A.

GISTEMP TIDAK STATIONER DI LEVEL

Null Hypothesis: GISTEMP has a unit root
Exogenous: Constant
Lag Length: 6 (Automatic - based on SIC, maxlag=8)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -1.261121 0.6330

Test critical values: 1% level -3.689194
5% level -2.971853
10% level -2.625121

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(GISTEMP)
Method: Least Squares
Date: 11/17/19 Time: 23:30
Sample (adjusted): 8 35
Included observations: 28 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

GISTEMP(-1) -0.113338 0.089871 -1.261121 0.2218

D(GISTEMP(-1)) -0.472392 0.148685 -3.177140 0.0047
D(GISTEMP(-2)) -0.554630 0.158821 -3.492163 0.0023
D(GISTEMP(-3)) -0.359927 0.164868 -2.183124 0.0411
D(GISTEMP(-4)) -0.339147 0.166729 -2.034125 0.0554
D(GISTEMP(-5)) -0.348004 0.144291 -2.411822 0.0256
D(GISTEMP(-6)) -0.636052 0.125624 -5.063148 0.0001
C 0.114617 0.043930 2.609120 0.0168

R-squared 0.730490 Mean dependent var 0.019643

Adjusted R-squared 0.636161 S.D. dependent var 0.109628
S.E. of regression 0.066127 Akaike info criterion -2.359529
Sum squared resid 0.087455 Schwarz criterion -1.978899
Log likelihood 41.03341 Hannan-Quinn criter. -2.243167
F-statistic 7.744104 Durbin-Watson stat 1.946804
Prob(F-statistic) 0.000142
 B. KADAR CO2 TIDAK STATIONER DI LEVEL
Null Hypothesis: KADAR_CO2 has a unit root
Exogenous: Constant
Lag Length: 1 (Automatic - based on SIC, maxlag=8)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -0.710830 0.8303

Test critical values: 1% level -3.646342
5% level -2.954021
10% level -2.615817

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(KADAR_CO2)
Method: Least Squares
Date: 11/17/19 Time: 23:36
Sample (adjusted): 3 35
Included observations: 33 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

KADAR_CO2(-1) -0.011730 0.016502 -0.710830 0.4827

D(KADAR_CO2(-1)) 0.840870 0.151864 5.537007 0.0000
C 0.070174 0.049284 1.423869 0.1648

R-squared 0.603687 Mean dependent var 0.184348

Adjusted R-squared 0.577266 S.D. dependent var 0.200406
S.E. of regression 0.130300 Akaike info criterion -1.151442
Sum squared resid 0.509345 Schwarz criterion -1.015396
Log likelihood 21.99880 Hannan-Quinn criter. -1.105667
F-statistic 22.84885 Durbin-Watson stat 1.736477
Prob(F-statistic) 0.000001
C. KADAR CO2 STATIONER DI 2ND DIFFERENCE
Null Hypothesis: D(KADAR_CO2,2) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=8)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -5.076438 0.0002

Test critical values: 1% level -3.653730
5% level -2.957110
10% level -2.617434

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(KADAR_CO2,3)
Method: Least Squares
Date: 11/17/19 Time: 23:37
Sample (adjusted): 4 35
Included observations: 32 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(KADAR_CO2(-1),2) -0.925712 0.182355 -5.076438 0.0000

C -0.004126 0.024234 -0.170264 0.8659

R-squared 0.462079 Mean dependent var -0.008965

Adjusted R-squared 0.444148 S.D. dependent var 0.183733
S.E. of regression 0.136983 Akaike info criterion -1.077462
Sum squared resid 0.562928 Schwarz criterion -0.985854
Log likelihood 19.23940 Hannan-Quinn criter. -1.047097
F-statistic 25.77023 Durbin-Watson stat 1.919704
Prob(F-statistic) 0.000019
D. GISTEMP STATIONER DI 2ND DIFFERENCE
Null Hypothesis: D(GISTEMP,2) has a unit root
Exogenous: Constant
Lag Length: 8 (Automatic - based on SIC, maxlag=8)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -4.245277 0.0031

Test critical values: 1% level -3.737853
5% level -2.991878
10% level -2.635542

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(GISTEMP,3)
Method: Least Squares
Date: 11/17/19 Time: 23:38
Sample (adjusted): 12 35
Included observations: 24 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(GISTEMP(-1),2) -13.39463 3.155185 -4.245277 0.0008

D(GISTEMP(-1),3) 10.94806 2.977216 3.677280 0.0025
D(GISTEMP(-2),3) 9.084297 2.633539 3.449463 0.0039
D(GISTEMP(-3),3) 7.214485 2.165996 3.330794 0.0049
D(GISTEMP(-4),3) 5.557538 1.740612 3.192865 0.0065
D(GISTEMP(-5),3) 4.057233 1.326237 3.059208 0.0085
D(GISTEMP(-6),3) 2.358496 0.941034 2.506280 0.0252
D(GISTEMP(-7),3) 1.116388 0.537633 2.076488 0.0567
D(GISTEMP(-8),3) 0.347557 0.216730 1.603639 0.1311
C -0.008774 0.016254 -0.539811 0.5978

R-squared 0.957870 Mean dependent var -0.008333

Adjusted R-squared 0.930787 S.D. dependent var 0.298630
S.E. of regression 0.078565 Akaike info criterion -1.955450
Sum squared resid 0.086414 Schwarz criterion -1.464594
Log likelihood 33.46540 Hannan-Quinn criter. -1.825226
F-statistic 35.36734 Durbin-Watson stat 1.847724
Prob(F-statistic) 0.000000
 2. quick > estimate equation

3. hasil
Dependent Variable: GISTEMP
Method: Least Squares
Date: 11/18/19 Time: 00:26
Sample: 1 35
Included observations: 35

Variable Coefficient Std. Error t-Statistic Prob.

C 0.195657 0.040886 4.785418 0.0000

KADAR_CO2 0.073064 0.010239 7.135711 0.0000

R-squared 0.606761 Mean dependent var 0.451143

Adjusted R-squared 0.594844 S.D. dependent var 0.183492
S.E. of regression 0.116796 Akaike info criterion -1.401332
Sum squared resid 0.450162 Schwarz criterion -1.312455
Log likelihood 26.52331 Hannan-Quinn criter. -1.370652
F-statistic 50.91837 Durbin-Watson stat 1.004358
Prob(F-statistic) 0.000000

4. Tulis
Munduk res

Harus stationer di level (prob<alpha)

Null Hypothesis: RES has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=8)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -3.287281 0.0234

Test critical values: 1% level -3.639407
5% level -2.951125
10% level -2.614300

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

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RES)
Method: Least Squares
Date: 11/18/19 Time: 00:39
Sample (adjusted): 2 35
Included observations: 34 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

RES(-1) -0.503547 0.153180 -3.287281 0.0025

C 0.000927 0.017625 0.052580 0.9584

R-squared 0.252445 Mean dependent var 0.000825

Adjusted R-squared 0.229084 S.D. dependent var 0.117047
S.E. of regression 0.102770 Akaike info criterion -1.655633
Sum squared resid 0.337970 Schwarz criterion -1.565847
Log likelihood 30.14577 Hannan-Quinn criter. -1.625014
F-statistic 10.80622 Durbin-Watson stat 2.062832
Prob(F-statistic) 0.002461

Quick > estimate equation