Uji Normalitas Multivariat

Scatterplot of Jarak Mahalanobis vs Chi-Square

8

Jarak Mahalanobis

7
6
5
4
3
2
1
0
0

Chi-Square

10

12

PLOT DATA
Time Series Plot of Uang Kertas Asing
25000

Uang Kertas Asing

20000

15000

10000

5000

0
Month Jan
Year 2010

Jan

Jan

Jan

Jan

Jan

Jan

2011

2012

2013

2014

2015

2016

Time Series Plot of Surat Berharga

110000

Surat Berharga

100000

90000

80000

70000

60000
Month Jan
Year 2010

Jan

Jan

Jan

Jan

Jan

Jan

2011

2012

2013

2014

2015

2016

Time Series Plot of Tagihan

600

Tagihan

500

400

300

200
Month

Jan

Year 2010

Jan

Jan

Jan

Jan

Jan

Jan

2011

2012

2013

2014

2015

2016

AUTOCORRELATION
Autocorrelation Function for Uang Kertas Asing
(with 5% significance limits for the autocorrelations)
1,0
0,8

Autocorrelation

0,6
0,4
0,2
0,0
-0,2
-0,4
-0,6
-0,8
-1,0
2

10

12

14

16

18

Lag

Autocorrelation Function for Surat Berharga

(with 5% significance limits for the autocorrelations)
1,0
0,8

Autocorrelation

0,6
0,4
0,2
0,0
-0,2
-0,4
-0,6
-0,8
-1,0
2

10

Lag

12

14

16

18

Autocorrelation Function for Tagihan

(with 5% significance limits for the autocorrelations)
1,0
0,8

Autocorrelation

0,6
0,4
0,2
0,0
-0,2
-0,4
-0,6
-0,8
-1,0
2

10

Lag

12

14

16

18

PARTIAL AUTOCORRELATION
Partial Autocorrelation Function for Uang Kertas Asing
(with 5% significance limits for the partial autocorrelations)
1,0

Partial Autocorrelation

0,8
0,6
0,4
0,2
0,0
-0,2
-0,4
-0,6
-0,8
-1,0
2

10

12

14

16

18

Lag

Partial Autocorrelation Function for Surat Berharga

(with 5% significance limits for the partial autocorrelations)
1,0

Partial Autocorrelation

0,8
0,6
0,4
0,2
0,0
-0,2
-0,4
-0,6
-0,8
-1,0
2

10

Lag

12

14

16

18

Partial Autocorrelation Function for Tagihan

(with 5% significance limits for the partial autocorrelations)
1,0

Partial Autocorrelation

0,8
0,6
0,4
0,2
0,0
-0,2
-0,4
-0,6
-0,8
-1,0
2

10

Lag

12

14

16

18

DIFFERENCING
Time Series Plot of UKA d-1
5000
4000
3000

C10

2000
1000
0
-1000
-2000
-3000
-4000
Month

Jan

Year 2010

Jan

Jan

Jan

Jan

Jan

Jan

2011

2012

2013

2014

2015

2016

Autocorrelation Function for UKA d-1

(with 5% significance limits for the autocorrelations)
1,0
0,8

Autocorrelation

0,6
0,4
0,2
0,0
-0,2
-0,4
-0,6
-0,8
-1,0
2

10

Lag

12

14

16

18

Partial Autocorrelation Function for UKA d-1

(with 5% significance limits for the partial autocorrelations)
1,0

Partial Autocorrelation

0,8
0,6
0,4
0,2
0,0
-0,2
-0,4
-0,6
-0,8
-1,0
2

10

Lag

12

14

16

18

Time Series Plot of C13

10000

C13

5000

-5000

-10000
Month Jan
Year 2010

Jan

Jan

Jan

Jan

Jan

Jan

2011

2012

2013

2014

2015

2016

Autocorrelation Function for Surat Berharga D-1

(with 5% significance limits for the autocorrelations)
1,0
0,8

Autocorrelation

0,6
0,4
0,2
0,0
-0,2
-0,4
-0,6
-0,8
-1,0
2

10

Lag

12

14

16

18

Partial Autocorrelation Function for Surat Berharga D-1

(with 5% significance limits for the partial autocorrelations)
1,0

Partial Autocorrelation

0,8
0,6
0,4
0,2
0,0
-0,2
-0,4
-0,6
-0,8
-1,0
2

10

Lag

12

14

16

18

Time Series Plot of TL d-1

300
250

TL d-1

200
150
100
50
0

Month

Jan

Year 2010

Jan

Jan

Jan

Jan

Jan

Jan

2011

2012

2013

2014

2015

2016

Autocorrelation Function for TL d-1

(with 5% significance limits for the autocorrelations)
1,0
0,8

Autocorrelation

0,6
0,4
0,2
0,0
-0,2
-0,4
-0,6
-0,8
-1,0
2

10

Lag

12

14

16

18

Partial Autocorrelation Function for TL d-1

(with 5% significance limits for the partial autocorrelations)
1,0

Partial Autocorrelation

0,8
0,6
0,4
0,2
0,0
-0,2
-0,4
-0,6
-0,8
-1,0
2

10

Lag

12

14

16

18

BOX-COX

(transformasi untuk menormalkan

data)

Box-Cox Plot of UKA

Lower CL

Upper CL

5000

(using 95,0% confidence)

StDev

4000

Estimate

0,48

Lower CL
Upper CL

0,21
0,86

Rounded Value

0,50

3000

2000

Limit

1000
-2

-1

Box-Cox Plot of surat berharga

Lower CL

Upper CL

2400

(using 95,0% confidence)

2300

Estimate

0,26

Lower CL
Upper CL

-1,39
2,11

StDev

Rounded Value

2200

2100

Limit

2000

1900
-5,0

-2,5

0,0

2,5

5,0

0,50

Box-Cox Plot of tagihan

Lower CL

Upper CL

45

(using 95,0% confidence)

StDev

40

Estimate

0,81

35

Lower CL
Upper CL

0,22
1,46

30

Rounded Value

1,00

25
20
15
10
Limit
5
-5,0

-2,5

0,0

2,5

5,0