Nama : Falihah Royyan Sabila

NIM : 20180430143
Kelas :A
Mata Kuliah : Ekonometri II

TUGAS UJI VAR

Data Time Series Tahun 1987 – 2018

Pengeluaran
Tahun PDB Konsumsi
Impor Pemerintah
1987 2,16E+15 1,48E+15 4,20202E+14 2,12E+14
1988 2,29E+15 1,55E+15 3,41647E+14 2,29E+14
1989 2,50E+15 1,63E+15 3,87575E+14 2,53E+14
1990 2,73E+15 1,77E+15 4,77155E+14 2,61E+14
1991 2,97E+15 1,90E+15 5,57449E+14 2,79E+14
1992 3,18E+15 1,96E+15 5,94045E+14 2,95E+14
1993 3,42E+15 2,06E+15 6,20407E+14 2,95E+14
1994 3,67E+15 2,20E+15 7,4632E+14 3,02E+14
1995 3,98E+15 2,45E+15 9,02592E+14 3,06E+14
1996 4,29E+15 2,66E+15 9,64553E+14 3,15E+14
1997 4,49E+15 2,85E+15 1,1065E+15 3,15E+14
1998 3,90E+15 2,64E+15 1,04796E+15 2,66E+14
1999 3,93E+15 2,76E+15 6,21701E+14 2,68E+14
2000 4,12E+15 2,81E+15 7,82932E+14 2,86E+14
2001 4,27E+15 2,92E+15 8,15658E+14 3,07E+14
2002 4,46E+15 3,06E+15 7,80997E+14 3,47E+14
2003 4,68E+15 3,20E+15 7,9321E+14 3,82E+14
2004 4,91E+15 3,36E+15 1,00463E+15 3,97E+14
2005 5,19E+15 3,50E+15 1,18314E+15 4,24E+14
2006 5,48E+15 3,64E+15 1,28468E+15 4,64E+14
2007 5,83E+15 3,82E+15 1,40113E+15 4,82E+14
2008 6,18E+15 4,05E+15 1,54128E+15 5,33E+14
2009 6,46E+15 4,30E+15 1,31043E+15 6,16E+14
2010 6,86E+15 4,48E+15 1,53772E+15 6,18E+14
2011 7,29E+15 4,71E+15 1,76882E+15 6,52E+14
2012 7,73E+15 4,96E+15 1,9103E+15 6,82E+14
2013 8,16E+15 5,24E+15 1,94587E+15 7,28E+14
2014 8,57E+15 5,49E+15 1,98711E+15 7,36E+14
2015 8,98E+15 5,76E+15 1,86294E+15 7,75E+14
2016 9,43E+15 6,01E+15 1,81813E+15 7,74E+14
2017 9,91E+15 6,28E+15 1,9646E+15 7,91E+14
2018 1,04E+16 6,60E+15 2,20113E+15 8,29E+14
1. UJI AKAR UNIT

ADF Variabel PDB

Level First
Intercept
Null Hypothesis: PDB has a unit root Null Hypothesis: D(PDB) has a unit root
Exogenous: Constant Exogenous: Constant
Lag Length: 3 (Automatic - based on SIC, maxlag=7) Lag Length: 2 (Automatic - based on SIC, maxlag=7)

t-Statistic   Prob.* t-Statistic   Prob.*

Augmented Dickey-Fuller test - Augmented Dickey-Fuller test -

statistic 0.630076  0.8483 statistic 8.719643  0.0000
Test critical - Test critical -
values: 1% level 3.689194 values: 1% level 3.689194
- -
5% level 2.971853 5% level 2.971853
- -
10% level 2.625121 10% level 2.625121

*MacKinnon (1996) one-sided p-values. *MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation Augmented Dickey-Fuller Test Equation

Dependent Variable: D(PDB) Dependent Variable: D(PDB,2)
Method: Least Squares Method: Least Squares
Date: 11/26/20 Time: 13:40 Date: 11/26/20 Time: 13:57
Sample (adjusted): 1991 2018 Sample (adjusted): 1991 2018
Included observations: 28 after Included observations: 28 after
adjustments adjustments

Variable Coefficient Std. Error t-Statistic Prob.   Variable Coefficient Std. Error t-Statistic Prob.  

- -
PDB(-1) -0.171156 0.271643 0.630076 0.5349 D(PDB(-1)) -3.751858 0.430277 8.719643 0.0000
- D(PDB(-
D(PDB(-1)) -0.880002 0.250332 3.515342 0.0019 1),2) 1.747701 0.339348 5.150171 0.0000
- D(PDB(-
D(PDB(-2)) -0.823025 0.255929 3.215829 0.0038 2),2) 0.829008 0.182014 4.554632 0.0001
- C 7.15E+19 4.28E+19 1.670638 0.1078
D(PDB(-3)) -0.777645 0.201564 3.858048 0.0008
C 1.46E+20 1.25E+20 1.161583 0.2573     Mean dependent
R-squared 0.884749 var 3.29E+19
    Mean dependent Adjusted R-     S.D. dependent
R-squared 0.686696 var 2.75E+19 squared 0.870343 var 6.14E+20
Adjusted R-     S.D. dependent S.E. of     Akaike info
squared 0.632208 var 3.69E+20 regression 2.21E+20 criterion 96.65852
S.E. of     Akaike info Sum
regression 2.24E+20 criterion 96.71284 squared
Sum resid 1.17E+42    Schwarz criterion 96.84884
squared Log     Hannan-Quinn
resid 1.15E+42    Schwarz criterion 96.95073 likelihood -1349.219 criter. 96.71670
Log     Hannan-Quinn     Durbin-Watson
likelihood -1348.980 criter. 96.78556 F-statistic 61.41384 stat 2.018235
    Durbin-Watson Prob(F-
F-statistic 12.60277 stat 1.961541 statistic) 0.000000
Prob(F-
statistic) 0.000014
 ADF Variabel KONSUMSI
Level First
Intercept
Null Hypothesis: KONSUMSI has a unit Null Hypothesis: D(KONSUMSI) has a unit
root root
Exogenous: Constant Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, Lag Length: 0 (Automatic - based on SIC, maxlag=7)
maxlag=7)
t-
t-Statistic   Prob.* Statistic   Prob.*

Augmented Dickey-Fuller test  4.42842 -

statistic 2  1.0000 Augmented Dickey-Fuller test 3.15136
Test critical - statistic 4  0.0333
values: 1% level 3.661661 -
- Test critical 3.67017
5% level 2.960411 values: 1% level 0
- -
10% level 2.619160 2.96397
5% level 2
*MacKinnon (1996) one-sided p-values. -
2.62100
10% level 7
Augmented Dickey-Fuller Test Equation
Dependent Variable: *MacKinnon (1996) one-sided p-values.
D(KONSUMSI)
Method: Least Squares
Date: 11/26/20 Time: 13:46 Augmented Dickey-Fuller Test Equation
Sample (adjusted): 1988 2018 Dependent Variable: D(KONSUMSI,2)
Included observations: 31 after Method: Least Squares
adjustments Date: 11/26/20 Time: 13:58
Sample (adjusted): 1989 2018
Coefficien Std. Included observations: 30 after adjustments
Variable t Error t-Statistic Prob.  
Coefficien Std. t-
KONSUMSI( Variable t Error Statistic Prob.  
-1) 0.0454110.010254 4.428422 0.0001
3.77E+1 -
C 1.06E+13 3 0.281943 0.7800 D(KONSUMSI( 3.15136
-1)) -0.5500720.174550 4 0.0038
    Mean 1.65E+1 3.26E+1 2.95655
R-squared 0.403426 dependent var 4 C 9.63E+13 3 1 0.0063
Adjusted R-     S.D. dependent 1.00E+1
squared 0.382855 var 4     Mean 8.33E+1
S.E. of     Akaike info R-squared 0.261819 dependent var 2
regression 7.89E+13 criterion 66.89783 Adjusted R-     S.D. dependent 1.05E+1
Sum squared 0.235456 var 4
squared     Schwarz S.E. of     Akaike info
resid 1.80E+29 criterion 66.99035 regression 9.20E+13 criterion 67.20711
Log     Hannan-Quinn Sum squared     Schwarz
likelihood -1034.916 criter. 66.92799 resid 2.37E+29 criterion 67.30053
    Durbin-Watson     Hannan-Quinn
F-statistic 19.61092 stat 1.858720 Log likelihood -1006.107 criter. 67.23700
Prob(F-     Durbin-Watson
statistic) 0.000124 F-statistic 9.931093 stat 2.211456
Prob(F-
statistic) 0.003850

ADF Variabel IMPOR

 Level First
Intercept
Null Hypothesis: IMPOR has a unit root Null Hypothesis: D(IMPOR) has a unit root
Exogenous: Constant Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=7) Lag Length: 3 (Automatic - based on SIC, maxlag=7)

t-Statistic   Prob.* t-Statistic   Prob.*

Augmented Dickey-Fuller test - Augmented Dickey-Fuller test -

statistic 3.786083  0.0074 statistic 5.675269  0.0001
Test critical - Test critical -
values: 1% level 3.661661 values: 1% level 3.699871
- -
5% level 2.960411 5% level 2.976263
- -
10% level 2.619160 10% level 2.627420

*MacKinnon (1996) one-sided p-values. *MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation Augmented Dickey-Fuller Test Equation

Dependent Variable: D(IMPOR) Dependent Variable: D(IMPOR,2)
Method: Least Squares Method: Least Squares
Date: 11/26/20 Time: 13:46 Date: 11/26/20 Time: 13:59
Sample (adjusted): 1988 2018 Sample (adjusted): 1992 2018
Included observations: 31 after Included observations: 27 after
adjustments adjustments

Variable Coefficient Std. Error t-Statistic Prob.   Variable Coefficient Std. Error t-Statistic Prob.  

- D(IMPOR(- -
IMPOR(-1) -0.716972 0.189370 3.786083 0.0007 1)) -4.465416 0.786820 5.675269 0.0000
C 7.19E+19 2.07E+19 3.473689 0.0016 D(IMPOR(-
1),2) 2.468938 0.695016 3.552346 0.0018
    Mean dependent D(IMPOR(-
R-squared 0.330786 var 5.74E+18 2),2) 1.446896 0.480283 3.012593 0.0064
Adjusted R-     S.D. dependent D(IMPOR(-
squared 0.307710 var 7.43E+19 3),2) 0.671266 0.233316 2.877065 0.0088
S.E. of     Akaike info C 1.87E+19 1.10E+19 1.704357 0.1024
regression 6.18E+19 criterion 94.04083
Sum     Mean dependent
squared R-squared 0.862415 var 7.13E+18
resid 1.11E+41    Schwarz criterion 94.13334 Adjusted R-     S.D. dependent
Log     Hannan-Quinn squared 0.837400 var 1.33E+20
likelihood -1455.633 criter. 94.07099 S.E. of     Akaike info
    Durbin-Watson regression 5.36E+19 criterion 93.85938
F-statistic 14.33442 stat 2.024030 Sum
Prob(F- squared
statistic) 0.000713 resid 6.32E+40    Schwarz criterion 94.09935
Log     Hannan-Quinn
likelihood -1262.102 criter. 93.93074
    Durbin-Watson
F-statistic 34.47530 stat 2.148166
Prob(F-
statistic) 0.000000

ADF Variabel PENGELUARAN PEMERINTAH

Level First
Intercept
Null Hypothesis: Null Hypothesis:
PENGELUARAN_PEMERINTAH has a unit D(PENGELUARAN_PEMERINTAH) has a unit root
root Exogenous: Constant
Exogenous: Constant Lag Length: 0 (Automatic - based on SIC, maxlag=7)
Lag Length: 0 (Automatic - based on SIC, maxlag=7)
t-
t- Statisti
Statisti   Prob. c   Prob.*
c *
-
 1.594  0.999 4.0123
Augmented Dickey-Fuller test statistic 240 2 Augmented Dickey-Fuller test statistic 85  0.0043
- -
1% 3.6616 1% 3.6701
Test critical values: level 61 Test critical values: level 70
- -
5% 2.9604 5% 2.9639
level 11 level 72
- -
10% 2.6191 10% 2.6210
level 60 level 07

*MacKinnon (1996) one-sided p-values. *MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation Augmented Dickey-Fuller Test Equation

Dependent Variable: Dependent Variable:
D(PENGELUARAN_PEMERINTAH) D(PENGELUARAN_PEMERINTAH,2)
Method: Least Squares Method: Least Squares
Date: 11/26/20 Time: 13:47 Date: 11/26/20 Time: 14:00
Sample (adjusted): 1988 2018 Sample (adjusted): 1989 2018
Included observations: 31 after adjustments Included observations: 30 after adjustments

t- t-
Coeffici Std. Statisti Coeffici Std. Statisti
Variable ent Error c Prob.   Variable ent Error c Prob.  

PENGELUARAN_PEM 0.0332 0.020 1.5942 0.121 - -

ERINTAH(-1) 58 861 40 7 D(PENGELUARAN_PEME 0.7410 0.1846 4.0123
5.32E+ 9.96E 0.5344 0.597 RINTAH(-1)) 42 89 85 0.0004
C 12 +12 59 1 1.50E+ 5.44E+ 2.7555
C 13 12 65 0.0102
    Mean
0.0805 dependent 1.99E 0.3650     Mean 7.00E+
R-squared 79 var +13 R-squared 68 dependent var 11
    S.D. 0.3423     S.D. 2.78E+
0.0488 dependent 2.25E Adjusted R-squared 92 dependent var 13
Adjusted R-squared 75 var +13 2.25E+     Akaike info 64.394
2.20E+     Akaike info 64.34 S.E. of regression 13 criterion 83
S.E. of regression 13 criterion 215 1.42E+     Schwarz 64.488
1.40E+     Schwarz 64.43 Sum squared resid 28 criterion 24
Sum squared resid 28 criterion 467 -
- 963.92     Hannan- 64.424
995.30     Hannan- 64.37 Log likelihood 24 Quinn criter. 71
Log likelihood 34 Quinn criter. 231 16.099     Durbin- 2.0536
2.5416     Durbin- 1.653 F-statistic 24 Watson stat 87
F-statistic 03 Watson stat 308 0.0004
0.1217 Prob(F-statistic) 06
Prob(F-statistic) 24

Berdasarkan hasil Uji Unit Root Test di atas dapat dijelaskan bahwa Uji Unit
Root Test tingkat First Different dengan menggunakan ADF diketahui stasioner, dimana
 nilai probability seluruh variabel besarnya kurang dari 0,05 dan memiliki t-statistic yang
negatif. Nilai probabilitas Log(PDB) adalah 0.0000, nilai probabilitas Log(Konsumsi)
adalah 0.0333, nilai probabilitas Log(Impor) adalah 0.0001 dan nilai probabilitas
Log(Pengeluaran Pemerintah) adalah 0.0043. Hal ini menunjukkan bahwa seluruh
variabel yang diteliti signifikan. Dengan demikian, variabel dependen (PDB) dan
variabel independen (Konsumsi, Impor dan Pengeluaran Pemerintah) lolos Uji Akar Unit
dan dapat dilanjutkan ke tahap selanjutnya yaitu Penentuan Panjang Lag.

2. PENENTUAN PANJANG LAG

 Model Vector Autoregression Estimates

 Vector Autoregression Estimates

 Date: 11/27/20 Time: 21:28
 Sample (adjusted): 1990 2018
 Included observations: 29 after adjustments
 Standard errors in ( ) & t-statistics in [ ]

D(PENGELUAR
AN_PEMERINT
D(PDB) D(KONSUMSI) D(IMPOR) AH)

D(PDB(-1)) -0.989893 -6.12E-08 -0.087293 -2.71E-08

 (0.22903)  (8.0E-08)  (0.04920)  (1.9E-08)
[-4.32211] [-0.76578] [-1.77415] [-1.42803]

D(PDB(-2)) -0.222886 -8.43E-08 -0.025122 -2.17E-08

 (0.23479)  (8.2E-08)  (0.05044)  (1.9E-08)
[-0.94930] [-1.02793] [-0.49806] [-1.11862]

D(KONSUMSI(-1)) -476100.6  0.289164 -46256.63 -0.003626

 (788419.)  (0.27532)  (169377.)  (0.06521)
[-0.60387] [ 1.05029] [-0.27310] [-0.05560]

D(KONSUMSI(-2))  516380.3  0.213762 -86653.92 -0.047290

 (749744.)  (0.26181)  (161068.)  (0.06201)
[ 0.68874] [ 0.81647] [-0.53800] [-0.76257]

D(IMPOR(-1))  1.785613  3.79E-08 -0.844266  1.54E-08

 (0.99655)  (3.5E-07)  (0.21409)  (8.2E-08)
[ 1.79179] [ 0.10880] [-3.94351] [ 0.18690]

D(IMPOR(-2))  2.885237  6.15E-09 -0.267941  1.27E-07

 (1.39442)  (4.9E-07)  (0.29957)  (1.2E-07)
[ 2.06912] [ 0.01264] [-0.89443] [ 1.10096]

D(PENGELUARAN_PEME
RINTAH(-1))  3786282.  0.180601  84392.40  0.197154
 (2958691)  (1.03318)  (635618.)  (0.24472)
 [ 1.27972] [ 0.17480] [ 0.13277] [ 0.80561]

D(PENGELUARAN_PEME
RINTAH(-2)) -1273641.  0.545687  739668.4  0.381450
 (3124261)  (1.09100)  (671187.)  (0.25842)
[-0.40766] [ 0.50017] [ 1.10203] [ 1.47609]

C -3.47E+19  7.91E+13  1.26E+19  1.66E+13

 (1.2E+20)  (4.2E+13)  (2.6E+19)  (9.9E+12)
[-0.28894] [ 1.88458] [ 0.48926] [ 1.66805]

 R-squared  0.553156  0.296901  0.541196  0.260867

 Adj. R-squared  0.374418  0.015662  0.357675 -0.034787
 Sum sq. resids  1.64E+42  2.00E+29  7.58E+40  1.12E+28
 S.E. equation  2.87E+20  1.00E+14  6.16E+19  2.37E+13
 F-statistic  3.094790  1.055688  2.948951  0.882340
 Log likelihood -1401.797 -970.6360 -1357.198 -928.8684
 Akaike AIC  97.29633  67.56111  94.22053  64.68058
 Schwarz SC  97.72067  67.98544  94.64486  65.10491
 Mean dependent  2.73E+19  1.71E+14  6.25E+18  1.99E+13
 S.D. dependent  3.62E+20  1.01E+14  7.68E+19  2.33E+13

 Determinant resid covariance (dof adj.)  9.2E+134

 Determinant resid covariance  2.1E+134
 Log likelihood -4649.143
 Akaike information criterion  323.1133
 Schwarz criterion  324.8107

 Uji Panjang Lag

VAR Lag Order Selection Criteria

Endogenous variables: D(PDB) D(KONSUMSI) D(IMPOR)
D(PENGELUARAN_PEMERINTAH) 
Exogenous variables: C 
Date: 11/27/20 Time: 21:29
Sample: 1987 2018
Included observations: 29

 Lag LogL LR FPE AIC SC HQ

0 -4683.975 NA   3.0e+135  323.3086   323.4972*  323.3677

1 -4663.731   33.50747*   2.3e+135*   323.0159*  323.9589   323.3112*
2 -4649.143  20.12071  2.7e+135  323.1133  324.8107  323.6449

 * 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

Untuk mengetahui panjang lag optimal, dapat dilihat dengan jumlah bintang
yang terletak dalam masing-masing lag. Berdasarkan Uji Panjang Lag Maksimum di
atas, jumlah bintang yang paling banyak berada pada panjang Lag 1. Dengan
demikian, panjang lag optimal adalah lag 1.
  Vector Autoregression Estimates
 Date: 11/27/20 Time: 21:32
 Sample (adjusted): 1989 2018
 Included observations: 30 after adjustments
 Standard errors in ( ) & t-statistics in [ ]

D(PENGELUAR
AN_PEMERINT
D(PDB) D(KONSUMSI) D(IMPOR) AH)

D(PDB(-1)) -0.634747 -1.84E-08 -0.092074 -9.28E-10

 (0.18144)  (5.8E-08)  (0.03488)  (1.4E-08)
[-3.49833] [-0.31952] [-2.63956] [-0.06518]

D(KONSUMSI(-1)) -1993.395  0.465122 -73907.36  0.009884

 (713869.)  (0.22639)  (137241.)  (0.05600)
[-0.00279] [ 2.05447] [-0.53852] [ 0.17649]

D(IMPOR(-1))  0.866106  1.71E-07 -0.697466 -1.30E-10

 (0.87709)  (2.8E-07)  (0.16862)  (6.9E-08)
[ 0.98748] [ 0.61355] [-4.13630] [-0.00189]

D(PENGELUARAN_PEME
RINTAH(-1))  2614553.  0.023787  278568.1  0.234819
 (3006683)  (0.95353)  (578035.)  (0.23587)
[ 0.86958] [ 0.02495] [ 0.48192] [ 0.99553]

C -2.07E+19  9.36E+13  1.24E+19  1.39E+13

 (1.1E+20)  (3.5E+13)  (2.1E+19)  (8.6E+12)
[-0.18849] [ 2.68230] [ 0.58435] [ 1.60849]

 R-squared  0.372358  0.207886  0.483915  0.067095

 Adj. R-squared  0.271935  0.081148  0.401341 -0.082170
 Sum sq. resids  2.31E+42  2.32E+29  8.53E+40  1.42E+28
 S.E. equation  3.04E+20  9.64E+13  5.84E+19  2.38E+13
 F-statistic  3.707898  1.640281  5.860408  0.449504
 Log likelihood -1454.723 -1005.805 -1405.254 -963.8985
 Akaike AIC  97.31485  67.38699  94.01693  64.59323
 Schwarz SC  97.54838  67.62052  94.25047  64.82676
 Mean dependent  2.71E+19  1.68E+14  6.20E+18  2.00E+13
 S.D. dependent  3.56E+20  1.01E+14  7.55E+19  2.29E+13

 Determinant resid covariance (dof adj.)  1.1E+135

 Determinant resid covariance  5.1E+134
 Log likelihood -4822.981
 Akaike information criterion  322.8654
 Schwarz criterion  323.7995

3. UJI STABILITAS

Roots of Characteristic Polynomial

Endogenous variables: D(PDB) D(KONSUMSI)
D(IMPOR) D(PENGELUARAN_PEMERINTAH) 
Exogenous variables: C 
Lag specification: 1 1
 Date: 11/27/20 Time: 21:35

     Root Modulus

-0.660451 - 0.284904i  0.719281

-0.660451 + 0.284904i  0.719281
 0.455189  0.455189
 0.233440  0.233440

 No root lies outside the unit circle.

 VAR satisfies the stability condition.

Berdasarkan hasil uji stabilitas, dapat diperoleh bahwa semua nilai Modulus di
bawah 1. Jadi, model VAR sudah dalam kondisi stabil.

Inverse Roots of AR Characteristic Polynomial

1.5

1.0

0.5

0.0

-0.5

-1.0

-1.5
-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5

Dengan menggunakan grafik, semua titik berada di dalam lingkaran. Artinya

model VAR sudah dalam kondisi stabil.

4. UJI KOINTEGRASI
Date: 11/27/20 Time: 21:36
Sample (adjusted): 1990 2018
Included observations: 29 after adjustments
Trend assumption: Linear deterministic trend
Series: D(PDB) D(KONSUMSI) D(IMPOR) D(PENGELUARAN_PEMERINTAH) 
Lags interval (in first differences): 1 to 1

Unrestricted Cointegration Rank Test (Trace)

Hypothesized Trace 0.05

 No. of CE(s) Eigenvalue Statistic Critical Value Prob.**

None *  0.772012  76.99479  47.85613  0.0000

At most 1 *  0.552582  34.11936  29.79707  0.0149
At most 2  0.226589  10.79579  15.49471  0.2244
At most 3  0.108922  3.344380  3.841466  0.0674

 Trace test indicates 2 cointegrating eqn(s) at the 0.05 level

 * denotes rejection of the hypothesis at the 0.05 level
 **MacKinnon-Haug-Michelis (1999) p-values

Unrestricted Cointegration Rank Test (Maximum Eigenvalue)

Hypothesized Max-Eigen 0.05

No. of CE(s) Eigenvalue Statistic Critical Value Prob.**

None *  0.772012  42.87543  27.58434  0.0003

At most 1 *  0.552582  23.32357  21.13162  0.0242
At most 2  0.226589  7.451411  14.26460  0.4372
At most 3  0.108922  3.344380  3.841466  0.0674

 Max-eigenvalue test indicates 2 cointegrating eqn(s) at the 0.05 level

 * denotes rejection of the hypothesis at the 0.05 level
 **MacKinnon-Haug-Michelis (1999) p-values

 Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I): 

D(PENGELUAR
AN_PEMERINTA
D(PDB) D(KONSUMSI) D(IMPOR) H)
 4.79E-21 -8.26E-16 -2.54E-20  6.42E-15
-4.74E-21 -3.86E-15 -2.66E-20  1.79E-14
 6.70E-22 -2.35E-15 -8.40E-21 -4.94E-14
 2.51E-22  1.53E-14 -1.02E-20 -4.89E-14

 Unrestricted Adjustment Coefficients (alpha): 

D(PDB,2) -3.17E+20  1.40E+20 -5.39E+19  1.25E+19

D(KONSUMSI,2) -1.43E+13  1.71E+13  1.59E+13 -2.65E+13
D(IMPOR,2)  2.71E+19  5.13E+19 -2.28E+17  5.68E+18
D(PENGELUAR
AN_PEMERINT
AH,2) -9.80E+12  1.67E+12  9.78E+12 -1.94E+12

1 Cointegrating Equation(s):  Log likelihood -4666.203

Normalized cointegrating coefficients (standard error in parentheses)

D(PENGELUAR
AN_PEMERINTA
D(PDB) D(KONSUMSI) D(IMPOR) H)
 1.000000 -172641.5 -5.316600  1341570.
 (373586.)  (0.92599)  (1670008)

Adjustment coefficients (standard error in parentheses)

D(PDB,2) -1.516792
 (0.28097)
D(KONSUMSI,2) -6.83E-08
 (9.0E-08)
D(IMPOR,2)  0.129819
 (0.07254)
 D(PENGELUAR
AN_PEMERINT
AH,2) -4.69E-08
 (2.2E-08)

2 Cointegrating Equation(s):  Log likelihood -4654.541

Normalized cointegrating coefficients (standard error in parentheses)

D(PENGELUAR
AN_PEMERINTA
D(PDB) D(KONSUMSI) D(IMPOR) H)
 1.000000  0.000000 -3.402274  447171.3
 (0.81029)  (1166954)
 0.000000  1.000000  1.11E-05 -5.180670
 (1.8E-06)  (2.63475)

Adjustment coefficients (standard error in parentheses)

D(PDB,2) -2.179776 -276974.9
 (0.34338)  (200917.)
D(KONSUMSI,2) -1.50E-07 -0.054240
 (1.2E-07)  (0.07291)
D(IMPOR,2) -0.113690 -220322.3
 (0.07230)  (42301.5)
D(PENGELUAR
AN_PEMERINT
AH,2) -5.48E-08  0.001645
 (3.1E-08)  (0.01814)

3 Cointegrating Equation(s):  Log likelihood -4650.815

Normalized cointegrating coefficients (standard error in parentheses)

D(PENGELUAR
AN_PEMERINTA
D(PDB) D(KONSUMSI) D(IMPOR) H)
 1.000000  0.000000  0.000000 -10121588
 (3913807)
 0.000000  1.000000  0.000000  29.26426
 (12.0523)
 0.000000  0.000000  1.000000 -3106381.
 (1129232)

Adjustment coefficients (standard error in parentheses)

D(PDB,2) -2.215912 -150422.6  4.797929
 (0.33658)  (228085.)  (1.87706)
D(KONSUMSI,2) -1.39E-07 -0.091530 -2.26E-07
 (1.2E-07)  (0.08349)  (6.9E-07)
D(IMPOR,2) -0.113843 -219787.9 -2.054314
 (0.07265)  (49233.4)  (0.40518)
D(PENGELUAR
AN_PEMERINT
AH,2) -4.83E-08 -0.021315  1.23E-07
 (2.8E-08)  (0.01893)  (1.6E-07)

Berdasarkan hasil uji kointegrasi, dapat diperoleh bahwa probabilitas pada At

most 1 dan At most 2 tidak lolos pada uji kointegrasi. Maka model VAR dapat dignakan
dan dapat dilanjutkan ke uji selanjutnya.
 5. UJI KAUSALITAS GRANGER

Pairwise Granger Causality Tests

Date: 11/27/20 Time: 21:41
Sample: 1987 2018
Lags: 1

 Null Hypothesis: Obs F-Statistic Prob. 

 KONSUMSI does not Granger Cause PDB  31  19.8077 0.0001

 PDB does not Granger Cause KONSUMSI  0.08765 0.7694

 IMPOR does not Granger Cause PDB  31  11.3378 0.0022

 PDB does not Granger Cause IMPOR  0.13526 0.7158

 PENGELUARAN_PEMERINTAH does not Granger Cause PDB  31  21.8967 7.E-05

 PDB does not Granger Cause PENGELUARAN_PEMERINTAH  0.12438 0.7270

 IMPOR does not Granger Cause KONSUMSI  31  0.54878 0.4650

 KONSUMSI does not Granger Cause IMPOR  19.6912 0.0001

 PENGELUARAN_PEMERINTAH does not Granger Cause KONSUMSI  31  4.19794 0.0499

 KONSUMSI does not Granger Cause PENGELUARAN_PEMERINTAH  0.16141 0.6909

 PENGELUARAN_PEMERINTAH does not Granger Cause IMPOR  31  20.2829 0.0001

 IMPOR does not Granger Cause PENGELUARAN_PEMERINTAH  0.42224 0.5211

Dari hasil yang diperoleh di atas, diketahui bahwa yang memiliki hubungan
kausalitas adalah yang memiliki nilai probabilitas lebih kecil dari 0,05. Dari pengujian
Granger di atas, hubungan timbal balik/kausalitas sebagai berikut:
a) Variabel Konsumsi secara statistik siignifikan mempengaruhi PDB yang ditunjukkan
dengan nilai probabilitas lebih kecil dari 0,05 yaitu 0.0001. Sedangkan variabel PDB
secara statistik tidak sigifikan mempengaruhi Konsumsi dengan nilai probabilitas
lebih besar dari 0,05 yaitu 0.7694. Dengan demikian, hanya terjadi kausalitas searah
antara variabel Konsumsi yang memengaruhi PDB
b) Variabel Impor secara statistik signifikan mempengaruhi PDB yang ditunjukkan
dengan nilai probabilitas lebih kecil dari 0,05 yaitu 0.0022. Sedangkan variabel PDB
secara statistik tidak sigifikan mempengaruhi Impor dengan nilai probabilitas lebih
besar dari 0,05 yaitu 0.7694. Dengan demikian, hanya terjadi kausalitas searah
antara variabel Impor yang memengaruhi PDB
c) Variabel Pengeluaran Pemerintah secara statistik tidak signifikan mempengaruhi
PDB dan begitu pula dengan PDB yang secara statistik tidka signifikan
memengaruhi Pngeluaran Pemerintah yang ditunjukkan dengan nilai probabilitas
 lebih besar dari 0,05 yaitu 7.E+5 dan 0.7270. Dengan demikian, tidak terjadi
hubungan apapun untuk kedua variabel PDB dan Pengeluaran Pemerintah.
d) Variabel Impor secara statistik tidak signifikan mempengaruhi Konsumsi yang
ditunjukkan dengan nilai probabilitas lebih besar dari 0,05 yaitu 0.4650. Sedangkan
Variabel Konsumsi secara statistik siignifikan mempengaruhi Impor yang
ditunjukkan dengan nilai probabilitas lebih kecil dari 0,05 yaitu 0.0001. Dengan
demikian, hanya terjadi kausalitas searah antara variabel konsumsi dan impor.
e) Variabel Pengeluaran Pemerintah secara statistik siignifikan mempengaruhi
Konsumsi yang ditunjukkan dengan nilai probabilitas lebih kecil dari 0,05 yaitu
0.0499. Sedangkan Variabel Konsumsi secara statistik tidak signifikan
mempengaruhi Pengeluaran Pemerintah yang ditunjukkan dengan nilai probabilitas
lebih besar dari 0,05 yaitu 0.6909. Dengan demikian, hanya terjadi kausalitas searah
antara variabel pengeluaran pemerintah dan konsumsi.
f) Variabel Pengeluaran Pemerintah secara statistik signifikan mempengaruhi Impor
yang ditunjukkan dengan nilai probabilitas lebih kecil dari 0,05 yaitu 0.0001.
Sedangkan Variabel Impor secara statistik tidak siignifikan mempengaruhi
Pengeluaran Pemerintah yang ditunjukkan dengan nilai probabilitas lebih kecil dari
0,05 yaitu 0.5211. Dengan demikian, hanya terjadi kausalitas searah antara variabel
Pengeluaran Pemerintah dan Impor.

6. REGRESI MODEL VAR

 Vector Autoregression Estimates

 Date: 11/27/20 Time: 21:51
 Sample (adjusted): 1989 2018
 Included observations: 30 after adjustments
 Standard errors in ( ) & t-statistics in [ ]

D(PENGELUAR
AN_PEMERINT
D(PDB) D(KONSUMSI) D(IMPOR) AH)

D(PDB(-1)) -0.634747 -1.84E-08 -0.092074 -9.28E-10

 (0.18144)  (5.8E-08)  (0.03488)  (1.4E-08)
[-3.49833] [-0.31952] [-2.63956] [-0.06518]

D(KONSUMSI(-1)) -1993.395  0.465122 -73907.36  0.009884

 (713869.)  (0.22639)  (137241.)  (0.05600)
[-0.00279] [ 2.05447] [-0.53852] [ 0.17649]

D(IMPOR(-1))  0.866106  1.71E-07 -0.697466 -1.30E-10

 (0.87709)  (2.8E-07)  (0.16862)  (6.9E-08)
[ 0.98748] [ 0.61355] [-4.13630] [-0.00189]
 D(PENGELUARAN_PEME
RINTAH(-1))  2614553.  0.023787  278568.1  0.234819
 (3006683)  (0.95353)  (578035.)  (0.23587)
[ 0.86958] [ 0.02495] [ 0.48192] [ 0.99553]

C -2.07E+19  9.36E+13  1.24E+19  1.39E+13

 (1.1E+20)  (3.5E+13)  (2.1E+19)  (8.6E+12)
[-0.18849] [ 2.68230] [ 0.58435] [ 1.60849]

 R-squared  0.372358  0.207886  0.483915  0.067095

 Adj. R-squared  0.271935  0.081148  0.401341 -0.082170
 Sum sq. resids  2.31E+42  2.32E+29  8.53E+40  1.42E+28
 S.E. equation  3.04E+20  9.64E+13  5.84E+19  2.38E+13
 F-statistic  3.707898  1.640281  5.860408  0.449504
 Log likelihood -1454.723 -1005.805 -1405.254 -963.8985
 Akaike AIC  97.31485  67.38699  94.01693  64.59323
 Schwarz SC  97.54838  67.62052  94.25047  64.82676
 Mean dependent  2.71E+19  1.68E+14  6.20E+18  2.00E+13
 S.D. dependent  3.56E+20  1.01E+14  7.55E+19  2.29E+13

 Determinant resid covariance (dof adj.)  1.1E+135

 Determinant resid covariance  5.1E+134
 Log likelihood -4822.981
 Akaike information criterion  322.8654
 Schwarz criterion  323.7995

Variabel Impor merupakan variabel yang memiliki R Squared paling besar, oleh karena
itu menggunakan variabel Impor sebagai variabel Dependen

 Model OLS

Dependent Variable: D(IMPOR)

Method: Least Squares
Date: 11/27/20 Time: 22:03
Sample (adjusted): 1989 2018
Included observations: 30 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

C 5.92E+18 1.03E+19 0.573163 0.5713

D(PDB(-1)) -0.090004 0.033537 -2.683690 0.0123
D(IMPOR(-1)) -0.682707 0.159375 -4.283653 0.0002

R-squared 0.476930    Mean dependent var 6.20E+18

Adjusted R-squared 0.438184    S.D. dependent var 7.55E+19
S.E. of regression 5.66E+19    Akaike info criterion 93.89704
Sum squared resid 8.64E+40    Schwarz criterion 94.03716
Log likelihood -1405.456    Hannan-Quinn criter. 93.94187
F-statistic 12.30914    Durbin-Watson stat 2.259405
Prob(F-statistic) 0.000159
 Berdasarkan hasil dari model OLS diperoleh variabel PDB(-1) dan Impor (-1)
signifikan karena nilai probabilitas urang dari 0.05 yaitu 0.0123 dan 0.0002. Sedangkan R
squared juga menunjukkan angka yang cukup besar.

7. UJI ASUMSI KLASIK

a) Normalitas

12
Series: Residuals
Sample 1989 2018
10 Observations 30

8 Mean -4266.667
Median 9.07e+18
Maximum 7.72e+19
6 Minimum -1.67e+20
Std. Dev. 5.46e+19
Skewness -1.427288
4
Kurtosis 5.324278

2 Jarque-Bera 16.93859
Probability 0.000210
0
-1.5e+20 -1.0e+20 -5.0e+19 2.5e+14 5.0e+19 1.0e+20

b) Autokorelasi

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 2.739545 Prob. F(2,25) 0.0840

Obs*R-squared 5.392967 Prob. Chi-Square(2) 0.0674

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 11/30/20 Time: 13:20
Sample: 1989 2018
Included observations: 30
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C 3.55E+18 9.89E+18 0.359496 0.7222

D(PDB(-1)) 0.062443 0.041819 1.493172 0.1479
D(IMPOR(-1)) -0.149029 0.346924 -0.429571 0.6712
RESID(-1) -0.115806 0.360007 -0.321678 0.7504
RESID(-2) -0.726914 0.372726 -1.950266 0.0624

R-squared 0.179766 Mean dependent var -4266.667

Adjusted R-squared 0.048528 S.D. dependent var 5.46E+19
S.E. of regression 5.33E+19 Akaike info criterion 93.83221
 Sum squared resid 7.09E+40 Schwarz criterion 94.06574
Log likelihood -1402.483 Hannan-Quinn criter. 93.90692
F-statistic 1.369773 Durbin-Watson stat 2.113869
Prob(F-statistic) 0.272720

Nilai probabilitas Obs*R Squared adalah 0.0674 sehingga lolos uji autokorelasi dan
terhindar dari masalah autokorelasi.

c) Heteroskedastisitas

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 0.164843 Prob. F(2,27) 0.8489

Obs*R-squared 0.361898 Prob. Chi-Square(2) 0.8345
Scaled explained SS 0.633804 Prob. Chi-Square(2) 0.7284

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 11/30/20 Time: 13:20
Sample: 1989 2018
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.

C 2.88E+39 1.15E+39 2.513548 0.0182

D(PDB(-1)) 1.79E+18 3.72E+18 0.480330 0.6349
D(IMPOR(-1)) 5.92E+18 1.77E+19 0.334742 0.7404

R-squared 0.012063 Mean dependent var 2.88E+39

Adjusted R-squared -0.061117 S.D. dependent var 6.09E+39
S.E. of regression 6.28E+39 Akaike info criterion 186.2083
Sum squared resid 1.06E+81 Schwarz criterion 186.3484
Log likelihood -2790.125 Hannan-Quinn criter. 186.2531
F-statistic 0.164843 Durbin-Watson stat 1.961763
Prob(F-statistic) 0.848874

Nilai probabilitas Chi Square adalah 0.8345 yang menunjukkan lebih

dari 0,05 maka model bebas masalah heteroskedastisitas.

d) Multikolinearitas

Variance Inflation Factors

Date: 11/30/20 Time: 13:21
Sample: 1987 2018
Included observations: 30

Coefficient Uncentered Centered

Variable Variance VIF VIF

C 1.07E+38 1.000195 NA
D(PDB(-1)) 0.001125 1.001884 1.001813
D(IMPOR(-1)) 0.025400 1.001946 1.001813
 Nilai Centered VIF masing-masing variabel kurang dari 10, maka model bebas
masalah multikolinearitas

e) Linearitas

Ramsey RESET Test

Equation: UNTITLED
Specification: D(IMPOR) C D(PDB(-1)) D(IMPOR(-1))
Omitted Variables: Squares of fitted values

Value df Probability
t-statistic 1.408644 26 0.1708
F-statistic 1.984279 (1, 26) 0.1708
Likelihood ratio 2.206390 1 0.1374

F-test summary:
Mean
Sum of Sq. df Squares
Test SSR 6.13E+39 1 6.13E+39
Restricted SSR 8.64E+40 27 3.20E+39
Unrestricted SSR 8.03E+40 26 3.09E+39
Unrestricted SSR 8.03E+40 26 3.09E+39

LR test summary:
Value df
Restricted LogL -1405.456 27
Unrestricted LogL -1404.352 26

Nilai probabilitas F statistic adalah 0.1708 yang mempunyai nilai lebih besar
ari 0,05, dengan demikian model bebas masalah linearitas

8. Model Jangka Panjang

 Response to Cholesky One S. D. Innovations ± 2 S. E.
R es pons e of D (PDB) to D (PD B) Res ponse of D(PDB) to D(KONSU MSI) R espons e of D (PDB) to D(IMPOR ) R espons e of D (PDB) to D (PEN GELUARAN _PEMER IN TAH )
8E +20 8E +20 8E +20 8E +20

4E +20 4E +20 4E +20 4E +20

0E +00 0E +00 0E +00 0E +00

-4E+20 -4E+20 -4E+20 -4E+20

-8E+20 -8E+20 -8E+20 -8E+20

1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10

Res ponse of D(KONSU MSI) to D(PD B) Response of D(KONSU MSI) to D(KONSU MSI) Response of D (KONSUMSI) to D(IMPOR) R espons e of D (KON SUMSI) to D(PEN GELU ARAN _PEMERINTAH )
1.5E+14 1.5E+14 1.5E+14 1.5E+14

1.0E+14 1.0E+14 1.0E+14 1.0E+14

5.0E+13 5.0E+13 5.0E+13 5.0E+13

0.0E+00 0.0E+00 0.0E+00 0.0E+00

-5.0E +13 -5.0E +13 -5.0E +13 -5.0E +13

-1.0E +14 -1.0E +14 -1.0E +14 -1.0E +14

1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10

Response of D(IMPOR) to D (PDB) R espons e of D(IMPOR ) to D(KONSU MSI) Response ofD (IMPOR) to D(IMPOR) Res ponse of D(IMPOR) to D(PEN GELU ARAN_PEMERINTAH)
2E +20 2E +20 2E +20 2E +20

1E +20 1E +20 1E +20 1E +20

0E +00 0E +00 0E +00 0E +00

-1E+20 -1E+20 -1E+20 -1E+20

-2E+20 -2E+20 -2E+20 -2E+20

1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10

R espons e of D(PEN GELU AR AN_PEMERIN TAH ) to D (PDB) Response of D(PEN GELU AR AN_PEMER INTAH) to D (KON SUMSI) R esponse of D (PENGELUARAN _PEMERIN TAH ) to D(IMPOR) R espons e of D (PENGELU ARAN _PEMERINTAH ) to D (PENGELUAR AN_PEMER IN TAH )
3E +13 3E +13 3E +13 3E +13

2E +13 2E +13 2E +13 2E +13

1E +13 1E +13 1E +13 1E +13

0E +00 0E +00 0E +00 0E +00

-1E+13 -1E+13 -1E+13 -1E+13

-2E+13 -2E+13 -2E+13 -2E+13

-3E+13 -3E+13 -3E+13 -3E+13

1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10

 Varian
ce
Decom
position
of
D(PDB)
:
D(PENGELUA
D(KONSUMSI RAN_PEMERI
 Period S.E. D(PDB) ) D(IMPOR) NTAH)

 1  2.87E+20  100.0000  0.000000  0.000000  0.000000

 2  4.07E+20  90.31436  0.021431  6.740608  2.923606
 3  4.43E+20  88.35684  0.171034  5.953499  5.518622
 4  4.80E+20  82.52324  0.195676  8.830537  8.450543
 5  5.10E+20  78.64466  0.195704  12.85400  8.305628
 6  5.27E+20  78.46174  0.366429  13.17103  8.000793
 7  5.35E+20  78.94662  0.443403  12.79766  7.812317
 8  5.40E+20  79.03160  0.537395  12.61523  7.815774
 9  5.43E+20  78.87293  0.541554  12.74122  7.844291
 10  5.46E+20  78.58959  0.553324  13.03780  7.819292

 Varian
ce
Decom
position
of
D(KON
SUMSI)
:
D(PENGELUA
D(KONSUMSI RAN_PEMERI
 Period S.E. D(PDB) ) D(IMPOR) NTAH)

 1  1.00E+14  1.414310  98.58569  0.000000  0.000000

 2  1.07E+14  5.116098  94.74119  0.046336  0.096378
  3  1.16E+14  7.982849  91.14769  0.379117  0.490344
 4  1.18E+14  7.755644  90.83606  0.752630  0.655661
 5  1.20E+14  8.622645  89.39990  0.920037  1.057423
 6  1.20E+14  8.610101  89.40501  0.930881  1.054007
 7  1.21E+14  8.755105  88.94886  1.003511  1.292519
 8  1.21E+14  8.752520  88.90084  1.049768  1.296873
 9  1.21E+14  8.821954  88.80648  1.048869  1.322694
 10  1.21E+14  8.825467  88.79497  1.053591  1.325973

 Varian
ce
Decom
position
of
D(IMPO
R):
D(PENGELUA
D(KONSUMSI RAN_PEMERI
 Period S.E. D(PDB) ) D(IMPOR) NTAH)

 1  6.16E+19  10.22392  1.321037  88.45505  0.000000

 2  8.89E+19  26.65764  0.717829  72.59408  0.030456
 3  1.00E+20  39.34758  0.570525  59.65690  0.424991
 4  1.07E+20  45.96856  0.777077  52.85063  0.403733
 5  1.11E+20  48.87230  0.731074  49.76329  0.633335
 6  1.15E+20  49.54700  0.727497  48.67449  1.051011
 7  1.19E+20  50.27168  0.680401  47.90130  1.146617
 8  1.22E+20  51.41805  0.721129  46.70968  1.151147
 9  1.23E+20  52.44070  0.730480  45.66709  1.161732
 10  1.25E+20  52.98838  0.758396  45.04900  1.204219

 Varian
ce
Decom
position
of
D(PEN
GELUA
RAN_P
EMERI
NTAH):
D(PENGELUA
D(KONSUMSI RAN_PEMERI
 Period S.E. D(PDB) ) D(IMPOR) NTAH)

 1  2.37E+13  3.604557  36.17774  0.065752  60.15195

 2  2.55E+13  13.69131  32.10157  0.214262  53.99286
 3  2.65E+13  12.68171  29.75548  2.668116  54.89470
 4  2.80E+13  14.86946  26.75119  7.788987  50.59036
 5  2.92E+13  16.64422  25.02185  11.10590  47.22804
 6  2.99E+13  19.30621  24.44497  11.07508  45.17374
 7  3.03E+13  21.42338  23.86043  10.92640  43.78979
 8  3.07E+13  22.35147  23.68748  10.93941  43.02165
 9  3.10E+13  23.37413  23.20404  11.37626  42.04558
 10  3.13E+13  23.98036  22.94450  11.67823  41.39691

 Choles
ky
Orderin
g:
D(PDB)
D(KON
SUMSI)
D(IMPO
 R)
D(PEN
GELUA
RAN_P
EMERI
NTAH)