Ayudya Intan Pawestri

17.0101.0103
Manajemen 17B

AUTOKORELASI

Regression

Variables Entered/Removeda
Variables
Model Variables Entered Removed Method
1 Gejolak Produksi, . Enter
Harga Karet, Jumlah
Produksi Karetb
a. Dependent Variable: Nilai Ekspor Karet
b. All requested variables entered.

Model Summaryb
Adjusted R Std. Error of the Durbin-
Model R R Square Square Estimate Watson
a
1 .864 .746 .704 1912.603 1.609
a. Predictors: (Constant), Gejolak Produksi, Harga Karet, Jumlah Produksi
Karet
b. Dependent Variable: Nilai Ekspor Karet

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 193751179.987 3 64583726.662 17.655 .000b
Residual 65844873.331 18 3658048.518
Total 259596053.318 21
a. Dependent Variable: Nilai Ekspor Karet
b. Predictors: (Constant), Gejolak Produksi, Harga Karet, Jumlah Produksi Karet
 Coefficientsa
Unstandardized Standardized
Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) -23947.416 4883.403 -4.904 .000
Harga Karet 3.732 .680 .725 5.486 .000
Jumlah Produksi Karet 1.450 .221 1.012 6.549 .000
Gejolak Produksi -.530 .119 -.691 -4.454 .000
a. Dependent Variable: Nilai Ekspor Karet

Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value 2791.16 16921.13 10545.59 3037.474 22
Residual -2726.049 4282.089 .000 1770.726 22
Std. Predicted Value -2.553 2.099 .000 1.000 22
Std. Residual -1.425 2.239 .000 .926 22
a. Dependent Variable: Nilai Ekspor Karet

REGRESSION
/DESCRIPTIVES MEAN STDDEV CORR SIG N
/MISSING LISTWISE
/STATISTICS COEFF OUTS CI(95) R ANOVA COLLIN TOL CHANGE ZPP
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT Y
/METHOD=ENTER X1 X2 X3
/RESIDUALS DURBIN
/CASEWISE PLOT(ZRESID) OUTLIERS(3)
/SAVE RESID.

Regression

Descriptive Statistics
Mean Std. Deviation N
Nilai Ekspor Karet 10545.59 3515.923 22
Harga Karet 4971.45 683.327 22
Jumlah Produksi Karet 12785.27 2454.743 22
Gejolak Produksi 4899.00 4580.213 22
 Correlations
Nilai Ekspor Karet Harga Karet Jumlah Produksi Karet Gejolak Produksi
Pearson Nilai Ekspor Karet 1.000 .372 .486 .023
Correlation Harga Karet .372 1.000 -.201 .216
Jumlah Produksi Karet .486 -.201 1.000 .550
Gejolak Produksi .023 .216 .550 1.000
Sig. (1-tailed) Nilai Ekspor Karet . .044 .011 .459
Harga Karet .044 . .185 .167
Jumlah Produksi Karet .011 .185 . .004
Gejolak Produksi .459 .167 .004 .
N Nilai Ekspor Karet 22 22 22 22
Harga Karet 22 22 22 22
Jumlah Produksi Karet 22 22 22 22
Gejolak Produksi 22 22 22 22

Variables Entered/Removeda
Variables
Model Variables Entered Removed Method
1 Gejolak Produksi, . Enter
Harga Karet, Jumlah
Produksi Karetb
a. Dependent Variable: Nilai Ekspor Karet
b. All requested variables entered.

Model Summaryb
Change Statistics Durbin-Watson
Adjusted R Std. Error of R Square
Model R R Square Square the Estimate Change F Change df1 df2 Sig. F Change
a
1 .864 .746 .704 1912.603 .746 17.655 3 18 .000 1.609
a. Predictors: (Constant), Gejolak Produksi, Harga Karet, Jumlah Produksi Karet
b. Dependent Variable: Nilai Ekspor Karet

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 193751179.987 3 64583726.662 17.655 .000b
Residual 65844873.331 18 3658048.518
Total 259596053.318 21
a. Dependent Variable: Nilai Ekspor Karet
b. Predictors: (Constant), Gejolak Produksi, Harga Karet, Jumlah Produksi Karet

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients 95,0% Confidence Interval for B Correlations Collinearity Statistics
Model B Std. Error Beta t Sig. Lower Bound Upper Bound Zero-order Partial Part Tolerance VIF
1 (Constant) -23947.416 4883.403 -4.904 .000 -34207.065 -13687.766
Harga Karet 3.732 .680 .725 5.486 .000 2.303 5.161 .372 .791 .651 .806 1.240
Jumlah Produksi Karet 1.450 .221 1.012 6.549 .000 .985 1.915 .486 .839 .777 .590 1.696
Gejolak Produksi -.530 .119 -.691 -4.454 .000 -.780 -.280 .023 -.724 -.529 .586 1.707
a. Dependent Variable: Nilai Ekspor Karet

Collinearity Diagnosticsa
Variance Proportions
Condition Jumlah Produksi
Model Dimension Eigenvalue Index (Constant) Harga Karet Karet Gejolak Produksi
1 1 3.624 1.000 .00 .00 .00 .01
2 .343 3.252 .00 .00 .00 .61
3 .028 11.313 .00 .21 .41 .08
4 .004 28.784 1.00 .79 .59 .30
a. Dependent Variable: Nilai Ekspor Karet

Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value 2791.16 16921.13 10545.59 3037.474 22
Residual -2726.049 4282.089 .000 1770.726 22
Std. Predicted Value -2.553 2.099 .000 1.000 22
Std. Residual -1.425 2.239 .000 .926 22
a. Dependent Variable: Nilai Ekspor Karet

COMPUTE lag_e=Lag(RES_1).
EXECUTE.
REGRESSION
/DESCRIPTIVES MEAN STDDEV CORR SIG N
/MISSING LISTWISE
/STATISTICS COEFF OUTS CI(95) R ANOVA COLLIN TOL CHANGE ZPP
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT RES_1
 /METHOD=ENTER lag_e
/RESIDUALS DURBIN
/CASEWISE PLOT(ZRESID) OUTLIERS(3)
/SAVE RESID.

Regression

Descriptive Statistics
Mean Std. Deviation N
Unstandardized 15.8320735 1812.85783955 21
Residual
lag_e 58.3548 1792.64657 21

Correlations
Unstandardiz
ed Residual lag_e
Pearson Unstandardized Residual 1.000 .185
Correlation lag_e .185 1.000
Sig. (1-tailed) Unstandardized Residual . .211
lag_e .211 .
N Unstandardized Residual 21 21
lag_e 21 21

Variables Entered/Removeda
Model Variables Entered Variables Removed Method
b
1 lag_e . Enter
a. Dependent Variable: Unstandardized Residual
b. All requested variables entered.

Model Summaryb
Change Statistics Durbin-Watson
Adjusted R Std. Error of R Square
Model R R Square Square the Estimate Change F Change df1 df2 Sig. F Change
a
1 .185 .034 -.017 1827.7720999 .034 .675 1 19 .422 1.970
7
a. Predictors: (Constant), lag_e
b. Dependent Variable: Unstandardized Residual
 ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 2254804.789 1 2254804.789 .675 .422b
Residual 63474266.139 19 3340750.849
Total 65729070.929 20
a. Dependent Variable: Unstandardized Residual
b. Predictors: (Constant), lag_e

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients 95,0% Confidence Interval for B Correlations Collinearity Statistics
Model B Std. Error Beta t Sig. Lower Bound Upper Bound Zero-order Partial Part Tolerance VIF
1 (Constant) 4.902 399.074 .012 .990 -830.370 840.174
lag_e .187 .228 .185 .822 .422 -.290 .664 .185 .185 .185 1.000 1.000
a. Dependent Variable: Unstandardized Residual

Collinearity Diagnosticsa
Condition Variance Proportions
Model Dimension Eigenvalue Index (Constant) lag_e
1 1 1.033 1.000 .48 .48
2 .967 1.034 .52 .52
a. Dependent Variable: Unstandardized Residual

Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value -505.6951599 806.9503784 15.8320735 335.76813349 21
Residual -3335.91040039 4327.05664063 .00000000 1781.49187676 21
Std. Predicted Value -1.553 2.356 .000 1.000 21
Std. Residual -1.825 2.367 .000 .975 21
a. Dependent Variable: Unstandardized Residual

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/ORIGIN
/DEPENDENT RES_1
/METHOD=ENTER lag_e
 /SAVE RESID.

Regression

Variables Entered/Removeda,b
Variables Variables
Model Entered Removed Method
c
1 lag_e . Enter
a. Dependent Variable: Unstandardized
Residual
b. Linear Regression through the Origin
c. All requested variables entered.

Model Summaryc,d
Adjusted R Std. Error of
b
Model R R Square Square the Estimate
a
1 .185 .034 -.014 1781.498950
46
a. Predictors: lag_e
b. For regression through the origin (the no-intercept
model), R Square measures the proportion of the variability
in the dependent variable about the origin explained by
regression. This CANNOT be compared to R Square for
models which include an intercept.
c. Dependent Variable: Unstandardized Residual
d. Linear Regression through the Origin

ANOVAa,b
Model Sum of Squares df Mean Square F Sig.
1 Regression 2259564.464 1 2259564.464 .712 .409c
Residual 63474770.210 20 3173738.511
d
Total 65734334.674 21
a. Dependent Variable: Unstandardized Residual
b. Linear Regression through the Origin
c. Predictors: lag_e
d. This total sum of squares is not corrected for the constant because the constant
is zero for regression through the origin.
 Coefficientsa,b
Unstandardized Standardized
Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 lag_e .187 .222 .185 .844 .409
a. Dependent Variable: Unstandardized Residual
b. Linear Regression through the Origin

Residuals Statisticsa,b
Minimum Maximum Mean Std. Deviation N
Predicted Value -510.8517151 802.4481201 10.9354727 335.93549888 21
Residual -3331.30981445 4331.98388672 4.89660082 1781.49188462 21
Std. Predicted Value -1.553 2.356 .000 1.000 21
Std. Residual -1.870 2.432 .003 1.000 21
a. Dependent Variable: Unstandardized Residual
b. Linear Regression through the Origin

COMPUTE lag_Y=Y - (0.187 * Lag(Y)).

EXECUTE.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/ORIGIN
/DEPENDENT RES_1
/METHOD=ENTER lag_e
/RESIDUALS DURBIN
/SAVE RESID.

Regression

Variables Entered/Removeda,b
Variables Variables
Model Entered Removed Method
c
1 lag_e . Enter
a. Dependent Variable: Unstandardized
Residual
b. Linear Regression through the Origin
c. All requested variables entered.
 Model Summaryc,d
Adjusted R Std. Error of the
b
Model R R Square Square Estimate Durbin-Watson
a
1 .185 .034 -.014 1781.49895046 1.971
a. Predictors: lag_e
b. For regression through the origin (the no-intercept model), R Square measures
the proportion of the variability in the dependent variable about the origin
explained by regression. This CANNOT be compared to R Square for models
which include an intercept.
c. Dependent Variable: Unstandardized Residual
d. Linear Regression through the Origin

ANOVAa,b
Model Sum of Squares df Mean Square F Sig.
1 Regression 2259564.464 1 2259564.464 .712 .409c
Residual 63474770.210 20 3173738.511
d
Total 65734334.674 21
a. Dependent Variable: Unstandardized Residual
b. Linear Regression through the Origin
c. Predictors: lag_e
d. This total sum of squares is not corrected for the constant because the constant
is zero for regression through the origin.

Coefficientsa,b
Unstandardized Standardized
Coefficients Coefficients Collinearity Statistics
Model B Std. Error Beta t Sig. Tolerance VIF
1 lag_e .187 .222 .185 .844 .409 1.000 1.000
a. Dependent Variable: Unstandardized Residual
b. Linear Regression through the Origin

Collinearity Diagnosticsa,b
Variance
Condition Proportions
Model Dimension Eigenvalue Index lag_e
1 1 1.000 1.000 1.00
a. Dependent Variable: Unstandardized Residual
b. Linear Regression through the Origin
 Residuals Statisticsa,b
Minimum Maximum Mean Std. Deviation N
Predicted Value -510.8517151 802.4481201 10.9354727 335.93549888 21
Residual -3331.30981445 4331.98388672 4.89660082 1781.49188462 21
Std. Predicted Value -1.553 2.356 .000 1.000 21
Std. Residual -1.870 2.432 .003 1.000 21
a. Dependent Variable: Unstandardized Residual
b. Linear Regression through the Origin

COMPUTE lag_Y=Y - (0.187 * Lag(Y)).

EXECUTE.
COMPUTE lag_X1=X1 - (0.187 * Lag(X1)).
EXECUTE.
COMPUTE lag_X2=X2 - (0.187 * Lag(X2)).
EXECUTE.
COMPUTE lag_X3=X3 - (0.187 * Lag(X3)).
EXECUTE.

Analisis
 Dapat dilihat dari data uji autokorelasi diatas bahwa hasil diawal diperoleh dari data yang di input yaitu variabel Y,X1, X2, dan X3 yang didapatkan nilai Durbin Watson (d) sebesar 1,609. Nilai n terdapat pada

22 dan nilai k nya 3. Nilai du sebesar 1,6640 dan dl sebesar 1,0529, sedangkan nilai 4-du sebesar 2,336. Kesimpulannya, nilai d>dl dan <du atau 1,609>1,0529, dan <1,6640.

Maka dapat diambil kesimpulan bahwa dari nilai data diatas yaitu nilai d lebih besar dari dl dan lebih kecil dari du, yang diperoleh hasil ragu-ragu atau yang artinya terdapat Autokorelasi. Dari hasil tersebut

maka dibutuhkan penyembuhan agar tidak terjadi Autokorelasi

 Selanjutnya data diatas dilakukan penyembuhan Autokorelasi. Setelah dilakukan langkah-langkah dalam penyembuhan Autokorelasi didapatkan hasil sebagai berikut,

Dimana nilai koefisien beta sebesar 0,187 yang nantinya di compute dengan di tranfom. Maka diperoleh hasil akhir yaitu nilai Durbin Watson (d) sebesar 1,971 yang artinya nilai tersebut lebih besar dari du dan

kurang dari 4-du atau d>du dan 4<du maka dapat dikatakan sudah BEBAS atau sudah tidak terjadi Autokorelasi.