NPM : 10060119052
KELAS :B
No Xt Yt
1 1.77 55.265
2 2.08 64.36
3 1.94 61.042
4 1.73 56.315
5 1.99 62.234
6 1.65 52.825
7 1.78 55.966
8 2.05 62.363
9 2.47 72.724
10 1.66 51.327
11 2.09 61.871
12 1.53 46.69
13 2.26 64.964
14 2.17 63.263
15 1.7 49.881
16 2.46 69.09
17 1.87 53.418
Coefficients
𝑌𝑡 = 11.68 + 24.25 𝑋𝑡
Durbin-Watson Statistic
Hipotesis
Taraf arti : α = 5%
Statistik uji
Kriteria uji
Kesimpulan
Karena 1.1330 > 0.263952 < 2.6188 maka H0 ditolak yang artinya terdapat autokorelasi.
et et-1
0.666 .
2.244 0.666
2.321 2.244
2.686 2.321
2.300 2.686
1.136 2.300
1.125 1.136
0.974 1.125
1.150 0.974
-0.604 1.150
-0.488 -0.604
-2.089 -0.488
-1.517 -2.089
-1.036 -1.517
-3.020 -1.036
-2.241 -3.020
-3.606 -2.241
𝜌̂ = 𝑟 = 𝐶𝑂𝑅𝑅𝐸𝐿(𝑒𝑡, 𝑒𝑡 − 1) = 0.867
Yt* Xt*
16.445 0.545
5.242 0.137
3.392 0.048
13.409 0.490
-1.132 -0.075
10.167 0.349
13.840 0.507
18.655 0.693
-11.725 -0.481
17.370 0.651
-6.952 -0.282
24.484 0.933
6.939 0.211
-4.968 -0.181
25.843 0.986
-6.483 -0.263
Coefficients
Durbin-Watson Statistic
Hipotesis
H1 : ρ ≠ 0 ; Terdapat autokorelasi
Taraf arti : α = 5%
Statistik uji
Kriteria uji
Kesimpulan
Karena 1.13709 > 1.02967 < 2.6291 maka H0 ditolak yang artinya terdapat autokorelasi.
𝑎 0.864
𝑏₀ = = = 6.496
1 − 𝑟 1 − 0.867
̂ = 6.496 + 25.946 𝑋𝑡
Model asli 𝑌𝑡
Y topi et et-1
52.421 2.844
60.464 3.896 2.844
56.831 4.211 3.896
51.383 4.932 4.211
58.129 4.105 4.932
49.307 3.518 4.105
52.680 3.286 3.518
59.686 2.677 3.286
70.583 2.141 2.677
49.567 1.760 2.141
60.723 1.148 1.760
46.194 0.496 1.148
65.134 -0.170 0.496
62.799 0.464 -0.170
50.604 -0.723 0.464
70.323 -1.233 -0.723
55.015 -1.597 -1.233
𝜌̂ = 𝑟 = 𝐶𝑂𝑅𝑅𝐸𝐿(𝑒𝑡, 𝑒𝑡 − 1) = 0.9563
Yt* Xt*
11.510 0.387
-0.505 -0.049
-2.059 -0.125
8.380 0.336
-6.689 -0.253
5.449 0.202
8.843 0.348
13.086 0.510
-18.219 -0.702
12.787 0.503
-12.477 -0.469
20.314 0.797
1.138 0.009
-10.617 -0.375
21.389 0.834
-12.653 -0.482
7. Buat model Regrsi , Hitung DW, uji apakah masih ada otokorelasi
Coefficients
Durbin-Watson Statistic
Hipotesis
H1 : ρ ≠ 0 ; Terdapat autokorelasi
Taraf arti : α = 5%
Statistik uji
Kriteria uji
Kesimpulan
Karena 1.13709 < 1.38661 < 2.6291 maka H0 diterima yang artinya tidak terdapat
autokorelasi.
𝑎 0.098
𝑏₀ = = = 2.243
1 − 𝑟 1 − 0.9563
̂ = 2.243 + 25.944 𝑋𝑡
Model asli 𝑌𝑡