Penjualan Pasokan Penjualan Pasokan Penjualan Pasokan

Transkripsi

1 LAMPIRAN

2 Lampiran 1. Data Penjualan dan Pasokan Bulan January Penjualan Pasokan Penjualan Pasokan Penjualan Pasokan February Maret April Mei Juni July Agustus September Oktober November Desember Total

3 Lanjutan lampiran 1. Bulan January Penjualan Pasokan Penjualan Pasokan Penjualan Pasokan February Maret April Mei Juni July Agustus September Oktober November Desember Total

4 Lampiran 2. Plot pasokan gas 7.0 PASOKAN Null Hypothesis: PASOKAN has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on Modified HQ, MAXLAG=10) t-statistic Prob.* Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level *MacKinnon (1996) one-sided p-values. Null Hypothesis: D(PASOKAN) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on Modified HQ, MAXLAG=10) t-statistic Prob.* Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level *MacKinnon (1996) one-sided p-values.

5 Lampiran 3. Plot penjualan PENJUALAN Null Hypothesis: PENJUALAN has a unit root Exogenous: Constant, Linear Trend Lag Length: 0 (Automatic based on SIC, MAXLAG=10) t-statistic Prob.* Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level *MacKinnon (1996) one-sided p-values. Null Hypothesis: D(PENJUALAN) has a unit root Exogenous: Constant, Linear Trend Lag Length: 0 (Automatic based on SIC, MAXLAG=10) t-statistic Prob.* Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level *MacKinnon (1996) one-sided p-values.

6 Lampiran 4. Uji stasioneritas Uji stasioneritas Variable Level 1 st Differencs p-value keterangan p-value keterangan PASOKAN Tidak stasioner stasioner PENJUALAN Tidak stasioner stasioner Lampiran 5. Uji Analisis Korelasi Parsial Analisis korelasi parsial Covariance Analysis: Ordinary Date: 06/10/11 Time: 13:48 Sample: 2005M M09 Included observations: 57 Correlation Probability PENJUALAN PASOKAN PENJUALAN PASOKAN Lampiran 6. Uji Kausalitas Granger Pairwise Granger Causality Tests Date: 06/10/11 Time: 13:49 Sample: 2005M M09 Lags: 1 Null Hypothesis: Obs F-Statistic Prob. PASOKAN does not Granger Cause PENJUALAN PENJUALAN does not Granger Cause PASOKAN

7 Lampiran 7. Uji lag optimum VAR Lag Order Selection Criteria Endogenous variables: PASOKAN PENJUALAN Exogenous variables: C Date: 06/10/11 Time: 13:49 Sample: 2005M M09 Included observations: 52 Lag LogL LR FPE AIC SC HQ NA * 6.36e-05* * * * e e e e * indicates lag order selected by the criterion LR: sequential modified LR test statistic (each test at 5% level) FPE: Final prediction error AIC: Akaike information criterion SC: Schwarz information criterion HQ: Hannan-Quinn information criterion Lampiran 8. Uji Kointegrasi Date: 06/10/11 Time: 13:53 Sample (adjusted): 2005M M09 Included observations: 51 after adjustments Trend assumption: Quadratic deterministic trend Series: PASOKAN PENJUALAN Lags interval (in first differences): 1 to 5 Unrestricted Cointegration Rank Test (Trace) Hypothesized Trace 0.05 No. of CE(s) Eigenvalue Statistic Critical Value Prob.** None * At most Trace test indicates 1 cointegrating eqn(s) at the 0.05 level * denotes rejection of the hypothesis at the 0.05 level **MacKinnon-Haug-Michelis (1999) p-values

8 Lampiran 9. Uji stabilitas model Roots of Characteristic Polynomial Endogenous variables: PASOKAN PENJUALAN Exogenous variables: C Lag specification: 1 1 Date: 06/10/11 Time: 13:54 Root Modulus No root lies outside the unit circle. VAR satisfies the stability condition.

9 Lampiran 10. Uji VECM Vector Error Correction Estimates Date: 06/10/11 Time: 13:53 Sample (adjusted): 2005M M09 Included observations: 55 after adjustments Standard errors in ( ) & t-statistics in [ ] Cointegrating Eq: CointEq1 PASOKAN(-1) PENJUALAN(-1) ( ) [ C ** PENJUALAN BERPENGARUH SIGNIFICANT TERHADAP PASOKAN** Error Correction: D(PASOKAN) D(PENJUALAN) CointEq ( ) ( ) [ ] [ ] D(PASOKAN(-1)) ( ) ( ) [ ] [ ] D(PENJUALAN(-1)) ( ) ( ) [ ] [ ] C ( ) ( ) [ ] [ ( ) ( ) [ ] [ ] R-squared Adj. R-squared Sum sq. resids S.E. equation F-statistic Log likelihood Akaike AIC Schwarz SC Mean dependent S.D. dependent Determinant resid covariance (dof adj.) 4.78E-05 Determinant resid covariance 3.95E-05 Log likelihood Akaike information criterion Schwarz criterion

10 Lampiran 11. Uji IRF IMPULS RESPON 1. JIKA PASOKAN DIIMPULS Response of PENJUALAN to Cholesky One S.D. PASOKAN Innovation JIKA PENJUALAN DIIMPULS.00 Response of PASOKAN to Cholesky One S.D. PENJUALAN Innovation

11 Lampiran 12. UJI FEVD VARIANCE DECOMPOSITION Variance Decomposition of PASOKAN: Period PASOKAN PENJUALAN

12 Lanjutan lampiran 12. FEVD Variance Decomposition of PENJUALAN: Period PASOKAN PENJUALAN

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