Lampiran Ekonomet Mklh

Dependent Variable: EXCRATE Method: Least Squares Date: 05/28/07 Time: 00:58 Sample: 1998:1 2005:4 Included observations: 32 Variable Coefficient C 11763.92 DOMCRED 0.103639 GDP -2.26E-05 ID 1.315175 INFUS 340.6534 R-squared 0.450409 Adjusted R-squared 0.368989 S.E. of regression 15394.17 Sum squared resid 6.40E+09 Log likelihood -351.2235 Durbin-Watson stat 1.510997

Std. Error t-Statistic 25150.95 0.467733 0.033174 3.124061 4.38E-05 -0.516075 0.394055 3.337541 353.1932 0.964496 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

Prob. 0.6437 0.0042 0.6100 0.0025 0.3434 126814.1 19379.28 22.26397 22.49299 5.531868 0.002191

Uji Pelanggaran Asumsi 1. Multikolinearity DOMCRED

GDP

EXCRATE

ID

DOMCRED GDP EXCRATE ID INFUS

INFUS

1.000000 0.874291 0.427511 -0.752877 0.360411 0.874291 1.000000 0.278750 -0.683703 0.122001 0.427511 0.278750 1.000000 -0.010665 0.189062 -0.752877 -0.683703 -0.010665 1.000000 -0.464913 0.360411 0.122001 0.189062 -0.464913 1.000000 Jika korelasi antar variable bebas kurang dari 0.8 maka dapat dikatakan tidak ada

multikolinearity. 2. Uji Serial Korelation Breusch-Godfrey Serial Correlation LM Test: F-statistic 1.282386 Probability Obs*R-squared 2.977450 Probability

0.294999 0.225660

Test Equation: Dependent Variable: RESID Method: Least Squares Date: 05/28/07 Time: 01:16 Presample missing value lagged residuals set to zero. Variable Coefficient Std. Error t-Statistic Prob. C -7501.536 31071.22 -0.241430 0.8112 DOMCRED 0.000222 0.033001 0.006716 0.9947 GDP 7.71E-06 4.67E-05 0.165173 0.8701 ID 0.160269 0.568100 0.282114 0.7802 INFUS 105.2188 389.9176 0.269849 0.7895 RESID(-1) 0.257193 0.210064 1.224352 0.2322 RESID(-2) -0.257513 0.273252 -0.942402 0.3550 R-squared 0.093045 Mean dependent var -6.82E-12

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat

-0.124624 15235.65 5.80E+09 -349.6609 1.943337

S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

14366.71 22.29130 22.61193 0.427462 0.853589

H0: tidak ada autokorelasi H1 : ada autokorelasi Nilai DW mendekati 2 dan Obs*R-squared tidak significant (0.225660>0.05) berarti H0 tidak ditolak berarti tidak ada autokorelasi 3. Uji Heteroceisdacity Cross term: 5 x var bebas < jumlah observasi 5 x 4 < 32 White Heteroskedasticity Test: F-statistic 4.903381 Obs*R-squared 25.64837

Probability Probability

0.001305 0.028681

Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 05/28/07 Time: 01:24 Sample: 1998:1 2005:4 Included observations: 32 Variable Coefficient C 3.98E+08 DOMCRED -709.4487 DOMCRED^2 0.015920 DOMCRED*GDP -8.09E-05 DOMCRED*ID 0.032900 DOMCRED*INFUS -76.08842 GDP 2.139684 GDP^2 1.04E-07 GDP*ID -0.000105 GDP*INFUS 0.442510 ID -37552.94 ID^2 -0.263359 ID*INFUS 3791.567 INFUS -1.59E+08 INFUS^2 420100.3 R-squared 0.801512 Adjusted R-squared 0.638051 S.E. of regression 3.68E+08 Sum squared resid 2.31E+18 Log likelihood -666.4807 Durbin-Watson stat 2.650863

Std. Error t-Statistic 8.37E+09 0.047580 21832.13 -0.032496 0.011514 1.382632 3.21E-05 -2.517692 0.304521 0.108038 149.1202 -0.510249 28.76855 0.074376 5.39E-08 1.931295 0.000446 -0.235176 0.324304 1.364492 196946.8 -0.190676 1.427534 -0.184486 3518.637 1.077567 1.38E+08 -1.155388 1108000. 0.379152 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

Prob. 0.9626 0.9745 0.1847 0.0221 0.9152 0.6164 0.9416 0.0703 0.8169 0.1902 0.8510 0.8558 0.2963 0.2639 0.7093 2.00E+08 6.12E+08 42.59255 43.27961 4.903381 0.001305

H0 : Tidak ada heteroceisdacity H! : ada heteroceisdacity

Obs*R-squared tidak significant (0.028681<0.05) berarti H0 ditolak berarti ada heteroceisdacity Setelah treatment Dependent Variable: EXCRATE Method: Least Squares Date: 05/28/07 Time: 01:31 Sample: 1998:1 2005:4 Included observations: 32 Weighting series: ID Variable Coefficient C -22417.14 DOMCRED 0.250153 GDP -0.000241 ID 0.682118 INFUS -310.5414 Weighted Statistics R-squared 0.943479 Adjusted R-squared 0.935106 S.E. of regression 24534.33 Sum squared resid 1.63E+10 Log likelihood -366.1382 Durbin-Watson stat 1.646351 Unweighted Statistics R-squared -0.229326 Adjusted R-squared -0.411448 S.E. of regression 23023.43 Durbin-Watson stat 0.733945

Std. Error 32867.12 0.047721 6.35E-05 0.381870 557.1190

t-Statistic -0.682054 5.241996 -3.791325 1.786257 -0.557406

Prob. 0.5010 0.0000 0.0008 0.0853 0.5818

Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

126674.8 96309.89 23.19614 23.42516 7.437480 0.000357

Mean dependent var S.D. dependent var Sum squared resid

126814.1 19379.28 1.43E+10

Uji heteroceisdacity lagi White Heteroskedasticity Test: F-statistic 5.511292

Probabilit

0.000654

Probabilit

0.024251

y Obs*R-squared

26.22248 y

Masih ada heteroceisdacity Treatment lagi… Dependent Variable: EXCRATE Method: Least Squares Date: 05/28/07 Time: 01:35 Sample: 1998:1 2005:4 Included observations: 32 Weighting series: DOMCRED Variable Coefficient C 27065.45

Std. Error 21941.21

t-Statistic 1.233545

Prob. 0.2280

DOMCRED GDP ID INFUS Weighted Statistics R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat Unweighted Statistics R-squared Adjusted R-squared S.E. of regression Durbin-Watson stat

0.077929 -1.38E-06 1.331715 415.4711

0.026219 4.03E-05 0.427208 295.5728

2.972201 -0.034378 3.117255 1.405647

0.0062 0.9728 0.0043 0.1712

0.904875 0.890782 13536.04 4.95E+09 -347.1072 1.515435

Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

128689.8 40958.56 22.00670 22.23572 5.903848 0.001510

0.427875 0.343115 15706.60 1.587910

Mean dependent var S.D. dependent var Sum squared resid

126814.1 19379.28 6.66E+09

Uji heteroceisdacity White Heteroskedasticity Test: F-statistic 4.716827

Probabilit

0.001631

Probabilit

0.030389

y Obs*R-squared

25.44859 y

ada heter Uji serial korelation Breusch-Godfrey Serial Correlation LM Test: Obs*R-squared 3.443050 Probability Test Equation: Dependent Variable: RESID Method: Least Squares Date: 05/28/07 Time: 01:37 Presample missing value lagged residuals set to zero. Variable Coefficient Std. Error t-Statistic C -25254.01 34294.85 -0.736379 DOMCRED 0.026689 0.034194 0.780532 GDP -1.14E-05 4.67E-05 -0.243448 ID 0.197131 0.591931 0.333031 INFUS 38.46182 393.8036 0.097668 RESID(-1) 0.195725 0.208043 0.940793 RESID(-2) -0.253468 0.271630 -0.933138 R-squared 0.107595 Mean dependent var Adjusted R-squared -0.106582 S.D. dependent var S.E. of regression 15396.63 Akaike info criterion Sum squared resid 5.93E+09 Schwarz criterion Log likelihood -349.9972 F-statistic Durbin-Watson stat 1.831261 Prob(F-statistic)

Tidak ada autokol

0.178793

Prob. 0.4684 0.4424 0.8096 0.7419 0.9230 0.3558 0.3597 -788.2690 14636.39 22.31233 22.63295 0.502366 0.800548

KLO DATANYA AMPE 2006 Dependent Variable: EXCRATE Method: Least Squares Date: 05/28/07 Time: 02:00 Sample: 1998:1 2006:4 Included observations: 36 Variable Coefficient C 50004.10 DOMCRED 0.060208 GDP 1.98E-05 ID 1.001604 INFUS -2.529129 R-squared 0.343746 Adjusted R-squared 0.259068 S.E. of regression 15880.52 Sum squared resid 7.82E+09 Log likelihood -396.6128 Durbin-Watson stat 1.549739

Std. Error t-Statistic 20222.66 2.472677 0.016716 3.601887 2.09E-05 0.945437 0.364991 2.744190 45.73590 -0.055299 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

Prob. 0.0191 0.0011 0.3517 0.0100 0.9563 127734.1 18449.12 22.31182 22.53175 4.059458 0.009244

Uji Pelanggran Asumsi 1. Multikolinearity DOMCRED

GDP 0.42874758980 5

EXCRATE 0.3748641905 93

0.4287475898 05

1.000000

0.1646988437 69

EXCRAT E

0.3748641905 93

0.16469884376 9

1.000000

ID

0.6944096526 72

0.03261453702 88

0.3206846661 22

0.11695347573 5

DOMCRE D GDP

1.000000

ID -

INFUS 0.3206846661

0.69440965267

22

2 -

0.1169534757

0.03261453702

35

88 -

-

0.51282668417

0.2632871981

0.5128266841 7

1.000000

29 -

0.2632871981 29

0.12985965264 4

0.1298596526 44

INFUS

1.000000

Jika korelasi antar variable bebas kurang dari 0.8 maka dapat dikatakan tidak ada multikolinearity. 2. Uji Serial Korelation Breusch-Godfrey Serial Correlation LM Test: F-statistic 0.928658 Probability Obs*R-squared 2.166856 Probability

0.406516 0.338433

Test Equation: Dependent Variable: RESID Method: Least Squares Date: 05/28/07 Time: 02:11 Presample missing value lagged residuals set to zero. Variable Coefficient Std. Error t-Statistic C 5173.208 24203.83 0.213735 DOMCRED -0.003176 0.017833 -0.178079 GDP -2.32E-06 2.31E-05 -0.100499 ID -0.118861 0.480742 -0.247245 INFUS 8.712579 46.31726 0.188107 RESID(-1) 0.263156 0.196699 1.337863 RESID(-2) -0.057075 0.230231 -0.247903 R-squared 0.060190 Mean dependent var Adjusted R-squared -0.134253 S.D. dependent var S.E. of regression 15917.20 Akaike info criterion Sum squared resid 7.35E+09 Schwarz criterion Log likelihood -395.4954 F-statistic Durbin-Watson stat 2.020973 Prob(F-statistic)

Prob. 0.8322 0.8599 0.9206 0.8065 0.8521 0.1913 0.8060 -6.32E-12 14945.54 22.36085 22.66876 0.309553 0.926810

H0 : tidak ada autokorelasi H1 : ada autokorelasi Nilai DW mendekati 2 dan Obs*R-squared tidak significant (0.338433>0.05) berarti H0 tidak ditolak berarti tidak ada autokorelasi 3. Uji heteroceisdacity Cross term: 5 x var bebas < jumlah observasi 5 x 4 < 32 White Heteroskedasticity Test: F-statistic 4.404015 Obs*R-squared 26.85368

Probability Probability

Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 05/28/07 Time: 02:12 Sample: 1998:1 2006:4 Included observations: 36 Variable Coefficient C -2.78E+09 DOMCRED -6640.061 DOMCRED^2 0.001011 DOMCRED*GDP -6.54E-06 DOMCRED*ID 0.543526 DOMCRED*INFUS 31.97438 GDP 23.99031 GDP^2 2.60E-10

Std. Error 8.03E+09 17551.43 0.007753 6.76E-06 0.254411 128.0110 22.93664 4.25E-08

0.001171 0.020114

t-Statistic -0.346621 -0.378320 0.130456 -0.967524 2.136404 0.249778 1.045938 0.006131

Prob. 0.7323 0.7090 0.8974 0.3443 0.0446 0.8052 0.3075 0.9952

GDP*ID GDP*INFUS ID ID^2 ID*INFUS INFUS INFUS^2 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat

-0.001158 -0.122214 70287.85 -3.187586 -2789.773 63631148 -163304.4 0.745936 0.576559 4.75E+08 4.73E+18 -760.5947 3.177576

0.000342 -3.384615 0.212426 -0.575324 225200.2 0.312113 1.720296 -1.852929 3356.679 -0.831111 1.39E+08 0.458002 271736.3 -0.600966 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

0.0028 0.5712 0.7580 0.0780 0.4153 0.6517 0.5543 2.17E+08 7.29E+08 43.08860 43.74840 4.404015 0.001171

H0 : Tidak ada heteroceisdacity H! : ada heteroceisdacity Obs*R-squared tidak significant (0.020114<0.05) berarti H0 ditolak berarti ada heteroceisdacity Uji Hetero: dengan pembobotan White Heteroskedasticity Test: F-statistic 4.112342

Probabilit

0.001816

Probabilit

0.023162

y Obs*R-squared

26.37835 y

Masih ada.. Uji Autokol Breusch-Godfrey Serial Correlation LM Test: Obs*R-squared 2.595535 Probability

0.273141

Test Equation: Dependent Variable: RESID Method: Least Squares Date: 05/28/07 Time: 02:28 Presample missing value lagged residuals set to zero. Variable Coefficient Std. Error t-Statistic Prob. C -957.3121 24844.35 -0.038532 0.9695 DOMCRED 0.004551 0.018352 0.247988 0.8059 GDP -1.37E-05 2.23E-05 -0.613523 0.5443 ID -0.081598 0.486164 -0.167841 0.8679 INFUS 4.797982 46.87109 0.102365 0.9192 RESID(-1) 0.238481 0.195691 1.218661 0.2328 RESID(-2) -0.049635 0.226510 -0.219130 0.8281 R-squared 0.072098 Mean dependent var -1969.342 Adjusted R-squared -0.119881 S.D. dependent var 15118.77 S.E. of regression 15999.35 Akaike info criterion 22.37115

Sum squared resid Log likelihood Durbin-Watson stat

7.42E+09 -395.6807 1.983355

Schwarz criterion F-statistic Prob(F-statistic)

22.67906 0.375551 0.888512

Nilai DW mendekati 2 dan Obs*R-squared tidak significant (0.273141>0.05) berarti H0 tidak ditolak berarti tidak ada autokorelasi

OUTPUT AKHIR Dependent Variable: EXCRATE Method: Least Squares Date: 05/28/07 Time: 02:20 Sample: 1998:1 2006:4 Included observations: 36 Weighting series: INFUS Variable Coefficient C 56775.61 DOMCRED 0.051341 GDP 3.37E-05 ID 0.967826 INFUS 3.327319 Weighted Statistics R-squared 0.999094 Adjusted R-squared 0.998977 S.E. of regression 8720.020 Sum squared resid 2.36E+09 Log likelihood -375.0318 Durbin-Watson stat 1.624211 Unweighted Statistics R-squared 0.316726 Adjusted R-squared 0.228561 S.E. of regression 16204.16 Durbin-Watson stat 1.555704

Std. Error 14003.82 0.012384 1.55E-05 0.335655 19.11131

t-Statistic 4.054294 4.145606 2.165775 2.883392 0.174102

Prob. 0.0003 0.0002 0.0381 0.0071 0.8629

Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

131874.9 272591.4 21.11288 21.33281 12.31469 0.000004

Mean dependent var S.D. dependent var Sum squared resid

127734.1 18449.12 8.14E+09

Fixed ER Dependent Variable: RESERVE Method: Least Squares Date: 06/05/07 Time: 16:19 Sample(adjusted): 1990:1 1997:2 Included observations: 30 after adjusting endpoints Variable Coefficient Std. Error t-Statistic C -2302.608 2582.891 -0.891485 DOMCRED 0.029189 0.008547 3.415045 GDP 7.93E-05 2.25E-05 3.520207 ID 0.253163 0.120340 2.103721 IHK 0.010331 0.005208 1.983650 R-squared 0.682488 Mean dependent var Adjusted R-squared 0.631686 S.D. dependent var S.E. of regression 2821.557 Akaike info criterion Sum squared resid 1.99E+08 Schwarz criterion

Prob. 0.3812 0.0022 0.0017 0.0456 0.0584 8031.967 4649.218 18.87898 19.11251

Log likelihood Durbin-Watson stat

-278.1847 1.572481

F-statistic Prob(F-statistic)

13.43431 0.000006

Uji Pelanggaran asumsi 1. Multikolinearity DOMCRED GDP ID IHK RESERVE 1 0.453025946 0.081762842 0.640106520 651 0.086307305 916 634 4323 0.453025946 1 0.002648555 0.631686920 651 33764 0.075223002 911 588 0.002648555 1 0.140938636 0.236810044 0.086307305 33764 736 578 4323 0.081762842 0.140938636 1 0.264959652 916 0.075223002 736 704 588 0.640106520 0.631686920 0.236810044 0.264959652 1 634 911 578 704

Jika korelasi antar variable bebas kurang dari 0.8 maka dapat dikatakan tidak ada multikolinearity. Sehingga tidak ada multikol 2. Uji Serial Correlation Breusch-Godfrey Serial Correlation LM Test: F-statistic 0.339854 Probability Obs*R-squared 0.861128 Probability

0.715389 0.650142

Test Equation: Dependent Variable: RESID Method: Least Squares Date: 06/05/07 Time: 16:24 Presample missing value lagged residuals set to zero. Variable Coefficient Std. Error t-Statistic C 174.1623 2663.563 0.065387 DOMCRED 0.001466 0.009038 0.162193 GDP -6.74E-06 2.66E-05 -0.253070 ID -0.021417 0.126375 -0.169476 IHK 0.000975 0.005548 0.175711 RESID(-1) 0.155629 0.220581 0.705542 RESID(-2) 0.089359 0.262582 0.340307 R-squared 0.028704 Mean dependent var Adjusted R-squared -0.224677 S.D. dependent var S.E. of regression 2899.149 Akaike info criterion Sum squared resid 1.93E+08 Schwarz criterion Log likelihood -277.7478 F-statistic Durbin-Watson stat 1.827265 Prob(F-statistic)

Prob. 0.9484 0.8726 0.8025 0.8669 0.8621 0.4876 0.7367 -2.88E-13 2619.750 18.98319 19.31013 0.113285 0.993903

H0 : tidak ada autokorelasi H1 : ada autokorelasi

Nilai DW mendekati 2 dan Obs*R-squared tidak significant (0.650142>0.05) berarti H0 tidak ditolak berarti tidak ada autokorelasi 3. Uji Heteroceisdacity Cross term: 5 x var bebas < jumlah observasi 5 x 4 < 30 White Heteroskedasticity Test: F-statistic 1.234227 Obs*R-squared 15.02104

Probability Probability

0.340489 0.306041

Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/05/07 Time: 16:27 Sample: 1990:1 1997:2 Included observations: 30 Variable Coefficient C 56239542 DOMCRED 169.1780 DOMCRED^2 6.21E-05 DOMCRED*GDP 4.61E-06 DOMCRED*ID 0.048976 DOMCRED*IHK -1.387514 GDP -5.051723 GDP^2 -2.23E-08 GDP*ID 0.000180 GDP*IHK 0.006319 ID -3533.492 ID^2 0.027324 ID*IHK -11.42806 IHK^2 1.113815 R-squared 0.500701 Adjusted R-squared 0.095021 S.E. of regression 7087066. Sum squared resid 8.04E+14 Log likelihood -506.3525 Durbin-Watson stat 2.750157

Std. Error t-Statistic 1.17E+08 0.481534 1215.051 0.139235 0.000682 0.091000 1.14E-05 0.404688 0.045737 1.070811 1.469715 -0.944070 17.02464 -0.296730 4.61E-08 -0.483428 0.000309 0.581262 0.033479 0.188746 3118.920 -1.132922 0.075094 0.363860 17.21829 -0.663716 0.681497 1.634366 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

Prob. 0.6367 0.8910 0.9286 0.6911 0.3001 0.3592 0.7705 0.6353 0.5692 0.8527 0.2739 0.7207 0.5163 0.1217 6634318. 7449846. 34.69017 35.34406 1.234227 0.340489

H0 : Tidak ada heteroceisdacity H! : ada heteroceisdacity Obs*R-squared tidak significant (0.306041>0.05) berarti H0 tidak ditolak berarti tidak ada heteroceisdacity