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PENUTUP
5.1. Kesimpulan
Kesimpulan yang diperoleh dari penelitian ini adalah sebagai berikut :
1. Pendapatan nasional (Y) mempunyai pengaruh positif dan signifikan
terhadap permintaan uang (M2) 2000:Q1 2008:Q2.
2. Tingkat inflasi (P) mempunyai pengaruh positif dan signifikan terhadap
permintaan uang (M2) 2000:Q1 2008:Q2.
3. Tingkat suku bunga (R) tidak berpengaruh secara signifikan terhadap
permintaan uang (M2) 2000:Q1 2008:Q2. Hasil yang diperoleh tidak
sesuai dengan hipotesis.
5.2. Saran
Untuk mengatasi meningkatnya permintaan uang (M2) di Indonesia karena
adanya peningkatan tingkat inflasi sebaiknya Pemerintah lebih menjamin
ketersediaan barang-barang pokok yang dibutuhkan masyarakat dan lebih
bijak dalam mengambil kebijakan dalam hal menaikkan harga BBM, serta
menjaga stabiitas nilai tukar rupiah terhadap mata uang asing terutama Dollar
Amerika (US$). Pemerintah perlu menerapkan kebijakan anggaran surplus,
dengan cara mengurangi pengeluarannya serta menaikkan jumlah pajak yang
dipungut dari berbagai golongan.
59
60
DAFTAR PUSTAKA
A. Buku.
Boediono, (1984), Ekonomi Makro: Seri Sinopsis Pengantar Ilmu Ekonomi No.2,
Edisi Keempat, Balai Penerbit Fakultas Ekonomi, UGM, Yogyakarta.
------------, (1985), Teori Pertumbuhan Ekonomi, Balai Penerbit Fakultas
Ekonomi, UGM, Yogyakarta.
-------------, (1994), Teori Pertumbuhan Ekonomi, Edisi Pertama, Balai Penerbit
Fakultas Ekonomi, UGM, Yogyakarta.
Gujarati, D. N, (2003), Basic Econometrics, 4th edition, McGraw-Hill
International Editions, Singapore.
Hariwijaya, M dan Djaelani. BM., (2006), Teknik Menulis Skripsi dan Thesis,
Cetakan Ketiga, Zenith Publisher, Jakarta.
Insukindro, (1993), Ekonomi Uang dan Bank, Edisi Pertama, BPFE UGM,
Yogyakarta.
Nopirin, Ph. D.,(1987), Ekonomi Moneter, Edisi Pertama, BPFE, Jakarta.
Sugiyanto, Catur., (1995), Ekonometrika Terapan, Edisi Pertama, BPFE,
Universitas Gajah Mada, Yogyakarta.
Sukirno, Sadono., (2004), Pengantar Teori Makroekonomi, Edisi Kedua, P.T.
Raja Grafindo Persada, Jakarta.
Sumodiningrat, Gunawan, (1996), Ekonometrika Pengantar, BPFE UGM,
Yogyakarta.
Suparmoko, M ., (2002), Ekonomi Publik, Penerbit Andi Yogyakarta.
Widarjono, A, (2005), Ekonometrika Teori dan Aplikasi Untuk Bisnis, Ekonisa,
Yogyakarta.
61
B.
ekonomi,
(2006),
Pendapatan
Nasional
diakses
dari
http://belajarekonomi.blogspot.com/2006/07/pendapatan-nasional.html.
Tanggal 2 April 2009.
Businessenvironment, (2006), Menyimak Karakter Inflasi di Indonesia diakses
dari
http://businessenvironment.wordpress.com/2006/11/23/menyimak-
62
LAMPIRAN 1
Data
M2
2000
2001
2002
2003
2004
2005
2006
2007
2008
Mar.
Jun.
Sep.
Dec.
Mar.
Jun.
Sep.
Dec.
Mar.
Jun.
Sep.
Dec.
Mar.
Jun.
Sep.
Dec.
Mar.
Jun.
Sep.
Dec.
Mar.
Jun.
Sep.
Dec.
Mar.
Jun.
Sep.
Dec.
Mar.
Jun.
Sep.
Dec.
Mar.
Jun.
656451
684335
686453
747028
766812
796440
783104
844053
831411
838635
859706
883908
877776
894213
911224
955692
935247
975166
986806
1033527
1020693
1073746
1150451
1203215
1195067
1253757
1291396
1382074
1375947
1451974
1512756
1643203
1586795
1699480
GNP
konstan
2000 (Y)
319530.9
317687.5
332912.7
327477
344565.8
344407
353062.6
332159.7
357349.47
362759.27
374150.69
354599.93
385607.2
369596.1
382661.5
369564.9
383321
392644
403121.8
396961.8
408294.4
407408.8
419332.7
408397.6
426241.1
426286
444463.8
436444.5
449746.9
455216.1
475536.5
467233.6
486907.79
492654.22
IHK
umum
204.34
208.24
211.87
221.37
226.04
233.46
239.44
249.15
98.39
99.26
100.88
104.44
105.44
106.19
107.27
109.83
110.83
113.44
114
116.86
120.59
121.86
124.33
136.86
139.57
140.79
142.42
145.89
148.67
151.11
152.32
155.5
160.81
110.08
IHK
% perubahan
(P)
0.94
1.8969051
1.7376347
4.4201746
2.0959428
3.2509777
2.5537172
4.0049153
3.47
0.8841756
1.6235764
3.4927977
0.9571297
0.7097497
1.014382
2.368015
0.9086215
2.3374042
0.4932289
2.4886691
3.1702397
1.0496994
2.0135119
9.9684809
1.9716308
0.8720265
1.1533505
2.418847
1.895183
1.6424128
0.8071021
2.0755132
3.3799818
4.44
2002=100
79.65882
80.42153
82.29444
84.32354
87.03952
89.23153
92.52083
95.38017
98.39
99.26
100.88
104.44
105.44
106.19
107.27
109.83
110.83
113.44
114
116.86
120.59
121.86
124.33
136.86
139.57
140.79
142.42
145.89
148.67
151.11
152.32
155.5
160.81
168.0446
R
12.4
11.69
12.84
13.24
14.86
15
16.16
17.24
17.02
15.85
14.36
13.63
12.9
11.55
8.58
7.14
6.11
6.31
6.61
6.71
6.93
7.19
8.51
11.75
12.19
11.7
11.05
9.71
8.52
7.87
7.44
7.42
7.26
7.49
63
LAMPIRAN 2
Uji Mackinnon, White, dan Davidson (MWD)
Model linear:
M2 = 0 + 1Y + 2P + 3R +
Model loglinear:
LOGM2 = 0 + 1LOGY + 2P + 3R +
1. Meregres model linear
Hasil regresi model linear :
Dependent Variable: M2
Method: Least Squares
Date: 08/23/04 Time: 02:16
Sample: 2000:1 2008:2
Included observations: 34
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
Y
P
R
-1362769.
5.925364
16496.41
3774.421
151860.6
0.302407
6761.945
4357.592
-8.973812
19.59399
2.439595
0.866171
0.0000
0.0000
0.0208
0.3933
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.953862
0.949248
66109.11
1.31E+11
-423.4842
1.987505
1052604.
293451.3
25.14613
25.32570
206.7416
0.000000
64
Coefficient
Std. Error
t-Statistic
Prob.
C
LOGY
P
R
-13.67683
2.131591
0.016056
0.001994
1.311265
0.099981
0.005591
0.003629
-10.43026
21.31994
2.871874
0.549415
0.0000
0.0000
0.0074
0.5868
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.962037
0.958240
0.054712
0.089804
52.67642
2.496792
13.83115
0.267737
-2.863319
-2.683747
253.4126
0.000000
65
Coefficient
Std. Error
t-Statistic
Prob.
C
Y
P
R
Z1
-1543111.
6.333815
13967.65
6010.814
-1378720.
143246.8
0.291432
5934.447
3853.081
422936.4
-10.77239
21.73340
2.353656
1.560002
-3.259874
0.0000
0.0000
0.0256
0.1296
0.0028
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.966235
0.961578
57521.15
9.60E+10
-418.1767
2.673390
1052604.
293451.3
24.89275
25.11721
207.4693
0.000000
Coefficient
Std. Error
t-Statistic
Prob.
C
LOGY
P
R
Z2
-14.32830
2.181823
0.014424
0.002878
5.79E-07
1.408123
0.107544
0.005709
0.003675
4.78E-07
-10.17546
20.28777
2.526317
0.783254
1.210473
0.0000
0.0000
0.0172
0.4398
0.2359
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.963863
0.958878
0.054293
0.085484
53.51437
2.613187
13.83115
0.267737
-2.853786
-2.629321
193.3733
0.000000
66
Analisis :
Kriteria Pengujian :
Jika Z1 tidak signifikan dan Z2 signifikan maka model linear yang cocok
digunakan.
Jika Z2 tidak signifikan dan Z1 signifikan maka model loglinear yang
cocok digunakan.
Hasil pengujian :
Probabilitas t-hitung Z1 (0.0028) < 0.05 signifikan
Probabilitas t-hitung Z2 (0.2359) > 0.05 tidak signifikan
Karena nilai Z1 signifikan dan Z2 tidak signifikan, maka model yang cocok
digunakan adalah model loglinear.
67
LAMPIRAN 3
TABULASI
obs
2000:1
2000:2
2000:3
2000:4
2001:1
2001:2
2001:3
2001:4
2002:1
2002:2
2002:3
2002:4
2003:1
2003:2
2003:3
2003:4
2004:1
2004:2
2004:3
2004:4
2005:1
2005:2
2005:3
2005:4
2006:1
2006:2
2006:3
2006:4
2007:1
2007:2
2007:3
2007:4
2008:1
2008:2
LOGM2
13.39460
13.43620
13.43929
13.52386
13.55000
13.58791
13.57102
13.64597
13.63088
13.63953
13.66435
13.69211
13.68515
13.70370
13.72254
13.77019
13.74857
13.79036
13.80223
13.84849
13.83599
13.88666
13.95566
14.00051
13.99371
14.04166
14.07123
14.13910
14.13465
14.18843
14.22944
14.31216
14.27723
14.34583
LOGY
12.67461
12.66882
12.71564
12.69917
12.75004
12.74958
12.77440
12.71337
12.78647
12.80149
12.83241
12.77875
12.86257
12.82017
12.85491
12.82008
12.85663
12.88066
12.90699
12.89160
12.91974
12.91757
12.94642
12.92000
12.96276
12.96287
13.00462
12.98642
13.01644
13.02853
13.07220
13.05458
13.09583
13.10756
P
0.940000
1.896905
1.737635
4.420175
2.095943
3.250978
2.553717
4.004915
3.470000
0.884176
1.623576
3.492798
0.957130
0.709750
1.014382
2.368015
0.908621
2.337404
0.493229
2.488669
3.170240
1.049699
2.013512
9.968481
1.971631
0.872027
1.153350
2.418847
1.895183
1.642413
0.807102
2.075513
3.379982
4.440000
R
12.40000
11.69000
12.84000
13.24000
14.86000
15.00000
16.16000
17.24000
17.02000
15.85000
14.36000
13.63000
12.90000
11.55000
8.580000
7.140000
6.110000
6.310000
6.610000
6.710000
6.930000
7.190000
8.510000
11.75000
12.19000
11.70000
11.05000
9.710000
8.520000
7.870000
7.440000
7.420000
7.260000
7.490000
68
LAMPIRAN 4
Multikolinearitas
Dependent Variable: LOGY
Method: Least Squares
Date: 08/23/04 Time: 00:47
Sample: 2000:1 2008:2
Included observations: 34
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
P
R
13.11128
0.007554
-0.023390
0.057073
0.009951
0.004986
229.7268
0.759130
-4.691201
0.0000
0.4535
0.0001
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.415202
0.377473
0.098285
0.299459
32.20245
0.283470
12.87747
0.124569
-1.717791
-1.583112
11.00486
0.000245
Dependent Variable: P
Method: Least Squares
Date: 08/23/04 Time: 00:50
Sample: 2000:1 2008:2
Included observations: 34
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOGY
R
-30.31772
2.415920
0.141107
41.77148
3.182486
0.113808
-0.725799
0.759130
1.239875
0.4734
0.4535
0.2243
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.047289
-0.014176
1.757660
95.77040
-65.84899
1.995303
2.309000
1.745332
4.049941
4.184620
0.769364
0.471952
69
Dependent Variable: R
Method: Least Squares
Date: 08/23/04 Time: 00:55
Sample: 2000:1 2008:2
Included observations: 34
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOGY
P
238.5449
-17.75007
0.334830
48.73474
3.783694
0.270051
4.894760
-4.691201
1.239875
0.0000
0.0001
0.2243
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.432474
0.395859
2.707521
227.2508
-80.53870
0.328861
10.74206
3.483396
4.914041
5.048720
11.81152
0.000154
70
LAMPIRAN 5
Heteroskedastisitas
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
0.434366
4.762425
Probability
Probability
0.902955
0.854507
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 08/23/04 Time: 00:25
Sample: 2000:1 2008:2
Included observations: 34
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOGY
LOGY^2
LOGY*P
LOGY*R
P
P^2
P*R
R
R^2
-9.654970
1.440281
-0.053610
-0.004905
-0.004603
0.064341
-2.78E-06
-7.72E-05
0.059055
1.37E-05
17.27360
2.628369
0.100016
0.007555
0.006381
0.099437
0.000174
0.000325
0.084071
0.000131
-0.558944
0.547975
-0.536019
-0.649243
-0.721346
0.647057
-0.015989
-0.237381
0.702440
0.105091
0.5814
0.5888
0.5969
0.5223
0.4777
0.5237
0.9874
0.8144
0.4892
0.9172
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.140071
-0.182402
0.004077
0.000399
144.7572
2.547718
0.002641
0.003750
-7.926892
-7.477962
0.434366
0.902955
71
LAMPIRAN 6
Autokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
1.808941
5.690104
Probability
Probability
0.169338
0.127700
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 08/23/04 Time: 00:11
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOGY
P
R
RESID(-1)
RESID(-2)
RESID(-3)
-0.067234
0.005212
-0.002134
0.000424
-0.145043
0.323051
-0.078668
1.343230
0.102478
0.005688
0.003571
0.200838
0.189865
0.222974
-0.050054
0.050858
-0.375118
0.118827
-0.722188
1.701476
-0.352811
0.9604
0.9598
0.7105
0.9063
0.4764
0.1003
0.7270
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.167356
-0.017676
0.052625
0.074774
55.78996
1.971945
-3.01E-15
0.052166
-2.869998
-2.555747
0.904471
0.506285
72
LAMPIRAN 7
Coefficient
Std. Error
t-Statistic
Prob.
C
LOGY
P
R
-13.67683
2.131591
0.016056
0.001994
1.311265
0.099981
0.005591
0.003629
-10.43026
21.31994
2.871874
0.549415
0.0000
0.0000
0.0074
0.5868
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.962037
0.958240
0.054712
0.089804
52.67642
2.496792
13.83115
0.267737
-2.863319
-2.683747
253.4126
0.000000