LAMPIRAN
Lampiran 1. Data Penjualan dan Pasokan Bulan January 2005 2006 2007 Penjualan Pasokan Penjualan Pasokan Penjualan Pasokan 293.57 291.82 325.64 546.955 359.88 762.063 February 297.05 291.82 341.45 546.955 359.94 762.063 Maret 305.96 291.82 343.09 546.955 384.77 762.063 April 326.55 291.82 337.57 546.955 417.02 762.063 Mei 299.54 291.82 335.57 546.955 397.39 762.063 Juni 290.77 291.82 311.03 546.955 415.12 762.063 July 301.24 291.82 314 546.955 397.97 762.063 Agustus 317.08 291.82 299.64 546.955 439.24 762.063 September 308.02 291.82 233.75 546.955 450.87 762.063 Oktober 291.43 291.82 308.87 546.955 421.23 762.063 November 291.43 291.82 333.29 546.955 509.15 762.063 Desember 301.97 291.82 335.9 546.955 514.87 762.063 Total 3624.61 3501.84 3819.8 6563.46 5067.45 9144.756
Lanjutan lampiran 1. Bulan January 2008 2009 2010 Penjualan Pasokan Penjualan Pasokan Penjualan Pasokan 527.29 842.296 613.48 921.696 887.66 936.6186 February 529.63 842.296 736.35 921.696 815.31 936.6186 Maret 530.45 842.296 746 921.696 758.96 936.6186 April 552.36 842.296 763.83 921.696 773.87 936.6186 Mei 550.69 842.296 754.33 921.696 797.71 936.6186 Juni 618.33 842.296 818.31 921.696 848.8 936.6186 July 596.63 842.296 826.55 921.696 854.76 936.6186 Agustus 579.94 842.296 846.72 921.696 823.72 936.6186 September 609.88 842.296 738.47 921.696 735.95 936.6186 Oktober 602.29 842.296 805.84 921.696 887.66 936.6186 November 642.72 842.296 809.97 921.696 - - Desember 594.86 842.296 863.48 921.696 - - Total 6935.07 10107.552 9323.33 11060.352 7296.74 9366.186
Lampiran 2. Plot pasokan gas 7.0 PASOKAN 6.8 6.6 6.4 6.2 6.0 5.8 5.6 2005 2006 2007 2008 2009 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 -1.491773 0.5305 Test critical values: 1% level -3.552666 5% level -2.914517 10% level -2.595033 *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 -7.640022 0.0000 Test critical values: 1% level -3.555023 5% level -2.915522 10% level -2.595565 *MacKinnon (1996) one-sided p-values.
Lampiran 3. Plot penjualan PENJUALAN 6.8 6.6 6.4 6.2 6.0 5.8 5.6 5.4 2005 2006 2007 2008 2009 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 -2.891910 0.1729 Test critical values: 1% level -4.130526 5% level -3.492149 10% level -3.174802 *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 -8.838790 0.0000 Test critical values: 1% level -4.133838 5% level -3.493692 10% level -3.175693 *MacKinnon (1996) one-sided p-values.
Lampiran 4. Uji stasioneritas Uji stasioneritas Variable Level 1 st Differencs p-value keterangan p-value keterangan PASOKAN 0.5305 Tidak stasioner 0.0000 stasioner PENJUALAN 0.1729 Tidak stasioner 0.0000 stasioner Lampiran 5. Uji Analisis Korelasi Parsial Analisis korelasi parsial Covariance Analysis: Ordinary Date: 06/10/11 Time: 13:48 Sample: 2005M01 2009M09 Included observations: 57 Correlation Probability PENJUALAN PASOKAN PENJUALAN 1.000000 ----- PASOKAN 0.802378 1.000000 0.0000 ----- Lampiran 6. Uji Kausalitas Granger Pairwise Granger Causality Tests Date: 06/10/11 Time: 13:49 Sample: 2005M01 2009M09 Lags: 1 Null Hypothesis: Obs F-Statistic Prob. PASOKAN does not Granger Cause PENJUALAN 56 2.35442 0.1309 PENJUALAN does not Granger Cause PASOKAN 0.05907 0.8089
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: 2005M01 2009M09 Included observations: 52 Lag LogL LR FPE AIC SC HQ 0-14.70960 NA 0.006519 0.642677 0.717725 0.671448 1 109.6900 234.4453* 6.36e-05* -3.988075* -3.762932* -3.901760* 2 111.1647 2.665944 7.01e-05-3.890951-3.515712-3.747093 3 113.3040 3.702610 7.55e-05-3.819385-3.294050-3.617984 4 114.9980 2.801663 8.28e-05-3.730694-3.055264-3.471750 5 116.7326 2.735321 9.08e-05-3.643563-2.818037-3.327076 * 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): 2005M07 2009M09 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 * 0.299910 21.28805 18.39771 0.0192 At most 1 0.059051 3.104198 3.841466 0.0781 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
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 0.967162 0.967162 0.902248 0.902248 No root lies outside the unit circle. VAR satisfies the stability condition.
Lampiran 10. Uji VECM Vector Error Correction Estimates Date: 06/10/11 Time: 13:53 Sample (adjusted): 2005M03 2009M09 Included observations: 55 after adjustments Standard errors in ( ) & t-statistics in [ ] Cointegrating Eq: CointEq1 PASOKAN(-1) 1.000000 PENJUALAN(-1) 1.953635 (0.51957) [ 3.76010] @TREND(05M01) -0.063552 C -16.43371 ** PENJUALAN BERPENGARUH SIGNIFICANT TERHADAP PASOKAN** Error Correction: D(PASOKAN) D(PENJUALAN) CointEq1-0.164634-0.131456 (0.06605) (0.05253) [-2.49275] [-2.50260] D(PASOKAN(-1)) 0.002595 0.145737 (0.13708) (0.10902) [ 0.01893] [ 1.33676] D(PENJUALAN(-1)) 0.188146-0.129973 (0.18362) (0.14604) [ 1.02463] [-0.88997] C 0.041265 0.002705 (0.02675) (0.02128) [ 1.54240] [ 0.12715] @TREND(05M01) -0.000829 0.000459 (0.00081) (0.00064) [-1.02809] [ 0.71583] R-squared 0.126799 0.174009 Adj. R-squared 0.056943 0.107930 Sum sq. resids 0.435517 0.275487 S.E. equation 0.093329 0.074228 F-statistic 1.815143 2.633334 Log likelihood 55.01863 67.61342 Akaike AIC -1.818859-2.276852 Schwarz SC -1.636374-2.094367 Mean dependent 0.020911 0.016558 S.D. dependent 0.096106 0.078590 Determinant resid covariance (dof adj.) 4.78E-05 Determinant resid covariance 3.95E-05 Log likelihood 122.7204 Akaike information criterion -4.026195 Schwarz criterion -3.588231
Lampiran 11. Uji IRF IMPULS RESPON 1. JIKA PASOKAN DIIMPULS Response of PENJUALAN to Cholesky One S.D. PASOKAN Innovation.005.000 -.005 -.010 -.015 -.020 -.025 5 10 15 20 25 30 35 40 45 50 2. JIKA PENJUALAN DIIMPULS.00 Response of PASOKAN to Cholesky One S.D. PENJUALAN Innovation -.01 -.02 -.03 -.04 -.05 5 10 15 20 25 30 35 40 45 50
Lampiran 12. UJI FEVD VARIANCE DECOMPOSITION Variance Decomposition of PASOKAN: Period PASOKAN PENJUALAN 1 100 0 2 99.3404 0.6596 3 95.43134 4.568662 4 90.45182 9.548177 5 85.53413 14.46587 6 81.25021 18.74979 7 77.6626 22.3374 8 74.68931 25.31069 9 72.21574 27.78426 10 70.13917 29.86083 11 68.377 31.623 12 66.86545 33.13455 13 65.55575 34.44425 14 64.41051 35.58949 15 63.4008 36.5992 16 62.504 37.496 17 61.70222 38.29778 18 60.98114 39.01886 19 60.32917 39.67083 20 59.73683 40.26317 21 59.1963 40.8037 22 58.70106 41.29894 23 58.24566 41.75434 24 57.82547 42.17453 25 57.43656 42.56344 26 57.07556 42.92444 27 56.73958 43.26042 28 56.42609 43.57391 29 56.13292 43.86708 30 55.85815 44.14185 31 55.6001 44.3999 32 55.35729 44.64271 33 55.12841 44.87159 34 54.91229 45.08771 35 54.70789 45.29211 36 54.5143 45.4857 37 54.33066 45.66934 38 54.15624 45.84376 39 53.99035 46.00965 40 53.83239 46.16761 41 53.6818 46.3182 42 53.53807 46.46193 43 53.40075 46.59925 44 53.26942 46.73058 45 53.14369 46.85631 46 53.02322 46.97678 47 52.90768 47.09232 48 52.79677 47.20323 49 52.69022 47.30978 50 52.58778 47.41222
Lanjutan lampiran 12. FEVD Variance Decomposition of PENJUALAN: Period PASOKAN PENJUALAN 1 0.320608 99.67939 2 0.43416 99.56584 3 1.367536 98.63246 4 3.644941 96.35506 5 6.61897 93.38103 6 9.624007 90.37599 7 12.40727 87.59273 8 14.89135 85.10865 9 17.08253 82.91747 10 19.01272 80.98728 11 20.71865 79.28135 12 22.23404 77.76596 13 23.58775 76.41225 14 24.80372 75.19628 15 25.90168 74.09832 16 26.89789 73.10211 17 27.80583 72.19417 18 28.6367 71.3633 19 29.39991 70.60009 20 30.10339 69.89661 21 30.75388 69.24612 22 31.35717 68.64283 23 31.9182 68.0818 24 32.44126 67.55874 25 32.93009 67.06991 26 33.38793 66.61207 27 33.81765 66.18235 28 34.22175 65.77825 29 34.60246 65.39754 30 34.96176 65.03824 31 35.3014 64.6986 32 35.62295 64.37705 33 35.92783 64.07217 34 36.21728 63.78272 35 36.49246 63.50754 36 36.7544 63.2456 37 37.00403 62.99597 38 37.24219 62.75781 39 37.46967 62.53033 40 37.68715 62.31285 41 37.89529 62.10471 42 38.09468 61.90532 43 38.28586 61.71414 44 38.46932 61.53068 45 38.64552 61.35448 46 38.81489 61.18511 47 38.97781 61.02219 48 39.13465 60.86535 49 39.28574 60.71426 50 39.43138 60.56862