Vector Autoregression Estimates

Date: 11/07/16 Time: 20:26

Sample (adjusted): 2010Q3 2015Q4
Included observations: 22 after adjustments
Standard errors in ( ) & t-statistics in [ ]
INFLASI

M1

PRIMER

BUNGA_PASA
R

INFLASI(-1)

0.004099
(0.28438)
[ 0.01441]

-147936.8
(321446.)
[-0.46022]

-432470.3
(486428.)
[-0.88907]

-3.523584
(2.21310)
[-1.59215]

INFLASI(-2)

-0.308697
(0.30445)
[-1.01394]

-226868.2
(344141.)
[-0.65923]

-190972.2
(520770.)
[-0.36671]

-2.225178
(2.36934)
[-0.93915]

M1(-1)

7.29E-08
(1.4E-07)
[ 0.52719]

0.629342
(0.15637)
[ 4.02464]

0.306318
(0.23663)
[ 1.29450]

-3.72E-07
(1.1E-06)
[-0.34572]

M1(-2)

-9.44E-08
(1.7E-07)
[-0.55877]

0.011737
(0.19104)
[ 0.06144]

0.724540
(0.28909)
[ 2.50627]

7.36E-07
(1.3E-06)
[ 0.55982]

PRIMER(-1)

-2.64E-08
(1.4E-07)
[-0.18744]

-0.361052
(0.15922)
[-2.26761]

-0.238721
(0.24094)
[-0.99079]

-4.77E-07
(1.1E-06)
[-0.43519]

PRIMER(-2)

1.32E-08
(1.3E-07)
[ 0.10382]

0.687833
(0.14404)
[ 4.77533]

0.091258
(0.21797)
[ 0.41868]

5.34E-08
(9.9E-07)
[ 0.05386]

BUNGA_PASAR(-1)

-0.019191
(0.02947)
[-0.65127]

-36762.85
(33308.4)
[-1.10371]

81643.67
(50403.9)
[ 1.61979]

1.284072
(0.22932)
[ 5.59942]

BUNGA_PASAR(-2)

0.013701
(0.02720)
[ 0.50380]

30553.10
(30741.2)
[ 0.99388]

-46760.12
(46519.1)
[-1.00518]

-0.447992
(0.21165)
[-2.11669]

0.163320
(0.14850)
[ 1.09983]

199561.2
(167853.)
[ 1.18891]

-380260.9
(254002.)
[-1.49708]

2.287286
(1.15563)
[ 1.97925]

0.169206
-0.342052
0.004535
0.018677
0.330959
62.14061
-4.830965
-4.384629
0.056641
0.016122

0.988378
0.981226
5.79E+09
21111.57
138.1983
-244.4963
23.04512
23.49145
823249.0
154079.8

0.971239
0.953539
1.33E+10
31947.03
54.87452
-253.6100
23.87363
24.31997
703863.2
148213.6

0.925735
0.880033
0.274643
0.145349
20.25599
16.99993
-0.727266
-0.280931
11.92591
0.419645

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.)

Determinant resid covariance
Log likelihood
Akaike information criterion
Schwarz criterion

2.17E+12
2.65E+11
-414.2002
40.92729
42.71263