ekonometrika - yoga sanjaya (tugas kelas 03 juni 2016)

Upload: yoga-sanjaya

Post on 28-Feb-2018

220 views

Category:

Documents


0 download

TRANSCRIPT

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    1/36

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    2/36

    47 418.182 444.084 6.0359167445

    48 427.273 453.265 6.0574231532

    49 436.364 463.31 6.0784767574

    50 445.455 472.969 6.0990962317

    51 454.546 482.439 6.1192991186

    52 463.636 491.758 6.1390997616

    53 472.727 501.581 6.1585180548

    54 481.818 510.945 6.1775664494

    55 490.909 520.762 6.1962587746

    56 500 531.02 6.2146080984

    57 509.091 539.782 6.2326267825

    58 518.182 550.235 6.2503265319

    59 527.273 559.563 6.267718441

    60 536.364 569 6.2848130351

    61 545.455 578.798 6.3016203087

    62 554.545 587.946 6.3181479577

    63 563.636 598.419 6.3344086531

    64 572.727 607.679 6.3504091634

    65 581.818 616.941 6.366157684

    66 590.909 627.46 6.3816620292

    67 600 636.359 6.3969296552

    68 609.091 646.169 6.4119676818

    69 618.182 655.586 6.4267829125

    70 627.273 665.127 6.4413818526

    71 636.363 675.115 6.4557691552

    72 645.454 685.118 6.4699539452

    73 654.545 694.45 6.4839403378

    74 663.636 704.15 6.4977338064

    75 672.727 713.994 6.511339601

    76 681.818 723.138 6.5247627601

    77 690.909 733.144 6.5380081219

    78 700 742.442 6.551080335

    79 709.09 751.889 6.5639824578

    80 718.181 762.311 6.5767216264

    81 727.272 771.316 6.5893005479

    82 736.363 781.117 6.6017232037

    83 745.454 790.826 6.6139934287

    84 754.545 800.404 6.6261149186

    85 763.636 809.78 6.6380912358

    86 772.727 819.438 6.6499258167

    87 781.818 829.122 6.6616219769

    88 790.908 838.556 6.6731816525

    89 799.999 848.705 6.6846104777

    90 809.09 858.489 6.6959101593

    91 818.181 867.642 6.7070835835

    92 827.272 876.98 6.7181335406

    93 836.363 887.38 6.7290627294

    94 845.454 897.078 6.7398737612

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    3/36

    95 854.545 906.554 6.7505691635

    96 863.635 915.931 6.7611502258

    97 872.726 925.588 6.7716216463

    98 881.817 935.222 6.7819845515

    99 890.908 944.776 6.7922411674

    100 899.999 954.698 6.8023936522

    Sum 44999.984 47760.708 577.6544392996

    Mean (Bar) 449.99984 477.60708 5.776544393

    n 100

    Sx 1.0918717545

    Sy 1.175010429

    r 0.9936209433 y'Caping(i) = i ! Bi " #i

    r$ 0.9872825789 = %0&3535 ! 1&069

    Sanar e*ia+i'Caping 0.1331820839

    Bi 1.0692784808

    i %0.3534791

    +e(B1'Caping) 0.0720564071

    +e(B2'Caping) 0.0122590432

    (,iung) 87.6675377433

    (a-e) 2.306

    (,iung)"+e(B2'Caping) 0.0282693537

    (,iung)"+e(B1'Caping) 0.1661620748

    1.0692784808 / 0.0282693537

    1.0570194375 = B2'Cpg= 1.081537524

    B1'Caping/2"+e(B1) %3.5680652562 / 0.1661620748

    %0.4255355071 = B1'Cpg= %0.2814226929

    yCaping(i) = B1'Caping ! B2'Caping " #i

    = 40&5129 ! 1&07188 #i

    ari Bi yang i apa

    menunuan -a,

    +a,am er+e-u u

    arena niai Bii

    B2'Caping/2"+e(B2)

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    4/36

    -1.4610179073 0 2.1345733255 %5.776544393 %7.2842734199 33.36846512

    2.3480363559 4.872106688 5.5132747286 %3.5692594799 %3.4752191567 12.73961323

    2.9820896345 8.41250633 8.8928585883 %2.8761122993 %2.8411658781 8.272021958

    3.387470261 10.92895631 11.4749547694

    %2.4706471912 %2.4357852516 6.1040975433.678526042 12.913812 13.5315538419 %2.1829651187 %2.1447294706 4.76533671

    3.8964219392 14.56737313 15.1821039283 %1.9598215674 %1.9268335734 3.840900576

    4.0667163951 15.99220934 16.5381822382 %1.7775183439 %1.7565391175 3.159571463

    4.2164441939 17.2488987 17.7784016401 %1.6233650451 %1.6068113187 2.635314069

    4.3530354213 18.37590581 18.9489173793 %1.4898316881 %1.4702200913 2.219598459

    4.4709871525 19.39959619 19.989726118 %1.3720471247 %1.3522683601 1.882513312

    4.5745460164 20.33882826 20.9264712566 %1.2666853868 %1.2487094962 1.604491869

    4.6741177231 21.20759244 21.8473764895 %1.171374207 %1.1491377895 1.372117533

    4.7558634673 22.01657564 22.6182373198 %1.0843619967 %1.0673920453 1.17584094

    4.8323137267 22.77413917 23.3512559529 %1.0043185839 %0.9909417859 1.008655818

    4.9105570987 23.48695698 24.1135710194 %0.9302100073 %0.9126984139 0.865290658

    4.9803478932 24.16044719 24.8038651369 %0.861216612 %0.8429076195 0.741694053

    5.0457771873 24.79907295 25.4598674243 %0.7966776326 %0.7774783253 0.63469525

    5.1007258145 25.40649222 26.0174038351 %0.7360590769 %0.7225296981 0.541782965

    5.1590725404 25.98597893 26.6160294776 %0.6788999441 %0.6641829722 0.460905134

    5.2138482099 26.54013976 27.1842131561 %0.6248320796 %0.6094073027 0.390415128

    5.2624984607 27.07127338 27.6938900487 %0.5735382063 %0.5607570519 0.328946074

    5.3129251514 27.58137041 28.2271736648 %0.5247475183 %0.5103303612 0.275359958

    5.3586831313 28.07216692 28.715484902 %0.4782270264 %0.4645723813 0.228701089

    5.4048911459 28.54518661 29.2128482991 %0.4337748291 %0.4183643667 0.1881606025.4467503026 29.00177465 29.6670888591 %0.3912148161 %0.37650521 0.153049032

    5.4890410266 29.44312485 30.1295713918 %0.3503924549 %0.334214486 0.122774872

    5.5253453636 29.87030192 30.5294413873 %0.3111714033 %0.297910149 0.096827642

    5.5640183656 30.28425964 30.9583003729 %0.273430762 %0.259237147 0.074764382

    5.598603424 30.68585602 31.3443602994 %0.2370628268 %0.2246520886 0.056198784

    5.6370050045 31.07582359 31.7758254207 %0.2019750291 %0.1862505081 0.040793912

    5.6682796416 31.45495027 32.1293940955 %0.1680730981 %0.154975871 0.028248566

    5.702184532 31.823831 32.5149084365 %0.1352829205 %0.1210709807 0.018301469

    5.7343957369 32.18304817 32.8832944678 %0.1035338895 %0.0888597757 0.010719266

    5.7644949358 32.53313452 33.2294018643 %0.0727619183 %0.0587605769 0.0052942975.7931111646 32.87457871 33.5601369654 %0.0429086611 %0.030144348 0.001841153

    5.8231642317 33.20783013 33.9092416691 %0.0139208469 %9.1280935%005 0.00019379

    5.8504970033 33.53330308 34.2283151855 0.014250292 0.0272414907 0.000203071

    5.8790626322 33.85138034 34.5633774335 0.0416495139 0.0558071196 0.001734682

    5.9036437517 34.16241634 34.8530095472 0.0683179957 0.0803882391 0.004667349

    5.9303574652 34.46673997 35.1691396648 0.0942937048 0.1071019526 0.008891303

    5.956189639 34.76462453 35.4761950159 0.1196089743 0.1329341264 0.014306307

    5.9804566823 35.05642029 35.7658621284 0.1443018552 0.1572011697 0.020823025

    6.004304264 35.34235982 36.0516696949 0.1683996623 0.1810487514 0.028358446

    6.0288735239 35.62269139 36.3473159672 0.1919304033 0.2056180113 0.036837286.0522256302 35.89764742 36.6294350789 0.2149201541 0.2289701176 0.046190673

    6 0734822263 36 16744576 36 8871863534 0 2373932322 0 2502267137 0 056355547

    ln'y ln'x ln'y ln'x-ln'xbar ln'y-ln'ybar ln'x-ln'xbar)

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    5/36

    6.0960137337 36.43229095 37.1613834418 0.2593723515 0.2727582211 0.067274017

    6.1164769434 36.69237526 37.4112901992 0.2808787602 0.2932214308 0.078892878

    6.1383963765 36.94787969 37.6799100747 0.3019323644 0.3151408639 0.091163153

    6.1590298472 37.19897484 37.9336486591 0.3225518387 0.3357743346 0.104039689

    6.1788544879 37.4458217 38.1782427828 0.3427547256 0.3555989753 0.117480802

    6.1979867256 37.68854588 38.4150394503 0.3625553686 0.374731213 0.131446395

    6.2177651098 37.92734463 38.6606029608 0.3819736619 0.3945095972 0.145903878

    6.2362619523 38.16232724 38.8909631379 0.4010220564 0.4130064397 0.16081869

    6.2552931236 38.3936228 39.1286920617 0.4197143816 0.432037611 0.176160162

    6.2747996853 38.62135382 39.3731110908 0.4380637054 0.4515441727 0.19189981

    6.2911653543 38.84563661 39.5787615157 0.4560823895 0.4679098417 0.208011146

    6.3103454597 39.06658176 39.8204598207 0.4737821389 0.4870899471 0.224469515

    6.3271561219 39.28429446 40.0329045915 0.491174048 0.5039006093 0.241251945

    6.3438804341 39.49887489 40.2448189625 0.5082686421 0.5206249215 0.258337013

    6.3609535393 39.71041852 40.4617299295 0.5250759157 0.5376980267 0.275704717

    6.3766351069 39.91899362 40.6614752871 0.5416035647 0.5533795943 0.293334421

    6.3942911775 40.12473298 40.8869596626 0.5578642601 0.5710356649 0.311212533

    6.409646782 40.32769654 41.0835718703 0.5738647704 0.5863912694 0.329320775

    6.4247733953 40.52796366 41.2777131815 0.5896132911 0.6015178827 0.347643833

    6.441679924 40.72561026 41.4952402427 0.6051176362 0.6184244113 0.366167354

    6.4557628695 40.92070901 41.6768742272 0.6203852622 0.6325073569 0.384877874

    6.4710610795 41.11332955 41.8746314943 0.6354232888 0.6478055669 0.403762756

    6.4855294922 41.3035386 42.0620927936 0.6502385195 0.6622739795 0.422810132

    6.4999779999 41.49140017 42.2497139987 0.6648374596 0.6767224873 0.442008848

    6.5148830467 41.67695539 42.4437011126 0.6792247622 0.6916275341 0.461346278

    6.5295910862 41.86030405 42.635559753 0.6934095522 0.7063355736 0.480816807

    6.5431201654 42.0414823 42.8124214984 0.7073959448 0.7198646528 0.500409023

    6.5569914016 42.22054462 42.9941362412 0.7211894134 0.733735889 0.52011417

    6.5708745589 42.3975434 43.1763924694 0.734795208 0.7476190463 0.539923998

    6.5836000753 42.57252908 43.3437899517 0.7482183671 0.7603445627 0.559830725

    6.5973421355 42.7455502 43.5249232532 0.7614637289 0.7740866229 0.57982701

    6.6099447531 42.91665356 43.6913696397 0.774535942 0.7866892405 0.599905926

    6.6225887067 43.08586571 43.8586811777 0.7874380648 0.7993331941 0.620058706

    6.6363546089 43.25326735 44.0412024951 0.8001772334 0.8130990963 0.640283605

    6.6480981469 43.41888171 44.1972089711 0.8127561549 0.8248426343 0.660572567

    6.6607249466 43.58274926 44.3652568137 0.8251788107 0.8374694339 0.68092007

    6.6730779689 43.74490908 44.5299695784 0.8374490358 0.8498224562 0.701320887

    6.6851166002 43.90539891 44.6907839582 0.8495705256 0.8618610876 0.721770078

    6.6967626058 44.06425526 44.8466293989 0.8615468428 0.8735070932 0.742262962

    6.7086187394 44.22151337 45.0055653911 0.8733814237 0.8853632268 0.762795111

    6.7203673096 44.37720736 45.1633367755 0.8850775839 0.897111797 0.78336233

    6.731681365 44.53135337 45.3155339994 0.8966372595 0.9084258523 0.803958375

    6.7437116583 44.68401724 45.4776469306 0.9080660847 0.9204561457 0.824584014

    6.7551738672 44.83521286 45.6323739762 0.9193657663 0.9319183546 0.845233412

    6.7657791872 44.9849702 45.7757680098 0.9305391905 0.9425236746 0.865903185

    6.7764841871 45.13331827 45.9207379379 0.9415891476 0.9532286745 0.886590123

    6.7882733009 45.28028522 46.0806544083 0.9525183364 0.9650177883 0.907291181

    6.7991428148 45.42589832 46.228343016 0.9633293682 0.9758873022 0.928003472

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    6/36

    6.8096505982 45.57018403 46.3713412695 0.9740247705 0.9863950856 0.948724254

    6.8199410343 45.71315238 46.5115957117 0.9846058328 0.9966855217 0.969448646

    6.8304292112 45.85485972 46.6547632097 0.9950772533 1.0071736986 0.99017874

    6.8407839343 45.99531446 46.7963248352 1.0054401585 1.0175284216 1.010909912

    6.8509478624 46.13454008 46.9354866128 1.0156967744 1.0276923497 1.031639937

    6.8613950601 46.2725594 47.0787421708 1.0258492592 1.0381395475 1.052366703

    582.3255513 3454.8727 3527.714778 2.6645353%014 %1.8118840%013 118.0262089

    5.823255513 34.548727 35.27714778 0 %1.6076029%015 1.180262089

    #i

    ,arga

    p agre+i

    0 1 2 3 4 5

    %2

    %1

    0

    1

    2

    3

    4

    5

    6

    7

    8

    Trendline

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    7/36

    Y'Caping Y-Y'Caping (Y-Y'Caping)

    53.06063926 42.0779287809 %0.3534791 %1.107538807 1.2266422098

    12.07714819 12.4039589197 2.00672316 0.341313197 0.1164946987

    8.072223547 8.1715121263 2.74789052 0.234199112 0.054849224

    5.933049792 6.0179659901 3.18144564 0.206024624 0.04244614554.599864502 4.6818696234 3.48905789 0.189468155 0.0358981818

    3.71268762 3.776249994 3.72766048 0.168761455 0.0284804286

    3.085429671 3.1222805032 3.9225934 0.144122997 0.0207714382

    2.581842614 2.6084413288 4.0874262 0.12901799 0.0166456418

    2.161547117 2.1903804805 4.23021055 0.122824873 0.0150859494

    1.828629718 1.8553759153 4.35615505 0.114832105 0.0131864123

    1.559275406 1.5817220712 4.46881609 0.10572993 0.0111788181

    1.320517659 1.3460703669 4.57073028 0.103387443 0.0106889634

    1.139325778 1.1574393695 4.66377056 0.092092903 0.0084811028

    0.981965623 0.9952212512 4.74935926 0.082954464 0.0068814430.833018395 0.8490011983 4.82860197 0.08195513 0.0067166433

    0.710493255 0.7259260443 4.90237512 0.077972771 0.006079753

    0.604472546 0.6193995916 4.97138526 0.074391923 0.0055341583

    0.522049165 0.5318245426 5.03620338 0.064522433 0.0041631444

    0.441139021 0.4509137827 5.09732241 0.061750129 0.0038130784

    0.371377261 0.3807772323 5.15513602 0.058712194 0.0034471217

    0.314448471 0.3216155937 5.20998345 0.05251501 0.0027578263

    0.260437078 0.2677945905 5.26215428 0.050770868 0.002577681

    0.215827497 0.2221710685 5.31189764 0.046785487 0.0021888818

    0.175028743 0.1814759317 5.35942942 0.045461724 0.00206676830.141756173 0.1472944165 5.40493793 0.041812374 0.0017482746

    0.111699323 0.1171062342 5.4485884 0.040452626 0.0016364149

    0.088750457 0.0927011191 5.49052663 0.034818736 0.0012123444

    0.067203898 0.0708834106 5.53088188 0.033136483 0.0010980265

    0.050468561 0.0532566592 5.56976933 0.028834091 0.0008314048

    0.034689252 0.0376179518 5.60728796 0.029717044 0.0008831027

    0.024017521 0.0260472748 5.64353857 0.024741076 0.0006121208

    0.014658182 0.0163788358 5.6786004 0.023584135 0.0005562114

    0.00789606 0.0091999982 5.71254895 0.021846784 0.000477282

    0.003452805 0.0042755323 5.74545276 0.019042177 0.00036260450.000908682 0.0012934536 5.7773742 0.01573696 0.0002476519

    8.3322%009 1.270707926429%006 5.80837025 0.014793981 0.0002188619

    0.000742099 0.0003881992 5.83849304 0.01200396 0.0001440951

    0.003114435 0.0023243394 5.86779044 0.011272191 0.0001270623

    0.006462269 0.0054919634 5.89630648 0.007337276 5.38356257%005

    0.011470828 0.0100990399 5.92408174 0.006275723 3.93847013%005

    0.017671482 0.0159001145 5.95115081 0.005038824 2.53897480%005

    0.024712208 0.0226844204 5.97755438 0.002902301 8.42335204%006

    0.03277865 0.0304885486 6.00332165 0.000982616 9.65534904%007

    0.042278767 0.0394643478 6.02848256 0.000390961 1.52850667%0070.052427315 0.049210293 6.05306501 %0.000839378 7.04555903%007

    0 062613408 0 0594021283 6 07709499 0 003612761 0 000013052

    ln'y-ln'ybar) -ln'xbar)*(ln'y-ln'y

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    8/36

    0.074397047 0.0707459412 6.10059679 %0.004583053 2.10043731%005

    0.085978807 0.0823596719 6.12359313 %0.007116183 5.06400632%005

    0.099313764 0.0951512262 6.14610529 %0.007708916 5.94273870%005

    0.112744404 0.108304629 6.16815325 %0.009123405 8.32365269%005

    0.126450631 0.1218832292 6.18975576 %0.010901277 0.0001188378

    0.140423482 0.135860813 6.21092817 %0.012941441 0.0001674809

    0.155637822 0.1506922755 6.23169173 %0.01392662 0.0001939507

    0.170574319 0.1656246918 6.25205977 %0.015797815 0.000249571

    0.186656497 0.1813323987 6.27204707 %0.016753945 0.0002806947

    0.20389214 0.1978051135 6.29166761 %0.016867921 0.0002845267

    0.21893962 0.2134054387 6.3109346 %0.019769243 0.000390823

    0.237256617 0.230774517 6.32986056 %0.019515099 0.0003808391

    0.253915824 0.2475029021 6.34845735 %0.02130123 0.0004537424

    0.271050309 0.2646173219 6.36673623 %0.0228558 0.0005223876

    0.289119168 0.2823322838 6.38470789 %0.023754351 0.0005642692

    0.306228975 0.2997123609 6.40238055 %0.025745442 0.0006628278

    0.326081731 0.3185603887 6.41976776 %0.025476584 0.0006490563

    0.343854721 0.3365092912 6.43687676 %0.02722998 0.0007414718

    0.361823763 0.3546629385 6.45371632 %0.028942921 0.0008376927

    0.382448753 0.374219518 6.47029478 %0.028614855 0.00081881

    0.400065557 0.3923982425 6.48662012 %0.030857254 0.0009521701

    0.419652052 0.4116307438 6.50269996 %0.031638882 0.0010010189

    0.438606824 0.430636052 6.51854157 %0.033012077 0.0010897972

    0.457953325 0.4499104593 6.5341519 %0.034173901 0.0011678555

    0.478348646 0.4697705474 6.54953593 %0.034652888 0.0012008226

    0.498909943 0.4897798338 6.56470343 %0.035112339 0.0012328763

    0.518205118 0.5092293361 6.57965877 %0.036538608 0.0013350699

    0.538368355 0.5291625554 6.59440783 %0.037416431 0.0013999893

    0.558934238 0.5493468926 6.60895622 %0.038081657 0.0014502126

    0.578123854 0.5689037671 6.62330931 %0.039709236 0.0015768234

    0.5992101 0.5894388864 6.63747229 %0.040130156 0.0016104294

    0.618879961 0.609319092 6.65145013 %0.041505375 0.0017226961

    0.638933555 0.6294253835 6.66524609 %0.042657384 0.0018196524

    0.66113014 0.6506233854 6.67886781 %0.0425132 0.0018073722

    0.680365371 0.6703959278 6.69231818 %0.044220032 0.0019554112

    0.701355053 0.6910620315 6.70560146 %0.044876511 0.0020139012

    0.722198207 0.7116829965 6.71872175 %0.045643776 0.0020833543

    0.742804534 0.7322117772 6.73168299 %0.046566393 0.002168429

    0.763014642 0.7525672784 6.74448901 %0.047726406 0.0022778098

    0.783868043 0.7732597956 6.75714347 %0.048524735 0.0023546499

    0.804809576 0.7940135417 6.76964993 %0.049282617 0.0024287764

    0.825237529 0.8145284667 6.78201044 %0.050329074 0.0025330157

    0.847239516 0.8358350083 6.79423104 %0.050519378 0.0025522075

    0.86847182 0.8567738322 6.80631354 %0.051139675 0.0026152664

    0.888350877 0.8770552172 6.81826104 %0.052481857 0.0027543454

    0.908644906 0.8975497751 6.83007653 %0.053592339 0.0028721388

    0.931259332 0.9191971383 6.84176287 %0.053489571 0.0028611342

    0.952356027 0.9401008982 6.85332288 %0.054180061 0.002935479

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    9/36

    0.972975265 0.9607732469 6.86475924 %0.055108641 0.0030369623

    0.993382029 0.9813423782 6.87607334 %0.056132307 0.0031508359

    1.014398859 1.0022156376 6.88727021 %0.056840995 0.0032308987

    1.035364089 1.0230639375 6.89835104 %0.057567104 0.0033139714

    1.056151566 1.0438238047 6.90931822 %0.058370354 0.0034070982

    1.07773372 1.0649746858 6.92017405 %0.05877899 0.0034549697

    136.6843013 126.2028853519 582.325551 %1.7342%013 1.7382718115

    1.366843013 1.2620288535 5.82325551 %1.7342%015 0.0173827181

    6 7 8

    0 100 200 300 400 500 6000

    200

    400

    600

    800

    1000

    1200

    Chart Title

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    10/36

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    11/36

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    12/36

    00 800 900 1000

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    13/36

    No. x y

    1 1 2.714984 0

    2 2 2.429597 0.6931471806

    3 3 2.240912 1.0986122887

    4 4 2.051545 1.3862943611

    5 5 1.631695 1.6094379124

    6 6 1.587742 1.7917594692

    7 7 1.48354 1.9459101491

    8 8 1.45693 2.0794415417

    9 9 1.414332 2.1972245773

    10 10 1.46425 2.302585093

    11 11 1.367713 2.3978952728

    12 12 1.351799 2.4849066498

    13 13 1.210635 2.5649493575

    14 14 1.331779 2.6390573296

    15 15 1.326929 2.7080502011

    16 16 1.263458 2.7725887222

    17 17 1.166279 2.8332133441

    18 18 1.228939 2.8903717579

    19 19 1.137756 2.9444389792

    20 20 1.087664 2.9957322736

    21 21 1.053441 3.0445224377

    22 22 1.014831 3.0910424534

    23 23 1.029253 3.1354942159

    24 24 0.995069 3.178053830325 25 1.117022 3.2188758249

    26 26 1.010563 3.258096538

    27 27 0.943396 3.295836866

    28 28 1.005002 3.3322045102

    29 29 0.915283 3.36729583

    30 30 1.031923 3.4011973817

    31 31 0.872133 3.4339872045

    32 32 0.964909 3.4657359028

    33 33 0.869083 3.4965075615

    34 34 0.884254 3.526360524635 35 0.955646 3.5553480615

    36 36 0.896753 3.5835189385

    37 37 0.851862 3.6109179126

    38 38 0.978747 3.6375861597

    39 39 0.801378 3.6635616461

    40 40 0.88659 3.6888794541

    41 41 0.856537 3.7135720667

    42 42 0.790937 3.7376696183

    43 43 0.809017 3.7612001157

    44 44 0.870961 3.784189633945 45 0.813478 3.8066624898

    46 46 0 768091 3 8286413965

    ln'x

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    14/36

    47 47 0.769241 3.8501476017

    48 48 0.777897 3.8712010109

    49 49 0.783198 3.8918202981

    50 50 0.804985 3.9120230054

    51 51 0.744025 3.9318256327

    52 52 0.731475 3.9512437186

    53 53 0.781849 3.9702919136

    54 54 0.796137 3.9889840466

    55 55 0.850995 4.0073331852

    56 56 0.781471 4.0253516907

    57 57 0.705922 4.0430512678

    58 58 0.797109 4.0604430105

    59 59 0.838609 4.0775374439

    60 60 0.801312 4.0943445622

    61 61 0.749579 4.1108738642

    62 62 0.686223 4.127134385

    63 63 0.725704 4.1431347264

    64 64 0.737114 4.1588830834

    65 65 0.74882 4.1743872699

    66 66 0.793329 4.189654742

    67 67 0.744976 4.2046926194

    68 68 0.674705 4.2195077052

    69 69 0.689183 4.2341065046

    70 70 0.683737 4.248495242

    71 71 0.736062 4.262679877

    72 72 0.741674 4.276666119

    73 73 0.755646 4.2904594411

    74 74 0.705262 4.3040650932

    75 75 0.755773 4.3174881135

    76 76 0.715965 4.3307333403

    77 77 0.698079 4.3438054219

    78 78 0.710622 4.3567088267

    79 79 0.703204 4.3694478525

    80 80 0.695325 4.3820266347

    81 81 0.749377 4.3944491547

    82 82 0.750485 4.4067192473

    83 83 0.724753 4.4188406078

    84 84 0.674036 4.4308167988

    85 85 0.66562 4.4426512565

    86 86 0.733331 4.4543472963

    87 87 0.707731 4.4659081187

    88 88 0.67737 4.4773368145

    89 89 0.733825 4.4886363697

    90 90 0.687378 4.4998096703

    91 91 0.720413 4.5108595065

    92 92 0.601604 4.521788577

    93 93 0.726465 4.5325994932

    94 94 0.725429 4.5432947823

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    15/36

    95 95 0.672688 4.5538768916

    96 96 0.710423 4.5643481915

    97 97 0.685268 4.5747109785

    98 98 0.638891 4.5849674787

    99 99 0.701806 4.5951198501

    100 100 0.597781 4.605170186

    Sum 5050 94.234518 363.7393755556

    Mean (Bar) 50.5 0.94234518 3.6373937556

    n 100 i = +p:nen+ia ( i

    Sx 0.9280531851 2.9278076003

    Sy 0.3087117927 Bi = +p:nen+ia ( Bi

    r %0.9826421741 0.7211771151

    r$ 0.9655856422

    Sanar e*ia+i'Caping 0.057560905 y'Caping(i) = i ! Bi " #i

    B" %0.3268705199 = 2&9278 ! 0&7212

    " 1.0742538837

    +e(B1'Caping) 0.0233931883

    +e(B2'Caping) 0.0062335745

    (,iung) %52.7039496261

    (a-e) 2

    (,iung)"+e(B2'Caping) 0.0143746227

    (,iung)"+e(B1'Caping) 0.0539446921

    %0.3268705199 / 0.0143746227

    %0.3331040943 = B2'Cpg= %0.3206369454

    B1'Caping/2"+e(B1) 17.4493064346 / 0.0539446921

    1.0508606954 = B1'Cpg= 1.0976470719

    yCaping(i) = B1'Caping ! B2'Caping " #i

    = 10&98204 ! (%0&3633) #i

    ii,a ari niai Bi +

    +a,am er,aap ,ar

    ;1&3& arena apa

    ea, iea+an -a,

    ma+yaraa erari

    namun ia ,arga i

    er+e-u.

    B2'Caping/2"+e(B2)

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    16/36

    0.9987860602 0 0.997573594 %3.6373937556 1.1134889645 13.23063333

    0.8877254 0.480453014 0.7880563858 %2.944246575 1.0024283043 8.668587894

    0.8068829259 1.206948961 0.6510600561 %2.5387814669 0.9215858301 6.445411337

    0.7185931678 1.921812056 0.5163761409

    %2.2510993944 0.8332960721 5.0674484840.4896193518 2.590290394 0.2397271097 %2.0279558431 0.6043222561 4.112604902

    0.4623128811 3.210401996 0.2137332 %1.8456342863 0.5770157854 3.406365919

    0.3944311236 3.786566308 0.1555759113 %1.6914836065 0.5091340279 2.861116791

    0.3763314821 4.324077125 0.1416253844 %1.5579522139 0.4910343864 2.427215101

    0.3466573348 4.827795843 0.1201713078 %1.4401691782 0.4613602391 2.074087262

    0.381343166 5.30189811 0.1454226102 %1.3348086626 0.4960460703 1.781714166

    0.3131400019 5.749901739 0.0980566608 %1.2394984828 0.4278429061 1.536356489

    0.3014362979 6.174761058 0.0908638417 %1.1524871058 0.4161392022 1.328226529

    0.1911450153 6.578965206 0.0365364169 %1.0724443981 0.3058479196 1.150136987

    0.2865156424 6.964623589 0.0820912134 %0.9983364259 0.4012185467 0.996675619

    0.2828672498 7.333535892 0.080013881 %0.9293435545 0.3975701541 0.863679442

    0.2338524063 7.687248223 0.0546869479 %0.8648050333 0.3485553106 0.747887746

    0.1538183389 8.027097853 0.0236600814 %0.8041804115 0.2685212432 0.646706134

    0.2061511955 8.354248899 0.0424983154 %0.7470219977 0.3208540998 0.558041865

    0.1290579015 8.669720902 0.0166559419 %0.6929547764 0.2437608057 0.480186322

    0.0840322772 8.974411855 0.0070614236 %0.641661482 0.1987351815 0.411729457

    0.0520619489 9.269116874 0.0027104465 %0.5928713178 0.1667648532 0.3514964

    0.0147220962 9.554543448 0.0002167401 %0.5463513022 0.1294250004 0.298499745

    0.0288332964 9.831323978 0.000831359 %0.5018995396 0.1435362007 0.251903148

    -0.0049431975 10.10002615 2.4435201E-005 %0.4593399252 0.1097597068 0.2109931670.1106662155 10.36116158 0.0122470113 %0.4185179307 0.2253691198 0.175157258

    0.0105076013 10.61519305 0.0001104097 %0.3792972175 0.1252105056 0.143866379

    -0.0582691481 10.86254065 0.0033952936 %0.3415568896 0.0564337562 0.116661109

    0.0049895316 11.1035869 2.4895425E-005 %0.3051892454 0.1196924358 0.093140475

    -0.0885219719 11.33868121 0.0078361395 %0.2700979256 0.0261809324 0.072952889

    0.0314240519 11.56814363 0.000987471 %0.2361963739 0.1461269562 0.055788727

    -0.1368133438 11.79226812 0.018717891 %0.2034065511 %0.0221104395 0.041374225

    -0.0357214826 12.01132535 0.0012760243 %0.1716578528 0.0789814217 0.029466418

    -0.1403166462 12.22556513 0.0196887612 %0.1408861941 %0.0256137419 0.01984892

    -0.1230109273 12.43521855 0.0151316882 %0.1110332309 %0.008308023 0.012328378-0.0453677274 12.64049984 0.0020582307 %0.0820456941 0.0693351769 0.006731496

    -0.1089748172 12.84160798 0.0118755108 %0.0538748171 0.0057280871 0.002902496

    -0.1603307371 13.03872817 0.0257059453 %0.0264758429 %0.0456278328 0.00070097

    -0.0214820968 13.23203307 0.0004614805 0.0001924042 0.0932208075 0.000000037

    -0.2214225331 13.42168393 0.0490279382 0.0261678906 %0.1067196288 0.000684758

    -0.1203726358 13.60783163 0.0144895714 0.0514856986 %0.0056697315 0.002650777

    -0.1548577631 13.79061749 0.0239809268 0.0761783111 %0.0401548588 0.005803135

    -0.2345369604 13.97017418 0.0550075858 0.1002758627 %0.1198340561 0.010055249

    -0.2119353485 14.14662631 0.044916592 0.1238063601 %0.0972324443 0.015328015

    -0.1381580793 14.32009119 0.0190876549 0.1467958784 %0.023455175 0.02154903-0.2064363963 14.49067931 0.0426159857 0.1692687342 %0.091733492 0.028651904

    0 2638470633 14 65849494 0 0696152728 0 1912476409 0 149144159 0 03657566

    ln'y ln'x ln'y ln'x-ln'xbar ln'y-ln'ybar ln'x-ln'xbar)

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    17/36

    -0.2623509646 14.82363655 0.0688280286 0.2127538462 %0.1476480603 0.045264199

    -0.2511611543 14.98619727 0.0630819254 0.2338072554 %0.13645825 0.054665833

    -0.2443697414 15.14626523 0.0597165705 0.2544265426 %0.1296668371 0.064732866

    -0.2169316353 15.30392399 0.0470593344 0.2746292499 %0.102228731 0.075421225

    -0.2956806426 15.45925281 0.0874270424 0.2944318772 %0.1809777383 0.08669013

    -0.3126922355 15.61232692 0.0977764341 0.313849963 %0.1979893312 0.098501799

    -0.2460936517 15.76321788 0.0605620854 0.332898158 %0.1313907474 0.110821184

    -0.2279839974 15.91199372 0.0519767031 0.351590291 %0.1132810931 0.123615733

    -0.1613490259 16.05871926 0.0260335081 0.3699394297 %0.0466461216 0.136855182

    -0.2465772379 16.20345623 0.0608003343 0.3879579352 %0.1318743337 0.150511359

    -0.3482505292 16.34626355 0.1212784311 0.4056575123 %0.2335476249 0.164558017

    -0.2267638467 16.48719744 0.0514218422 0.423049255 %0.1120609424 0.178970672

    -0.1760107121 16.62631161 0.0309797708 0.4401436884 %0.0613078079 0.193726466

    -0.2215048946 16.76365739 0.0490644184 0.4569508067 %0.1068019904 0.20880404

    -0.2882435634 16.89928393 0.0830843518 0.4734801086 %0.1735406591 0.224183413

    -0.3765526312 17.03323823 0.1417918841 0.4897406295 %0.2618497269 0.239845884

    -0.3206130608 17.16556536 0.1027927348 0.5057409708 %0.2059101565 0.25577393

    -0.3050127176 17.2963085 0.0930327579 0.5214893278 %0.1903098133 0.271951119

    -0.2892566448 17.42550908 0.0836694065 0.5369935143 %0.1745537405 0.288362034

    -0.2315172632 17.55320686 0.0536002432 0.5522609865 %0.1168143589 0.304992197

    -0.2944032759 17.67944002 0.0866732889 0.5672988638 %0.1797003716 0.321828001

    -0.3934797207 17.80424527 0.1548262906 0.5821139496 %0.2787768164 0.33885665

    -0.3722484409 17.92765789 0.1385689018 0.596712749 %0.2575455366 0.356066105

    -0.3801819382 18.04971182 0.1445383062 0.6111014865 %0.2654790339 0.373445027

    -0.3064409247 18.17043973 0.0939060403 0.6252861215 %0.1917380204 0.390982734

    -0.2988454855 18.28987309 0.0893086242 0.6392723635 %0.1841425812 0.408669155

    -0.2801822664 18.40804222 0.0785021024 0.6530656856 %0.1654793622 0.42649479

    -0.349185914 18.52497633 0.1219308025 0.6666713376 %0.2344830097 0.444450672

    -0.2800142124 18.64070361 0.0784079592 0.680094358 %0.1653113082 0.462528336

    -0.3341239959 18.75525126 0.1116388446 0.6933395847 %0.2194210916 0.48071978

    -0.3594230021 18.86864554 0.1291848944 0.7064116663 %0.2447200978 0.499017442

    -0.3416146361 18.9809118 0.1167005596 0.7193150711 %0.2269117318 0.517414172

    -0.3521082443 19.09207454 0.1239802157 0.7320540969 %0.2374053401 0.535903201

    -0.3633759168 19.20215743 0.1320420569 0.7446328791 %0.2486730125 0.554478125

    -0.2885130843 19.31118337 0.0832397998 0.7570553991 %0.17381018 0.573132877

    -0.2870356148 19.41917452 0.0823894442 0.7693254917 %0.1723327105 0.591861712

    -0.3219243718 19.52615232 0.1036353012 0.7814468522 %0.2072214676 0.610659183

    -0.394471757 19.6321375 0.1556079671 0.7934230433 %0.2797688528 0.629520126

    -0.4070363418 19.73715019 0.1656785836 0.8052575009 %0.2923334376 0.648439643

    -0.3101581101 19.84120984 0.0961980533 0.8169535407 %0.1954552058 0.667413088

    -0.345691201 19.94433532 0.1195024064 0.8285143631 %0.2309882967 0.68643605

    -0.3895376266 20.04654495 0.1517395625 0.8399430589 %0.2748347223 0.705504342

    -0.3094846984 20.14785646 0.0957807786 0.8512426142 %0.1947817941 0.724613988

    -0.3748709197 20.24828707 0.1405282065 0.8624159148 %0.2601680155 0.74376121

    -0.3279306203 20.34785349 0.1075384917 0.873465751 %0.213227716 0.762942418

    -0.5081558574 20.44657194 0.2582223754 0.8843948215 %0.3934529532 0.7821542

    -0.3195649733 20.54445817 0.1021217722 0.8952057376 %0.204862069 0.801393313

    -0.320992075 20.64152748 0.1030359122 0.9059010267 %0.2062891707 0.82065667

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    18/36

    -0.3964736527 20.73779474 0.1571913573 0.916483136 %0.2817707484 0.839941339

    -0.3418947117 20.83327441 0.1168919939 0.9269544359 %0.2271918074 0.859244526

    -0.3779452764 20.92798054 0.1428426319 0.9373172229 %0.2632423721 0.878563576

    -0.4480214182 21.02192678 0.2007231912 0.9475737231 %0.3333185139 0.897895961

    -0.3540982664 21.11512644 0.1253855823 0.9577260946 %0.2393953621 0.917239272

    -0.5145308128 21.20759244 0.2647419574 0.9677764304 %0.3998279086 0.936591219

    %11.4702904 1408.3303 10.75066975 %3.996803%014 %3.4972025%015 85.26698873

    %0.1147029 14.083303 0.107506697 %3.286260%016 0 0.852669887

    " )

    " )

    #i

    a,am ini -er+ia een+i arena niai Bi1. au& ea+i+ia+ perminaan

    ga +a,am inea+i+ paa ,arga ;1&3%;3 namun ea+i+ paa ,arga ;0&5%

    ii,a paa renine -a,a rennya yaiu er-ua eaa+. +eperi yang

    a e+pea+i ma+yaraa er,aap +a,am er+e-u urang& an

    paa +a,am er+e-u ,anya ia ,arga +a,am er+e-u i-aa, ;1&3

    a+ ;1&3 maa ,anya -e-erapa ma+yaraa yang erari engan +,am

    0 0.5 1 1.5 2 2.5 3 3.5

    %0.6

    %0.4

    %0.2

    0

    0.2

    0.4

    0.6

    0.8

    1

    1.2

    Permintaan

    Harga Saham

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    19/36

    Y'Caping Y-Y'Caping (Y-Y'Caping)

    1.239857674 %4.0501978062 1.07425388 %0.075467823 0.0056953924

    1.004862505 %2.9513961015 0.8476845 0.040040896 0.0016032733

    0.849320442 %2.3397050257 0.71514991 0.091733012 0.0084149455

    0.694382344 %1.8758322833 0.62111513 0.097478043 0.00950196880.365205389 %1.2255388504 0.54817608 %0.058556725 0.00342889

    0.332947217 %1.0649601173 0.48858053 %0.026267653 0.0006899896

    0.259217458 %0.8611918617 0.43819322 %0.043762098 0.0019151212

    0.241114769 %0.7650081094 0.39454575 %0.018214264 0.0003317594

    0.21285327 %0.6644367964 0.35604594 %0.009388609 0.000088146

    0.246061704 %0.6621265916 0.3216067 0.059736469 0.0035684457

    0.183049552 %0.530310633 0.29045261 0.022687393 0.0005147178

    0.173171836 %0.4795950647 0.26201116 0.039425143 0.0015543419

    0.09354295 %0.3280048881 0.23584755 %0.044702538 0.0019983169

    0.160976322 %0.4005510899 0.21162384 0.0748918 0.00560878170.158062027 %0.3694792601 0.18907211 0.093795143 0.0087975289

    0.121490805 %0.301432387 0.16797637 0.06587604 0.0043396526

    0.072103658 %0.2159395238 0.14815996 0.005658374 3.20171961%005

    0.102947353 %0.2396850706 0.12947656 0.076674631 0.005878999

    0.05941933 %0.1689152146 0.11180358 0.017254318 0.0002977115

    0.039495672 %0.1275207111 0.09503732 %0.011005041 0.0001211109

    0.027810516 %0.0988700983 0.07908925 %0.027027303 0.0007304751

    0.016750831 %0.0707115175 0.06388323 %0.049161134 0.0024168171

    0.020602641 %0.072040753 0.04935326 %0.020519963 0.0004210689

    0.012047193 %0.0504170155 0.03544178 %0.040384973 0.00163094610.05079124 %0.0943210177 0.02209827 0.088567946 0.0078442811

    0.015677671 %0.0474919964 0.00927817 0.001229427 1.51149045%006

    0.003184769 %0.0192753382 %0.00305803 %0.055211122 0.003048268

    0.014326279 %0.0365288442 %0.01494554 0.019935069 0.000397407

    0.000685441 %0.0070714155 %0.02641585 %0.062106117 0.0038571698

    0.021353087 %0.0345146572 %0.03749727 0.068921325 0.004750149

    0.000488872 0.0044974082 %0.0482153 %0.088598045 0.0078496135

    0.006238065 %0.0135577813 %0.05859301 0.02287153 0.0005231069

    0.000656064 0.0036086226 %0.06865136 %0.071665285 0.0051359131

    6.9023%005 0.0009224666 %0.07840941 %0.044601513 0.0019892950.004807367 %0.0056886527 %0.08788459 0.042516858 0.0018076832

    0.000032811 %0.0003085996 %0.09709281 %0.011882002 0.000141182

    0.002081899 0.0012080353 %0.10604873 %0.054282005 0.0029465361

    0.008690119 1.793607215639%005 %0.1147658 0.093283699 0.0087018484

    0.011389079 %0.0027926276 %0.12325642 %0.098166117 0.0096365865

    3.2146%005 %0.0002919101 %0.13153206 0.011159426 0.0001245328

    0.001612413 %0.0030589293 %0.13960335 %0.015254415 0.0002326972

    0.014360201 %0.0120164634 %0.14748013 %0.087056833 0.0075788921

    0.009454148 %0.012037995 %0.15517155 %0.056763795 0.0032221284

    0.000550145 %0.003443123 %0.16268615 0.02452807 0.00060162620.008415034 %0.0155276121 %0.17003186 %0.036404533 0.00132529

    0 02224398 0 0285234686 0 17721612 0 086630943 0 0075049203

    ln'y-ln'ybar) -ln'xbar)*(ln'y-ln'y

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    20/36

    0.02179995 %0.0314126927 %0.18424586 %0.0781051 0.0061004066

    0.018620854 %0.0319049289 %0.1911276 %0.060033551 0.0036040272

    0.016813489 %0.0329906851 %0.19786744 %0.046502301 0.002162464

    0.010450713 %0.0280749997 %0.20447111 %0.012460525 0.0001552647

    0.032752942 %0.0532856152 %0.21094401 %0.084736638 0.0071802977

    0.039199775 %0.0621389443 %0.2172912 %0.095401031 0.0091013566

    0.017263529 %0.0437397378 %0.2235175 %0.022576153 0.0005096827

    0.012832606 %0.0398285325 %0.22962741 0.001643408 2.70079017%006

    0.002175861 %0.0172562396 %0.2356252 0.074276172 0.0055169497

    0.01739084 %0.0511616942 %0.24151492 %0.005062322 2.56271009%005

    0.054544493 %0.0947403485 %0.24730039 %0.100950143 0.0101909314

    0.012557655 %0.0474072982 %0.25298523 0.026221388 0.0006875612

    0.003758647 %0.0269842447 %0.2585729 0.082562188 0.006816515

    0.011406665 %0.0488032557 %0.26406665 0.042561757 0.0018115032

    0.03011636 %0.0821680501 %0.26946959 %0.01877397 0.0003524619

    0.068565279 %0.1282384501 %0.27478468 %0.101767953 0.0103567162

    0.042398993 %0.1041372025 %0.28001472 %0.040598342 0.0016482254

    0.036217825 %0.0992445366 %0.28516239 %0.019850326 0.0003940354

    0.030469008 %0.0937342266 %0.29023025 0.000973609 9.47913931%007

    0.013645594 %0.0645120131 %0.29522074 0.063703477 0.004058133

    0.032292224 %0.1019438166 %0.30013618 0.005732903 3.28661762%005

    0.077716513 %0.1622798737 %0.30497879 %0.088500927 0.0078324141

    0.066329703 %0.1536807052 %0.30975071 %0.06249773 0.0039059663

    0.070479117 %0.1622346323 %0.31445396 %0.065727973 0.0043201665

    0.036763468 %0.1198911231 %0.3190905 0.012649579 0.0001600119

    0.03390849 %0.1177172631 %0.32366219 0.024816709 0.000615869

    0.027383419 %0.1080688931 %0.32817082 0.047988558 0.0023029017

    0.054982282 %0.1563231017 %0.33261811 %0.016567803 0.0002744921

    0.027327829 %0.112427288 %0.3370057 0.056991488 0.0032480297

    0.048145615 %0.1521333285 %0.34133517 0.007211179 5.20011012%005

    0.059887926 %0.1728731321 %0.34560805 %0.013814949 0.0001908528

    0.051488934 %0.1632210285 %0.3498258 0.008211159 6.74231391%005

    0.056361295 %0.1737935518 %0.35398981 0.001881563 3.54028000%006

    0.061838267 %0.1851701013 %0.35810144 %0.005274476 2.78200994%005

    0.030209979 %0.1315839352 %0.362162 0.073648912 0.0054241622

    0.029698563 %0.1325799472 %0.36617273 0.079137113 0.0062626826

    0.042940737 %0.1619325635 %0.37013484 0.048210471 0.0023242495

    0.078270611 %0.2219750546 %0.37404951 %0.02042225 0.0004170683

    0.085458839 %0.2354036934 %0.37791784 %0.0291185 0.000847887

    0.038202737 %0.1596778225 %0.38174093 0.071582823 0.0051241005

    0.053355593 %0.1913771215 %0.38551982 0.039828624 0.0015863193

    0.075534125 %0.2308455173 %0.38925553 %0.000282098 7.95792422%008

    0.037939947 %0.1658065636 %0.39294902 0.083464322 0.006966293

    0.067687396 %0.224373037 %0.39660124 0.021730323 0.0004722069

    0.045466059 %0.1862471071 %0.40021311 0.072282488 0.0052247581

    0.154805226 %0.3479677543 %0.4037855 %0.104370358 0.0108931716

    0.041968467 %0.1833936996 %0.40731927 0.087754296 0.0077008164

    0.042555222 %0.1868775715 %0.41081524 0.089823169 0.0080682017

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    21/36

    0.079394755 %0.2582381391 %0.41427422 0.017800571 0.0003168603

    0.051616117 %0.2105964537 %0.41769698 0.075802271 0.0057459843

    0.069296546 %0.2467416092 %0.42108427 0.043138996 0.001860973

    0.111101232 %0.3158438652 %0.42443682 %0.023584598 0.0005562333

    0.057310139 %0.2292751852 %0.42775533 0.073657064 0.0054253631

    0.159862356 %0.3869440261 %0.43104049 %0.083490324 0.0069706341

    9.434994123 %27.8712649358 %11.4702904 %9.7145%015 0.3246992632

    0.094349941 %0.2787126494 %0.1147029 %9.8810%017 0.0032469926

    4 4.5 5

    0 20 40

    0

    0.5

    1

    1.5

    2

    2.5

    3

    Harga Saham

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    22/36

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    23/36

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    24/36

    60 80 100 120

    Permintaan

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    25/36

    S ?

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    26/36

    22 1.1813719608 %0.1521189608 %0.7437541305

    23 1.1721958099 %0.1771268099 %0.8660248259

    24 1.1630196591 %0.0459976591 %0.2248960206

    25 1.1538435082 %0.1432805082 %0.7005403488

    26 1.1446673574 %0.2012713574 %0.9840745867

    27 1.1354912066 %0.1304892066 %0.6379999304

    28 1.1263150557 %0.2110320557 %1.031797498129 1.1171389049 %0.0852159049 %0.4166455052

    30 1.1079627541 %0.2358297541 %1.1530407046

    31 1.0987866032 %0.1338776032 %0.6545667936

    32 1.0896104524 %0.2205274524 %1.0782232721

    33 1.0804343016 %0.1961803016 %0.9591829243

    34 1.0712581507 %0.1156121507 %0.5652616493

    35 1.0620819999 %0.1653289999 %0.808341879

    36 1.0529058491 %0.2010438491 %0.9829622317

    37 1.0437296982 %0.0649826982 %0.3177194347

    38 1.0345535474 %0.2331755474 %1.140063511139 1.0253773966 %0.1387873966 %0.6785722105

    40 1.0162012457 %0.1596642457 %0.7806452375

    41 1.0070250949 %0.2160880949 %1.0565179536

    42 0.9978489441 %0.1888319441 %0.9232546532

    43 0.9886727932 %0.1177117932 %0.5755274161

    44 0.9794966424 %0.1660186424 %0.811713743

    45 0.9703204915 %0.2022294915 %0.9887591849

    46 0.9611443407 %0.1919033407 %0.9382716106

    47 0.9519681899 %0.1740711899 %0.851085005

    48 0.942792039 %0.159594039 %0.7803019765

    49 0.9336158882 %0.1286308882 %0.6289140679

    50 0.9244397374 %0.1804147374 %0.8821004657

    51 0.9152635865 %0.1837885865 %0.898596202

    52 0.9060874357 %0.1242384357 %0.6074380818

    53 0.8969112849 %0.1007742849 %0.4927149794

    54 0.887735134 %0.036740134 %0.1796332706

    55 0.8785589832 %0.0970879832 %0.4746915714

    56 0.8693828324 %0.1634608324 %0.799207861

    57 0.8602066815 %0.0630976815 %0.3085030362

    58 0.8510305307 %0.0124215307 %0.0607324999

    59 0.8418543799 %0.0405423799 %0.1982235635

    60 0.832678229 %0.083099229 %0.4062964572

    61 0.8235020782 %0.1372790782 %0.6711976004

    62 0.8143259274 %0.0886219274 %0.4332985461

    63 0.8051497765 %0.0680357765 %0.3326468282

    64 0.7959736257 %0.0471536257 %0.2305478798

    65 0.7867974749 0.0065315251 0.0319345385

    66 0.777621324 %0.032645324 %0.1596125457

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    27/36

    67 0.7684451732 %0.0937401732 %0.4583231482

    68 0.7592690223 %0.0700860223 %0.3426710803

    69 0.7500928715 %0.0663558715 %0.3244332809

    70 0.7409167207 %0.0048547207 %0.0237361506

    71 0.7317405698 0.0099334302 0.048567448

    72 0.722564419 0.033081581 0.1617455338

    73 0.7133882682 %0.0081262682 %0.03973170474 0.7042121173 0.0515608827 0.2520962493

    75 0.6950359665 0.0209290335 0.1023281715

    76 0.6858598157 0.0122191843 0.0597431693

    77 0.6766836648 0.0339383352 0.1659344558

    78 0.667507514 0.035696486 0.1745305699

    79 0.6583313632 0.0369936368 0.18087272

    80 0.6491552123 0.1002217877 0.4900136589

    81 0.6399790615 0.1105059385 0.5402958829

    82 0.6308029107 0.0939500893 0.4593494898

    83 0.6216267598 0.0524092402 0.256244117584 0.612450609 0.053169391 0.2599607175

    85 0.6032744582 0.1300565418 0.6358845059

    86 0.5940983073 0.1136326927 0.5555834994

    87 0.5849221565 0.0924478435 0.4520045702

    88 0.5757460056 0.1580789944 0.7728944795

    89 0.5665698548 0.1208081452 0.5906663873

    90 0.557393704 0.163019296 0.7970490606

    91 0.5482175531 0.0533864469 0.2610219671

    92 0.5390414023 0.1874235977 0.9163688356

    93 0.5298652515 0.1955637485 0.956168416

    94 0.5206891006 0.1519988994 0.7431671152

    95 0.5115129498 0.1989100502 0.9725294644

    96 0.502336799 0.182931201 0.8944041932

    97 0.4931606481 0.1457303519 0.7125183514

    98 0.4839844973 0.2178215027 1.0649930919

    99 0.4748083465 0.1229726535 0.6012493022

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    28/36

    ! Signi"cance !

    161.07897305 2.4866529462852%022

    P#vaue $o%er 9&' ())er 9&' $o%er 9&,*' ())er 9&,*'

    1.80975%054 1.3085342571 1.4763126028 1.3085342571 1.47631260282.48665%022 %0.010611115 %0.0077411867 %0.010611115 %0.0077411867

    A?BBEFE@> ?

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    29/36

    21.7171717172 0.710622

    22.7272727273 0.715965

    23.7373737374 0.720413

    24.7474747475 0.724753

    25.7575757576 0.725429

    26.7676767677 0.725704

    27.7777777778 0.72646528.7878787879 0.731475

    29.797979798 0.733331

    30.8080808081 0.733825

    31.8181818182 0.736062

    32.8282828283 0.737114

    33.8383838384 0.741674

    34.8484848485 0.744025

    35.8585858586 0.744976

    36.8686868687 0.74882

    37.8787878788 0.74937738.8888888889 0.749579

    39.898989899 0.750485

    40.9090909091 0.755646

    41.9191919192 0.755773

    42.9292929293 0.768091

    43.9393939394 0.769241

    44.9494949495 0.777897

    45.9595959596 0.781471

    46.9696969697 0.781849

    47.9797979798 0.783198

    48.9898989899 0.790937

    50 0.793329

    51.0101010101 0.796137

    52.0202020202 0.797109

    53.0303030303 0.801312

    54.0404040404 0.801378

    55.0505050505 0.804985

    56.0606060606 0.809017

    57.0707070707 0.813478

    58.0808080808 0.838609

    59.0909090909 0.850995

    60.101010101 0.851862

    61.1111111111 0.856537

    62.1212121212 0.869083

    63.1313131313 0.870961

    64.1414141414 0.872133

    65.1515151515 0.884254

    66.1616161616 0.88659

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    30/36

    67.1717171717 0.896753

    68.1818181818 0.915283

    69.1919191919 0.943396

    70.202020202 0.955646

    71.2121212121 0.964909

    72.2222222222 0.978747

    73.2323232323 0.99506974.2424242424 1.005002

    75.2525252525 1.010563

    76.2626262626 1.014831

    77.2727272727 1.029253

    78.2828282828 1.031923

    79.2929292929 1.053441

    80.303030303 1.087664

    81.3131313131 1.117022

    82.3232323232 1.137756

    83.3333333333 1.16627984.3434343434 1.210635

    85.3535353535 1.228939

    86.3636363636 1.263458

    87.3737373737 1.326929

    88.3838383838 1.331779

    89.3939393939 1.351799

    90.404040404 1.367713

    91.4141414141 1.414332

    92.4242424242 1.45693

    93.4343434343 1.46425

    94.4444444444 1.48354

    95.4545454545 1.587742

    96.4646464646 1.631695

    97.4747474747 2.051545

    98.4848484848 2.240912

    99.4949494949 2.429597

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    31/36

    40 60 80 100 120

    e"id#al Plot

    0 20 40 60 80 100

    0

    2

    4 $ine %it

    &+

    0 20 40 60 80 100 1

    0

    2

    4

    Normal Probability Plot

    Sample Per,entile

    &+

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    32/36

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    33/36

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    34/36

    120

    lot

    C:umn

    Areie 2&714984

    0

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    35/36

  • 7/25/2019 Ekonometrika - Yoga Sanjaya (Tugas Kelas 03 Juni 2016)

    36/36