Post on 31-Jul-2015
Lampiran A
Unit Root Test:
GM1ADF Test Statistic -4.484479 1% Critical Value* -3.7667
5% Critical Value -3.0038 10% Critical Value -2.6417
*MacKinnon critical values for rejection of hypothesis of a unit root.
GM1 (-1)ADF Test Statistic -4.455292 1% Critical Value* -3.7856
5% Critical Value -3.0114 10% Critical Value -2.6457
*MacKinnon critical values for rejection of hypothesis of a unit root.
GM1 (-2)ADF Test Statistic -4.297340 1% Critical Value* -3.8067
5% Critical Value -3.0199 10% Critical Value -2.6502
*MacKinnon critical values for rejection of hypothesis of a unit root.
GM1 (-3)ADF Test Statistic -4.157709 1% Critical Value* -3.8304
5% Critical Value -3.0294 10% Critical Value -2.6552
*MacKinnon critical values for rejection of hypothesis of a unit root.
GM2ADF Test Statistic -5.057017 1% Critical Value* -3.7667
5% Critical Value -3.0038 10% Critical Value -2.6417
*MacKinnon critical values for rejection of hypothesis of a unit root.
GM2 (-1)ADF Test Statistic -4.916309 1% Critical Value* -3.7856
5% Critical Value -3.0114 10% Critical Value -2.6457
*MacKinnon critical values for rejection of hypothesis of a unit root.
GM2 (-2)ADF Test Statistic -4.786500 1% Critical Value* -3.8067
5% Critical Value -3.0199 10% Critical Value -2.6502
*MacKinnon critical values for rejection of hypothesis of a unit root.
GM2 (-3)ADF Test Statistic -4.603846 1% Critical Value* -3.8304
5% Critical Value -3.0294 10% Critical Value -2.6552
*MacKinnon critical values for rejection of hypothesis of a unit root.
GMBADF Test Statistic -5.085761 1% Critical Value* -3.7667
5% Critical Value -3.0038
10% Critical Value -2.6417*MacKinnon critical values for rejection of hypothesis of a unit root.
GM1ISLADF Test Statistic -4.573591 1% Critical Value* -3.7667
5% Critical Value -3.0038 10% Critical Value -2.6417
*MacKinnon critical values for rejection of hypothesis of a unit root.
GM1ISL (-1)ADF Test Statistic -4.451509 1% Critical Value* -3.7856
5% Critical Value -3.0114 10% Critical Value -2.6457
*MacKinnon critical values for rejection of hypothesis of a unit root.
GM1ISL (-2)ADF Test Statistic -4.408336 1% Critical Value* -3.8067
5% Critical Value -3.0199 10% Critical Value -2.6502
*MacKinnon critical values for rejection of hypothesis of a unit root.
GM1ISL (-3)ADF Test Statistic -4.251588 1% Critical Value* -3.8304
5% Critical Value -3.0294 10% Critical Value -2.6552
*MacKinnon critical values for rejection of hypothesis of a unit root.
GM2ISLADF Test Statistic -4.630204 1% Critical Value* -3.7667
5% Critical Value -3.0038 10% Critical Value -2.6417
*MacKinnon critical values for rejection of hypothesis of a unit root.
GM2ISL (-1)ADF Test Statistic -4.525369 1% Critical Value* -3.7856
5% Critical Value -3.0114 10% Critical Value -2.6457
*MacKinnon critical values for rejection of hypothesis of a unit root.
GM2ISL (-2)ADF Test Statistic -4.514348 1% Critical Value* -3.8067
5% Critical Value -3.0199 10% Critical Value -2.6502
*MacKinnon critical values for rejection of hypothesis of a unit root.
GM2ISL (-3)ADF Test Statistic -4.365856 1% Critical Value* -3.8304
5% Critical Value -3.0294 10% Critical Value -2.6552
*MacKinnon critical values for rejection of hypothesis of a unit root.
GMBISLADF Test Statistic -4.574466 1% Critical Value* -3.7667
5% Critical Value -3.0038 10% Critical Value -2.6417
*MacKinnon critical values for rejection of hypothesis of a unit root.
GCPIADF Test Statistic -2.759076 1% Critical Value* -3.7667
5% Critical Value -3.0038 10% Critical Value -2.6417
*MacKinnon critical values for rejection of hypothesis of a unit root.
GCREDITADF Test Statistic -4.385808 1% Critical Value* -3.7667
5% Critical Value -3.0038 10% Critical Value -2.6417
*MacKinnon critical values for rejection of hypothesis of a unit root.
GLIKUIDADF Test Statistic -5.267845 1% Critical Value* -3.7667
5% Critical Value -3.0038 10% Critical Value -2.6417
*MacKinnon critical values for rejection of hypothesis of a unit root.
GCREDIT ISLADF Test Statistic -7.234138 1% Critical Value* -3.7667
5% Critical Value -3.0038 10% Critical Value -2.6417
*MacKinnon critical values for rejection of hypothesis of a unit root.
GLIKUID ISLADF Test Statistic -4.574174 1% Critical Value* -3.7667
5% Critical Value -3.0038 10% Critical Value -2.6417
*MacKinnon critical values for rejection of hypothesis of a unit root.