Lag Model (Kuliah Ke 10)
Lag Model (Kuliah Ke 10)
menjadi :
Yt = a + a0 ∑ Xt - i + a1 ∑ i Xt - i + a2 ∑ i2 Xt - i
Z1t = ∑ i Xt - i = 0 * Xt - 0 + 1 * Xt - 1 + 2* Xt – 2 = Xt - i + 2Xt – 2
Z2t = ∑ i2 Xt - i = 0² * Xt - 0 + 1² * Xt - 1 + 2² * Xt – 2 = Xt - i + 4Xt – 2
Tahun 1959
Z0t = 30.219 +27.280 + 28.736 + 27.740 = 113.975
Z1t = 27.280 + 2(28.736) + 3(27.740) = 167.972
Z2t = 27.280+ 4(28.736) + 9(27.740) = 391.884
Contoh : polynomial derajat dua dengan lag 3 periode – mulai tahun 2003
lag 2 periode – mulai tahun 2002
Thn Y X Z0 Z1 Z2
2000 15.000 4.572
2001 15.210 4.812
2002 15.357 5.023
2003 15.700 5.194 19.601 28.363 65.419
2004 16.010 5.381
2005 16.423 5.647
2006 16.622 5.934
2007 16.891 6.101
2003
Z0 = 5.194 + ….. + 4.572 = 19.601
Z1 = 5.023 + 2(4.812) + 3(4.572) = 28.363
Z2 = 5.023 + 4(4.812) + 9(4.572) = 65.419
2004
Z0 = 5.381 + ….. + 4.812 =
Z1 = 5.194 + 2(5.023) + 3(4.812) =
Z2 = 5.194 + 4(5.023) + 9(4.812) =
Lag 4 periode, polynomial derajat 2
Z0t = ∑ Xt - i = Xt - 0 + Xt - 1 + Xt – 2 + Xt – 3 + Xt – 4
Persamaan :
Yt = a + b0 Z0t + b1 Z1t + b2 Z2t
Thn Y X Z0 Z1 Z2
2000 15.000 4.572
2001 15.210 4.812
2002 15.357 5.023
2003 15.700 5.194 19.601 28.363 65.419
2004 16.010 5.381
2005 16.423 5.647
2006 16.622 5.934
2007 16.891 6.101