Statistik Perniagaan
Webex 6
BAB 14: Pengenalan kepada regresi
berganda
Bab 16: Peramalan siri masa
Yi = β 0 + β 1 X 1i + β 2 X 2i + + β k X ki + ε i
Persamaan regresi berganda
ˆ = b + b X + b X + + b X
Yi 0 1 1i 2 2i k ki
Contoh:
2 pemboleh ubah tak bersandar
◼ Seorang pengedar pai pencuci mulut beku
ingin menilai faktor yang mempengaruhi
permintaan
R Square 0.52148
Adjusted R Square 0.44172
Standard Error 47.46341 Sales = 306.526 - 24.975(Pri ce) + 74.131(Adv ertising)
Observations 15
ANOVA df SS MS F Significance F
Regression 2 29460.027 14730.013 6.53861 0.01201
Residual 12 27033.306 2252.776
Total 14 56493.333
Pengiklanan adalah
Ramalan jualan dalam RM100’s, maka
RM350 bermakna X2 =
adalah 428.62 3.5
pai
Pekali penentuan berganda (coefficient of
multiple determination)
ANOVA df SS MS F Significance F
Regression 2 29460.027 14730.013 6.53861 0.01201
Residual 12 27033.306 2252.776
Total 14 56493.333
ANOVA df SS MS F Significance F
Regression 2 29460.027 14730.013 6.53861 0.01201
Residual 12 27033.306 2252.776
Total 14 56493.333
ANOVA df SS MS F Significance F
Regression 2 29460.027 14730.013 6.53861 0.01201
Residual 12 27033.306 2252.776
Total 14 56493.333
Ŷ = b 0 + b 1 X 1 + b 2 X 2
Let:
Y = pie sales
X1 = price
X2 = holiday (X2 = 1 if a holiday occurred during the week)
(X2 = 0 if there was no holiday that week)
Contoh
Ŷ = b 0 + b 1 X 1 + b 2 (1) = (b 0 + b 2 ) + b 1 X 1 Holiday
Ŷ = b 0 + b 1 X 1 + b 2 (0) = b0 + b 1 X1 No Holiday
b0 + b2 If H0: β2 = 0 is
rejected, then
b0
“Holiday” has a
significant effect
on pie sales
X1 (Price)
Mentafsirkan pekali pemboleh ubah
dummy
Example: Sales = 300 - 30(Price) + 15(Holiday )
Chap 16-28
Objektif pelajaran
Chap 16-29
Kepentingan peramalan
(forecasting)
Chap 16-30
Pendekatan biasa peramalan
Pendekatan biasa
peramalan
Chap 16-32
Plot siri masa
Satu plot siri masa adalah plot data siri
masa dua dimensi
2001
1983
1985
1987
1989
1991
1993
1995
1997
1999
2003
2005
2007
2009
Chap 16-33
Komponen siri masa
Siri masa
Chap 16-34
Komponen arah aliran
Time Time
Downward linear trend Upward nonlinear trend
Chap 16-36
Komponen bermusim
◼ Corak tetap seperti gelombang berjangka pendek
◼ Pemerhatian dalam setahun
◼ Biasanya bulanan atau suku tahunan
Sales
Summer
Winter
Summer
Winter Spring Fall
Spring Fall
Time (Quarterly)
Chap 16-37
Komponen kitaran
◼ Corak seperti gelombang berjangka panjang
◼ Kerap berlaku tetapi mungkin berbeza dalam
tempoh masa
◼ Selalunya diukur dari puncak ke puncak atau dari
dasar ke dasar 1 Cycle
Sales
Year
Chap 16-38
Komponen tak nalar
Chap 16-39
Tiga kaedah popular dalam peramalan
arah aliran
Chap 16-40
Peramalan arah aliran linear
Menganggar garis arah aliran menggunakan
analisis regresi
Time ◼ Use time (X) as the
Sales independent variable:
Year Period (Y)
(X)
2004 0 20
2005 1 40 Ŷ = b 0 + b1X
2006 2 30 In least squares linear, non-linear, and
2007 3 50 exponential modeling, time periods are
numbered starting with 0 and increasing
2008 4 70 by 1 for each time period.
2009 5 65
Chap 16-41
Peramalan arah aliran linear
Persamaan peramalan arah aliran linear adalah:
Time
Year Period Sales Ŷi = 21.905 + 9.5714 X i
(X) (Y)
Sales trend
2004 0 20
80
2005 1 40 70
60
2006 2 30 50
sales
40
2007 3 50 30
20
2008 4 70 10
0
2009 5 65
0 1 2 3 4 5 6
Year
Chap 16-42
Peramalan arah aliran linear
◼ tahun terkini
Chap 16-43
Peramalan arah aliran linear
Chap 16-44
Peperiksaan akhir