MENCEK STASIONER DAN PENGUJIAN UNIT ROOT PDRB RIAU TAHUN 1993 - 2007

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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