Soal no 1:
0 1
Distribusi stasioner rantai Markov dengan matriks transisi𝑃 = ( ) adalah 𝜋 = ……
1 0
0 1
Diketahui: transisi𝑃 = ( )
1 0
a = 1, b = 1, a+b = 2
𝑎 1
Maka, =
𝑎+𝑏 2
𝑏 1
=
𝑎+𝑏 2
𝑏 𝑎 1 1
Sehingga π = ( , )= ( , )
𝑎+𝑏 𝑎+𝑏 2 2
Soal no 2:
Diberikan dekomposisi deret waktu ;
1 4 7 -.3
2 7 8 4
3 6 7 0
Maka𝑋2 = …
Diketahui: T2 = 7
l2 = 8
𝜀2 = 4
Maka, X2 = l2 x T2 x 𝜀2 = 7 x 8 x 4 = 224
Soal no 3:
Tentukan:
a. Taksiran Kuadrat Terkecil 𝑌 = 𝛽0 + 𝛽1 𝑋
b. Tabel Anova
c. Koefisien determinasi 𝑅2
Diketahui: ∑Y = 90,52
∑X = 574,20
∑X2 = 35811,8600
∑XY = 4957,2710
∑ 𝑌 90,52
a. β1 = = = 9,052
𝑛 10
∑ 𝑋𝑌 4957,2710
𝛽0 = ∑ 2 = = 0,138
𝑋 35811,8600
Maka, 𝑌 = 𝛽0 + 𝛽1 𝑋 = 0,138 + 9,052𝑋
b. SSR = 𝑛 . (𝑋̂ 2 + 𝑌̂ 2 )
= 10. ((9,052)2 + (57,42)2)
= 10. (81,9387 + 3.297,0564)
= 10 . 3.378,9951
= 33.789,951
SSE = 28,09476 + 2.841,296
= 2.869,39076
SST = ∑ 𝑌𝑖2 = 847,4818
Sumber df SS MS
Regresi 1 33.789,951 33.789,951
Error 9 2.869,39076 318,8212
Total 10 847,4818 84,7482
c. Koefisien determinasi 𝑅2
𝛽1 .∑ 𝑋𝑌
𝑅2 = ∑ 𝑌2
𝑥 100%
9,052 .4957,2710
= 𝑥 100%
847,4818
44873,21709
= 𝑥 100%
847,4818
= 52,948886 𝑥 100% = 5294,8886%
==Selamat Mengerjakan!==