGDP(-3) dRIRT2 = RIRT(-2)-RIRT(-3) dLRINV2 = LRINV(-2)-LRINV(-3) dRBOT2 = RBOT(-2)-RBOT(-3) ecm1 = 1.0000*LIHK + .15193*LRIOPP -.86441*LREXR + .0000*LUNM

300 -1.0311*LRMSI + .0000*LRGDP + .027757*RIRT + .098152*LRINV -.2052E-4*RBOT + .0031148*Trend; ecm2 = -7.5840*LIHK + 1.0000*LRIOPP -5.3806*LREXR + 2.0045*LUNM + .0000*LRMSI -29.2798*LRGDP + .11271*RIRT + 1.7935*LRINV + .9608E-3*RBOT + .55100*Trend ****************************************************************** R-Squared .67894 R-Bar-Squared .59333 S.E. of Regression .019447 F-stat. F( 20, 75) 7.9302[.000] Mean of Dependent Variable .024680 S.D. of Dependent Variable .030495 Residual Sum of Squares .028364 Equation Log-likelihood 253.8779 Akaike Info. Criterion 232.8779 Schwarz Bayesian Criterion 205.9522 DW-statistic 2.0164 System Log-likelihood 21.0632 ****************************************************************** Diagnostic Tests ****************************************************************** * Test Statistics * LM Version * F Version * ****************************************************************** * * * * * A:Serial Correlation*CHSQ( 4)= 4.9563[.292]*F( 4, 71)= .96629[.431]* * * * * * B:Functional Form *CHSQ( 1)= 22.0747[.000]*F( 1, 74)= 22.0970[.000]* * * * * * C:Normality *CHSQ( 2)= 259.6314[.000]* Not applicable * * * * * * D:Heteroscedasticity*CHSQ( 1)= 3.8122[.051]*F( 1, 94)= 3.8871[.052]* ****************************************************************** A:Lagrange multiplier test of residual serial correlation B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals D:Based on the regression of squared residuals on squared fitted values

301 Lampiran 22. (lanjutan) ECM for variable LRIOPP estimated by OLS based on cointegrating VAR(3) ****************************************************************** Dependent variable is dLRIOPP 96 observations used for estimation from 1981Q1 to 2004Q4 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] Intercept -19.8037 12.2242 -1.6200[.109] dLIHK1 -2.1477 1.8088 -1.1873[.239] dLRIOPP1 .098102 .10929 .89765[.372] dLREXR1 -.55224 .46171 -1.1961[.235] dLUNM1 -.27604 .26368 -1.0469[.299] dLRMSI1 -.91557 .93303 -.98129[.330] dLRGDP1 .45339 1.4776 .30684[.760] dRIRT1 -.0022724 .013440 -.16908[.866] dLRINV1 .11891 .061673 1.9280[.058] dRBOT1 -.4870E-5 .4297E-4 -.11333[.910] dLIHK2 -3.2775 2.1909 -1.4960[.139] dLRIOPP2 .081325 .10943 .74318[.460] dLREXR2 -1.0134 .44436 -2.2807[.025] dLUNM2 -.28110 .26087 -1.0776[.285] dLRMSI2 -2.0346 1.0027 -2.0292[.046] dLRGDP2 -2.2731 1.3823 -1.6444[.104] dRIRT2 .017304 .011964 1.4464[.152] dLRINV2 .039188 .052038 .75306[.454] dRBOT2 -.5628E-5 .3678E-4 -.15303[.879] ecm1(-1) -1.0117 .31411 -3.2209[.002] ecm2(-1) -.029824 .037734 -.79036[.432] ****************************************************************** List of additional temporary variables created: dLRIOPP = LRIOPP-LRIOPP(-1) dLIHK1 = LIHK(-1)-LIHK(-2) dLRIOPP1 = LRIOPP(-1)-LRIOPP(-2) dLREXR1 = LREXR(-1)-LREXR(-2) dLUNM1 = LUNM(-1)-LUNM(-2) dLRMSI1 = LRMSI(-1)-LRMSI(-2) dLRGDP1 = LRGDP(-1)-LRGDP(-2) dRIRT1 = RIRT(-1)-RIRT(-2) dLRINV1 = LRINV(-1)-LRINV(-2) dRBOT1 = RBOT(-1)-RBOT(-2) dLIHK2 = LIHK(-2)-LIHK(-3) dLRIOPP2 = LRIOPP(-2)-LRIOPP(-3) dLREXR2 = LREXR(-2)-LREXR(-3) dLUNM2 = LUNM(-2)-LUNM(-3) dLRMSI2 = LRMSI(-2)-LRMSI(-3) dLRGDP2 = LRGDP(-2)-LRGDP(-3) dRIRT2 = RIRT(-2)-RIRT(-3) dLRINV2 = LRINV(-2)-LRINV(-3) dRBOT2 = RBOT(-2)-RBOT(-3) ecm1 = 1.0000*LIHK + .15193*LRIOPP -.86441*LREXR + .0000*LUNM

302 -1.0311*LRMSI + .0000*LRGDP + .027757*RIRT + .098152*LRINV -.2052E-4*RBOT + .0031148*Trend; ecm2 = -7.5840*LIHK + 1.0000*LRIOPP -5.3806*LREXR + 2.0045*LUNM + .0000*LRMSI -29.2798*LRGDP + .11271*RIRT + 1.7935*LRINV + .9608E-3*RBOT + .55100*Trend ****************************************************************** R-Squared .30167 R-Bar-Squared .11545 S.E. of Regression .26418 F-stat. F( 20, 75) 1.6200[.070] Mean of Dependent Variable -.012769 S.D. of Dependent Variable .28089 Residual Sum of Squares 5.2342 Equation Log-likelihood 3.4206 Akaike Info. Criterion -17.5794 Schwarz Bayesian Criterion -44.5051 DW-statistic 2.1324 System Log-likelihood 21.0632 ****************************************************************** Diagnostic Tests ****************************************************************** * Test Statistics * LM Version * F Version * ****************************************************************** * * * * * A:Serial Correlation*CHSQ( 4)= 4.6465[.326]*F( 4, 71)= .90282[.467]* * * * * * B:Functional Form *CHSQ( 1)= .0044732[.947]*F( 1, 74)= .0034482[.953]* * * * * * C:Normality *CHSQ( 2)= 94.4595[.000]* Not applicable * * * * * * D:Heteroscedasticity*CHSQ( 1)= 1.4546[.228]*F( 1, 94)= 1.4462[.232]* ****************************************************************** A:Lagrange multiplier test of residual serial correlation B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals D:Based on the regression of squared residuals on squared fitted values

303 Lampiran 22. (lanjutan) ECM for variable LREXR estimated by OLS based on cointegrating VAR(3) ****************************************************************** Dependent variable is dLREXR 96 observations used for estimation from 1981Q1 to 2004Q4 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] Intercept 7.0855 4.1086 1.7245[.089] dLIHK1 -1.5588 .60796 -2.5640[.012] dLRIOPP1 .031348 .036732 .85343[.396] dLREXR1 .47317 .15518 3.0491[.003] dLUNM1 -.6010E-3 .088623 -.0067810[.995] dLRMSI1 -.43042 .31360 -1.3725[.174] dLRGDP1 .29221 .49662 .58839[.558] dRIRT1 -.0016564 .0045173 -.36669[.715] dLRINV1 -.054867 .020729 -2.6469[.010] dRBOT1 -.4865E-4 .1444E-4 -3.3685[.001] dLIHK2 -.22971 .73636 -.31195[.756] dLRIOPP2 .0029079 .036780 .079063[.937] dLREXR2 .41839 .14935 2.8014[.006] dLUNM2 -.18799 .087680 -2.1441[.035] dLRMSI2 -.72582 .33700 -2.1538[.034] dLRGDP2 .55497 .46461 1.1945[.236] dRIRT2 .0032596 .0040212 .81060[.420] dLRINV2 -.0029396 .017490 -.16807[.867] dRBOT2 -.3445E-4 .1236E-4 -2.7870[.007] ecm1(-1) -.0013953 .10557 -.013216[.989] ecm2(-1) .021038 .012683 1.6588[.101] ****************************************************************** List of additional temporary variables created: dLREXR = LREXR-LREXR(-1) dLIHK1 = LIHK(-1)-LIHK(-2) dLRIOPP1 = LRIOPP(-1)-LRIOPP(-2) dLREXR1 = LREXR(-1)-LREXR(-2) dLUNM1 = LUNM(-1)-LUNM(-2) dLRMSI1 = LRMSI(-1)-LRMSI(-2) dLRGDP1 = LRGDP(-1)-LRGDP(-2) dRIRT1 = RIRT(-1)-RIRT(-2) dLRINV1 = LRINV(-1)-LRINV(-2) dRBOT1 = RBOT(-1)-RBOT(-2) dLIHK2 = LIHK(-2)-LIHK(-3) dLRIOPP2 = LRIOPP(-2)-LRIOPP(-3) dLREXR2 = LREXR(-2)-LREXR(-3) dLUNM2 = LUNM(-2)-LUNM(-3) dLRMSI2 = LRMSI(-2)-LRMSI(-3) dLRGDP2 = LRGDP(-2)-LRGDP(-3) dRIRT2 = RIRT(-2)-RIRT(-3) dLRINV2 = LRINV(-2)-LRINV(-3) dRBOT2 = RBOT(-2)-RBOT(-3) ecm1 = 1.0000*LIHK + .15193*LRIOPP -.86441*LREXR + .0000*LUNM

304 -1.0311*LRMSI + .0000*LRGDP + .027757*RIRT + .098152*LRINV -.2052E-4*RBOT + .0031148*Trend; ecm2 = -7.5840*LIHK + 1.0000*LRIOPP -5.3806*LREXR + 2.0045*LUNM + .0000*LRMSI -29.2798*LRGDP + .11271*RIRT + 1.7935*LRINV + .9608E-3*RBOT + .55100*Trend ****************************************************************** R-Squared .44746 R-Bar-Squared .30012 S.E. of Regression .088791 F-stat. F( 20, 75) 3.0369[.000] Mean of Dependent Variable .011478 S.D. of Dependent Variable .10613 Residual Sum of Squares .59129 Equation Log-likelihood 108.0922 Akaike Info. Criterion 87.0922 Schwarz Bayesian Criterion 60.1665 DW-statistic 1.9875 System Log-likelihood 21.0632 ****************************************************************** Diagnostic Tests ****************************************************************** * Test Statistics * LM Version * F Version * ****************************************************************** * * * * * A:Serial Correlation*CHSQ( 4)= 7.0073[.136]*F( 4, 71)= 1.3976[.244]* * * * * * B:Functional Form *CHSQ( 1)= 2.2172[.136]*F( 1, 74)= 1.7495[.190]* * * * * * C:Normality *CHSQ( 2)= 226.8074[.000]* Not applicable * * * * * * D:Heteroscedasticity*CHSQ( 1)= 19.6866[.000]*F( 1, 94)= 24.2493[.000]* ****************************************************************** A:Lagrange multiplier test of residual serial correlation B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals D:Based on the regression of squared residuals on squared fitted values

305 Lampiran 22. (lanjutan) ECM for variable LUNM estimated by OLS based on cointegrating VAR(3) ****************************************************************** Dependent variable is dLUNM 96 observations used for estimation from 1981Q1 to 2004Q4 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] Intercept 5.2369 5.4731 .95685[.342] dLIHK1 .096472 .80986 .11912[.905] dLRIOPP1 -.056981 .048931 -1.1645[.248] dLREXR1 .054863 .20672 .26540[.791] dLUNM1 -.12050 .11805 -1.0207[.311] dLRMSI1 .24763 .41774 .59280[.555] dLRGDP1 .21810 .66155 .32969[.743] dRIRT1 .0034850 .0060174 .57915[.564] dLRINV1 -.023214 .027613 -.84071[.403] dRBOT1 -.1649E-4 .1924E-4 -.85735[.394] dLIHK2 1.1041 .98091 1.1256[.264] dLRIOPP2 -.031365 .048994 -.64017[.524] dLREXR2 -.24838 .19895 -1.2485[.216] dLUNM2 -.11724 .11680 -1.0038[.319] dLRMSI2 .33981 .44891 .75697[.451] dLRGDP2 .74969 .61890 1.2113[.230] dRIRT2 .0055182 .0053566 1.0302[.306] dLRINV2 .010442 .023299 .44819[.655] dRBOT2 -.1054E-4 .1647E-4 -.63983[.524] ecm1(-1) -.17699 .14063 -1.2585[.212] ecm2(-1) .020953 .016895 1.2402[.219] ****************************************************************** List of additional temporary variables created: dLUNM = LUNM-LUNM(-1) dLIHK1 = LIHK(-1)-LIHK(-2) dLRIOPP1 = LRIOPP(-1)-LRIOPP(-2) dLREXR1 = LREXR(-1)-LREXR(-2) dLUNM1 = LUNM(-1)-LUNM(-2) dLRMSI1 = LRMSI(-1)-LRMSI(-2) dLRGDP1 = LRGDP(-1)-LRGDP(-2) dRIRT1 = RIRT(-1)-RIRT(-2) dLRINV1 = LRINV(-1)-LRINV(-2) dRBOT1 = RBOT(-1)-RBOT(-2) dLIHK2 = LIHK(-2)-LIHK(-3) dLRIOPP2 = LRIOPP(-2)-LRIOPP(-3) dLREXR2 = LREXR(-2)-LREXR(-3) dLUNM2 = LUNM(-2)-LUNM(-3) dLRMSI2 = LRMSI(-2)-LRMSI(-3) dLRGDP2 = LRGDP(-2)-LRGDP(-3) dRIRT2 = RIRT(-2)-RIRT(-3) dLRINV2 = LRINV(-2)-LRINV(-3) dRBOT2 = RBOT(-2)-RBOT(-3) ecm1 = 1.0000*LIHK + .15193*LRIOPP -.86441*LREXR + .0000*LUNM

306 -1.0311*LRMSI + .0000*LRGDP + .027757*RIRT + .098152*LRINV -.2052E-4*RBOT + .0031148*Trend; ecm2 = -7.5840*LIHK + 1.0000*LRIOPP -5.3806*LREXR + 2.0045*LUNM + .0000*LRMSI -29.2798*LRGDP + .11271*RIRT + 1.7935*LRINV + .9608E-3*RBOT + .55100*Trend ****************************************************************** R-Squared .17376 R-Bar-Squared -.046570 S.E. of Regression .11828 F-stat. F( 20, 75) .78864[.719] Mean of Dependent Variable .026120 S.D. of Dependent Variable .11562 Residual Sum of Squares 1.0492 Equation Log-likelihood 80.5639 Akaike Info. Criterion 59.5639 Schwarz Bayesian Criterion 32.6383 DW-statistic 1.9377 System Log-likelihood 21.0632 ****************************************************************** Diagnostic Tests ****************************************************************** * Test Statistics * LM Version * F Version * ****************************************************************** * * * * * A:Serial Correlation*CHSQ( 4)= .82335[.935]*F( 4, 71)= .15355[.961]* * * * * * B:Functional Form *CHSQ( 1)= 17.2358[.000]*F( 1, 74)= 16.1932[.000]* * * * * * C:Normality *CHSQ( 2)= 117.8353[.000]* Not applicable * * * * * * D:Heteroscedasticity*CHSQ( 1)= 12.7099[.000]*F( 1, 94)= 14.3442[.000]* ****************************************************************** A:Lagrange multiplier test of residual serial correlation B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals D:Based on the regression of squared residuals on squared fitted values

307 Lampiran 22. (lanjutan) ECM for variable LRMSI estimated by OLS based on cointegrating VAR(3) ****************************************************************** Dependent variable is dLRMSI 96 observations used for estimation from 1981Q1 to 2004Q4 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] Intercept 1.4342 1.6589 .86454[.390] dLIHK1 -.29106 .24547 -1.1857[.239] dLRIOPP1 -.0070917 .014831 -.47815[.634] dLREXR1 .074194 .062658 1.1841[.240] dLUNM1 .9358E-3 .035783 .026152[.979] dLRMSI1 .21106 .12662 1.6669[.100] dLRGDP1 .56511 .20052 2.8182[.006] dRIRT1 -.8486E-3 .0018239 -.46527[.643] dLRINV1 -.0098861 .0083696 -1.1812[.241] dRBOT1 -.1909E-5 .5832E-5 -.32732[.744] dLIHK2 .34581 .29732 1.1631[.248] dLRIOPP2 -.012057 .014850 -.81191[.419] dLREXR2 .095326 .060303 1.5808[.118] dLUNM2 .016414 .035402 .46364[.644] dLRMSI2 .031479 .13607 .23135[.818] dLRGDP2 .46269 .18759 2.4664[.016] dRIRT2 -.0019252 .0016236 -1.1858[.239] dLRINV2 -.0056719 .0070620 -.80316[.424] dRBOT2 -.1005E-4 .4991E-5 -2.0136[.048] ecm1(-1) .11943 .042627 2.8018[.006] ecm2(-1) .7546E-3 .0051209 .14737[.883] ****************************************************************** List of additional temporary variables created: dLRMSI = LRMSI-LRMSI(-1) dLIHK1 = LIHK(-1)-LIHK(-2) dLRIOPP1 = LRIOPP(-1)-LRIOPP(-2) dLREXR1 = LREXR(-1)-LREXR(-2) dLUNM1 = LUNM(-1)-LUNM(-2) dLRMSI1 = LRMSI(-1)-LRMSI(-2) dLRGDP1 = LRGDP(-1)-LRGDP(-2) dRIRT1 = RIRT(-1)-RIRT(-2) dLRINV1 = LRINV(-1)-LRINV(-2) dRBOT1 = RBOT(-1)-RBOT(-2) dLIHK2 = LIHK(-2)-LIHK(-3) dLRIOPP2 = LRIOPP(-2)-LRIOPP(-3) dLREXR2 = LREXR(-2)-LREXR(-3) dLUNM2 = LUNM(-2)-LUNM(-3) dLRMSI2 = LRMSI(-2)-LRMSI(-3) dLRGDP2 = LRGDP(-2)-LRGDP(-3) dRIRT2 = RIRT(-2)-RIRT(-3) dLRINV2 = LRINV(-2)-LRINV(-3) dRBOT2 = RBOT(-2)-RBOT(-3) ecm1 = 1.0000*LIHK + .15193*LRIOPP -.86441*LREXR + .0000*LUNM

308 -1.0311*LRMSI + .0000*LRGDP + .027757*RIRT + .098152*LRINV -.2052E-4*RBOT + .0031148*Trend; ecm2 = -7.5840*LIHK + 1.0000*LRIOPP -5.3806*LREXR + 2.0045*LUNM + .0000*LRMSI -29.2798*LRGDP + .11271*RIRT + 1.7935*LRINV + .9608E-3*RBOT + .55100*Trend ****************************************************************** R-Squared .47329 R-Bar-Squared .33283 S.E. of Regression .035851 F-stat. F( 20, 75) 3.3696[.000] Mean of Dependent Variable .016399 S.D. of Dependent Variable .043892 Residual Sum of Squares .096396 Equation Log-likelihood 195.1564 Akaike Info. Criterion 174.1564 Schwarz Bayesian Criterion 147.2307 DW-statistic 2.0954 System Log-likelihood 21.0632 ****************************************************************** Diagnostic Tests ****************************************************************** * Test Statistics * LM Version * F Version * ****************************************************************** * * * * * A:Serial Correlation*CHSQ( 4)= 9.1269[.058]*F( 4, 71)= 1.8648[.126]* * * * * * B:Functional Form *CHSQ( 1)= 4.1638[.041]*F( 1, 74)= 3.3552[.071]* * * * * * C:Normality *CHSQ( 2)= 2.7378[.254]* Not applicable * * * * * * D:Heteroscedasticity*CHSQ( 1)= .17940[.672]*F( 1, 94)= .17599[.676]* ****************************************************************** A:Lagrange multiplier test of residual serial correlation B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals D:Based on the regression of squared residuals on squared fitted values

309 Lampiran 22. (lanjutan) ECM for variable LRGDP estimated by OLS based on cointegrating VAR(3) ****************************************************************** Dependent variable is dLRGDP 96 observations used for estimation from 1981Q1 to 2004Q4 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] Intercept 1.2672 1.1622 1.0904[.279] dLIHK1 -.67962 .17197 -3.9521[.000] dLRIOPP1 .011722 .010390 1.1282[.263] dLREXR1 -.032862 .043895 -.74864[.456] dLUNM1 -.3323E-3 .025068 -.013255[.989] dLRMSI1 -.23648 .088703 -2.6659[.009] dLRGDP1 -.42031 .14047 -2.9921[.004] dRIRT1 -.0013107 .0012777 -1.0258[.308] dLRINV1 -.0017095 .0058633 -.29156[.771] dRBOT1 -.8857E-6 .4085E-5 -.21681[.829] dLIHK2 .060832 .20829 .29206[.771] dLRIOPP2 -.011456 .010403 -1.1011[.274] dLREXR2 -.042574 .042245 -1.0078[.317] dLUNM2 .012212 .024801 .49238[.624] dLRMSI2 .024914 .095322 .26137[.795] dLRGDP2 -.10988 .13142 -.83609[.406] dRIRT2 -.6111E-3 .0011374 -.53729[.593] dLRINV2 -.2642E-3 .0049473 -.053403[.958] dRBOT2 .1647E-5 .3497E-5 .47113[.639] ecm1(-1) -.035397 .029862 -1.1853[.240] ecm2(-1) .0047250 .0035874 1.3171[.192] ****************************************************************** List of additional temporary variables created: dLRGDP = LRGDP-LRGDP(-1) dLIHK1 = LIHK(-1)-LIHK(-2) dLRIOPP1 = LRIOPP(-1)-LRIOPP(-2) dLREXR1 = LREXR(-1)-LREXR(-2) dLUNM1 = LUNM(-1)-LUNM(-2) dLRMSI1 = LRMSI(-1)-LRMSI(-2) dLRGDP1 = LRGDP(-1)-LRGDP(-2) dRIRT1 = RIRT(-1)-RIRT(-2) dLRINV1 = LRINV(-1)-LRINV(-2) dRBOT1 = RBOT(-1)-RBOT(-2) dLIHK2 = LIHK(-2)-LIHK(-3) dLRIOPP2 = LRIOPP(-2)-LRIOPP(-3) dLREXR2 = LREXR(-2)-LREXR(-3) dLUNM2 = LUNM(-2)-LUNM(-3) dLRMSI2 = LRMSI(-2)-LRMSI(-3) dLRGDP2 = LRGDP(-2)-LRGDP(-3) dRIRT2 = RIRT(-2)-RIRT(-3) dLRINV2 = LRINV(-2)-LRINV(-3) dRBOT2 = RBOT(-2)-RBOT(-3) ecm1 = 1.0000*LIHK + .15193*LRIOPP -.86441*LREXR + .0000*LUNM

310 -1.0311*LRMSI + .0000*LRGDP + .027757*RIRT + .098152*LRINV -.2052E-4*RBOT + .0031148*Trend; ecm2 = -7.5840*LIHK + 1.0000*LRIOPP -5.3806*LREXR + 2.0045*LUNM + .0000*LRMSI -29.2798*LRGDP + .11271*RIRT + 1.7935*LRINV + .9608E-3*RBOT + .55100*Trend ****************************************************************** R-Squared .43767 R-Bar-Squared .28771 S.E. of Regression .025115 F-stat. F( 20, 75) 2.9187[.000] Mean of Dependent Variable .011604 S.D. of Dependent Variable .029758 Residual Sum of Squares .047308 Equation Log-likelihood 229.3219 Akaike Info. Criterion 208.3219 Schwarz Bayesian Criterion 181.3963 DW-statistic 2.0431 System Log-likelihood 21.0632 ****************************************************************** Diagnostic Tests ****************************************************************** * Test Statistics * LM Version * F Version * ****************************************************************** * * * * * A:Serial Correlation*CHSQ( 4)= 10.0144[.040]*F( 4, 71)= 2.0673[.094]* * * * * * B:Functional Form *CHSQ( 1)= .50667[.477]*F( 1, 74)= .39263[.533]* * * * * * C:Normality *CHSQ( 2)= 30.8005[.000]* Not applicable * * * * * * D:Heteroscedasticity*CHSQ( 1)= .71262[.399]*F( 1, 94)= .70300[.404]* ****************************************************************** A:Lagrange multiplier test of residual serial correlation B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals D:Based on the regression of squared residuals on squared fitted values

311 Lampiran 22. (lanjutan) ECM for variable RIRT estimated by OLS based on cointegrating VAR(3) ****************************************************************** Dependent variable is dRIRT 96 observations used for estimation from 1981Q1 to 2004Q4 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] Intercept 15.7084 39.5744 .39693[.693] dLIHK1 -102.7526 5.8559 -17.5469[.000] dLRIOPP1 .39767 .35381 1.1240[.265] dLREXR1 -1.7307 1.4947 -1.1579[.251] dLUNM1 -.52626 .85362 -.61651[.539] dLRMSI1 -3.0450 3.0206 -1.0081[.317] dLRGDP1 -.62542 4.7835 -.13075[.896] dRIRT1 -.055538 .043510 -1.2764[.206] dLRINV1 .13524 .19966 .67737[.500] dRBOT1 -.1105E-3 .1391E-3 -.79449[.429] dLIHK2 93.3162 7.0927 13.1566[.000] dLRIOPP2 .39233 .35426 1.1074[.272] dLREXR2 -1.4518 1.4386 -1.0092[.316] dLUNM2 -.60289 .84454 -.71386[.478] dLRMSI2 -7.1645 3.2460 -2.2072[.030] dLRGDP2 -5.4295 4.4751 -1.2133[.229] dRIRT2 -.048889 .038732 -1.2622[.211] dLRINV2 .17063 .16847 1.0128[.314] dRBOT2 .1268E-3 .1191E-3 1.0651[.290] ecm1(-1) -4.4359 1.0169 -4.3622[.000] ecm2(-1) .17717 .12216 1.4503[.151] ****************************************************************** List of additional temporary variables created: dRIRT = RIRT-RIRT(-1) dLIHK1 = LIHK(-1)-LIHK(-2) dLRIOPP1 = LRIOPP(-1)-LRIOPP(-2) dLREXR1 = LREXR(-1)-LREXR(-2) dLUNM1 = LUNM(-1)-LUNM(-2) dLRMSI1 = LRMSI(-1)-LRMSI(-2) dLRGDP1 = LRGDP(-1)-LRGDP(-2) dRIRT1 = RIRT(-1)-RIRT(-2) dLRINV1 = LRINV(-1)-LRINV(-2) dRBOT1 = RBOT(-1)-RBOT(-2) dLIHK2 = LIHK(-2)-LIHK(-3) dLRIOPP2 = LRIOPP(-2)-LRIOPP(-3) dLREXR2 = LREXR(-2)-LREXR(-3) dLUNM2 = LUNM(-2)-LUNM(-3) dLRMSI2 = LRMSI(-2)-LRMSI(-3) dLRGDP2 = LRGDP(-2)-LRGDP(-3) dRIRT2 = RIRT(-2)-RIRT(-3) dLRINV2 = LRINV(-2)-LRINV(-3) dRBOT2 = RBOT(-2)-RBOT(-3) ecm1 = 1.0000*LIHK + .15193*LRIOPP -.86441*LREXR + .0000*LUNM

312 -1.0311*LRMSI + .0000*LRGDP + .027757*RIRT + .098152*LRINV -.2052E-4*RBOT + .0031148*Trend; ecm2 = -7.5840*LIHK + 1.0000*LRIOPP -5.3806*LREXR + 2.0045*LUNM + .0000*LRMSI -29.2798*LRGDP + .11271*RIRT + 1.7935*LRINV + .9608E-3*RBOT + .55100*Trend ****************************************************************** R-Squared .93037 R-Bar-Squared .91181 S.E. of Regression .85524 F-stat. F( 20, 75) 50.1082[.000] Mean of Dependent Variable -.050761 S.D. of Dependent Variable 2.8798 Residual Sum of Squares 54.8577 Equation Log-likelihood -109.3570 Akaike Info. Criterion -130.3570 Schwarz Bayesian Criterion -157.2827 DW-statistic 1.8653 System Log-likelihood 21.0632 ****************************************************************** Diagnostic Tests ****************************************************************** * Test Statistics * LM Version * F Version * ****************************************************************** * * * * * A:Serial Correlation*CHSQ( 4)= 5.8682[.209]*F( 4, 71)= 1.1556[.338]* * * * * * B:Functional Form *CHSQ( 1)= 3.1966[.074]*F( 1, 74)= 2.5489[.115]* * * * * * C:Normality *CHSQ( 2)= 146.5307[.000]* Not applicable * * * * * * D:Heteroscedasticity*CHSQ( 1)= .0063690[.936]*F( 1, 94)= .0062368[.937]* ****************************************************************** A:Lagrange multiplier test of residual serial correlation B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals D:Based on the regression of squared residuals on squared fitted values

313 Lampiran 22. (lanjutan) ECM for variable LRINV estimated by OLS based on cointegrating VAR(3) ****************************************************************** Dependent variable is dLRINV 96 observations used for estimation from 1981Q1 to 2004Q4 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] Intercept -115.7940 21.6016 -5.3604[.000] dLIHK1 -11.3900 3.1964 -3.5633[.001] dLRIOPP1 .078251 .19313 .40518[.686] dLREXR1 -.12014 .81590 -.14725[.883] dLUNM1 .62360 .46595 1.3383[.185] dLRMSI1 2.2567 1.6488 1.3687[.175] dLRGDP1 -4.7190 2.6110 -1.8073[.075] dRIRT1 .030805 .023750 1.2970[.199] dLRINV1 -.18867 .10898 -1.7312[.088] dRBOT1 .9823E-4 .7593E-4 1.2936[.200] dLIHK2 2.1904 3.8715 .56578[.573] dLRIOPP2 -.18746 .19337 -.96943[.335] dLREXR2 .53101 .78524 .67625[.501] dLUNM2 1.0014 .46099 2.1723[.033] dLRMSI2 4.9914 1.7718 2.8171[.006] dLRGDP2 -1.0963 2.4427 -.44880[.655] dRIRT2 .028362 .021142 1.3415[.184] dLRINV2 -.16986 .091958 -1.8471[.069] dRBOT2 .1646E-3 .6499E-4 2.5323[.013] ecm1(-1) .19179 .55507 .34552[.731] ecm2(-1) -.35215 .066681 -5.2811[.000] ****************************************************************** List of additional temporary variables created: dLRINV = LRINV-LRINV(-1) dLIHK1 = LIHK(-1)-LIHK(-2) dLRIOPP1 = LRIOPP(-1)-LRIOPP(-2) dLREXR1 = LREXR(-1)-LREXR(-2) dLUNM1 = LUNM(-1)-LUNM(-2) dLRMSI1 = LRMSI(-1)-LRMSI(-2) dLRGDP1 = LRGDP(-1)-LRGDP(-2) dRIRT1 = RIRT(-1)-RIRT(-2) dLRINV1 = LRINV(-1)-LRINV(-2) dRBOT1 = RBOT(-1)-RBOT(-2) dLIHK2 = LIHK(-2)-LIHK(-3) dLRIOPP2 = LRIOPP(-2)-LRIOPP(-3) dLREXR2 = LREXR(-2)-LREXR(-3) dLUNM2 = LUNM(-2)-LUNM(-3) dLRMSI2 = LRMSI(-2)-LRMSI(-3) dLRGDP2 = LRGDP(-2)-LRGDP(-3) dRIRT2 = RIRT(-2)-RIRT(-3) dLRINV2 = LRINV(-2)-LRINV(-3) dRBOT2 = RBOT(-2)-RBOT(-3) ecm1 = 1.0000*LIHK + .15193*LRIOPP -.86441*LREXR + .0000*LUNM

314 -1.0311*LRMSI + .0000*LRGDP + .027757*RIRT + .098152*LRINV -.2052E-4*RBOT + .0031148*Trend; ecm2 = -7.5840*LIHK + 1.0000*LRIOPP -5.3806*LREXR + 2.0045*LUNM + .0000*LRMSI -29.2798*LRGDP + .11271*RIRT + 1.7935*LRINV + . 9608E-3*RBOT + .55100*Trend ****************************************************************** R-Squared .59241 R-Bar-Squared .48372 S.E. of Regression .46683 F-stat. F( 20, 75) 5.4505[.000] Mean of Dependent Variable .012530 S.D. of Dependent Variable .64971 Residual Sum of Squares 16.3449 Equation Log-likelihood -51.2372 Akaike Info. Criterion -72.2372 Schwarz Bayesian Criterion -99.1629 DW-statistic 2.0488 System Log-likelihood 21.0632 ****************************************************************** Diagnostic Tests ****************************************************************** * Test Statistics * LM Version * F Version * ****************************************************************** * * * * * A:Serial Correlation*CHSQ( 4)= 6.8183[.146]*F( 4, 71)= 1.3571[.258]* * * * * * B:Functional Form *CHSQ( 1)= 3.0930[.079]*F( 1, 74)= 2.4635[.121]* * * * * * C:Normality *CHSQ( 2)= .43435[.805]* Not applicable * * * * * * D:Heteroscedasticity*CHSQ( 1)= .066972[.796]*F( 1, 94)= .065622[.798]* ****************************************************************** A:Lagrange multiplier test of residual serial correlation B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals D:Based on the regression of squared residuals on squared fitted values

315 Lampiran 22. (lanjutan) ECM for variable RBOT estimated by OLS based on cointegrating VAR(3) ****************************************************************** Dependent variable is dRBOT 96 observations used for estimation from 1981Q1 to 2004Q4 ****************************************************************** Regressor Coefficient Standard Error T-Ratio[Prob] Intercept -101623.2 36722.1 -2.7674[.007] dLIHK1 3788.1 5433.8 .69713[.488] dLRIOPP1 103.0285 328.3088 .31382[.755] dLREXR1 1469.2 1387.0 1.0593[.293] dLUNM1 178.6695 792.1010 .22556[.822] dLRMSI1 -3327.6 2802.9 -1.1872[.239] dLRGDP1 -2337.4 4438.7 -.52660[.600] dRIRT1 -56.8379 40.3744 -1.4078[.163] dLRINV1 284.1634 185.2705 1.5338[.129] dRBOT1 -.15790 .12909 -1.2232[.225] dLIHK2 -6143.6 6581.5 -.93347[.354] dLRIOPP2 108.6236 328.7305 .33043[.742] dLREXR2 943.4557 1334.9 .70677[.482] dLUNM2 371.3149 783.6713 .47381[.637] dLRMSI2 -2579.3 3012.0 -.85632[.395] dLRGDP2 2917.9 4152.6 .70268[.484] dRIRT2 -48.1912 35.9405 -1.3409[.184] dLRINV2 276.4080 156.3257 1.7682[.081] dRBOT2 -.018841 .11049 -.17053[.865] ecm1(-1) 2581.7 943.6021 2.7361[.008] ecm2(-1) -380.3462 113.3566 -3.3553[.001] ****************************************************************** List of additional temporary variables created: dRBOT = RBOT-RBOT(-1) dLIHK1 = LIHK(-1)-LIHK(-2) dLRIOPP1 = LRIOPP(-1)-LRIOPP(-2) dLREXR1 = LREXR(-1)-LREXR(-2) dLUNM1 = LUNM(-1)-LUNM(-2) dLRMSI1 = LRMSI(-1)-LRMSI(-2) dLRGDP1 = LRGDP(-1)-LRGDP(-2) dRIRT1 = RIRT(-1)-RIRT(-2) dLRINV1 = LRINV(-1)-LRINV(-2) dRBOT1 = RBOT(-1)-RBOT(-2) dLIHK2 = LIHK(-2)-LIHK(-3) dLRIOPP2 = LRIOPP(-2)-LRIOPP(-3) dLREXR2 = LREXR(-2)-LREXR(-3) dLUNM2 = LUNM(-2)-LUNM(-3) dLRMSI2 = LRMSI(-2)-LRMSI(-3) dLRGDP2 = LRGDP(-2)-LRGDP(-3) dRIRT2 = RIRT(-2)-RIRT(-3) dLRINV2 = LRINV(-2)-LRINV(-3) dRBOT2 = RBOT(-2)-RBOT(-3) ecm1 = 1.0000*LIHK + .15193*LRIOPP - .86441*LREXR + .0000*LUNM

316 -1.0311*LRMSI + .0000*LRGDP + .027757*RIRT + .098152*LRINV -.2052E-4*RBOT + .0031148*Trend; ecm2 = -7.5840*LIHK + 1.0000*LRIOPP -5.3806*LREXR + 2.0045*LUNM + .0000*LRMSI -29.2798*LRGDP + .11271*RIRT + 1.7935*LRINV + .9608E-3*RBOT + .55100*Trend ****************************************************************** R-Squared .42676 R-Bar-Squared .27390 S.E. of Regression 793.6003 F-stat. F( 20, 75) 2.7918[.001] Mean of Dependent Variable -53.8663 S.D. of Dependent Variable 931.3269 Residual Sum of Squares 4.72E+07 Equation Log-likelihood -765.3205 Akaike Info. Criterion -786.3205 Schwarz Bayesian Criterion -813.2461 DW-statistic 2.1272 System Log-likelihood 21.0632 ****************************************************************** Diagnostic Tests ****************************************************************** * Test Statistics * LM Version * F Version * ****************************************************************** * * * * * A:Serial Correlation*CHSQ( 4)= 6.9157[.140]*F( 4, 71)= 1.3780[.250]* * * * * * B:Functional Form *CHSQ( 1)= 3.9314[.047]*F( 1, 74)= 3.1599[.080]* * * * * * C:Normality *CHSQ( 2)= 373.2841[.000]* Not applicable * * * * * * D:Heteroscedasticity*CHSQ( 1)= .015327[.901]*F( 1, 94)= .015010[.903]* ****************************************************************** A:Lagrange multiplier test of residual serial correlation B:Ramsey's RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals D:Based on the regression of squared residuals on squared fitted values

317 Lampiran 23.

Respon Dinamik Variabel Kunci Ekonomi Makro terhadap Guncangan Kebijakan Harga Pangan

Orthogonalized Impulse Response(s) to one S.E. shock in the equation for LRIOP Cointegration with unrestricted intercepts and restricted trends in the VAR ***********************************************************************************

96 observations from 1981Q1 to 2004Q4. Order of VAR = 3, chosen r =2. List of variables included in the cointegrating vector: LIHK LRIOPP LREXR LRMSI LRGDP RIRT LRINV RBOT Trend

LUNM

***********************************************************************************

List of imposed restrictions: A1=1;

A4=0; A6=0;

B2=1;

B5=0

***********************************************************************************

Horizon LIHK 0 0.00 1 .0010561 2 .0055307 3 .010678 4 .014002 5 .015236 6 .014962 7 .013823 8 .012214 9 .010886 10 .010016 11 .0096545 12 .0095203 13 .0096010 14 .0097621 15 .0099974 16 .010182 17 .010336 18 .010423 19 .010484 20 .010496 21 .010490 22 .010458 23 .010429 24 .010396 25 .010374 26 .010356 27 .010349 28 .010346 29 .010350 30 .010355 31 .010361 32 .010366 33 .010370 34 .010372 35 .010373

LRIOPP .27947 .25937 .23430 .19693 .19653 .18394 .19684 .19557 .19657 .18565 .17778 .16829 .16549 .16423 .16688 .16929 .17249 .17429 .17588 .17631 .17651 .17610 .17578 .17527 .17497 .17464 .17452 .17441 .17443 .17445 .17454 .17459 .17466 .17470 .17473 .17473

LREXR .016179 .031074 .040012 .045621 .039104 .030785 .022632 .019718 .019027 .021194 .022404 .023541 .023674 .024023 .023812 .023818 .023610 .023639 .023543 .023589 .023530 .023549 .023501 .023516 .023493 .023515 .023508 .023528 .023525 .023538 .023534 .023539 .023534 .023536 .023532 .023533

LUNM -.0067359 -.015526 -.018098 -.012699 -.010573 -.0098283 -.0076656 -.0057950 -.0069902 -.0080118 -.0088050 -.0085254 -.0079564 -.0069854 -.0063916 -.0059011 -.0057888 -.0057945 -.0059925 -.0061322 -.0063123 -.0064133 -.0065044 -.0065179 -.0065303 -.0065058 -.0064916 -.0064604 -.0064442 -.0064232 -.0064169 -.0064092 -.0064115 -.0064120 -.0064177 -.0064205

LRMSI .012500 .014711 .014382 .013138 .0086509 .0069231 .0054547 .0055635 .0068631 .0092002 .010965 .012106 .012573 .012742 .012563 .012250 .011863 .011575 .011359 .011244 .011181 .011186 .011217 .011271 .011319 .011366 .011397 .011418 .011424 .011424 .011416 .011408 .011399 .011392 .011387 .011384

LRGDP -.0034419 -.0013370 -.0073102 -.0082862 -.0098731 -.0092177 -.0097697 -.0089785 -.0090561 -.0086398 -.0088294 -.0085513 -.0085057 -.0082610 -.0082847 -.0082079 -.0082693 -.0082548 -.0083309 -.0083457 -.0083980 -.0083967 -.0084182 -.0084058 -.0084104 -.0083951 -.0083946 -.0083836 -.0083840 -.0083781 -.0083803 -.0083782 -.0083812 -.0083807 -.0083831 -.0083829

***********************************************************************************

318 Horizon RIRT 0 .050954 1 .076332 2 -.042940 3 -.43071 4 -.42102 5 -.20463 6 .021951 7 .11778 8 .14268 9 .12373 10 .052507 11 -.017306 12 -.065823 13 -.077151 14 -.082660 15 -.077235 16 -.072373 17 -.059789 18 -.052577 19 -.045541 20 -.043863 21 -.041030 22 -.041293 23 -.040998 24 -.042741 25 -.043456 26 -.045023 27 -.045594 28 -.046534 29 -.046604 30 -.046859 31 -.046575 32 -.046514 33 -.046173 34 -.046065 35 -.045837

LRINV RBOT .043703 9.9421 -.029260 -51.8681 -.035029 -46.7106 -.065596 -64.9239 -.066617 -75.1017 -.063655 -75.2147 -.074260 -91.5269 -.065417 -96.4975 -.070110 -88.7549 -.065507 -76.2510 -.060398 -78.3237 -.054012 -82.5319 -.056528 -89.3929 -.054572 -95.7422 -.054000 -101.6260 -.053402 -103.9493 -.055398 -104.4766 -.055759 -103.6161 -.056688 -102.3232 -.056774 -100.7853 -.057355 -99.4984 -.057261 -98.5616 -.057411 -98.0661 -.057144 -97.9121 -.057134 -97.9510 -.056924 -98.1073 -.056901 -98.3169 -.056760 -98.5417 -.056777 -98.7180 -.056727 -98.8472 -.056770 -98.9166 -.056757 -98.9462 -.056803 -98.9353 -.056804 -98.9080 -.056837 -98.8687 -.056833 -98.8340

***********************************************************************************

319 Lampiran 24.

Respon Dinamik Variabel Kunci Ekonomi Makro terhadap Guncangan Kebijakan Moneter

Orthogonalized Impulse Response(s) to one S.E. shock in the equation for LRMSI Cointegration with unrestricted intercepts and restricted trends in the VAR *******************************************************************************

96 observations from 1981Q1 to 2004Q4. Order of VAR = 3, chosen r =2. List of variables included in the cointegrating vector: LIHK LRIOPP LREXR LUNM LRMSI LRGDP RIRT LRINV RBOT Trend *******************************************************************************

List of imposed restrictions: A1=1; A4=0; A6=0;

B2=1; B5=0

*******************************************************************************

Horizon LIHK 0 0.00 1 .0023145 2 .0032912 3 .0015901 4 -.3361E-3 5 -.8098E-3 6 -.6649E-3 7 -.0010013 8 -.0015480 9 -.0016592 10 -.0013380 11 -.0010319 12 -.8673E-3 13 -.7690E-3 14 -.6663E-3 15 -.6146E-3 16 -.6118E-3 17 -.6433E-3 18 -.6734E-3 19 -.7074E-3 20 -.7351E-3 21 -.7582E-3 22 -.7683E-3 23 -.7731E-3 24 -.7718E-3 25 -.7690E-3 26 -.7628E-3 27 -.7574E-3 28 -.7525E-3 29 -.7498E-3 30 -.7478E-3 31 -.7474E-3 32 -.7475E-3 33 -.7485E-3 34 -.7494E-3 35 -.7504E-3

LRIOPP LREXR 0.00 0.00 -.0042617 -.016916 -.064578 -.037679 -.049645 -.042279 -.050752 -.036540 -.050827 -.037207 -.059800 -.039701 -.058470 -.041298 -.059845 -.040192 -.055886 -.039429 -.054253 -.038586 -.052553 -.038675 -.052292 -.038840 -.050337 -.039096 -.049032 -.039068 -.048149 -.039141 -.048374 -.039140 -.048621 -.039198 -.049117 -.039191 -.049437 -.039205 -.049843 -.039171 -.050070 -.039171 -.050251 -.039159 -.050263 -.039165 -.050256 -.039153 -.050177 -.039154 -.050118 -.039148 -.050039 -.039152 -.049996 -.039150 -.049954 -.039153 -.049941 -.039153 -.049932 -.039155 -.049942 -.039155 -.049949 -.039157 -.049964 -.039156 -.049973 -.039157

LUNM 0.00 .016610 .033731 .040146 .047917 .046839 .046933 .048655 .049579 .049414 .049861 .050044 .049817 .049718 .049853 .049762 .049565 .049412 .049379 .049360 .049368 .049371 .049399 .049424 .049452 .049461 .049471 .049471 .049472 .049466 .049463 .049459 .049456 .049453 .049453 .049452

LRMSI .033640 .033739 .027857 .029364 .034319 .036994 .036819 .036210 .036761 .037459 .037429 .036881 .036513 .036320 .036159 .036006 .035968 .035993 .036042 .036087 .036143 .036186 .036215 .036225 .036228 .036224 .036217 .036207 .036199 .036193 .036189 .036187 .036187 .036188 .036189 .036191

LRGDP -.0050009 -.0081011 -.0048438 -.0038469 -.0023230 -.0038031 -.0036380 -.0030467 -.0023716 -.0025882 -.0027205 -.0027969 -.0026885 -.0027403 -.0027763 -.0028381 -.0028335 -.0028575 -.0028539 -.0028610 -.0028463 -.0028457 -.0028357 -.0028342 -.0028267 -.0028275 -.0028256 -.0028281 -.0028276 -.0028299 -.0028300 -.0028317 -.0028315 -.0028322 -.0028318 -.0028320

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320 Horizon RIRT LRINV RBOT 0 -.080271 .10745 77.2276 1 .026507 .044071 -226.0585 2 -.27836 .12194 -378.6405 3 -.14063 -.016837 -415.3045 4 .10786 .0044117 -395.4024 5 .053797 .081962 -442.2150 6 -.12980 .084946 -436.1694 7 -.16487 .038811 -443.0524 8 -.094559 .047020 -451.2491 9 -.073524 .060942 -459.6146 10 -.12012 .062611 -456.6751 11 -.15264 .056592 -456.5564 12 -.13624 .055332 -455.8991 13 -.11241 .054747 -456.7521 14 -.10434 .055732 -456.5707 15 -.10560 .055103 -455.2219 16 -.10166 .054440 -453.2199 17 -.098176 .054168 -452.5241 18 -.097268 .054727 -452.4582 19 -.099581 .054679 -452.3567 20 -.10073 .054726 -452.2473 21 -.10210 .054836 -452.4289 22 -.10296 .055070 -452.7129 23 -.10416 .055038 -452.9449 24 -.10440 .055060 -453.1021 25 -.10460 .055049 -453.2055 26 -.10442 .055080 -453.2583 27 -.10444 .055034 -453.2651 28 -.10414 .055019 -453.2434 29 -.10397 .054986 -453.2067 30 -.10372 .054988 -453.1710 31 -.10366 .054972 -453.1374 32 -.10356 .054975 -453.1120 33 -.10357 .054968 -453.0954 34 -.10355 .054977 -453.0899 35 -.10361 .054977 -453.0899 ******************************************************************

321 Lampiran 25.

Respon Dinamis Variabel Kunci Ekonomi Makro terhadap Guncangan Kebijakan Perdagangan

Orthogonalized Impulse Response(s) to one S.E. shock in the equation for RBOT Cointegration with unrestricted intercepts and restricted trends in the VAR *******************************************************************************

96 observations from 1981Q1 to 2004Q4. Order of VAR = 3, chosen r =2.

List of variables included in the cointegrating vector: LIHK LRIOPP LUNM LRMSI LRGDP RIRT LRINV RBOT Trend

LREXR

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List of imposed restrictions:

A1=1; A4=0; A6=0; B2=1; b5=0

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Horizon LIHK 0 0.00 1 -.9391E-3 2 -.0037052 3 -.0039650 4 -.0020264 5 .0015664 6 .0036882 7 .0044305 8 .0039307 9 .0036142 10 .0032201 11 .0029554 12 .0025313 13 .0023260 14 .0021757 15 .0021931 16 .0021862 17 .0022487 18 .0022791 19 .0023463 20 .0023779 21 .0024216 22 .0024323 23 .0024466 24 .0024380 25 .0024353 26 .0024217 27 .0024159 28 .0024055 29 .0024026 30 .0023981 31 .0023991 32 .0023986 33 .0024011 34 .0024019 35 .0024042

LRIOPP LREXR LUNM LRMSI LRGDP 0.00 0.00 0.00 0.00 0.00 -.0094697 -.021078 .0053935 -.0026968 .0032502 -.016135 -.022434 .0086959 -.0078792 .0056707 .0012458 -.0070674 .015165 -.0012679 .0071332 .0092518 .0094233 .017488 .0016070 .0037177 -.0098299 .0089608 .015826 .3698E-3 .0027551 -.010715 -.2555E-3 .013249 -.0042272 .0018831 -.0045424 -.0053212 .017878 -.0069690 .0033130 .010698 -.0075826 .018886 -.0079339 .0030676 .014782 -.0065123 .018591 -.0072935 .0032074 .015766 -.0063156 .016809 -.0068398 .0025688 .0079669 -.0055035 .016165 -.0063242 .0028186 .0033972 -.0058868 .015220 -.0058435 .0027043 -.0011530 -.0053058 .015604 -.0052198 .0029662 -.0017995 -.0053471 .015898 -.0049045 .0028540 -.0032401 -.0050278 .016373 -.0047358 .0030127 -.0025581 -.0052980 .016434 -.0047600 .0029590 -.0023888 -.0051911 .016726 -.0047974 .0030715 -.0010370 -.0053505 .016772 -.0049093 .0030148 -.5196E-3 -.0052173 .016877 -.0049847 .0030635 .3502E-3 -.0052893 .016791 -.0050752 .0030051 .4438E-3 -.0052096 .016783 -.0051247 .0030270 .7727E-3 -.0052896 .016691 -.0051755 .0029849 .6487E-3 -.0052512 .016685 -.0051891 .0030023 .7246E-3 -.0053032 .016631 -.0051982 .0029773 .5189E-3 -.0052724 .016632 -.0051840 .0029918 .4861E-3 -.0053053 .016603 -.0051739 .0029775 .3061E-3 -.0052818 .016615 -.0051556 .0029904 .2790E-3 -.0053004 .016606 -.0051451 .0029831 .1765E-3 -.0052811 .016622 -.0051324 .0029929 .1896E-3 -.0052917 .016621 -.0051279 .0029882 .1529E-3 -.0052783 .016634 -.0051237 .0029946 .1902E-3 -.0052863 .016634 -.0051252 .0029910 .1871E-3 -.0052781 .016642 -.0051260 .0029949 .2262E-3 -.0052843 .016639 -.0051294 .0029919 .2298E-3 -.0052793 .016643 -.0051313 .0029941

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322 Horizon RIRT LRINV 0 0.00 0.00 1 .11184 -.18108 2 .36907 -.075252 3 .46039 -.18897 4 .18888 -.14432 5 -.050978 -.083013 6 -.10933 -.12007 7 .12212 -.15760 8 .28734 -.15118 9 .37040 -.13379 10 .31478 -.14044 11 .29436 -.13964 12 .27004 -.14176 13 .27517 -.13851 14 .24878 -.13822 15 .24142 -.13541 16 .22956 -.13692 17 .23662 -.13622 18 .23453 -.13692 19 .24013 -.13643 20 .23880 -.13729 21 .24315 -.13700 22 .24261 -.13748 23 .24555 -.13731 24 .24489 -.13760 25 .24637 -.13736 26 .24529 -.13750 27 .24577 -.13733 28 .24475 -.13741 29 .24496 -.13729 30 .24422 -.13734 31 .24437 -.13727 32 .24396 -.13732 33 .24419 -.13727 34 .24402 -.13731 35 .24425 -.13729

RBOT 741.9779 314.3620 264.1737 236.0448 302.9646 275.6730 283.4301 262.4170 251.7369 261.0003 277.7157 283.6208 283.4393 280.9018 277.8272 275.5353 274.1234 272.4840 271.4926 271.4082 271.9309 272.3331 272.7464 273.0368 273.3068 273.4377 273.5317 273.5184 273.4903 273.4185 273.3652 273.3029 273.2697 273.2402 273.2344 273.2320

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DAFTAR PUSTAKA. Agenor, P. R Monetary Policy Under Flexible Exchange Rate: An Introduction of Inflation Targeting. World Bank, Washington

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