PhD
in Economics, 1998,
Dept. of Economics, The
University of Queensland,
Australia.
Post
Graduate Diploma in
Regional Dev.,1994, Dept.
of Economics, The Univ. of
Queensland, Australia.
MS in Rural & Regional
Development Planning,
1986, Graduate School,
Bogor Agricultural
University, Bogor
Estimasi
Permintaan
Lecturer : Muchdie, PhD in Economics
Masalah Identifikasi
Pendekatan Penelitian Pemasaran
untuk Estimasi Permintaan
Analisis Regresi Sederhana
Analisis Regresi Berganda
Masalah dalam Analisis Regresi
Mengestimasi Permintaan Regresi
Year
10
44
40
11
42
12
46
11
48
12
52
13
54
13
58
14
56
10
15
60
Scatter Diagram
Persamaan Regresi : Y = a + bX
et Yt Yt
Model:
Yt a bX t et
Yt a bX t
et Yt Yt
t 1
t 1
2
2
e (Yt Yt ) (Yt a bX t )
t 1
2
t
Prosedur Estimasi :
n
(X
t 1
X )(Yt Y )
(X
t 1
a Y bX
X)
Contoh Estimasi
Time
Xt
1
2
3
4
5
6
7
8
9
10
10
9
11
12
11
12
13
13
14
15
120
n 10
Yt
44
40
42
46
48
52
54
58
56
60
500
X t 120
Yt 500
t 1
X 120
X t
12
10
t 1 n
t 1
Y 500
Y t
50
10
t 1 n
Xt X
Yt Y
-2
-3
-1
0
-1
0
1
1
2
3
-6
-10
-8
-4
-2
2
4
8
6
10
(X
t 1
t 1
( X t X )2
12
30
8
0
2
0
4
8
12
30
106
4
9
1
0
1
0
1
1
4
9
30
X ) 2 30
106
b
3.533
30
X )(Yt Y ) 106
a 50 (3.533)(12) 7.60
(X
( X t X )(Yt Y )
Contoh Estimasi
n
X t 120
X
12
10
t 1 n
n 10
n
X
t 1
t 1
t 1
t 1
500
Yt 500
Y
50
10
t 1 n
X ) 30
X )(Yt Y ) 106
a 50 (3.533)(12) 7.60
(X
106
b
3.533
30
(X
120
sb
(Yt Y )
( n k ) ( X t X )
e
(n k ) ( X X )
2
t
Contoh Perhitungan
Time
Xt
Yt
Yt
et Yt Yt
et2 (Yt Yt ) 2
( X t X )2
10
44
42.90
1.10
1.2100
40
39.37
0.63
0.3969
11
42
46.43
-4.43
19.6249
12
46
49.96
-3.96
15.6816
11
48
46.43
1.57
2.4649
12
52
49.96
2.04
4.1616
13
54
53.49
0.51
0.2601
13
58
53.49
4.51
20.3401
14
56
57.02
-1.02
1.0404
10
15
60
60.55
-0.55
0.3025
65.4830
30
e (Yt Yt )2 65.4830
t 1
2
t
t 1
(X X )
t 1
(Y Y )
(n k ) ( X X )
2
30
sb
65.4830
0.52
(10 2)(30)
Contoh Perhitungan
n
e (Yt Yt ) 65.4830
t 1
2
t
t 1
2
(
X
X
)
30
t
t 1
(
Y
Y
)
t
65.4830
sb
0.52
2
( n k ) ( X t X )
(10 2)(30)
Perhitungan : t-Statistic
b 3.53
t
6.79
sb 0.52
Derajat Bebas = (n-k) = (10-2) = 8
Critical Value at 5% level =2.306
2
2
(Yt Y ) (Y Y ) (Yt Yt )
2
Koefisien Determinasi
2
(Y Y )
Explained Variation
R
2
TotalVariation
(Yt Y )
2
373.84
R
0.85
440.00
2
Koefisien Korelasi
1 r 1
r 0.85 0.92
Model:
Y a b1 X 1 b2 X 2 L bk ' X k '
(n 1)
R 1 (1 R )
(n k )
2
Uji Autocorrelation
n
2
(
e
e
)
t t 1
t 2
2
e
t
t 1
Ringkasan (8 butir)
Pertanyaan Diskusi (15
pertanyaan)
Soal-soal (15 Soal) termasuk
Soal Gabungan No. 15
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