Analisis Integrasi Dan Volatilitas Harga Beras Regional Asean Terhadap Pasar Beras Indonesia

Full text

(1)

Lampiran 4.1. Ekspor Beras Beberapa Negara di Asia Tenggara

(000 ton)

Negara/ Regional

Tahun

Rata-Rata

2003

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Indonesia

0,7

0,9

42,3

1,0

1,6

0,9

2,6

0,3

0,4

0,9

735,7

72

Philipina

0

13

0

0

13

1

1

1

1

2

0

3

Thailand

7.552 10.137

7.274

7.376

9.557 10.011

8.570

9.047 10.647

6.945

8.000

8.647

Vietnam

3.795

4.295

5.174

4.705

4.522

4.649

5.950

6.734

7.000

7.717

7.400

5.631

Asean

11.348 14.446 12.490 12.082 14.094 14.662 14.524 15.782 17.648 14.665 16.136 14.352

Total Dunia

27.540 27.253 28.957 29.102 31.922 29.575 29.398 31.569 36.221 39.060 37.420 31.638

Sumber: BPS (2014) dan USDA (2013)

Lampiran 4.2. Impor Beras Beberapa Negara di Asia Tenggara

(000 ton)

Negara/Regional

Tahun

Rata-Rata

2003

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Indonesia

1.429

237

190

438

1.396

289

250

688

2.744

1.927

244

894

Philippina

1.300

1.100

1.890

1.791

1.900

2.500

2.000

2.400

1.200

1.500

1.500

1.735

Thailand

-

-

-

2

3

8

300

300

200

600

400

165

Vietnam

40

300

320

350

450

300

500

400

500

100

200

315

(2)

Lampiran 4.3. Koefisien Spesialisasi Perdagangan Beras di Asia Tenggara

Negara/ Regional

Tahun

Rata-Rata

2003

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Indonesia

(0,999) (0,992) (0,635) (0,996) (0,998) (0,994) (0,979) (0,999) (1,000) (0,999)

0,502 (0,826)

Philipina

(1,000) (0,977) (1,000) (1,000) (0,986) (0,999) (0,999) (0,999) (0,998) (0,997) (1,000) (0,996)

Thailand

1,000

1,000

1,000

0,999

0,999

0,998

0,932

0,936

0,963

0,841

0,905

0,961

Vietnam

0,979

0,869

0,884

0,862

0,819

0,879

0,845

0,888

0,867

0,974

0,947

0,892

Sumber: BPS (2014) dan USDA (2013), diolah

Lampiran 4.4. Ekspor Beras Negara Asia Tenggara Tahun 2005-2013

dalam USD Negara/

Regional Komoditas

Tahun

Rata-Rata

2005 2006 2007 2008 2009 2010 2011 2012 2013

(3)

Lampiran 4.5. Revealed Competitive Advantage (RCA) Beras Negara Asia Tenggara Tahun 2005-2013

Negara/

Regional

Tahun

Rata-Rata

2005

2006

2007

2008

2009

2010

2011

2012

2013

Indonesia

1,84

0,31

0,08

0,09

0,34

0,10

0,47

0,30

0,61

0,46

Philippines

0,69

0,86

2,73

3,77

1,77

3,87

5,65

4,59

3,55

2,76

Thailand

4,33

4,62

5,29

4,76

3,98

4,10

5,61

3,33

4,67

(4)
(5)

Lanjutan Lampiran 4.6. Perkembangan Harga Beras Broken 25% (fob) Manila

Sumber : diolah kembali oleh BKP dari Biro Statistik Pertanian Philipina (2014)

Keterangan : 1) Harga FOB Manila

Border price = (Harga CIF x Kurs)/1000 + Bea masuk Impor

(6)
(7)

Lanjutan Lampiran 4.6. Perkembangan Harga Beras Broken 25% (fob) Manila

Sumber : diolah kembali oleh BKP dari Biro Statistik Pertanian Philipina (2014)

Keterangan : 1) Harga FOB Manila

Border price = (Harga CIF x Kurs)/1000 + Bea masuk Impor

(8)
(9)

Lanjutan Lampiran 4.6. Perkembangan Harga Beras Broken 25% (fob) Bangkok

Sumber : diolah kembali oleh BKP dari Worldbank (2014)

Keterangan : 1) Harga FOB Manila

Border price = (Harga CIF x Kurs)/1000 + Bea masuk Impor

(10)
(11)

Lanjutan Lampiran 4.6. Perkembangan Harga Beras Broken 25% (fob) Bangkok

Sumber : diolah kembali oleh BKP dari Worldbank (2014)

Keterangan : 1) Harga FOB Manila

Border price = (Harga CIF x Kurs)/1000 + Bea masuk Impor

(12)
(13)

Lanjutan Lampiran 4.6. Perkembangan Harga Beras Broken 25% (fob) Hanoi

Sumber : diolah kembali oleh BKP dari data Economic Research Service USDA (2013)

Keterangan : 1) Harga FOB Hanoi

Border price = (Harga CIF x Kurs)/1000 + Bea masuk Impor Harga Paritas = (Border Price + PPh) x 1,15

(14)
(15)

Lanjutan Lampiran 4.6. Perkembangan Harga Beras Broken 25% (fob) Hanoi

Sumber : diolah kembali oleh BKP dari data Economic Research Service USDA (2013)

Keterangan : 1) Harga FOB Hanoi

(16)

Lampiran 4.7. Hasil Unit Root RIDOM pada Level Tahun 2003-2013

Null Hypothesis: RIDOM has a unit root

Exogenous: Constant

Lag Length: 2 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-0.201661

0.9342

Test critical values:

1% level

-3.481623

5% level

-2.883930

10% level

-2.578788

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RIDOM)

Method: Least Squares

Date: 04/26/14 Time: 16:25

Sample (adjusted): 2003M04 2013M12

Included observations: 129 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

RIDOM(-1)

-0.001820

0.009027

-0.201661

0.8405

D(RIDOM(-1))

0.374679

0.087496

4.282253

0.0000

D(RIDOM(-2))

-0.218987

0.088266

-2.480986

0.0144

C

43.90657

47.50613

0.924230

0.3571

(17)

Lampiran 4.7. Hasil Unit Root RIDOM pada Level Tahun 2003-2013

Null Hypothesis: RIDOM has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 1 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-3.843215

0.0173

Test critical values:

1% level

-4.030157

5% level

-3.444756

10% level

-3.147221

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RIDOM)

Method: Least Squares

Date: 04/26/14 Time: 16:28

Sample (adjusted): 2003M03 2013M12

Included observations: 130 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

RIDOM(-1)

-0.132975

0.034600

-3.843215

0.0002

D(RIDOM(-1))

0.359093

0.081606

4.400324

0.0000

C

234.4420

66.35033

3.533395

0.0006

@TREND(2003M01)

6.747602

1.755185

3.844383

0.0002

(18)

Lampiran 4.7. Hasil Unit Root RIPHI pada Level Tahun 2003-2013

Null Hypothesis: RIPHI has a unit root

Exogenous: Constant

Lag Length: 1 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

0.158617

0.9689

Test critical values:

1% level

-3.481217

5% level

-2.883753

10% level

-2.578694

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RIPHI)

Method: Least Squares

Date: 04/26/14 Time: 16:29

Sample (adjusted): 2003M03 2013M12

Included observations: 130 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

RIPHI(-1)

0.001846

0.011639

0.158617

0.8742

D(RIPHI(-1))

0.342627

0.085705

3.997762

0.0001

C

29.71947

79.15446

0.375462

0.7079

(19)

Lampiran 4.7. Hasil Unit Root RIPHI pada Level Tahun 2003-2013

Null Hypothesis: RIPHI has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 1 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-2.370703

0.3931

Test critical values:

1% level

-4.030157

5% level

-3.444756

10% level

-3.147221

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RIPHI)

Method: Least Squares

Date: 04/26/14 Time: 16:31

Sample (adjusted): 2003M03 2013M12

Included observations: 130 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

RIPHI(-1)

-0.075786

0.031968

-2.370703

0.0193

D(RIPHI(-1))

0.383476

0.085288

4.496267

0.0000

C

250.2788

114.8761

2.178684

0.0312

@TREND(2003M01)

4.331251

1.666612

2.598836

0.0105

(20)

Lampiran 4.7. Hasil Unit Root RITHA pada Level Tahun 2003-2013

Null Hypothesis: RITHA has a unit root

Exogenous: Constant

Lag Length: 1 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-1.553896

0.5032

Test critical values:

1% level

-3.481217

5% level

-2.883753

10% level

-2.578694

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RITHA)

Method: Least Squares

Date: 04/26/14 Time: 16:34

Sample (adjusted): 2003M03 2013M12

Included observations: 130 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

RITHA(-1)

-0.023765

0.015294

-1.553896

0.1227

D(RITHA(-1))

0.220586

0.086067

2.562958

0.0115

C

143.5170

80.75823

1.777119

0.0779

(21)

Lampiran 4.7. Hasil Unit Root RITHA pada Level Tahun 2003-2013

Null Hypothesis: RITHA has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 2 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-2.864562

0.1776

Test critical values:

1% level

-4.030729

5% level

-3.445030

10% level

-3.147382

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RITHA)

Method: Least Squares

Date: 04/26/14 Time: 16:35

Sample (adjusted): 2003M04 2013M12

Included observations: 129 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

RITHA(-1)

-0.083542

0.029164

-2.864562

0.0049

D(RITHA(-1))

0.208660

0.086639

2.408371

0.0175

D(RITHA(-2))

0.224883

0.088017

2.554978

0.0118

C

256.8545

91.05070

2.821005

0.0056

@TREND(2003M01)

2.745753

1.219104

2.252272

0.0261

R-squared

0.131458 Mean dependent var

30.17829

(22)

Lampiran 4.3. Hasil Unit Root RIVIE pada Level Tahun 2003-2013

Null Hypothesis: RIVIE has a unit root

Exogenous: Constant

Lag Length: 0 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-0.879464

0.7921

Test critical values:

1% level

-3.480818

5% level

-2.883579

10% level

-2.578601

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RIVIE)

Method: Least Squares

Date: 04/26/14 Time: 16:37

Sample (adjusted): 2003M02 2013M12

Included observations: 131 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

RIVIE(-1)

-0.016001

0.018195

-0.879464

0.3808

C

99.49393

79.85002

1.246010

0.2150

(23)

Lampiran 4.7. Hasil Unit Root RIVIE pada Level Tahun 2003-2013

Null Hypothesis: RIVIE has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 1 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-3.462955

0.0478

Test critical values:

1% level

-4.030157

5% level

-3.444756

10% level

-3.147221

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RIVIE)

Method: Least Squares

Date: 04/26/14 Time: 16:39

Sample (adjusted): 2003M03 2013M12

Included observations: 130 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

RIVIE(-1)

-0.152737

0.044106

-3.462955

0.0007

D(RIVIE(-1))

0.238300

0.088074

2.705687

0.0078

C

418.4018

121.0334

3.456912

0.0007

@TREND(2003M01)

3.913028

1.196113

3.271454

0.0014

R-squared

0.110596 Mean dependent var

31.59231

(24)

Lampiran 4.8. Hasil Unit Root RIDOM pada First Difference Tahun 2003-2013

Null Hypothesis: D(RIDOM) has a unit root

Exogenous: Constant

Lag Length: 1 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-8.267163

0.0000

Test critical values:

1% level

-3.481623

5% level

-2.883930

10% level

-2.578788

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RIDOM,2)

Method: Least Squares

Date: 04/26/14 Time: 16:45

Sample (adjusted): 2003M04 2013M12

Included observations: 129 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(RIDOM(-1))

-0.847301

0.102490

-8.267163

0.0000

D(RIDOM(-1),2)

0.221035

0.087345

2.530583

0.0126

C

35.00288

17.46742

2.003895

0.0472

R-squared

0.378617 Mean dependent var

0.844961

(25)

Lampiran 4.8. Hasil Unit Root RIDOM pada First Difference Tahun 2003-2013

Null Hypothesis: D(RIDOM) has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 1 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-8.264825

0.0000

Test critical values:

1% level

-4.030729

5% level

-3.445030

10% level

-3.147382

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RIDOM,2)

Method: Least Squares

Date: 04/26/14 Time: 16:47

Sample (adjusted): 2003M04 2013M12

Included observations: 129 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(RIDOM(-1))

-0.851428

0.103018

-8.264825

0.0000

D(RIDOM(-1),2)

0.223530

0.087689

2.549141

0.0120

C

17.63864

35.06885

0.502972

0.6159

@TREND(2003M01)

0.261684

0.457868

0.571528

0.5687

(26)

Lampiran 4.8. Hasil Unit Root RIPHI pada First Difference Tahun 2003-2013

Null Hypothesis: D(RIPHI) has a unit root

Exogenous: Constant

Lag Length: 0 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-7.804927

0.0000

Test critical values:

1% level

-3.481217

5% level

-2.883753

10% level

-2.578694

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RIPHI,2)

Method: Least Squares

Date: 04/26/14 Time: 16:48

Sample (adjusted): 2003M03 2013M12

Included observations: 130 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(RIPHI(-1))

-0.654857

0.083903

-7.804927

0.0000

C

41.72563

23.06449

1.809085

0.0728

R-squared

0.322453 Mean dependent var

4.046154

(27)

Lampiran 4.8. Hasil Unit Root RIPHI pada First Difference Tahun 2003-2013

Null Hypothesis: D(RIPHI) has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-7.877021

0.0000

Test critical values:

1% level

-4.030157

5% level

-3.444756

10% level

-3.147221

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RIPHI,2)

Method: Least Squares

Date: 04/26/14 Time: 16:50

Sample (adjusted): 2003M03 2013M12

Included observations: 130 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(RIPHI(-1))

-0.664441

0.084352

-7.877021

0.0000

C

-0.232504

45.87292

-0.005068

0.9960

@TREND(2003M01)

0.639242

0.604216

1.057968

0.2921

(28)

Lampiran 4.8. Hasil Unit Root RITHA pada First Difference Tahun 2003-2013

Null Hypothesis: D(RITHA) has a unit root

Exogenous: Constant

Lag Length: 0 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-9.106649

0.0000

Test critical values:

1% level

-3.481217

5% level

-2.883753

10% level

-2.578694

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RITHA,2)

Method: Least Squares

Date: 04/26/14 Time: 16:51

Sample (adjusted): 2003M03 2013M12

Included observations: 130 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(RITHA(-1))

-0.786875

0.086407

-9.106649

0.0000

C

23.74788

24.23840

0.979763

0.3291

R-squared

0.393167 Mean dependent var

1.346154

(29)

Lampiran 4.8. Hasil Unit Root RITHA pada First Difference Tahun 2003-2013

Null Hypothesis: D(RITHA) has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-9.085977

0.0000

Test critical values:

1% level

-4.030157

5% level

-3.444756

10% level

-3.147221

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RITHA,2)

Method: Least Squares

Date: 04/26/14 Time: 16:52

Sample (adjusted): 2003M03 2013M12

Included observations: 130 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(RITHA(-1))

-0.788592

0.086792

-9.085977

0.0000

C

41.26689

49.43579

0.834757

0.4054

@TREND(2003M01)

-0.262709

0.645430

-0.407029

0.6847

(30)

Lampiran 4.8. Hasil Unit Root RIVIE pada First Difference Tahun 2003-2013

Null Hypothesis: D(RIVIE) has a unit root

Exogenous: Constant

Lag Length: 0 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-9.459622

0.0000

Test critical values:

1% level

-3.481217

5% level

-2.883753

10% level

-2.578694

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RIVIE,2)

Method: Least Squares

Date: 04/26/14 Time: 16:53

Sample (adjusted): 2003M03 2013M12

Included observations: 130 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(RIVIE(-1))

-0.837871

0.088573

-9.459622

0.0000

C

27.05395

18.88940

1.432229

0.1545

(31)

Lampiran 4.8. Hasil Unit Root RIVIE pada First Difference Tahun 2003-2013

Null Hypothesis: D(RIVIE) has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic based on SIC, MAXLAG=5)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-9.423941

0.0000

Test critical values:

1% level

-4.030157

5% level

-3.444756

10% level

-3.147221

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RIVIE,2)

Method: Least Squares

Date: 04/26/14 Time: 16:54

Sample (adjusted): 2003M03 2013M12

Included observations: 130 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(RIVIE(-1))

-0.837806

0.088902

-9.423941

0.0000

C

19.08228

38.33161

0.497821

0.6195

@TREND(2003M01)

0.119847

0.500855

0.239285

0.8113

(32)

Lampiran 4.9. Hasil Pengujian Lag Optimal

VAR Lag Order Selection Criteria

Endogenous variables: RIDOM RIPHI RITHA RIVIE

Exogenous variables: C

Date: 04/26/14 Time: 08:38

Sample: 2003M01 2013M12

Included observations: 124

Lag

LogL

LR

FPE

AIC

SC

HQ

0

-4003.146

NA

1.38e+23 64.63139 64.72237 64.66835

1

-3392.851

1171.373

9.47e+18 55.04599 55.50087* 55.23077

2

-3363.568 54.31530* 7.65e+18* 54.83175* 55.65054 55.16436*

3

-3349.003

26.07713

7.85e+18 54.85488 56.03758 55.33532

4

-3338.414

18.27328

8.59e+18 54.94217 56.48877 55.57044

5

-3330.063

13.87396

9.78e+18 55.06553 56.97605 55.84163

6

-3316.882

21.04804

1.03e+19 55.11099 57.38541 56.03492

7

-3305.454

17.51010

1.13e+19 55.18474 57.82307 56.25649

8

-3293.423

17.65873

1.22e+19 55.24875 58.25099 56.46833

* indicates lag order selected by the criterion

LR: sequential modified LR test statistic (each test at 5% level)

FPE: Final prediction error

(33)

Lampiran 4.10. Hasil Estimasi Model VAR

Vector Autoregression Estimates

Date: 04/26/14 Time: 08:40

Sample (adjusted): 2003M03 2013M12

Included observations: 130 after adjustments

Standard errors in ( ) & t-statistics in [ ]

LAG

RIDOM

RIPHI

RITHA

RIVIE

RIDOM(-1)

1.288589

0.110986

0.177221

0.178441

(0.08654)

(0.11279)

(0.11652)

(0.08939)

[ 14.8895]

[ 0.98404]

[ 1.52089]

[ 1.99623]

RIDOM(-2)

-0.332426

-0.048645

-0.168509

-0.179717

(0.08848)

(0.11531)

(0.11913)

(0.09139)

[-3.75722]

[-0.42188]

[-1.41453]

[-1.96658]

RIPHI(-1)

-0.021400

1.351392

0.296962

-0.006807

(34)

S.E. equation

196.6609

256.2942

264.7887

203.1263

F-statistic

1530.955

992.5355

549.8984

401.0058

Log likelihood

-866.3911

-900.8211

-905.0598

-870.5963

Akaike AIC

13.46756

13.99725

14.06246

13.53225

Schwarz SC

13.66608

14.19577

14.26098

13.73077

Mean dependent

4981.823

6643.077

5078.454

4311.477

S.D. dependent

1925.680

2026.031

1567.411

1031.885

Determinant resid covariance (dof adj.) 4.90E+18

Determinant resid covariance

3.68E+18

Log likelihood

-3516.515

Akaike information criterion

54.65408

Schwarz criterion

55.44816

Estimation Proc:

===============================

LS 1 2 RIDOM RIPHI RITHA RIVIE @ C

VAR Model:

===============================

RIDOM = C(1,1)*RIDOM(-1) + C(1,2)*RIDOM(-2) + C(1,3)*RIPHI(-1) +

C(1,4)*RIPHI(-2) + C(1,5)*RITHA(-1) + C(1,6)*RITHA(-2) + C(1,7)*RIVIE(-1)

+ C(1,8)*RIVIE(-2) + C(1,9)

RIPHI = C(2,1)*RIDOM(-1) + C(2,2)*RIDOM(-2) + C(2,3)*RIPHI(-1) +

C(2,4)*RIPHI(-2) + C(2,5)*RITHA(-1) + C(2,6)*RITHA(-2) + C(2,7)*RIVIE(-1)

+ C(2,8)*RIVIE(-2) + C(2,9)

RITHA = C(3,1)*RIDOM(-1) + C(3,2)*RIDOM(-2) + C(3,3)*RIPHI(-1) +

C(3,4)*RIPHI(-2) + C(3,5)*RITHA(-1) + C(3,6)*RITHA(-2) + C(3,7)*RIVIE(-1)

+ C(3,8)*RIVIE(-2) + C(3,9)

RIVIE = C(4,1)*RIDOM(-1) + C(4,2)*RIDOM(-2) + C(4,3)*RIPHI(-1) +

(35)

VAR Model - Substituted Coefficients:

===============================

RIDOM = 1.28858920657*RIDOM(-1) - 0.332425640319*RIDOM(-2) -

0.0213996243937*RIPHI(-1) + 0.0676881879923*RIPHI(-2) +

0.0705015257031*RITHA(-1) - 0.122235263788*RITHA(-2) -

0.0580206168935*RIVIE(-1) + 0.127464227981*RIVIE(-2) - 92.9363484886

RIPHI = 0.110986209953*RIDOM(-1) - 0.0486454012679*RIDOM(-2) +

1.35139181858*RIPHI(-1) - 0.394542004912*RIPHI(-2) -

0.0799667363982*RITHA(-1) + 0.0548691520494*RITHA(-2) -

0.0634347253363*RIVIE(-1) + 0.0801005977939*RIVIE(-2) + 72.0657105344

RITHA = 0.177220961096*RIDOM(-1) - 0.168508891171*RIDOM(-2) +

0.29696201188*RIPHI(-1) - 0.279384506826*RIPHI(-2) +

1.02046644081*RITHA(-1) - 0.0966062575588*RITHA(-2) +

0.0423242218521*RIVIE(-1) - 0.00879962736664*RIVIE(-2) + 86.1919767416

RIVIE = 0.178440952594*RIDOM(-1) - 0.17971679734*RIDOM(-2) -

0.00680736588061*RIPHI(-1) + 0.119010017598*RIPHI(-2) +

0.0384926953804*RITHA(-1) - 0.0889160822795*RITHA(-2) +

(36)

Lampiran 4 .11. Hasil Granger Causality Test (p=2)

Pairwise Granger Causality Tests

Date: 04/26/14 Time: 08:42

Sample: 2003M01 2013M12

Lags: 2

Null Hypothesis:

Obs

F-Statistic

Prob.

RIPHI does not Granger Cause RIDOM

130

0.64528

0.5263

RIDOM does not Granger Cause RIPHI

3.22948

0.0429

RITHA does not Granger Cause RIDOM

130

0.44393

0.6425

RIDOM does not Granger Cause RITHA

2.35009

0.0996

RIVIE does not Granger Cause RIDOM

130

1.12644

0.3275

RIDOM does not Granger Cause RIVIE

3.92109

0.0223

RITHA does not Granger Cause RIPHI

130

0.67263

0.5122

RIPHI does not Granger Cause RITHA

5.66926

0.0044

RIVIE does not Granger Cause RIPHI

130

0.61884

0.5402

RIPHI does not Granger Cause RIVIE

6.00038

0.0032

(37)

Lampiran 4.12. Impuls Respons Harga Beras Indonesia (RIDOM)

(38)
(39)

Lanjutan Lampiran 4.12. Impuls Respons Harga Beras Indonesia (RIDOM)

Response of RIDOM:

Period RIDOM RIPHI RITHA RIVIE

103 754.3487 750.2339 -896.4799 221.4928 104 767.5682 763.3804 -912.1913 225.3741 105 781.0194 776.7573 -928.1779 229.3234 106 794.7062 790.3687 -944.4445 233.3420 107 808.6329 804.2186 -960.9961 237.4310 108 822.8037 818.3113 -977.8377 241.5917 109 837.2228 832.6511 -994.9744 245.8253 110 851.8945 847.2421 -1012.411 250.1331 111 866.8234 862.0889 -1030.154 254.5164 112 882.0138 877.1960 -1048.207 258.9765 113 897.4705 892.5677 -1066.577 263.5148 114 913.1980 908.2089 -1085.268 268.1326 115 929.2012 924.1243 -1104.287 272.8314 116 945.4847 940.3185 -1123.639 277.6125 117 962.0537 956.7966 -1143.330 282.4774 118 978.9129 973.5635 -1163.367 287.4275 119 996.0676 990.6242 -1183.754 292.4644 120 1013.523 1007.984 -1204.499 297.5896 121 1031.284 1025.648 -1225.607 302.8046 122 1049.357 1043.621 -1247.085 308.1109 123 1067.746 1061.910 -1268.940 313.5103 124 1086.457 1080.519 -1291.177 319.0043 125 1105.497 1099.454 -1313.804 324.5946 126 1124.870 1118.721 -1336.828 330.2828 127 1144.582 1138.325 -1360.255 336.0707 128 1164.640 1158.274 -1384.092 341.9601 129 1185.049 1178.571 -1408.348 347.9527 130 1205.816 1199.225 -1433.028 354.0502 131 1226.947 1220.240 -1458.141 360.2547 132 1248.449 1241.624 -1483.694 366.5678

(40)
(41)

Lanjutan Lampiran 4.13. Impuls Respons Harga Beras Philipina (RIPHI)

(42)

Lanjutan Lampiran 4.13. Impuls Respons Harga Beras Philipina (RIPHI)

Period RIDOM RIPHI RITHA RIVIE

106 832.6014 828.0765 -989.4573 244.4729

107 847.1925 842.5856 -1006.800 248.7566

108 862.0392 857.3492 -1024.447 253.1155

109 877.1461 872.3716 -1042.403 257.5507

110 892.5177 887.6574 -1060.673 262.0638

111 908.1586 903.2113 -1079.263 266.6559

112 924.0736 919.0378 -1098.178 271.3286

113 940.2675 935.1418 -1117.425 276.0831

114 956.7452 951.5282 -1137.009 280.9210

115 973.5116 968.2018 -1156.936 285.8437

116 990.5718 985.1677 -1177.212 290.8527

117 1007.931 1002.431 -1197.843 295.9494

118 1025.594 1019.997 -1218.836 301.1355

119 1043.567 1037.871 -1240.196 306.4125

120 1061.855 1056.058 -1261.931 311.7820

121 1080.463 1074.564 -1284.047 317.2456

122 1099.398 1093.394 -1306.549 322.8050

123 1118.664 1112.554 -1329.447 328.4618

124 1138.268 1132.050 -1352.745 334.2177

125 1158.215 1151.888 -1376.452 340.0745

126 1178.512 1172.073 -1400.574 346.0339

127 1199.164 1192.613 -1425.118 352.0978

128 1220.179 1213.512 -1450.093 358.2680

129 1241.562 1234.777 -1475.505 364.5463

130 1263.319 1256.416 -1501.363 370.9346

131 1285.458 1278.433 -1527.673 377.4349

132 1307.984 1300.836 -1554.445 384.0491

(43)

Lampiran 4.14. Impuls Respons Harga Beras Thailand (RITHA)

(44)
(45)

Lanjutan Lampiran 4.14. Impuls Respons Harga Beras Thailand (RITHA)

Response of RITHA:

Period RIDOM RIPHI RITHA RIVIE

103 441.0247 438.6640 -524.0691 129.5035

104 448.7540 446.3469 -533.2595 131.7721

105 456.6188 454.1649 -542.6105 134.0806

106 464.6212 462.1202 -552.1249 136.4296

107 472.7639 470.2152 -561.8055 138.8197

108 481.0492 478.4523 -571.6554 141.2519

109 489.4797 486.8340 -581.6775 143.7266

110 498.0579 495.3628 -591.8749 146.2448

111 506.7864 504.0413 -602.2507 148.8072

112 515.6677 512.8720 -612.8080 151.4145

113 524.7048 521.8577 -623.5500 154.0676

114 533.9001 531.0010 -634.4801 156.7671

115 543.2566 540.3047 -645.6014 159.5140

116 552.7770 549.7716 -656.9175 162.3091

117 562.4642 559.4045 -668.4316 165.1531

118 572.3211 569.2063 -680.1474 168.0471

119 582.3508 579.1800 -692.0683 170.9917

120 592.5562 589.3285 -704.1980 173.9880

121 602.9405 599.6550 -716.5400 177.0368

122 613.5067 610.1626 -729.0983 180.1390

123 624.2581 620.8543 -741.8765 183.2957

124 635.1978 631.7335 -754.8785 186.5076

125 646.3293 642.8034 -768.1083 189.7759

126 657.6558 654.0674 -781.5698 193.1014

127 669.1808 665.5288 -795.2671 196.4853

128 680.9078 677.1911 -809.2045 199.9284

129 692.8402 689.0578 -823.3859 203.4319

130 704.9818 701.1325 -837.8158 206.9968

131 717.3361 713.4189 -852.4986 210.6242

132 729.9070 725.9206 -867.4386 214.3151

(46)
(47)

Lanjutan Lampiran 4.15. Impuls Respons Harga Beras Vietnam (RIVIE)

(48)

Lanjutan Lampiran 4.15. Impuls Respons Harga Beras Vietnam (RIVIE)

Response of RIVIE:

Period RIDOM RIPHI RITHA RIVIE

103 419.2613 416.9844 -498.2452 123.1061

104 426.6087 424.2904 -506.9786 125.2632

105 434.0849 431.7246 -515.8648 127.4581

106 441.6921 439.2891 -524.9066 129.6915

107 449.4326 446.9863 -534.1067 131.9640

108 457.3087 454.8184 -543.4679 134.2764

109 465.3228 462.7879 -552.9931 136.6293

110 473.4773 470.8971 -562.6851 139.0235

111 481.7748 479.1485 -572.5468 141.4596

112 490.2176 487.5446 -582.5812 143.9385

113 498.8084 496.0878 -592.7914 146.4608

114 507.5497 504.7808 -603.1805 149.0273

115 516.4442 513.6262 -613.7516 151.6387

116 525.4946 522.6266 -624.5078 154.2960

117 534.7035 531.7848 -635.4525 156.9998

118 544.0738 541.1035 -646.5889 159.7511

119 553.6084 550.5855 -657.9204 162.5505

120 563.3100 560.2338 -669.4505 165.3990

121 573.1816 570.0511 -681.1826 168.2974

122 583.2262 580.0405 -693.1202 171.2466

123 593.4468 590.2050 -705.2670 174.2476

124 603.8465 600.5476 -717.6266 177.3011

125 614.4285 611.0715 -730.2028 180.4081

126 625.1959 621.7799 -742.9993 183.5696

127 636.1520 632.6759 -756.0201 186.7864

128 647.3001 643.7629 -769.2690 190.0597

129 658.6436 655.0442 -782.7501 193.3903

130 670.1858 666.5232 -796.4674 196.7793

131 681.9303 678.2033 -810.4251 200.2277

132 693.8806 690.0882 -824.6273 203.7365

(49)

Lampiran 4.16. Variance Decomposition Harga Beras Indonesia (RIDOM)

(50)
(51)

Lanjutan Lampiran 4.16. Variance Decomposition Harga Beras Indonesia (RIDOM)

Variance Decomposition of RIDOM:

Period S.E. RIDOM RIPHI RITHA RIVIE

102 7372.930 29.41114 28.26326 39.79345 2.532153 103 7506.312 29.38512 28.26669 39.81816 2.530032 104 7641.958 29.36004 28.26999 39.84198 2.527988 105 7779.908 29.33588 28.27317 39.86494 2.526019 106 7920.204 29.31258 28.27623 39.88707 2.524120 107 8062.888 29.29013 28.27917 39.90841 2.522289 108 8208.005 29.26848 28.28201 39.92898 2.520524 109 8355.597 29.24761 28.28475 39.94882 2.518822 110 8505.709 29.22749 28.28739 39.96795 2.517182 111 8658.387 29.20808 28.28993 39.98639 2.515600 112 8813.676 29.18937 28.29238 40.00418 2.514074 113 8971.624 29.17133 28.29474 40.02133 2.512603 114 9132.279 29.15393 28.29701 40.03787 2.511184 115 9295.689 29.13715 28.29921 40.05382 2.509815 116 9461.902 29.12097 28.30132 40.06921 2.508495 117 9630.971 29.10536 28.30336 40.08406 2.507222 118 9802.945 29.09030 28.30533 40.09838 2.505994 119 9977.877 29.07578 28.30722 40.11219 2.504810 120 10155.82 29.06177 28.30905 40.12551 2.503667 121 10336.83 29.04825 28.31082 40.13837 2.502564 122 10520.95 29.03521 28.31252 40.15077 2.501501 123 10708.25 29.02263 28.31416 40.16274 2.500475 124 10898.78 29.01049 28.31574 40.17428 2.499484 125 11092.60 28.99878 28.31727 40.18542 2.498529 126 11289.77 28.98748 28.31874 40.19617 2.497607 127 11490.34 28.97658 28.32016 40.20654 2.496718 128 11694.38 28.96606 28.32153 40.21655 2.495860 129 11901.95 28.95590 28.32286 40.22621 2.495031 130 12113.11 28.94611 28.32413 40.23553 2.494232 131 12327.93 28.93665 28.32536 40.24453 2.493461 132 12546.47 28.92753 28.32655 40.25321 2.492716

(52)
(53)

Lanjutan Lampiran 4.17. Variance Decomposition Harga Beras Philipina (RIPHI)

(54)

Lanjutan Lampiran 4.17. Variance Decomposition Harga Beras Philipina (RIPHI)

Variance Decomposition of RIPHI:

Period S.E. RIDOM RIPHI RITHA RIVIE

103 7870.001 28.52768 29.83720 39.15387 2.481253 104 8012.012 28.53277 29.78538 39.20092 2.480930 105 8156.439 28.53768 29.73542 39.24629 2.480618 106 8303.326 28.54241 29.68725 39.29003 2.480317 107 8452.718 28.54697 29.64080 39.33220 2.480026 108 8604.659 28.55137 29.59602 39.37287 2.479745 109 8759.196 28.55560 29.55283 39.41209 2.479474 110 8916.375 28.55969 29.51119 39.44991 2.479213 111 9076.243 28.56363 29.47102 39.48639 2.478960 112 9238.850 28.56743 29.43229 39.52157 2.478716 113 9404.244 28.57109 29.39493 39.55550 2.478481 114 9572.475 28.57462 29.35889 39.58823 2.478254 115 9743.594 28.57803 29.32413 39.61980 2.478034 116 9917.653 28.58132 29.29061 39.65026 2.477822 117 10094.70 28.58448 29.25826 39.67964 2.477618 118 10274.80 28.58754 29.22706 39.70798 2.477421 119 10458.00 28.59049 29.19696 39.73532 2.477230 120 10644.35 28.59333 29.16792 39.76170 2.477046 121 10833.91 28.59608 29.13990 39.78715 2.476869 122 11026.75 28.59873 29.11286 39.81171 2.476697 123 11222.91 28.60128 29.08678 39.83541 2.476532 124 11422.45 28.60374 29.06161 39.85827 2.476372 125 11625.45 28.60612 29.03732 39.88034 2.476218 126 11831.95 28.60842 29.01389 39.90163 2.476069 127 12042.02 28.61063 28.99127 39.92217 2.475926 128 12255.73 28.61277 28.96945 39.94200 2.475787 129 12473.13 28.61483 28.94838 39.96113 2.475653 130 12694.30 28.61682 28.92806 39.97960 2.475524 131 12919.30 28.61874 28.90844 39.99742 2.475399 132 13148.20 28.62059 28.88951 40.01462 2.475279

(55)

Lampiran 4.18. Variance Decomposition Harga Beras Thailand (RITHA)

(56)
(57)

Lanjutan Lampiran 4.18. Variance Decomposition Harga Beras Thailand (RITHA)

Variance Decomposition of RITHA:

Period S.E. RIDOM RIPHI RITHA RIVIE

105 4604.738 27.98058 30.34204 39.13098 2.546406 106 4685.776 28.00432 30.27424 39.17757 2.543863 107 4768.228 28.02724 30.20877 39.22259 2.541406 108 4852.120 28.04937 30.14553 39.26607 2.539033 109 4937.476 28.07073 30.08445 39.30808 2.536740 110 5024.323 28.09136 30.02546 39.34865 2.534526 111 5112.686 28.11128 29.96849 39.38784 2.532387 112 5202.593 28.13052 29.91347 39.42570 2.530320 113 5294.070 28.14909 29.86032 39.46226 2.528324 114 5387.145 28.16702 29.80900 39.49758 2.526397 115 5481.846 28.18434 29.75943 39.53170 2.524535 116 5578.201 28.20106 29.71156 39.56465 2.522736 117 5676.240 28.21721 29.66532 39.59647 2.520999 118 5775.993 28.23280 29.62067 39.62721 2.519321 119 5877.488 28.24785 29.57755 39.65690 2.517701 120 5980.758 28.26239 29.53590 39.68558 2.516135 121 6085.833 28.27643 29.49567 39.71327 2.514623 122 6192.744 28.28999 29.45682 39.74002 2.513163 123 6301.525 28.30308 29.41931 39.76586 2.511753 124 6412.208 28.31572 29.38307 39.79082 2.510391 125 6524.826 28.32793 29.34808 39.81492 2.509075 126 6639.413 28.33972 29.31428 39.83819 2.507805 127 6756.004 28.35111 29.28164 39.86068 2.506578 128 6874.635 28.36210 29.25012 39.88239 2.505392 129 6995.340 28.37272 29.21967 39.90336 2.504248 130 7118.156 28.38297 29.19027 39.92362 2.503142 131 7243.121 28.39287 29.16187 39.94318 2.502074 132 7370.272 28.40244 29.13445 39.96207 2.501043

(58)
(59)

Lanjutan Lampiran 4.19. Variance Decomposition Harga Beras Vietnam (RIVIE)

(60)

Lanjutan Lampiran 4.19. Variance Decomposition Harga Beras Vietnam (RIVIE)

Variance Decomposition of RIVIE:

Period S.E. RIDOM RIPHI RITHA RIVIE

104 4270.050 28.02990 29.45318 39.30050 3.216419 105 4346.321 28.05225 29.41521 39.34202 3.190522 106 4423.903 28.07382 29.37857 39.38207 3.165542 107 4502.820 28.09462 29.34322 39.42071 3.141444 108 4583.096 28.11469 29.30912 39.45799 3.118198 109 4664.755 28.13405 29.27622 39.49397 3.095771 110 4747.821 28.15272 29.24447 39.52868 3.074134 111 4832.320 28.17074 29.21383 39.56217 3.053259 112 4918.277 28.18813 29.18427 39.59449 3.033118 113 5005.718 28.20490 29.15574 39.62567 3.013684 114 5094.670 28.22108 29.12821 39.65577 2.994932 115 5185.159 28.23670 29.10165 39.68481 2.976837 116 5277.212 28.25177 29.07601 39.71284 2.959377 117 5370.859 28.26631 29.05127 39.73989 2.942527 118 5466.126 28.28035 29.02739 39.76599 2.926266 119 5563.042 28.29389 29.00435 39.79119 2.910573 120 5661.637 28.30696 28.98211 39.81551 2.895429 121 5761.941 28.31957 28.96064 39.83898 2.880812 122 5863.984 28.33175 28.93992 39.86163 2.866705 123 5967.796 28.34350 28.91992 39.88349 2.853090 124 6073.410 28.35484 28.90062 39.90460 2.839949 125 6180.856 28.36578 28.88198 39.92497 2.827264 126 6290.167 28.37635 28.86400 39.94463 2.815021 127 6401.377 28.38655 28.84663 39.96362 2.803203 128 6514.519 28.39639 28.82987 39.98194 2.791795 129 6629.626 28.40589 28.81370 39.99963 2.780784 130 6746.735 28.41506 28.79808 40.01670 2.770154 131 6865.879 28.42392 28.78300 40.03319 2.759893 132 6987.096 28.43247 28.76845 40.04910 2.749987

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