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Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=13)
t-Statistic
Augmented Dickey-Fuller test statistic
-1.786393
Test critical values:
1% level
-3.476472
5% level
-2.881685
10% level
-2.577591
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(SAMARINDA)
Method: Least Squares
Date: 02/07/13 Time: 07:36
Sample(adjusted): 2 144
Included observations: 143 after adjusting endpoints
Variable
Coefficient
Std. Error
t-Statistic
SAMARINDA(-1)
-0.040412
0.022622 -1.786393
C
6.110366
3.951935
1.546171
R-squared
0.022132 Mean dependent var
Adjusted R-squared
0.015196 S.D. dependent var
S.E. of regression
15.41637 Akaike info criterion
Sum squared resid
33510.70 Schwarz criterion
Log likelihood
-593.0677 F-statistic
Durbin-Watson stat
1.933564 Prob(F-statistic)
Prob.*
0.3860
Prob.
0.0762
0.1243
-0.563147
15.53486
8.322624
8.364063
3.191201
0.076185
Prob.*
0.0000
Prob.
0.0000
0.6244
0.003451
22.83494
8.425182
8.466813
139.2264
Durbin-Watson stat
1.999894
Prob(F-statistic)
0.000000
10
samarinda ++ .. .. .. .. .. .. .. .. .. ..
sampit
++ .. .. .. .. .. .. .. .. .. ..
10
samarinda -+ .. .. .. +- .. .. .. .. ..
sampit
-+ .. .. .. +- .. .. .. .. ..
+ is > 2*std error, - is < -2*std error, . is between
Yule-Walker Estimates
for Minimum AIC
--------Lag=1-------samarinda
sampit
samarinda
-1.33624 1.315513
sampit
-1.45851 1.395978