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Ekonomi Manajerial Pada Ekonomi Global

Bab 4 Ruang Lingkup Ekonomi Manajerial


PowerPoint Slides by Robert F. Brooker Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Identifikasi Masalah

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Perkiraan Permintaan: Pendekatan Riset Pasar


Survei Konsumen Pengamatan Klinik Konsumen Pengamatan Pasar Belanja Manajemen nyata
Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

PowerPoint Slides by Robert F. Brooker

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.

PowerPoint Slides by Robert F. Brooker

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

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Ordinary Least Squares (OLS)


Model:
Yt a bX t et

a Y bX t t et Yt Y t

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Ordinary Least Squares (OLS)


Tujuan : menentukan kelandaian dan mencegah nilai kuadratnya salah (error).
2 2 )2 e ( Y Y ) ( Y a bX t t t t t t 1 t 1 t 1 n n n

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Ordinary Least Squares (OLS)


Prosedur Perkiraan

(X
t 1 n t 1

X )(Yt Y )
t

(X

Y bX a

X)

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Ordinary Least Squares (OLS)


Contoh perkiraan
Time
1 2 3 4 5 6 7 8 9 10
n

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

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Ordinary Least Squares (OLS)


Contoh perkiraan
n 10
X
t 1 n n

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.

PowerPoint Slides by Robert F. Brooker

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

PowerPoint Slides by Robert F. Brooker

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

65.4830 0.52 (10 2)(30)

PowerPoint Slides by Robert F. Brooker

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

65.4830 sb 0.52 2 ( n k ) ( X t X ) (10 2)(30)


PowerPoint Slides by Robert F. Brooker Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

2 (Yt Y )

Test Pengertian
Perhitungan nilai t secara Statistik
3.53 b t 6.79 sb 0.52

Tingkat Kebebasan = (n-k) = (10-2) = 8

Nilai kritis pada kelas 5% =2.306

PowerPoint Slides by Robert F. Brooker

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

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Test Pengertian
Susunan Jumlah Kuadrat

PowerPoint Slides by Robert F. Brooker

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 )

373.84 R 0.85 440.00


2

PowerPoint Slides by Robert F. Brooker

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

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Analisa Perkalian Kelandaian

Model:

Y a b1 X 1 b2 X 2

bk ' X k '

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Analisa Perkalian Kelandaian


Penentuan Koefisien Yang Bisa Dirubah
(n 1) (n k )

R 2 1 (1 R 2 )

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Analisa Perkalian Kelandaian


Analisa Varian dan nilai F secara Statistik
Explained Variation /(k 1) F Unexplained Variation /(n k )
R 2 /( k 1) F (1 R 2 ) /( n k )

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Berbagai Masalah pada Analisa Kelandaian

Multikolineariti: Dua atau lebih variabel penjelas sangat berhubungan. Heteroskedastisiti: Varian dari error tidak tergantung pada variabel Y. Autokorelasi: nilai error yang berurutan saling berhubungan.

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Statistik Versi Durbin-Watson


Test untuk Autokorelasi
2 ( e e ) t t 1 t 2 2 e t t 1 n n

jika d=2, tidak ada autokorelasi.

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Beberapa Langkah Pada Perkiraan Permintaan


Model Spesifikasi: PengidentifikasianVariabel Mengumpulkan Data Form Spesifikasi Fungsi Fungsi Perkiraan Pengetesan Hasil

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

Form Spesifikasi Fungsi


Fungsi Linear :
QX a0 a1 PX a2 I a3 N a4 PY e

Fungsi Pangkat :
b1 QX a ( PX )( PYb2 )

Format Perkiraan:
ln QX ln a b1 ln PX b2 ln P Y

PowerPoint Slides by Robert F. Brooker

Harcourt, Inc. items and derived items copyright 2001 by Harcourt, Inc.

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