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Identifikasi Masalah
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Analisa Regresi
Th 1 2 3 4 5 6 7 X 10 9 11 12 11 12 13 Y 44 40 42 46 48 52 54
Diagram Scatter
8 9
10
13 14
15
58 56
60
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Analisa Kemerosotan
Garis Kemerosotan : garis kelayakan
Garis Kemerosotan: Meminimalkan kotak penyimpangan vertikal (et) pada setiap titik dari garis kemerosotan. Metode Ordinary Least Squares (OLS)
PowerPoint Slides by Robert F. Brooker Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Analisa Kemerosotan
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
a Y bX t t et Yt Y t
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
(X
t 1 n t 1
X )(Yt Y )
t
(X
Y bX a
X)
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Xt
10 9 11 12 11 12 13 13 14 15 120
Yt
44 40 42 46 48 52 54 58 56 60 500
Xt X
-2 -3 -1 0 -1 0 1 1 2 3
n
Yt Y
-6 -10 -8 -4 -2 2 4 8 6 10
( X t X )(Yt Y )
12 30 8 0 2 0 4 8 12 30 106
( X t X )2
4 9 1 0 1 0 1 1 4 9 30
n 10
X
t 1 n
X t 120
t 1
Yt 500
t 1
(X
t 1 n
X ) 2 30 X )(Yt Y ) 106
106 3.533 b 30
50 (3.533)(12) 7.60 a
X t 120 12 n 10
Yt 500 50 10 t 1 n
(X
t 1
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
X t 120 12 n 10
X
t 1
120
2
Y
t 1
500
Yt 500 50 10 t 1 n
(X
t 1 n
X ) 30 X )(Yt Y ) 106
106 b 3.533 30
(X
t 1
50 (3.533)(12) 7.60 a
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Test Pengertian
Standar kesalahan pada perkiraan kelandaian
sb (n k ) ( X t X )
2 ( Y Y ) t 2
(n k ) ( X t X ) 2
2 e t
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Test Pengertian
Contoh Perhitungan
Time
1 2 3 4 5 6 7 8 9 10
Xt
10 9 11 12 11 12 13 13 14 15
Yt
44 40 42 46 48 52 54 58 56 60
Y t
42.90 39.37 46.43 49.96 46.43 49.96 53.49 53.49 57.02 60.55
et Yt Y t
1.10 0.63 -4.43 -3.96 1.57 2.04 0.51 4.51 -1.02 -0.55
)2 et2 (Yt Y t
1.2100 0.3969 19.6249 15.6816 2.4649 4.1616 0.2601 20.3401 1.0404 0.3025 65.4830
( X t X )2
4 9 1 0 1 0 1 1 4 9 30
e (Yt Yt )2 65.4830
t 1 2 t t 1
(X
t 1
X ) 30
2
sb
(Y Y ) ( n k ) ( X X )
2 t t
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Test Pengertian
Contoh Perhitungan
2 2 e ( Y Y ) t t t 65.4830 t 1 t 1 n n
2 ( X X ) 30 t t 1
2 (Yt Y )
Test Pengertian
Perhitungan nilai t secara Statistik
3.53 b t 6.79 sb 0.52
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Test Pengertian
Susunan Jumlah Kuadrat
Jumlah Variasi = Variasi Jelas + Variasi tidak jelas
2 2 (Yt Y ) (Y Y ) (Yt Yt ) 2
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Test Pengertian
Susunan Jumlah Kuadrat
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Test Pengertian
Penentuan Koefisien
R2 Explained Variation 2 TotalVariation ( Y Y ) t
2 ( Y Y )
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Test Pengertian
Koefisien Penghubung
r R2 withthe signof b
1 r 1
r 0.85 0.92
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Model:
Y a b1 X 1 b2 X 2
bk ' X k '
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
R 2 1 (1 R 2 )
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Multikolineariti: Dua atau lebih variabel penjelas sangat berhubungan. Heteroskedastisiti: Varian dari error tidak tergantung pada variabel Y. Autokorelasi: nilai error yang berurutan saling berhubungan.
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.
Fungsi Pangkat :
b1 QX a ( PX )( PYb2 )
Format Perkiraan:
ln QX ln a b1 ln PX b2 ln P Y
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.