Lampiran1. Keteranga n Variabel yang Digunakan dalam Model Subsidi Harga Listrik No Notasi Definisi Variabel Satuan

Transkripsi

1 170 LAMPIRAN

2 Lampiran1. Keteranga n Variabel yang Digunakan dalam Model Subsidi Harga Listrik No Notasi Definisi Variabel Satuan A. Variabel Endoge n 1. PRODSDR Tenaga Listrik Diproduksi Sendiri GWh 2. QBBM Konsumsi BBM Kilo liter 3. QBTB Konsumsi Batubara Ton 4. QGAS Konsumsi Gas Alam MMSCF 5. PBBM Harga BBM Dalam Negeri Rp/liter 6. PBTB Harga Batubara Dalam Negeri Rp/kg 7. PGAS Harga Gas Alam Dalam Negeri Rp/MSCF 8. CBBM Pengeluaran untuk Konsumsi BBM Miliar Rp 9. CBTB Pengeluaran untuk Konsumsi Batubara Miliar Rp 10. CGAS Pengeluaran untuk Konsumsi Gas Alam Miliar Rp 11. TLBELI Tenaga Listrik yang Dibeli GWh 12. PRODTL Total Produksi Tenaga Listrik GWh 13. BOP Total Biaya Operasional Miliar Rp 14. BPP Biaya Pokok P enyediaan Tenaga Listrik Rp/kWh Per kwh 15. CLISRT Konsumsi Listrik oleh Rumah Tangga GWh 16. CLISIND Konsumsi Listrik oleh Industri GWh 17. CLISOTH Konsumsi Listrik oleh Pelanggan Lainnya GWh 18. TLJUAL Tenaga Listrik Terjua l GWh 19. SUSUT Tenaga Listrik yang Hilang atau Susut GWh 20. SUBPRT Subsidi Per kwh untuk Rumah Tangga Rp/kWh 21. SUBPIND Subsidi Per kwh untuk Industri Rp/kWh 22. SUBPOTH Subsidi Per kwh untuk Pelanggan Lainnya Rp/kWh 23. SUBRT Subs idi Listrik untuk Rumah Tangga Miliar Rp 24. SUBIND Subs idi Listrik untuk Industri Miliar Rp 25. SUBOTH Subs idi Listrik untuk Pelanggan Lainnya Miliar Rp 26. SUBLSTR Total Subsidi Listrik Miliar Rp 27. HJTLRT Harga Jual Tenaga Listrik untuk Rumah Rp/kWh Tangga 28. HJTLIND Harga Jual Tenaga Listrik untuk I ndustri Rp/kWh 29. HJTLOTH Harga Jual Tenaga Listrik untuk Lainnya Rp/kWh 30. AVHJTL Rata-Rata Harga Jual Tenaga Listrik Rp/kWh 31. PENPJK Penerimaan Pajak Miliar Rp 32. PENPEM Total Penerimaan Pemerintah Miliar Rp Lampiran 1. Lanjutan No Notasi Definisi Variabel Satuan A. Variabel Endoge n 171

3 BLJLAIN Belanja Lainnya Miliar Rp 34. GOVEXP Total Pengeluaran Pemerintah Miliar Rp 35. CONLIS Pengeluaran Konsumsi Listrik Miliar Rp 36. CONLAIN Pengeluaran Konsumsi Lainnya Miliar Rp 37. CONRT Total Pengeluaran Rumah Tangga Miliar Rp 38. INV Nilai Investasi Miliar Rp 39. EKSPOR Nilai Ekspor Miliar Rp 40. IMPOR Nilai Impor Miliar Rp 41. PDB Produk Domestic Bruto Miliar Rp 42. RPDB Riil PDB Miliar Rp 43. GROWTH Laju Pertumbuhan Eko nomi Persen 44. PDBKPT PDB Per Kapita Ribu Rp 45. KURS Nilai Tukar Rupiah terhadap Dollar Rp/US$ Amerika Serikat 46. IHK Indeks Harga Konsumen 47. INFLASI Inflasi Persen 48. SKBG Tingkat Suku Bunga Persen 49. STK Penawaran Tenaga Kerja Ribu orang 50. DTK Permintaan Tenaga Kerja Ribu orang 51. UNEMPL Jumlah Pengangguran Ribu orang 52. RUPH Upa h Riil Ribu Rp 53. MISKOTA Jumlah Penduduk Miskin Kota Ribu orang 54. MISDESA Jumlah Penduduk Miskin Desa Ribu orang 55. PMISKIN Jumlah Penduduk Miskin Ribu orang 56. TMISKIN Tingkat Kemiskinan Persen B. Variabel Eksoge n 1. CADEV Cadangan Devisa Indo nesia Miliar US$ 2. CLISDR Tenaga Listrik yang Diko nsumsi Sendiri GWh 3. CRUTIN Biaya Rutin Miliar Rp 4. ICP Indonesia Crude Oil Price (Harga US$/barel Minyak Mentah Indo nesia) 5, POP Jumlah Penduduk Indo nesia Ribu orang 6. PELRT Jumlah Pelanggan Rumah Tangga Ribu pelanggan 7. PELIND Jumlah Pelanggan Industri Ribu pelanggan 8. PELOTH Jumlah Pelanggan Lainnya Ribu pelanggan 9. PDBI PDB Sektor Industri Pengolahan Miliar Rp Lampiran 1. Lanjutan No Notasi Definisi Variabel Satuan B. Variabel Eksoge n 10. PDBL PDB Selain Sektor Industri Miliar Rp 11. PDBTB Harga Batubara Dunia US$/ton 12. PDGAS Harga Gas Alam Dunia US$/MMBTU 13. PENNPJK Penerimaan Selain Pajak Miliar Rp 14. M Margin Usaha PT PLN (Persero) Persen

4 SKBG Suku Bunga Persen 16. UANGBR Uang Beredar Miliar rupiah 17. D9799 Dummy Krisis Ekonomi Tahun = 1, lainnya D98 Dummy Krisis Ekonomi Tahun 1998 = 1, lainnya D04 Dummy Kebijaka n Perluasan Pelanggan Bersubsidi Tahun 2004 = 1, lainnya D05 Dummy Kebijaka n Perluasan Pelanggan Bersubsidi Tahun 2005 = 1, lainnya D08 Dummy Melonjaknya Harga Minyak Mentah Dunia Tahun 2008 = 1, lainnya D09 Dummy Krisis Finansial Global Tahun 2009 = 1, lainnya 0

5 174 Lampiran 2. Ringkasan Model Subsidi Harga Listrik I. Blok Produksi Tenaga Listrik A. Jumlah Produksi Tenaga Listrik 1. PRODSDR t = a 0 + a 1 QBBM t + a 2 QBTB t + a 3 QGAS t + a 4 PRODSDR t-1 + u 2. QBBM t = b 0 + b 1 PBBM t + b 2 PRODSDR t + b 3 D08 + b 4 QBBM t-1 + u 3. QBTB t = c 0 + c 1 PBTB t + c 2 PRODSDR t + c 3 PBBM t + c 4 QBTB t-1 + u 4. QGASt = d 0 + d 1 PGAS t + d 2 PRODSDR t + d 3 QBBM t + d 4 QBTB t + d5d u 4t 5. PBBMt = e 0 + e 1 ICP t + e 2 KURS t + e 3 D08 + e 4 PBBM t-1 + u 6. PBTB t = f 0 + f 1 PDBTB t + f 2 KURS t + f 3 PBBM t + f 4 PBTB t-1 + u 7. PGASt = g 0 + g 1 KURS t + g 2 PBBM t + g 3 D98 + g 4 D09 + g 5 PGAS t-1 + u 8. CBBM t = QBBM t * P BBM 9. CBTB t = QBTB t * PBTB 10 CGASt = QGAS t * PGAS t t t 11 TLBELIt = h 0 + h 1 TLJUAL t + h 2 SUSUT t + h 3 D08+ h 4 TLBELI t-1 + u 12 PRODTL t = PRODSDR t + TLBELI t 5t 6t 2t 3t 8t 7t 1t B. Biaya Operasional Penyediaan Tenaga Listrik 13. BOP t = i 0 + i 1 TLBELI t + i 2 CBBM t + i 3 CBTB t + i 4 CGAS t + i 5 CLAIN t + i6d08 + i 7 BOP t-1 + u 14. BPP t = BOP t / TLJUAL t 9t II. Blok Konsumsi Tenaga Listrik 15. CLISRT t = j 0 + j 1 HJTLRT t + j 2 PELRT t + j 3 PDBKPT t + j 4 D98 + j 5CLISRT t-1 + u 10t 16. CLISINDt = k 0 + k 1 HJTLIND t + k 2 PDBI t + k 3 PELIND t + k 4 D98 + k5d09 + k 6 CLISIND t-1 + u 17. CLISOTHt = l 0 + l 1 HJTLOTH t + l 2 PDBL t + l 3 PELOTH t + l 4 D05 + l5d08 + u 18. TLJUALt = CLISRT t + CLISIND t + CLISOTH t 19. SUSUT t = PRODTL t TLJUAL t CLISDR III. Blok Subsidi 12t t 11t

6 SU BPRT t = m 0 + m 1 PENPEM t + m 2 D08 + m 3 SUBPRT t-1 + u 21. SUBPIND t = n 0 + n 1 PENPEM t + n 2 D08 + n 3 SUBPIND t-1 + u 22. SUBPOTHt = o 0 + o 1 PENPEM t + o 2 D08 + o 3 SUBPOTH t-1 + u 23. SUBRT t = SUBPRT t * CLISRT t / SUBIND t = SUBPIND t * CLISIND t / SUBOTHt = SUBPOTH t * CLISOTH t / SUBLSTRt = SUBRT t + SUBIND t + SUBOTH t 13t 14t 15t IV. Blok Harga Jual Tenaga Listrik 27. HJTLRT t = (1 + m t ) BPP t SUBPRT 28. HJTLINDt = (1 + m t ) BPP t SUBPIND 29. HJTLOTHt = (1 + m t ) BPP t SUBPOTH 30. AVHJTL t HJTLRTt CLISRTt + HJTLINDt CLISINDt + HJTLOTH t CLISOTH t = CLISRT + CLISIND + CLISOTH t t t t t t V. Blok Penerimaa n dan Penge luaran Pemerintah a. Penerimaan Pemerintah 31. PENPJK t = p 0 + p 1 PDB t-1 + p 2 INFLASI t + p 3 D98 + p 4 PENPJK t-1 + u 32. PENPEMt = PENPJK t + PENNPJK b. Belanja Pemerintah 33. BLJLAIN t = q 0 + q 1 PENPEM t + q 2 IHK t + q 3 D09 + q 4 BLJNSUB t-1 + u 34. GOVEXPt = SUBLSTR t + BLJLAIN t t 16t 17t VI. Blok Perekonomian 35. CONLIS t = HJTLRT t *CLISRT t + HJTLIND t *CLISIND t + HJTLOTHt*CLISOTH 36. CONLAIN t = r 0 + r 1 PDBKPT t + r 2 INFLASI t + r 3 D98 + r 4 D08 + r5conlain t-1 + u 37. CONRT t = CONLIS t + CONLAIN 38. INV t = s 0 + s 1 PDB t + s 2 SKBG t + s 3 D04 + s 4 INV t-1 + u 39. EKSPORt = t 0 + t 1 KURS t + t 2 D98 + t 3 EKSPOR t-1 + u 20t t t 18t 19t 40. IMPOR t = u 0 + u 1 INFLASI t + u 2 KURS t + u 3 POP t + u 4 D98 +

7 176 u 5 IMPOR t-1 + u 41. PDBt = CONRT t + INV t + GOVEXP t + EKS t - IMP 42. RPDB t = PDB t * 100/IHK 43. GROWTH t = (RPDB t RPDB t-1 )/RPDB t-1 * PDBKPTt = PDB t /POP t t 45. KURS t = v 0 + v 1 IHK t + v 2 CADEV t + v 3 D v 4 KURS t-1 + u 46. IHK t = w 0 + w 1 SKBG t + w 2 UANGBR t + w 3 AVHJTL t + w 4 PBBM t + 21t w5kurs t + w 6 D98 + w 7 D02 + w 8 D05 + w 9 IHK t-1 + u * 47. INFLASIt = ( IHK t IHK t-1 ) / IHK t % 48. SKBG t = x 0 + x 1 INFLASI t + x 2 D x 3 SKBG t-1 + u 24t t 22t 23t VII. Blok Tenaga Kerja 49. STK t = y 0 + y 1 RUPH t + y 2 POP t + y 3 DBLJLAIN t + y 4 D04 + y 5 D DTK t y6stk t-1 + u 25t = z 0 + z 1 RUPH t + z 2 PDB t + z 3 D u 51. UNEMPLt = STK t DTK t 52. RUPH t = aa 0 + aa 1 STK t-1 + aa 2 DDTK t + aa 3 D98 + aa 4 RUPH t-1 + u 27t 26t VIII. Blok Kemiskinan 53. MISKOTA t = ab 0 + ab 1 INFLASI t + ab 2 RUPH t + ab 3 UNEMPL t + ab4d u 54. MISDESA t = ac 0 + ac 1 INFLASI t + ac 2 GOVEXP t + ac 3 UNEMPL t + 28t ac5d ac 6 MISDESA t-1 + u 55. PMISKIN t = MISKOTA t + MISDESA 56. TMISKIN t = (MISKOTA t + MISDESA t )/POP t * 100 t 29t

8 177 Lampiran 3. Program Estimasi Model Subsidi Harga Listrik mengg unakan Metode 2SLS dan Pros edur SYSLIN denga n Program SAS/ETS versi 9.1 options nodate nonumber; LIBNAME IN 'C:\Disertasi'; data datapln; set in.pln; */Creating Variable; PRODSDR = TLSDR+TLSEWA; PRODTL = PRODSDR+TLBELI; TLJUAL = CLISRT+CLISIND+CLISOTH; SUSUT = PRODTL-TLJUAL-CLISDR; AVHJTL = (HJTLRT*CLISRT + HJTLIND*CLISIND + HJTLOTH*CLISOTH)/ (CLISRT+CLISIND+CLISOTH); BPP = BOP/TLJUAL*1000; HJTLRT = BPP*(1+m/100)-SUBPRT; HJTLIND = BPP*(1+m/100)-SUBPIND; HJTLOTH = BPP*(1+m/100)-SUBPOTH; PENPEM = PENPJK+PENNPJK; CLAIN = CPLHR+CPGW+CSUSUT+COTH; CBBM = QBBM*PBBM/ ; CBTB = QBTB*PBTB/ ; CGAS = QGAS*PGAS/ ; PENPEM = PENPJK + PENNPJK; SUBRT = SUBPRT * CLISRT/1000; SUBIND = SUBPIND * CLISIND/1000; SUBOTH = SUBPOTH * CLISOTH/1000; SUBLSTR = SUBRT + SUBIND + SUBOTH; GOVEXP = SUBLSTR + BLJLAIN; CONLIS = ((HJTLRT*CLISRT)+(HJTLIND*CLISIND)+ (HJTLOTH*CLISOTH))/1000; CONRT = CONLIS + CONLAIN; PDB = CONRT + INV + GOVEXP + EKSPOR - IMPOR; RPDB = PDB*100/IHK; PDBKPT = PDB/POP*1000; PMISKIN = MISKOTA + MISDESA; TMISKIN = (MISKOTA+MISDESA)/POP*100; UNEMPL = STK-DTK; PDBL = PDB-PDBI; if tahun=1998 then D98=1; else D98=0; if tahun=2008 then D08=1; else D08=0; if tahun=2005 then D05=1; else D05=0; if tahun=2004 then D04=1; else D04=0; if tahun=2009 then D09=1; else D09=0; if tahun=1997 or tahun=1998 or tahun=1999 then D9799=1; else D9799=0; if tahun=2002 then D02=1; else D02=0; LCLISRT = lag(clisrt);

9 178 LCLISIND LCLISOTH LBOP LPBBM LPBTB LPGAS LQBBM LQBTB LQGAS LQBBM LQBTB LQGAS LPDB LKURS LIHK LTLBELI LPRODSDR LMISKOTA LMISDESA LSUBPRT LSUBPIND LSUBPOTH LPENPJK LSTK LDTK LRUPH LRPDB INFLASI GROWTH DDTK DSTK LBLJLAIN DBLJLAIN LCONLAIN LINV LEKSPOR LIMPOR LSKBG = lag(clisind); = lag(clisoth); = lag(bop); = lag(pbbm); = lag(pbtb); = lag(pgas); = lag(qbbm); = lag(qbtb); = lag(qgas); = lag(qbbm); = lag(qbtb); = lag(qgas); = lag(pdb); = lag(kurs); = lag(ihk); = lag(tlbeli); = lag(prodsdr); = lag(miskota); = lag(misdesa); = lag(subprt); = lag(subpind); = lag(subpoth); = lag(penpjk); = lag(stk); = lag(dtk); = lag(ruph); = lag(rpdb); = (IHK-LIHK)/LIHK*100; = (RPDB-LRPDB)/LRPDB*100; = dif(dtk); = dif(stk); = lag(bljlain); = dif(bljlain); = lag(conlain); = lag(inv); = lag(ekspor); = lag(impor); = lag(skbg); run; proc syslin 2sls data=datapln out=hasil; endogenous prodsdr qbbm qbtb qgas pbbm pbtb pgas cbbm cbtb cgas tlbeli prodtl bop bpp clisrt clisind clisoth tljual susut subprt subpind subpoth subrt subind suboth sublstr hjtlrt hjtlind hjtloth avhjtl penpjk penpem bljlain govexp conlis conlain conrt inv kspor impor pdb rpdb growth pdbkpt kurs ihk inflasi skbg stk dtk unempl ruph miskota misdesa pmiskin tmiskin; instruments pennpjk pop pdbi pdbl cplhr clain icp pdbtb pdgas clisdr dbljlain cadev uangbr ddtk lclisrt lclisind lclisoth lbop lpbbm lpbtb lpgas lqbbm lqbtb lqgas lkurs lihk lmiskota lmisdesa lpenpjk lbljlain lstk ldtk lruph lconlain linv lekspor limpor lskbg d98 d08 d05 d09 d9799 d02 d04; *PERSAMAAN STRUKTURAL;

10 179 *BLOK PRODUKSI; *1. NILAI PRODUKSI; prod_sdr : model prodsdr = qbbm qbtb qgas lprodsdr /dw; q_bbm : model qbbm = pbbm prodsdr d08 lqbbm /dw; q_btb : model qbtb = pbtb prodsdr pbbm lqbtb/dw; q_gas : model qgas = pgas prodsdr qbbm qbtb d9799/dw; p_bbm : model pbbm = icp kurs d08 lpbbm /dw; p_btb : model pbtb = pdbtb kurs pbbm lpbtb/dw; p_gas : model pgas = pdgas kurs pbbm d98 d09 lpgas /dw; tl_beli : model tlbeli = tljual susut d08 ltlbeli /dw; *2. BIAYA OPERASIONAL; biaya_op : model bop = tlbeli cbbm cbtb cgas clain d08 lbop /dw; *BLOK CLISUMSI; kons_rt : model clisrt = hjtlrt pdbkpt pelrt d98 lclisrt /dw; kons_ind : model clisind = hjtlind pdbi pelind d98 d09 lclisind /dw; kons_oth : model clisoth = hjtloth pdbl peloth d05 d08 /dw; * BLOK KEUANGAN PEMERINTAH; pen_pjk : model penpjk = lpdb inflasi d98 lpenpjk/dw; blj_lain : model bljlain = penpem ihk d09 lbljlain/dw; * BLOK SUBSIDI; subprt : model subprt = penpem d08 lsubprt /dw; subpind : model subpind = penpem d08 lsubpind /dw; subpoth : model subpoth = penpem d08 lsubpoth /dw; *BLOK INDIKATOR EKONOMI; conlain : model conlain = pdbkpt inflasi d98 d08 lconlain/dw; investasi : model inv = pdb skbg d04 linv /dw; ekspor : model ekspor = kurs d98 lekspor/dw; impor : model impor = inflasi kurs pop d98 limpor/dw; nil_tkr : model kurs = ihk cadev d9799 lkurs/dw; ihk : model ihk = skbg uangbr avhjtl pbbm kurs d98 d05 d02 lihk/dw; skbg : model skbg = inflasi d9799 lskbg/dw; *BLOK TK; sup_tk : model stk = ruph pop dbljlain d04 d09 lstk/dw; dem_tk : model dtk = ruph pdb d9799 /dw; umr : model ruph = lstk ddtk d98 lruph /dw; *BLOK KEMISKINAN; mis_kota : model miskota = inflasi ruph unempl d9799 /dw; mis_desa : model misdesa = inflasi govexp unempl d9799 lmisdesa /dw; *PERSAMAAN IDENTITAS; identity CBBM = CBBM + 0; identity CBTB = CBTB + 0; identity CGAS = CGAS + 0; identity PRODTL = PRODSDR + TLBELI; identity BPP = BPP + 0;

11 180 identity TLJUAL = CLISRT + CLISIND + CLISOTH; identity SUSUT = PRODTL - TLJUAL - CLISDR; identity SUBRT = SUBRT + 0; identity SUBIND = SUBIND + 0; identity SUBOTH = SUBOTH + 0; identity SUBLSTR = SUBRT + SUBIND + SUBOTH; identity HJTLRT = HJTLRT + 0; identity HJTLIND = HJTLIND + 0; identity HJTLOTH = HJTLOTH + 0; identity AVHJTL = AVHJTL + 0; identity PENPEM = PENPJK + PENNPJK; identity GOVEXP = SUBLSTR + BLJLAIN; identity CONLIS = CONLIS + 0; identity CONRT = CONLIS + CONLAIN; identity PDB = CONRT + INV + GOVEXP + EKSPOR - IMPOR; identity GROWTH = GROWTH + 0; identity PDBKPT = PDBKPT + 0; identity INFLASI = INFLASI + 0; identity UNEMPL = STK - DTK; identity PMISKIN = MISKOTA + MISDESA; identity TMISKIN = TMISKIN + 0; run;

12 181 Lampiran 4. Hasil Estimasi Model Subsidi Harga Listrik menggunakan Metode 2SLS dan Pros edur SYSLIN denga n Program SAS/ETS versi 9.1 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label PROD_SDR PRODSDR prod list sdr Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error Corrected Total E10 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept QBBM kons BBM QBTB kons batu bara QGAS kons gas alam LPRODSDR lag prod list sdr Durbin-Watson Number of Observations 20 First-Order Autocorrelation The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label Q_BBM QBBM kons BBM Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error E E12 Corrected Total E14 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept PBBM harga bbm PRODSDR prod list sdr D LQBBM lag kons BBM Durbin-Watson Number of Observations 20 First-Order Autocorrelation

13 182 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label Q_BTB QBTB kons batu bara Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error E E11 Corrected Total E14 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept PBTB harga batubara PRODSDR prod list sdr PBBM harga bbm LQBTB lag kons batu bara Durbin-Watson Number of Observations 20 First-Order Autocorrelation The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label Q_GAS QGAS kons gas alam Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error E E9 Corrected Total E11 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept PGAS harga gas alam PRODSDR prod list sdr QBBM kons BBM QBTB kons batu bara D Durbin-Watson Number of Observations 20 First-Order Autocorrelation

14 183 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label P_BBM PBBM harga bbm Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E <.0001 Error Corrected Total E8 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept ICP <.0001 harg my Indonesia KURS Rp/US$ D LPBBM lag harga bbm Durbin-Watson Number of Observations 20 First-Order Autocorrelation The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label P_BTB PBTB harga batubara Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model <.0001 Error Corrected Total Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept PDBTB harga dunia btbara KURS Rp/US$ PBBM harga bbm LPBTB lag harga batubara Durbin-Watson Number of Observations 20 First-Order Autocorrelation

15 184 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label P_GAS PGAS harga gas alam Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error Corrected Total E9 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept PDGAS PDGAS KURS Rp/US$ PBBM harga bbm D D LPGAS lag harga gas alam Durbin-Watson Number of Observations 20 First-Order Autocorrelation The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label TL_BELI TLBELI listrik beli Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error Corrected Total E9 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept TLJUAL total list terjual SUSUT susut tng listrik D LTLBELI <.0001 lag list beli Durbin-Watson Number of Observations 20 First-Order Autocorrelation

16 185 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label BIAYA_OP BOP total biaya op Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error Corrected Total E10 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept TLBELI listrik beli CBBM <.0001 kons bbm CBTB kons batubara CGAS <.0001 kons gas alam CLAIN peng lainnya D LBOP lag total biaya op Durbin-Watson Number of Observations 20 First-Order Autocorrelation The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label KONS_RT CLISRT kons list ruta Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error Corrected Total E9 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept HJTLRT TDL untuk ruta PDBKPT PDB per kapita PELRT jm pel ruta D LCLISRT lag kons list ruta Durbin-Watson Number of Observations 20 First-Order Autocorrelation

17 186 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label KONS_IND CLISIND kons list industri Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error Corrected Total E9 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept HJTLIND TDL untuk industri PDBI PDB sek ind PELIND jm pel industri D D LCLISIND <.0001 lag kons list ind Durbin-Watson Number of Observations 20 First-Order Autocorrelation The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label KONS_OTH CLISOTH kons list pl lain Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error Corrected Total E9 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept HJTLOTH TDL u pel lain PDBL <.0001 PDB sek lain PELOTH <.0001 jm pel lainnya D D Durbin-Watson Number of Observations 20 First-Order Autocorrelation

18 187 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label PEN_PJK PENPJK pen dr pajak Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error E E9 Corrected Total E12 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept LPDB lag PDB INFLASI tk inflasi D LPENPJK lag pen pjk Durbin-Watson Number of Observations 20 First-Order Autocorrelation The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label BLJ_LAIN BLJLAIN blj sel sub list Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error E Corrected Total E11 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept PENPEM pen pemerintah IHK indeks harga kons D < LBLJLAIN <.0001 lag blj lain Durbin-Watson Number of Observations 20 First-Order Autocorrelation

19 188 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label SUBPRT SUBPRT sub per kwh u ruta Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model <.0001 Error Corrected Total Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept PENPEM pen pemerintah D LSUBPRT lag sub per kwh u ruta Durbin-Watson Number of Observations 20 First-Order Autocorrelation The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label SUBPIND SUBPIND sub per kwh u ind Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model <.0001 Error Corrected Total Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept PENPEM <.0001 pen pemerintah D LSUBPIND lag sub per kwh u ind Durbin-Watson Number of Observations 20 First-Order Autocorrelation

20 189 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label SUBPOTH SUBPOTH sub per kwh u pel lain Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model <.0001 Error Corrected Total Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept PENPEM pen pemerintah D LSUBPOTH lag sub per kwh u lain Durbin-Watson Number of Observations 20 First-Order Autocorrelation The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label CONLAIN CONLAIN kons ruta sel list Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error E E9 Corrected Total E13 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept PDBKPT PDB per kapita INFLASI tk inflasi D D LCONLAIN lag kons lain Durbin-Watson Number of Observations 20 First-Order Autocorrelation

21 190 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label INVESTAS INV INV Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error E E9 Corrected Total E12 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept PDB prod dom bruto SKBG suku bunga D LINV <.0001 lag investasi Durbin-Watson Number of Observations 20 First-Order Autocorrelation The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label EKSPOR EKSPOR nilai ekspor Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error E E10 Corrected Total E12 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept KURS Rp/US$ D LEKSPOR <.0001 lag ekspor Durbin-Watson Number of Observations 20 First-Order Autocorrelation

22 191 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label IMPOR IMPOR IMPOR Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error E E10 Corrected Total E12 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept INFLASI tk inflasi KURS Rp/US$ POP jm penduduk D LIMPOR lag impor Durbin-Watson Number of Observations 20 First-Order Autocorrelation The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label NIL_TKR KURS Rp/US$ Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E <.0001 Error Corrected Total E8 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept IHK indeks harga kons CADEV cadangan devisa D LKURS lag Rp/US$ Durbin-Watson Number of Observations 20 First-Order Autocorrelation

23 192 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label IHK IHK indeks harga kons Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model <.0001 Error Corrected Total Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept SKBG suku bunga UANGBR uang beredar AVHJTL rata-rata harga jual PBBM harga bbm KURS Rp/US$ D D D LIHK lag IHK Durbin-Watson Number of Observations 20 First-Order Autocorrelation The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label SKBG SKBG suku bunga Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model <.0001 Error Corrected Total Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept INFLASI tk inflasi D LSKBG lag suku bunga Durbin-Watson Number of Observations 20 First-Order Autocorrelation

24 193 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label SUP_TK STK supp TK Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error Corrected Total E9 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept RUPH upah riil POP jm penduduk DBLJLAIN selisih blj lain D D LSTK lag supp TK Durbin-Watson Number of Observations 20 First-Order Autocorrelation The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label DEM_TK DTK dem TK Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E E <.0001 Error E Corrected Total E9 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept <.0001 Intercept RUPH upah riil PDB <.0001 prod dom bruto D Durbin-Watson Number of Observations 20 First-Order Autocorrelation

25 194 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label UPAH RUPH upah riil Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model <.0001 Error Corrected Total Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept LSTK lag supp TK DDTK selish dem TK D LRUPH <.0001 lag upah riil Durbin-Watson Number of Observations 20 First-Order Autocorrelation The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label MIS_KOTA MISKOTA jm pend miskin kota Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model <.0001 Error Corrected Total E8 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept INFLASI tk inflasi RUPH upah riil UNEMPL tk pengangguran D Durbin-Watson Number of Observations 20 First-Order Autocorrelation

26 195 The SYSLIN Procedure Two-Stage Least Squares Estimation Model Label MIS_DESA MISDESA jm pend miskin desa Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model E <.0001 Error Corrected Total E8 Root MSE R-Square Dependent Mean Adj R-Sq Coeff Var Parameter Estimates Parameter Standard Variable Intercept Intercept INFLASI tk inflasi GOVEXP peng pem UNEMPL tk pengangguran D LMISDESA lag jml miskin desa Durbin-Watson Number of Observations 20 First-Order Autocorrelation

27 196 Lampiran 5. Prog ram Estimasi Statistik Durbin-h me ngg unakan Metode OLS dan Pros edur AUTOREG denga n Prog ram SAS/ETS versi 9.1 options nodate nonumber; LIBNAME IN 'C:\Disertasi'; data datapln; set in.pln; */Creating Variable; PRODSDR = TLSDR+TLSEWA; PRODTL = PRODSDR+TLBELI; TLJUAL = CLISRT+CLISIND+CLISOTH; SUSUT = PRODTL-TLJUAL-CLISDR; BPP = BOP/TLJUAL*1000; HJTLRT = BPP*(1+m/100)-SUBPRT; HJTLIND = BPP*(1+m/100)-SUBPIND; HJTLOTH = BPP*(1+m/100)-SUBPOTH; PENPEM = PENPJK+PENNPJK; CLAIN = CPLHR+CPGW+CSUSUT+COTH; CBBM = QBBM*PBBM/ ; CBTB = QBTB*PBTB/ ; CGAS = QGAS*PGAS/ ; PENPEM = PENPJK + PENNPJK; SUBRT = SUBPRT * CLISRT/1000; SUBIND = SUBPIND * CLISIND/1000; SUBOTH = SUBPOTH * CLISOTH/1000; SUBLSTR = SUBRT + SUBIND + SUBOTH; GOVEXP = SUBLSTR + BLJLAIN; CONLIS = ((HJTLRT*CLISRT)+(HJTLIND*CLISIND)+ (HJTLOTH*CLISOTH))/1000; CONRT = CONLIS + CONLAIN; PDB = CONRT + INV + GOVEXP + EKSPOR - IMPOR; RPDB = PDB*100/IHK; PDBKPT = PDB/POP*1000; PMISKIN = MISKOTA + MISDESA; TMISKIN = (MISKOTA+MISDESA)/POP*100; UNEMPL = STK-DTK; PDBL = PDB-PDBI; if tahun=1998 then D98=1; else D98=0; if tahun=2008 then D08=1; else D08=0; if tahun=2005 then D05=1; else D05=0; if tahun=2004 then D04=1; else D04=0; if tahun=2009 then D09=1; else D09=0; if tahun=1997 or tahun=1998 or tahun=1999 then D9799=1; else D9799=0; if tahun=2002 then D02=1; else D02=0; if tahun=1999 then Dxx=1; else Dxx=0; LCLISRT = lag(clisrt);

28 197 LCLISIND LCLISOTH LHJTLRT LHJTLIND LHJTLOTH LBOP LPBBM LPBTB LPGAS LQBBM LQBTB LQGAS LQBBM LQBTB LQGAS LPDB LKURS LIHK LTLBELI LPRODSDR LMISKOTA LMISDESA LSUBPRT LSUBPIND LSUBPOTH LPENPJK LSTK LDTK LRUPH LRPDB INFLASI GROWTH DDTK DSTK LBLJLAIN DBLJLAIN LCONLAIN LINV LEKSPOR LIMPOR LSKBG run; = lag(clisind); = lag(clisoth); = lag(hjtlrt); = lag(hjtlind); = lag(hjtloth); = lag(bop); = lag(pbbm); = lag(pbtb); = lag(pgas); = lag(qbbm); = lag(qbtb); = lag(qgas); = lag(qbbm); = lag(qbtb); = lag(qgas); = lag(pdb); = lag(kurs); = lag(ihk); = lag(tlbeli); = lag(prodsdr); = lag(miskota); = lag(misdesa); = lag(subprt); = lag(subpind); = lag(subpoth); = lag(penpjk); = lag(stk); = lag(dtk); = lag(ruph); = lag(rpdb); = (IHK-LIHK)/LIHK*100; = (RPDB-LRPDB)/LRPDB*100; = dif(dtk); = dif(stk); = lag(bljlain); = dif(bljlain); = lag(conlain); = lag(inv); = lag(ekspor); = lag(impor); = lag(skbg); proc autoreg data=datapln; model prodsdr = qbbm qbtb qgas lprodsdr/lagdep=lprodsdr; run; proc autoreg data=datapln; model qbbm = pbbm prodsdr d08 lqbbm/lagdep=lqbbm; run; proc autoreg data=datapln; model qbtb = pbtb prodsdr pbbm lqbtb/lagdep=lqbtb; run; proc autoreg data=datapln; model pbbm = icp kurs d08 lpbbm/lagdep=lpbbm; run; proc autoreg data=datapln;

29 198 run; model pbtb = pdbtb kurs pbbm lpbtb/lagdep=lpbtb; proc autoreg data=datapln; model pgas = pdgas kurs pbbm d98 d09 lpgas /lagdep=lpgas; run; proc autoreg data=datapln; model tlbeli = tljual susut d08 ltlbeli/lagdep=ltlbeli; run; proc autoreg data=datapln; model bop = tlbeli cbbm cbtb cgas clain d08 lbop/ lagdep=lbop; run; proc autoreg data=datapln; model clisrt = hjtlrt pdbkpt pelrt d98 lclisrt/lagdep=lclisrt; run; proc autoreg data=datapln; model clisind = hjtlind pdbi pelind d98 d09 lclisind/ lagdep=lclisind ; run; proc autoreg data=datapln; model penpjk = lpdb inflasi d98 lpenpjk/lagdep=lpenpjk; run; proc autoreg data=datapln; model bljlain = penpem ihk d09 lbljlain/lagdep=lbljlain; run; proc autoreg data=datapln; model subprt = penpem d08 lsubprt/lagdep=lsubprt; run; proc autoreg data=datapln; model subpind = penpem d08 lsubpind/lagdep=lsubpind; run; proc autoreg data=datapln; model subpoth = penpem d08 lsubpoth/lagdep=lsubpoth; run; proc autoreg data=datapln; model conlain = pdbkpt inflasi d98 d08 lconlain/ lagdep=lconlain; run; proc autoreg data=datapln; model inv = pdb skbg d04 linv/lagdep=linv; run; proc autoreg data=datapln; model ekspor = kurs d98 lekspor/lagdep=lekspor; run; proc autoreg data=datapln;

30 199 run; model impor = inflasi kurs pop d98 limpor/lagdep=limpor; proc autoreg data=datapln; model kurs = ihk cadev d9799 lkurs/lagdep=lkurs; run; proc autoreg data=datapln; model ihk = skbg uangbr avhjtl pbbm kurs d98 d05 d02 lihk/ lagdep=lihk; run; proc autoreg data=datapln; model skbg = inflasi d9799 lskbg/lagdep=lskbg; run; proc autoreg data=datapln; model stk = ruph pop dbljlain d04 d09 lstk/lagdep=lstk; run; proc autoreg data=datapln; model ruph = lstk ddtk d98 lruph/lagdep=lruph; run; proc autoreg data=datapln; model misdesa = inflasi govexp unempl d9799 lmisdesa / lagdep=lmisdesa; run;

31 200 Lampiran 6. Hasil Estimasi Statistik Durbin-h mengg unakan Metode OLS dan Pros edur AUTOREG denga n Program SAS/ETS versi 9.1 The AUTOREG Procedure PRODSDR PRODSDR Ordinary Least Squares Estimates SSE DFE 15 MSE Root MSE 2272 SBC AIC Regress R-Square Total R-Square Durbin h Pr < h Standard Approx Variable Intercept QBBM QBBM QBTB QBTB QGAS QGAS LPRODSDR The AUTOREG Procedure QBBM QBBM Ordinary Least Squares Estimates SSE E13 DFE 15 MSE E12 Root MSE SBC AIC Regress R-Square Total R-Square Durbin's t Pr > t NOTE: Durbin h cannot be obtained. The t-statistic is given. Standard Approx Variable Intercept PBBM PBBM PRODSDR PRODSDR D LQBBM

32 201 The AUTOREG Procedure QBTB QBTB Ordinary Least Squares Estimates SSE E12 DFE 15 MSE E11 Root MSE SBC AIC Regress R-Square Total R-Square Durbin h Pr < h Standard Approx Variable Intercept PBTB PBTB PRODSDR PRODSDR PBBM PBBM LQBTB The AUTOREG Procedure PBBM PBBM Ordinary Least Squares Estimates SSE DFE 15 MSE Root MSE SBC AIC Regress R-Square Total R-Square Durbin h Pr < h Standard Approx Variable Intercept ICP <.0001 ICP KURS KURS D LPBBM

33 202 The AUTOREG Procedure PBTB PBTB Ordinary Least Squares Estimates SSE DFE 15 MSE 3398 Root MSE SBC AIC Regress R-Square Total R-Square Durbin's t Pr < t NOTE: Durbin h cannot be obtained. The t-statistic is given. Standard Approx Variable Intercept PDBTB PDBTB KURS KURS PBBM PBBM LPBTB The AUTOREG Procedure PGAS PGAS Ordinary Least Squares Estimates SSE DFE 13 MSE Root MSE 2518 SBC AIC Regress R-Square Total R-Square Durbin h Pr > h Standard Approx Variable Intercept PDGAS PDGAS KURS KURS PBBM PBBM D D LPGAS

34 203 The AUTOREG Procedure TLBELI TLBELI Ordinary Least Squares Estimates SSE DFE 15 MSE Root MSE 1328 SBC AIC Regress R-Square Total R-Square Durbin h Pr < h Standard Approx Variable Intercept TLJUAL SUSUT SUSUT D LTLBELI <.0001 The AUTOREG Procedure BOP BOP Ordinary Least Squares Estimates SSE DFE 12 MSE Root MSE 1448 SBC AIC Regress R-Square Total R-Square Durbin h Pr < h Standard Approx Variable Intercept TLBELI TLBELI CBBM <.0001 CBTB CGAS <.0001 CLAIN D LBOP

35 204 The AUTOREG Procedure CLISRT CLISRT Ordinary Least Squares Estimates SSE DFE 14 MSE Root MSE SBC AIC Regress R-Square Total R-Square Durbin h Pr < h Standard Approx Variable Intercept HJTLRT HJTLRT PDBKPT PDBKPT PELRT PELRT D LCLISRT The AUTOREG Procedure CLISIND CLISIND Ordinary Least Squares Estimates SSE DFE 13 MSE Root MSE 1014 SBC AIC Regress R-Square Total R-Square Durbin h Pr < h Standard Approx Variable Intercept HJTLIND HJTLIND PDBI PDBI PELIND PELIND D D LCLISIND <.0001

36 205 The AUTOREG Procedure PENPJK PENPJK Ordinary Least Squares Estimates SSE E10 DFE 15 MSE Root MSE SBC AIC Regress R-Square Total R-Square Durbin's t Pr < t NOTE: Durbin h cannot be obtained. The t-statistic is given. Standard Approx Variable DF Estimate Error t Value Pr > t Intercept LPDB INFLASI D LPENPJK The AUTOREG Procedure BLJLAIN BLJLAIN Ordinary Least Squares Estimates SSE DFE 15 MSE Root MSE 6604 SBC AIC Regress R-Square Total R-Square Durbin h Pr < h Standard Approx Variable Intercept PENPEM IHK IHK D <.0001 LBLJLAIN <.0001

37 206 The AUTOREG Procedure SUBPRT SUBPRT Ordinary Least Squares Estimates SSE DFE 16 MSE 3258 Root MSE SBC AIC Regress R-Square Total R-Square Durbin h Pr > h Standard Approx Variable DF Estimate Error t Value Pr > t Intercept PENPEM D LSUBPRT The AUTOREG Procedure SUBPIND SUBPIND Ordinary Least Squares Estimates SSE DFE 16 MSE 2141 Root MSE SBC AIC Regress R-Square Total R-Square Durbin h Pr < h Standard Approx Variable DF Estimate Error t Value Pr > t Intercept PENPEM <.0001 D LSUBPIND

38 207 The AUTOREG Procedure SUBPOTH SUBPOTH Ordinary Least Squares Estimates SSE DFE 16 MSE 2200 Root MSE SBC AIC Regress R-Square Total R-Square Durbin h Pr > h Standard Approx Variable DF Estimate Error t Value Pr > t Intercept PENPEM D LSUBPOTH The AUTOREG Procedure CONLAIN CONLAIN Ordinary Least Squares Estimates SSE E10 DFE 14 MSE Root MSE SBC AIC Regress R-Square Total R-Square Durbin's t Pr > t NOTE: Durbin h cannot be obtained. The t-statistic is given. Standard Approx Variable Intercept PDBKPT PDBKPT INFLASI D D LCONLAIN

39 208 The AUTOREG Procedure INV INV Ordinary Least Squares Estimates SSE E10 DFE 15 MSE Root MSE SBC AIC Regress R-Square Total R-Square Durbin h Pr < h Standard Approx Variable Intercept PDB PDB SKBG SKBG D LINV <.0001 The AUTOREG Procedure EKSPOR EKSPOR Ordinary Least Squares Estimates SSE E11 DFE 16 MSE E10 Root MSE SBC AIC Regress R-Square Total R-Square Durbin h Pr < h Standard Approx Variable Intercept KURS KURS D LEKSPOR <.0001

40 209 The AUTOREG Procedure IMPOR IMPOR Ordinary Least Squares Estimates SSE E11 DFE 14 MSE E10 Root MSE SBC AIC Regress R-Square Total R-Square Durbin h Pr < h Standard Approx Variable Intercept INFLASI KURS KURS POP POP D LIMPOR The AUTOREG Procedure KURS KURS Ordinary Least Squares Estimates SSE DFE 15 MSE Root MSE 1097 SBC AIC Regress R-Square Total R-Square Durbin h Pr < h Standard Approx Variable Intercept IHK IHK CADEV CADEV D LKURS