LAMPIRAN

1. Data Penelitian

JUMLAH LUAS NILAI VOLUME

TAHUN PRODUKSI LAHAN HARGA (RP) TUKAR EKSPOR
(TON) (HA) USD/RP (TON)
1995 154013 152431 2905650 2308 79227
1996 169417 142482 3121601 2383 101532
1997 153648 142222 3679475 4650 66843
1998 166825 157039 5226812 8025 67219
1999 161003 156839 2958848 7100 97847
2000 162587 153675 3157105 9595 105582
2001 166867 150872 2924171 10266 107144
2002 165194 150707 3007501 9261 100184
2003 169821 143604 2957871 8571 88894
2004 165951 142548 3040052 9030 98572
2005 166091 139121 3385548 9751 102389
2006 146858 135590 3716994 9141 95338
2007 150623 133734 3830468 9142 83658
2008 153971 127712 4245908 9772 96209
2009 156901 123506 4835128 10356 92305
2010 156604 122898 5336458 9078 87101
2011 150776 123938 5695708 8773 75450
2012 145575 122206 5797415 9419 70092
2013 145460 122035 5833008 10563 70840
2014 154369 118899 5100531 11884 66399
2015 132615 114891 4930108 13458 61915
2016 138935 117268 5054052 13330 64392
2017 139362 118252 4996211 13398 52000
2018 140234 113808 5414434 14300 70000

1
2. Hasil Uji Stasioner Pada Tingkat Level

a. Jumlah Produksi Teh (Q)

Null Hypothesis: Q has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=5)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -1.868114 0.3404

Test critical values: 1% level -3.752946
5% level -2.998064
10% level -2.638752

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(Q)
Method: Least Squares
Date: 01/16/20 Time: 18:34
Sample (adjusted): 1996 2018
Included observations: 23 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

Q(-1) -0.324379 0.173640 -1.868114 0.0758

C 49799.07 27037.38 1.841860 0.0797

R-squared 0.142502 Mean dependent var -599.0870

Adjusted R-squared 0.101669 S.D. dependent var 9054.727
S.E. of regression 8582.101 Akaike info criterion 21.03569
Sum squared resid 1.55E+09 Schwarz criterion 21.13443
Log likelihood -239.9104 Hannan-Quinn criter. 21.06052
F-statistic 3.489850 Durbin-Watson stat 2.350584
Prob(F-statistic) 0.075764

2
b. Luas Lahan Perkebunan Teh (LL)

Null Hypothesis: LL has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=5)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -0.576137 0.8578

Test critical values: 1% level -3.752946
5% level -2.998064
10% level -2.638752

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LL)
Method: Least Squares
Date: 01/16/20 Time: 18:36
Sample (adjusted): 1996 2018
Included observations: 23 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

LL(-1) -0.040340 0.070017 -0.576137 0.5706

C 3779.673 9524.586 0.396833 0.6955

R-squared 0.015560 Mean dependent var -1679.261

Adjusted R-squared -0.031318 S.D. dependent var 4580.575
S.E. of regression 4651.748 Akaike info criterion 19.81082
Sum squared resid 4.54E+08 Schwarz criterion 19.90955
Log likelihood -225.8244 Hannan-Quinn criter. 19.83565
F-statistic 0.331933 Durbin-Watson stat 1.650222
Prob(F-statistic) 0.570647

3
c. Harga Teh Internasional (HI)

Null Hypothesis: HI has a unit root

Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=5)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -1.031888 0.7219

Test critical values: 1% level -3.788030
5% level -3.012363
10% level -2.646119

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(HI)
Method: Least Squares
Date: 01/16/20 Time: 18:46
Sample (adjusted): 1998 2018
Included observations: 21 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

HI(-1) -0.164064 0.158994 -1.031888 0.3166

D(HI(-1)) -0.153511 0.248984 -0.616551 0.5457
D(HI(-2)) 0.044518 0.240260 0.185293 0.8552
C 792626.6 683729.9 1.159269 0.2624

R-squared 0.114136 Mean dependent var 82617.10

Adjusted R-squared -0.042193 S.D. dependent var 686198.2
S.E. of regression 700525.0 Akaike info criterion 29.92669
Sum squared resid 8.34E+12 Schwarz criterion 30.12565
Log likelihood -310.2303 Hannan-Quinn criter. 29.96987
F-statistic 0.730102 Durbin-Watson stat 1.835795
Prob(F-statistic) 0.548118

4
d. Nilai Tukar (NT)

Null Hypothesis: NT has a unit root

Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=5)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -1.630064 0.4504

Test critical values: 1% level -3.788030
5% level -3.012363
10% level -2.646119

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(NT)
Method: Least Squares
Date: 01/16/20 Time: 18:48
Sample (adjusted): 1998 2018
Included observations: 21 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

NT(-1) -0.201793 0.123794 -1.630064 0.1215

D(NT(-1)) 0.068803 0.212009 0.324526 0.7495
D(NT(-2)) -0.092490 0.212350 -0.435554 0.6686
C 2437.661 1238.536 1.968179 0.0656

R-squared 0.155793 Mean dependent var 459.5238

Adjusted R-squared 0.006816 S.D. dependent var 1147.242
S.E. of regression 1143.326 Akaike info criterion 17.09091
Sum squared resid 22222307 Schwarz criterion 17.28987
Log likelihood -175.4546 Hannan-Quinn criter. 17.13409
F-statistic 1.045751 Durbin-Watson stat 1.816692
Prob(F-statistic) 0.397746

5
 Hasil Unit Root Test Secara Bersama-sama

Null Hypothesis: Unit root (individual unit root process)

Series: Q, LL, HI, NT
Date: 01/17/20 Time: 09:18
Sample: 1995 2018
Exogenous variables: Individual effects
Automatic selection of maximum lags
Automatic lag length selection based on SIC: 0 to 2
Total number of observations: 90
Cross-sections included: 4

Method Statistic Prob.**

ADF - Fisher Chi-square 5.15781 0.7406
ADF - Choi Z-stat 0.44441 0.6716

** Probabilities for Fisher tests are computed using an asymptotic Chi

-square distribution. All other tests assume asymptotic normality.

Intermediate ADF test results UNTITLED

Series Prob. Lag Max Lag Obs

Q 0.3404 0 4 23
LL 0.8578 0 4 23
HI 0.7219 2 4 21
NT 0.3599 0 4 23

6
3. Hasil Uji Derajat Integrasi (First Difference)

a. Jumlah Produksi Teh (Q)

Null Hypothesis: D(Q) has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=5)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -8.878313 0.0000

Test critical values: 1% level -3.769597
5% level -3.004861
10% level -2.642242

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(Q,2)
Method: Least Squares
Date: 01/16/20 Time: 19:15
Sample (adjusted): 1997 2018
Included observations: 22 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(Q(-1)) -1.517799 0.170956 -8.878313 0.0000

C -1671.331 1551.170 -1.077464 0.2941

R-squared 0.797621 Mean dependent var -660.5455

Adjusted R-squared 0.787502 S.D. dependent var 15740.57
S.E. of regression 7256.011 Akaike info criterion 20.70356
Sum squared resid 1.05E+09 Schwarz criterion 20.80274
Log likelihood -225.7391 Hannan-Quinn criter. 20.72692
F-statistic 78.82444 Durbin-Watson stat 1.924716
Prob(F-statistic) 0.000000

7
b. Luas Lahan Perkebunan Teh Indonesia (LL)

Null Hypothesis: D(LL) has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=5)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -4.509035 0.0019

Test critical values: 1% level -3.769597
5% level -3.004861
10% level -2.642242

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LL,2)
Method: Least Squares
Date: 01/16/20 Time: 19:17
Sample (adjusted): 1997 2018
Included observations: 22 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(LL(-1)) -0.932534 0.206815 -4.509035 0.0002

C -1198.550 992.5394 -1.207559 0.2413

R-squared 0.504108 Mean dependent var 250.2273

Adjusted R-squared 0.479314 S.D. dependent var 6104.250
S.E. of regression 4404.741 Akaike info criterion 19.70526
Sum squared resid 3.88E+08 Schwarz criterion 19.80444
Log likelihood -214.7578 Hannan-Quinn criter. 19.72862
F-statistic 20.33140 Durbin-Watson stat 1.832377
Prob(F-statistic) 0.000214

8
c. Harga Teh Internasional (HI)

Null Hypothesis: D(HI) has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=5)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -5.648129 0.0001

Test critical values: 1% level -3.769597
5% level -3.004861
10% level -2.642242

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(HI,2)
Method: Least Squares
Date: 01/16/20 Time: 19:25
Sample (adjusted): 1997 2018
Included observations: 22 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(HI(-1)) -1.233899 0.218461 -5.648129 0.0000

C 126446.0 145386.5 0.869723 0.3948

R-squared 0.614654 Mean dependent var 9194.182

Adjusted R-squared 0.595386 S.D. dependent var 1061066.
S.E. of regression 674935.9 Akaike info criterion 29.76913
Sum squared resid 9.11E+12 Schwarz criterion 29.86832
Log likelihood -325.4604 Hannan-Quinn criter. 29.79250
F-statistic 31.90136 Durbin-Watson stat 1.984228
Prob(F-statistic) 0.000016

9
d. Nilai Tukar (NT)

Null Hypothesis: D(NT) has a unit root

Exogenous: Constant
Lag Length: 1 (Automatic - based on SIC, maxlag=5)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -3.403095 0.0226

Test critical values: 1% level -3.788030
5% level -3.012363
10% level -2.646119

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(NT,2)
Method: Least Squares
Date: 01/16/20 Time: 19:26
Sample (adjusted): 1998 2018
Included observations: 21 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(NT(-1)) -1.030872 0.302922 -3.403095 0.0032

D(NT(-1),2) 0.121011 0.221154 0.547178 0.5910
C 475.7571 305.3522 1.558061 0.1366

R-squared 0.494023 Mean dependent var -65.00000

Adjusted R-squared 0.437804 S.D. dependent var 1593.491
S.E. of regression 1194.796 Akaike info criterion 17.14090
Sum squared resid 25695663 Schwarz criterion 17.29012
Log likelihood -176.9795 Hannan-Quinn criter. 17.17329
F-statistic 8.787384 Durbin-Watson stat 2.053437
Prob(F-statistic) 0.002174

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4. Hasil Estimasi Persamaan Jangka Panjang

Dependent Variable: VE
Method: Least Squares
Date: 01/16/20 Time: 19:33
Sample: 1995 2018
Included observations: 24

Variable Coefficient Std. Error t-Statistic Prob.

C 7653.377 58610.49 0.130580 0.8975

Q 0.948687 0.320759 2.957633 0.0081
LL -0.299386 0.307815 -0.972618 0.3430
HI -0.008728 0.003184 -2.741360 0.0130
NT 0.640021 0.943894 0.678065 0.5059

R-squared 0.669100 Mean dependent var 83380.50

Adjusted R-squared 0.599436 S.D. dependent var 16318.16
S.E. of regression 10327.78 Akaike info criterion 21.50611
Sum squared resid 2.03E+09 Schwarz criterion 21.75154
Log likelihood -253.0734 Hannan-Quinn criter. 21.57123
F-statistic 9.604773 Durbin-Watson stat 1.419776
Prob(F-statistic) 0.000201

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5. Uji Asumsi Klasik

a. Uji Autokorelasi

Breusch-Godfrey Serial Correlation LM Test:

Null hypothesis: No serial correlation at up to 2 lags

F-statistic 0.809355 Prob. F(2,17) 0.4616

Obs*R-squared 2.086558 Prob. Chi-Square(2) 0.3523

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/18/20 Time: 09:23
Sample: 1995 2018
Included observations: 24
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C -66.92838 59565.01 -0.001124 0.9991

Q -0.087963 0.341303 -0.257727 0.7997
LL 0.088336 0.323817 0.272795 0.7883
HI -2.67E-05 0.003300 -0.008098 0.9936
NT 0.207073 0.977377 0.211866 0.8347
RESID(-1) 0.304609 0.249802 1.219402 0.2393
RESID(-2) 0.008998 0.289901 0.031038 0.9756

R-squared 0.086940 Mean dependent var 4.23E-12

Adjusted R-squared -0.235317 S.D. dependent var 9386.852
S.E. of regression 10433.00 Akaike info criterion 21.58183
Sum squared resid 1.85E+09 Schwarz criterion 21.92543
Log likelihood -251.9819 Hannan-Quinn criter. 21.67298
F-statistic 0.269785 Durbin-Watson stat 1.961554
Prob(F-statistic) 0.943541

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 b. Uji Normalitas
6
Series: Residuals
Sample 1995 2018
5
Observations 24

4 Mean 4.23e-12
Median 1509.808
3 Maximum 15548.28
Minimum -17428.48
Std. Dev. 9386.852
2
Skewness -0.509802
Kurtosis 2.293614
1
Jarque-Bera 1.538575
0 Probability 0.463343
-15000 -10000 -5000 0 5000 10000 15000

c. Uji Multikolinearitas

Variance Inflation Factors

Date: 01/18/20 Time: 09:27
Sample: 1995 2018
Included observations: 24

Coefficient Uncentered Centered

Variable Variance VIF VIF

C 3.44E+09 772.9436 NA
Q 0.102886 556.8685 2.568029
LL 0.094750 389.5775 4.315034
HI 1.01E-05 43.09105 2.574848
NT 0.890936 19.16402 1.770548

13
d. Uji Heteroskedastisitas

Heteroskedasticity Test: Breusch-Pagan-Godfrey

Null hypothesis: Homoskedasticity

F-statistic 0.024469 Prob. F(4,19) 0.9987

Obs*R-squared 0.123000 Prob. Chi-Square(4) 0.9982
Scaled explained SS 0.049861 Prob. Chi-Square(4) 0.9997

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/18/20 Time: 09:31
Sample: 1995 2018
Included observations: 24

Variable Coefficient Std. Error t-Statistic Prob.

C 78979684 6.11E+08 0.129263 0.8985

Q 94.31717 3343.824 0.028206 0.9778
LL -139.1529 3208.886 -0.043365 0.9659
HI -3.281754 33.19110 -0.098875 0.9223
NT 2512.679 9839.846 0.255358 0.8012

R-squared 0.005125 Mean dependent var 84441611

Adjusted R-squared -0.204322 S.D. dependent var 98107147
S.E. of regression 1.08E+08 Akaike info criterion 40.00999
Sum squared resid 2.20E+17 Schwarz criterion 40.25542
Log likelihood -475.1199 Hannan-Quinn criter. 40.07510
F-statistic 0.024469 Durbin-Watson stat 2.846137
Prob(F-statistic) 0.998728

14
6. Hasil Uji Kointegrasi Melalui Johansen Cointegration Test

Date: 01/16/20 Time: 19:28

Sample (adjusted): 1997 2018
Included observations: 22 after adjustments
Trend assumption: Linear deterministic trend
Series: VE Q LL HI NT
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 * 0.860383 83.42897 69.81889 0.0028

At most 1 0.661893 40.11425 47.85613 0.2185
At most 2 0.438109 16.25762 29.79707 0.6941
At most 3 0.140102 3.575780 15.49471 0.9347
At most 4 0.011527 0.255069 3.841466 0.6135

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

Unrestricted Cointegration Rank Test (Maximum Eigenvalue)

Hypothesized Max-Eigen 0.05

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

None * 0.860383 43.31473 33.87687 0.0028

At most 1 0.661893 23.85663 27.58434 0.1398
At most 2 0.438109 12.68184 21.13162 0.4819
At most 3 0.140102 3.320711 14.26460 0.9231
At most 4 0.011527 0.255069 3.841466 0.6135

Max-eigenvalue 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

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

VE Q LL HI NT
4.47E-05 -1.83E-05 5.86E-05 4.29E-07 0.000483
0.000143 -5.07E-05 -0.000297 -2.25E-06 -0.000476
-6.09E-05 0.000263 -0.000143 -5.65E-07 0.000146
7.91E-05 -3.38E-06 -1.70E-05 1.54E-06 -0.000119
-6.37E-05 -2.34E-05 -4.04E-05 -7.56E-07 8.09E-05

Unrestricted Adjustment Coefficients (alpha):

D(VE) 1999.698 -2865.854 911.1642 -2585.061 396.2590

D(Q) 649.2916 -243.0979 -3945.515 -1078.902 -83.38894
D(LL) -2043.328 342.5187 77.98535 -177.2710 -260.8333
D(HI) -159351.4 266059.0 -6120.379 -64144.11 -3366.558
D(NT) -836.2384 50.54900 -177.6413 -1.885743 23.48091

15
7. Residual Baru (Stasioner Pada Tingkat Level)

Null Hypothesis: RES has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -4.376300 0.0026

Test critical values: 1% level -3.769597
5% level -3.004861
10% level -2.642242

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RES)
Method: Least Squares
Date: 01/16/20 Time: 19:44
Sample (adjusted): 1997 2018
Included observations: 22 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

RES(-1) -0.987278 0.225596 -4.376300 0.0003

C -120.0675 2039.941 -0.058858 0.9536

R-squared 0.489170 Mean dependent var 158.0411

Adjusted R-squared 0.463629 S.D. dependent var 13058.26
S.E. of regression 9563.526 Akaike info criterion 21.25581
Sum squared resid 1.83E+09 Schwarz criterion 21.35499
Log likelihood -231.8139 Hannan-Quinn criter. 21.27917
F-statistic 19.15200 Durbin-Watson stat 1.797609
Prob(F-statistic) 0.000292

16
8. Hasil Estimasi Persamaan Jangka Pendek

Dependent Variable: D(VE)

Method: Least Squares
Date: 01/16/20 Time: 19:48
Sample (adjusted): 1997 2018
Included observations: 22 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C -392.8243 2705.146 -0.145214 0.8864

D(Q) 0.681418 0.286240 2.380585 0.0301
D(LL) -0.502452 0.616424 -0.815108 0.4270
D(HI) -0.008189 0.003791 -2.159890 0.0463
D(NT) -0.263116 2.209635 -0.119077 0.9067
RES(-1) -0.726146 0.267598 -2.713571 0.0153

R-squared 0.508997 Mean dependent var -1433.273

Adjusted R-squared 0.355558 S.D. dependent var 12941.79
S.E. of regression 10389.29 Akaike info criterion 21.56194
Sum squared resid 1.73E+09 Schwarz criterion 21.85950
Log likelihood -231.1813 Hannan-Quinn criter. 21.63204
F-statistic 3.317270 Durbin-Watson stat 1.623951
Prob(F-statistic) 0.030301

17