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