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Appendix

This document contains tables and statistical analysis of Indonesia's exports, imports, and foreign exchange reserves from 1980 to 2009. It shows that exports and imports increased substantially over time, while foreign exchange reserves fluctuated but generally trended upward. Regression analysis found exports have a significant positive relationship and imports have a significant negative relationship with reserves. Various Granger causality tests were also performed analyzing the lead-lag relationships between exports, imports, and reserves.

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Yohanes Sigit Kurnia
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18 views

Appendix

This document contains tables and statistical analysis of Indonesia's exports, imports, and foreign exchange reserves from 1980 to 2009. It shows that exports and imports increased substantially over time, while foreign exchange reserves fluctuated but generally trended upward. Regression analysis found exports have a significant positive relationship and imports have a significant negative relationship with reserves. Various Granger causality tests were also performed analyzing the lead-lag relationships between exports, imports, and reserves.

Uploaded by

Yohanes Sigit Kurnia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as XLSX, PDF, TXT or read online on Scribd
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Tahun Ekspor Impor Cadangan devisa

1980 23.95 10834 6480


1981 25.165 13272 6085
1982 22.328 16859 4154
1983 21.146 16352 4808
1984 21.888 13882 5734
1985 18.587 10259 5846
1986 14.805 10718 5302
1987 17.136 12370 6512
1988 19.219 13249 6191
1989 22.159 16306 6562
1990 25.675 21837 8661
1991 29.142 25869 9868
1992 33.967 27280 11611
1993 36.823 28328 12352
1994 40.053 31984 13158
1995 45.418 40629 14674
1996 49.815 42929 19125
1997 53.444 41680 21418
1998 48.848 27337 23762
1999 48.665 24003 27054
2000 62.124 33510 29394
2001 56.321 30962 28004
2002 57.159 31289 32039
2003 61.058 32551 36296
2004 71.585 46525 36320
2005 85.66 57701 34724
2006 100.799 61066 42586
2007 114.101 74473 56920
2008 137.02 129197 51639
2009 116.51 96829 66105
Variable Coefficient Std. Error t-Statistic Prob.

C -4901.291 1440.993 -3.401330 0.0021

EKSPOR 738.6845 75.30085 9.809776 0.0000

IMPOR -0.301164 0.091560 -3.289257 0.0028

R-squared 0.944768 Mean dependent var 21112.80


Adjusted R-squared 0.940676 S.D. dependent var 17162.57

S.E. of regression 4180.195 Akaike info criterion 19.60874

Sum squared resid 4.72E+08 Schwarz criterion 19.74886

Log likelihood -291.1311 F-statistic 230.9217

Durbin-Watson stat 1.413903 Prob(F-statistic) 0.000000

EKSPOR does not Granger Cause DEVISA 28 5.18681 0.01383

DEVISA does not Granger Cause EKSPOR 10.5077 0.00057

Null Hypothesis: Obs F-Statistic Probability


IMPOR does not Granger Cause DEVISA 28 6.25557 0.00677

DEVISA does not Granger Cause IMPOR 24.4644 2.0E-06

Test critical values: 1% level -2.64712


5% level -1.952910

10% level -1.610011

R-squared 0.018251 Mean dependent var 3.191724

Adjusted R-squared 0.018251 S.D. dependent var 8.018013

S.E. of regression 7.944509 Akaike info criterion 7.016713

Sum squared resid 1767.226 Schwarz criterion 7.063861

Log likelihood -100.7423 Durbin-Watson stat 1.685263


Test critical values: 1% level -2.650145
5% level -1.953381

10% level -1.609798

IMPOR(-1) 0.176534 0.088244 2.000522 0.0560

D(IMPOR(-1)) -0.614864 0.303713 -2.024491 0.0533

R-squared 0.107565 Mean dependent var 2984.179

Adjusted R-squared 0.07324 S.D. dependent var 13346.87


S.E. of regression 12848.81 Akaike info criterion 21.82864

Test critical values: 1% level -2.669359


5% level -1.956406

10% level -1.608495

Variable Coefficient Std. Error t-Statistic Prob.

DEVISA(-1) 0.306468 0.124748 2.456701 0.0258

D(DEVISA(-1)) -0.765638 0.410883 -1.863395 0.0809

D(DEVISA(-2)) -0.276897 0.431576 -0.641596 0.5302

D(DEVISA(-3)) 0.046397 0.646360 0.071782 0.9437


D(DEVISA(-4))
D(DEVISA(-5)) 0.199632 0.648510 0.307832 0.7622

-0.560148 0.630067 -0.889030 0.3872

D(DEVISA(-6)) -1.345745 0.641005 -2.099431 0.052

R-squared 0.576336 Mean dependent var S.D. 2643.609


dependent var Akaike info
Adjusted R-squared S.E. 0.417462 criterion Schwarz criterion 4490.148
of regression Sum Durbin-Watson stat
squared resid Log 3427.068 19.36259
likelihood
1.88E+08 19.70817

-215.6698 1.682419

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