Nama : Sri Rahayu hendra
Nim/Bp : 84952/07
Prodi : Ekonomi pembangunan
Tugas : Ekonometrika Lanjutan
DATA PDRB RIAU DARI TAHUN 1993 - 2007
| 1993 | 17253796 |
| 1994 | 17976739 |
| 1995 | 18783299 |
| 1996 | 19808076 |
| 1997 | 20433959 |
| 1998 | 19644474 |
| 1999 | 20308602 |
| 2000 | 21633022 |
| 2001 | 22552524 |
| 2002 | 23544880 |
| 2003 | 73077960 |
| 2004 | 75216720 |
| 2005 | 79287590 |
| 2006 | 83370870 |
| 2007 | 86213260 |
MENCEK STASIONER
| Date: 10/27/09 Time: 00:22 | ||||||
| Sample: 1993 2007 | ||||||
| Included observations: 15 | ||||||
| Autocorrelation | Partial Correlation | AC | PAC | Q-Stat | Prob | |
| . |***** | | . |***** | | 1 | 0.613 | 0.613 | 6.8366 | 0.009 |
| . |** . | | . *| . | | 2 | 0.277 | -0.157 | 8.3470 | 0.015 |
| . |* . | | . | . | | 3 | 0.128 | 0.046 | 8.6972 | 0.034 |
| . |* . | | . |* . | | 4 | 0.143 | 0.124 | 9.1705 | 0.057 |
| . |* . | | . | . | | 5 | 0.164 | 0.034 | 9.8600 | 0.079 |
| . |* . | | . | . | | 6 | 0.103 | -0.056 | 10.158 | 0.118 |
| . | . | | . | . | | 7 | 0.035 | -0.006 | 10.197 | 0.178 |
| . | . | | . | . | | 8 | 0.000 | -0.011 | 10.197 | 0.251 |
| . | . | | . | . | | 9 | 0.000 | -0.005 | 10.197 | 0.335 |
| . | . | | . | . | | 10 | 0.000 | -0.012 | 10.197 | 0.423 |
| . | . | | . | . | | 11 | 0.000 | 0.009 | 10.197 | 0.513 |
| . | . | | . | . | | 12 | 0.000 | 0.005 | 10.197 | 0.599 |
PENGUJIAN UNIT ROOT
1.DICKEY FULLER
| Null Hypothesis: PDRB has a unit root | ||||
| Exogenous: Constant | ||||
| Lag Length: 0 (Automatic based on SIC, MAXLAG=3) | ||||
| t-Statistic | ||||
| Elliott-Rothenberg-Stock DF-GLS test statistic | -0.315776 | |||
| Test critical values: | 1% level | -2.740613 | ||
| 5% level | -1.968430 | |||
| 10% level | -1.604392 | |||
| *MacKinnon (1996) | ||||
| Warning: Test critical values calculated for 20 observations | ||||
| and may not be accurate for a sample size of 14 | ||||
| DF-GLS Test Equation on GLS Detrended Residuals | ||||
| Dependent Variable: D(GLSRESID) | ||||
| Method: Least Squares | ||||
| Date: 10/27/09 Time: 00:22 | ||||
| Sample (adjusted): 1994 2007 | ||||
| Included observations: 14 after adjustments | ||||
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| GLSRESID(-1) | -0.044356 | 0.140468 | -0.315776 | 0.7572 |
| R-squared | -0.147941 | Mean dependent var | 4925676. | |
| Adjusted R-squared | -0.147941 | S.D. dependent var | 12910987 | |
| S.E. of regression | 13833092 | Akaike info criterion | 35.79177 | |
| Sum squared resid | 2.49E+15 | Schwarz criterion | 35.83742 | |
| Log likelihood | -249.5424 | Durbin-Watson stat | 1.774107 | |
2.AUGMENTED DICKEY FULLER
| Null Hypothesis: PDRB has a unit root | ||||
| Exogenous: Constant | ||||
| Lag Length: 0 (Automatic based on SIC, MAXLAG=3) | ||||
| t-Statistic | Prob.* | |||
| Augmented Dickey-Fuller test statistic | -0.161670 | 0.9234 | ||
| Test critical values: | 1% level | -4.004425 | ||
| 5% level | -3.098896 | |||
| 10% level | -2.690439 | |||
| *MacKinnon (1996) one-sided p-values. | ||||
| Warning: Probabilities and critical values calculated for 20 | ||||
| observations and may not be accurate for a sample size of 14 | ||||
| Augmented Dickey-Fuller Test Equation | ||||
| Dependent Variable: D(PDRB) | ||||
| Method: Least Squares | ||||
| Date: 10/27/09 Time: 00:22 | ||||
| Sample (adjusted): 1994 2007 | ||||
| Included observations: 14 after adjustments | ||||
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| PDRB(-1) | -0.022198 | 0.137303 | -0.161670 | 0.8743 |
| C | 5738898. | 6178440. | 0.928859 | 0.3713 |
| R-squared | 0.002173 | Mean dependent var | 4925676. | |
| Adjusted R-squared | -0.080979 | S.D. dependent var | 12910987 | |
| S.E. of regression | 13423570 | Akaike info criterion | 35.79449 | |
| Sum squared resid | 2.16E+15 | Schwarz criterion | 35.88578 | |
| Log likelihood | -248.5614 | F-statistic | 0.026137 | |
| Durbin-Watson stat | 2.086494 | Prob(F-statistic) | 0.874256 | |
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