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Lampiran 3 Data Hasil Transformasi Akar Kuadrat

a. Data Kelembaban Udara hasil Transformasi Akar Kuadrat


SQRT
No

Xt

9.3808
3
9.3808
3
9.0553
8
8.9442
7

2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19

9
8.9442
7
8.8881
9
8.7177
9
9
8.8881
9
8.9442
7
9.1651
5
9.2195
4
9.2736
1
9.2195
4
9
9.0553
8
8.8881
9
9

N
o
3
3
3
4
3
5
3
6
3
7
3
8
3
9
4
0
4
1
4
2
4
3
4
4
4
5
4
6
4
7
4
8
4
9
5
0
5
1

SQRT

SQRT
No

Xt
8.77496
9.05538
9.05538
9.16515
9.32737
9.27361
9.11043
9
9
9
8.83176
8.77496
8.66025
8.71779
8.83176
9.05538
9.05538
9.27361
9.11043

65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83

80

SQRT
No

Xt
9
9.05538
8.94427
8.83176
8.77496
9
9.27361
9.11043
9.21954
9.27361
9
8.88819
9.05538
8.94427
8.71779
8.60232
9.05538
8.88819
8.77496

97
98
99
10
0
10
1
10
2
10
3
10
4
10
5
10
6
10
7
10
8
10
9
11
0
11
1
11
2
11
3
11
4
11
5

Xt
9.2195
4
9.1104
3
9.1651
5
9.2736
1
9.0553
8
8.9442
7
8.8881
9
8.6602
5
8.7749
6
8.9442
7
9.2195
4
9.2195
4
9.2195
4
9.1651
5
9.1651
5
8.8881
9
9.1104
3
9
9

20
21
22
23
24
25
26
27
28
29
30
31
32

8.7749
6
8.7177
9
8.8317
6
9.1104
3
9.2195
4
9.1104
3
9.1651
5
9.2736
1
9
8.7749
6
9.0553
8
8.9442
7
8.8881
9

5
2
5
3
5
4
5
5
5
6
5
7
5
8
5
9
6
0
6
1
6
2
6
3
6
4

9.16515
9
9.16515
9.05538
8.83176
8.77496
8.77496
9.05538
9.16515
9.11043
9.21954
9.27361
9

84
85
86
87
88
89
90
91

8.94427
9.21954
9.27361
9.11043
9.16515
9.32737
9.21954
9.16515

92
93
94
95
96

9
9.21954

11
6
11
7
11
8
11
9
12
0
12
1
12
2
12
3
12
4
12
5

8.7749
6
8.8317
6
8.8317
6
9.0553
8
9.1651
5
9.2195
4
9.2736
1
9.1651
5
9.0553
8
9.1104
3

9.16515
9.05538
9.16515

b. Data Curah Hujan hasil Transformasi Akar Kuadrat


SQRT
No
1
2
3
4
5
6
7
8
9
10
11

Yt
19.87461
17.17556
11.31370
11.87434
12.52996
7.68114
4.12310
3
9.69535
3.74165
15.87450

SQRT
No
33
34
35
36
37
38
39
40
41
42
43

Yt
8.71779
9.74679
15.71623
18.92088
16.76305
12.64911
16.52271
11.95826
13.92838
4.58257
3.46410

SQRT
No
65
66
67
68
69
70
71
72
73
74
75

81

Yt
10.53565
6.63324
0
2
6.40312
12.12435
21.18962
11.57583
21.26029
15.74801
16.09347

SQRT
No
97
98
99
100
101
102
103
104
105
106
107

Yt
11.76860
9.35948
12.80624
15.18222
14.83913
3.11448
0
1.48323
0.70710
12.10784
18.84940

12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32

18.52025
8.54400
16.85229
13.49073
16.21727
8.36660
1.41421
1.73205
0
11.53256
4.12310
13.67479
18.05547
7.48331
13.52774
16
16
2.23606
7
5
4.58257

44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64

1.41421
0
6.85565
12.36931
18.73499
10.58304
13.52774
15.09966
16.34013
10.39230
9.21954
3.31662
0
1.73205
3.16227
15.55634
19.72308
12.60952
15.16575
14.38749
14.31782

76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96

10.77032
13.71130
6.08276
3.74165
0
10.34408
7.21110
9.94987
12.80624
12.35718
10.45944
26.94809
14.68332
16.16168
15.33297
12.94604
6.30079
21.93399
20.01999
17.27715
15.15255

108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125

18.58224
21.85863
17.89972
18.12456
13.73681
14.22673
2.32379
2.44948
0
0
9
14.32480
17.93042
20.58640
14.70374
12.70826
14.55678
13.41268

Lampiran 4 Data Hasil Transformasi Akar Kuadrat, Pembedaan Orde-1 dan Orde12
a. Data Kelembaban Udara Hasil Transformasi Akar Kuadrat, Pembedaan Orde-1 dan
Orde-12

No

1
2
3
4
5
6

d1d12
SQRT

Xt
0.05407
0.27137
0.10843
0.00034
0.11146
0.16788

No

29
30
31
32
33
34

d1d12
SQRT

Xt
-0.28042
-0.05713
-0.00072
-0.00148
-0.22288
0.11396

No

57
58
59
60
61
62

82

d1d12
SQRT

Xt
0.22503
-0.0068
0.27295
0.16382
0.05504
-

No

85
86
87
88
89
90

d1d12
SQRT

Xt
0.16318
0.21790
0.05374
0.38046
0.00328
-

0.32769
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28

0.05464
0.33937
0.22576
0.22259
0.11177
-0.1635
0.00064
0.16254
0.05407
0.28042
0.44761
0.22292
0.16895
0.05606
0.16645
0.27867
0.00065
0.27133
0.10848
0.27165
0.16318
0.22503

35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56

0.11385
-0.16223
0.27199
0
0.16515
-0.16515
0.16515
0.05847
-0.16683
0.05791
-0.05754
0.16645
-0.11386
-0.05472
-0.10912
0.21725
-0.32834
0.16515
-0.10977
-0.00135
0.11111
0

63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84

83

0.16181
0.16719
-0.1665
0.11536
0.00296
0.50985
0.39223
0.38685
0.33249
0.16616
0
0.11043
0.16652
0.00496
0.00327
0.17208
0.04968
0.23352
0.11279
0.00346
0.05954
0.22088

91
92
93
94
95
96
97
98
99
10
0
10
1
10
2
10
3
10
4
10
5
10
6
10
7
10
8
10
9
11
0
11
1
11
2

0.00168
0.06279
0.10483
0.22370
0.38503
0.10977
0.05439
0.05471
0.05472
0.38542
0.44047
0.00068
0.05607
0.00290
0.05791
0.16931
0.05165
0.10976
0.05439
0.10846
0.10847
0.16719
0.16719

b. Data Curah Hujan Hasil TransformasiAkar Kuadrat, Pembedaan Orde-1 dan Orde12
No

d1d12
SQRT

Yt

d1d12
SQRT
No

Yt

d1d12
SQRT
No

11.0073
4

29

-14.1097

57

2.50029

30

0.88152

58

2.16590

31

-1.63246

59

-8.5063
2.10357

32

-5.54944

60

33

5.82665

61

3.87587
0.60895

34

-0.45578

62

35

3.16102

63

4.83720
1.45575
2.58116

36

-5.99416

64

37

7.05868

65

38

-2.30168

66

1.73492
-0.5959
2.26386

39
40

5.80491
-7.91796

67
68

41

8.17305

69

5.83381
2.72654
5.91326
11.7163
2
-

42

-4.78445

70

43

-1.26674

71

44

3.14626

45
46

-5.42543
6.88040

5
6
7
8
9
10
11
12
13
14
15
16
17
18

Yt

d1d12
SQRT
No

Yt
0.51138
13.0419
14.6407
5
1.82145
10.8959
0.72755

4.29101
3.32881
13.7805
16.7980
2
8.06851

85

1.12371
5.25347

90

6.72314
3.72614

92
93

8.12848
16.4093
13.3147
4

94

9.48439

95
96

1.85744
6.66034

97

-1.5498
3.22191
6.76374

72

4.29214
5.74166
5.94095
8.85421
6.32649
12.4701
6
10.1335

73
74

3.61453
16.1431

84

86
87
88
89

91

98
99
10
0
10
1
10

0.83301
0.17829
3.24018

2.31784
19
20
21
22
23
24
25
26
27
28

9
6.94163
1.46262

1.31462
7.39734

47

-2.19894

75

48

1.03842

76

8.43845
3.58225
1.17602

49

-0.38851

77

50

-2.35018

78

51

-1.31014

79

6.79983
0.04582
2.90359

8.41432
10.1584

52

2.16566

80

5.28911

53

-2.72964

81

1.40135
4.56445
15.7340
6

54

-0.73033

82

55

5.31662

83

56

2.67107

84

1.21897
5.48161
4.98097
2.93489

2
10
3
10
4
10
5
10
6
10
7
10
8
10
9
11
0
11
1
11
2

3.93273
0.77613
2.40074
1.41675
3.87277
-0.6204
1.92375
2.22032
6.23627
1.63403

12
Lampiran 5 Nilai Autokorelasi Residual Model ARIMA ( 2,1,0 ) (2,1,0)

85

Lag
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30

Box-Ljung Statistic
Value
df
Sig.b
0.832
1
0.362
0.947
2
0.623
5.038
3
0.169
7.616
4
0.107
9.676
5
0.085
9.801
6
0.133
9.801
7
0.200
12.980
8
0.113
18.592
9
0.029
21.069
10
0.021
21.166
11
0.032
21.564
12
0.043
21.565
13
0.062
22.072
14
0.077
22.396
15
0.098
22.397
16
0.131
24.839
17
0.098
24.958
18
0.126
26.022
19
0.130
27.562
20
0.120
28.580
21
0.124
31.043
22
0.095
31.233
23
0.117
31.468
24
0.141
33.963
25
0.109
34.446
26
0.124
37.249
27
0.091
38.403
28
0.091
40.611
29
0.074
40.827
30
0.090

Autocorrelatio
n
Std. Errora
-0.085
0.093
-0.032
0.093
-0.187
0.092
0.148
0.092
-0.131
0.092
-0.032
0.091
0.002
0.091
0.161
0.090
-0.213
0.090
-0.141
0.089
0.028
0.089
-0.056
0.088
-0.003
0.088
-0.062
0.088
0.050
0.087
0.002
0.087
-0.135
0.086
-0.030
0.086
0.088
0.085
0.105
0.085
-0.085
0.084
0.132
0.084
-0.036
0.083
0.040
0.083
-0.130
0.083
0.057
0.082
0.137
0.082
-0.087
0.081
0.120
0.081
0.037
0.080

Lampiran 6 Beberapa Kemungkinan Model ARIMA Deret Input (Hasil Tansformasi


Logaritma Natural, Pembedaan Orde-1 dan Orde-12)
12
1. ARIMA (0,1,1)(0,1,1)

Final Estimates of Parameters


Type

Coef

SE Coef

86

MA
SMA

1
12

0.6317
0.8372

0.0729
0.0740

8.67
11.32

0.000
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 1.71641 (backforecasts excluded)
MS = 0.01560 DF = 110
12
2. ARIMA (0,1,2)(0,1,1)

Final Estimates of Parameters


Type
MA
1
MA
2
SMA 12

Coef
0.6635
0.3493
0.8942

SE Coef
0.0104
0.0232
0.0683

T
63.84
15.08
13.10

P
0.000
0.000
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 1.45228 (backforecasts excluded)
MS = 0.01332 DF = 109
12

3. ARIMA ( 1,1,0 ) ( 0,1,1 )

Final Estimates of Parameters


Type
AR
1
SMA 12

Coef
-0.2911
0.8884

SE Coef
0.0912
0.0704

T
-3.19
12.62

P
0.002
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 1.89458 (backforecasts excluded)
MS = 0.01722 DF = 110

12

4. ARIMA (1,1,1)(0,1,1)

Final Estimates of Parameters


Type
AR
1

Coef
0.2567

SE Coef
0.1255

T
2.05

P
0.043

87

MA
SMA

1
12

0.8256
0.8049

0.0728
0.0789

11.34
10.21

0.000
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 1.69210 (backforecasts excluded)
MS = 0.01552 DF = 109
12
5. ARIMA (1,1,2)(0,1,1)

Final Estimates of Parameters


Type
AR
MA
MA
SMA

1
1
2
12

Coef
-0.0050
0.6398
0.4028
0.8763

SE Coef
0.1037
0.0139
0.0638
0.0765

T
-0.05
45.96
6.32
11.45

P
0.961
0.000
0.000
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 1.40138 (backforecasts excluded)
MS = 0.01298 DF = 108
12
6. ARIMA (2,1,0)(0,1,1)

Final Estimates of Parameters


Type
AR
1
AR
2
SMA 12

Coef
-0.4041
-0.3858
0.8688

SE Coef
0.0891
0.0887
0.0710

T
-4.54
-4.35
12.23

P
0.000
0.000
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 1.64850 (backforecasts excluded)
MS = 0.01512 DF = 109
12
7. ARIMA (2,1,1)(0,1,1)

Final Estimates of Parameters


Type
AR
AR
MA
SMA

1
2
1
12

Coef
-0.0762
-0.3156
0.4091
0.8455

SE Coef
0.1851
0.1179
0.1844
0.0763

T
-0.41
-2.68
2.22
11.08

P
0.681
0.009
0.029
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 1.60627 (backforecasts excluded)
MS = 0.01487 DF = 108
12
8. ARIMA (2,1,2)(0,1,1)

88

Final Estimates of Parameters


Type
AR
AR
MA
MA
SMA

1
2
1
2
12

Coef
-0.0323
-0.2827
0.4669
0.0214
0.8681

SE Coef
0.4087
0.1730
0.4163
0.3339
0.0753

T
-0.08
-1.63
1.12
0.06
11.53

P
0.937
0.105
0.265
0.949
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 1.57091 (backforecasts excluded)
MS = 0.01468 DF = 107
12
9. ARIMA (0,1,1)(1,1,0)

Final Estimates of Parameters


Type
SAR 12
MA
1

Coef
-0.4238
0.6540

SE Coef
0.0886
0.0724

T
-4.79
9.04

P
0.000
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 2.66133 (backforecasts excluded)
MS = 0.02419 DF = 110
12

10. ARIMA (0,1,2)(1,1,0)

Final Estimates of Parameters


Type
SAR 12
MA
1
MA
2

Coef
-0.4635
0.5590
0.4328

SE Coef
0.0865
0.0886
0.0883

T
-5.36
6.31
4.90

P
0.000
0.000
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 2.27213 (backforecasts excluded)
MS = 0.02085 DF = 109
12

11. ARIMA (1,1,0)(1,1,0)

Final Estimates of Parameters


Type
AR
1
SAR 12

Coef
-0.2642
-0.3806

SE Coef
0.0938
0.0912

T
-2.82
-4.17

P
0.006
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 3.10558 (backforecasts excluded)
MS = 0.02823 DF = 110

89

12
12. ARIMA (1,1,1)(1,1,0)

Final Estimates of Parameters


Type
AR
1
SAR 12
MA
1

Coef
0.3730
-0.4333
0.9638

SE Coef
0.0893
0.0870
0.0137

T
4.18
-4.98
70.33

P
0.000
0.000
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 2.39276 (backforecasts excluded)
MS = 0.02195 DF = 109

13. ARIMA ( 1,1,2 )( 1,1,0 )

12

Final Estimates of Parameters


Type
Coef SE Coef
T
AR
1
0.0764
0.1784
0.43
SAR 12 -0.4546
0.0872 -5.22
MA
1
0.6031
0.1559
3.87
MA
2
0.3511
0.1606
2.19

P
0.669
0.000
0.000
0.031

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 2.34549 (backforecasts excluded)
MS = 0.02172 DF = 108
12
14. ARIMA ( 2,1,0 ) (1,1,0 )

Final Estimates of Parameters


Type
AR
1
AR
2
SAR 12

Coef
-0.3854
-0.4587
-0.4519

SE Coef
0.0861
0.0852
0.0899

T
-4.48
-5.38
-5.02

P
0.000
0.000
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 2.46138 (backforecasts excluded)
MS = 0.02258 DF = 109
12
15. ARIMA (2,1,1)(1,1,0)

Final Estimates of Parameters


Type
AR
1
AR
2

Coef
-0.1458
-0.4030

SE Coef
0.1725
0.1056

T
-0.85
-3.82

P
0.400
0.000

90

SAR
MA

12
1

-0.4644
0.3104

0.0909
0.1839

-5.11
1.69

0.000
0.094

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 2.39628 (backforecasts excluded)
MS = 0.02219 DF = 108

16. ARIMA ( 2,1,2 )( 1,1,0 )

12

Final Estimates of Parameters


Type
AR
AR
SAR
MA
MA

1
2
12
1
2

Coef
-0.0495
-0.5531
-0.4497
0.3815
-0.2271

SE Coef
0.2192
0.1369
0.0935
0.2478
0.2085

T
-0.23
-4.04
-4.81
1.54
-1.09

P
0.822
0.000
0.000
0.127
0.279

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 2.38030 (backforecasts excluded)
MS = 0.02225 DF = 107
12
17. ARIMA ( 0,1,1 ) (2,1,0 )

Final Estimates of Parameters


Type
SAR 12
SAR 24
MA
1

Coef
-0.6559
-0.7606
0.6435

SE Coef
0.0755
0.0797
0.0767

T
-8.68
-9.55
8.40

P
0.000
0.000
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 1.65596 (backforecasts excluded)
MS = 0.01519 DF = 109
12
18. ARIMA ( 0,1,2 ) (2,1,0 )

Final Estimates of Parameters


Type
SAR
SAR
MA
MA

12
24
1
2

Coef
-0.7383
-0.6023
0.6513
0.3112

SE Coef
0.0781
0.0847
0.0599
0.0616

T
-9.45
-7.11
10.88
5.05

P
0.000
0.000
0.000
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 1.54455 (backforecasts excluded)
MS = 0.01430 DF = 108

91

19. ARIMA ( 1,1,0 ) (2,1,0 )

12

Final Estimates of Parameters


Type
AR
1
SAR 12
SAR 24

Coef
-0.3678
-0.6257
-0.7702

SE Coef
0.0900
0.0729
0.0766

T
-4.09
-8.58
-10.06

P
0.000
0.000
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 1.91549 (backforecasts excluded)
MS = 0.01757 DF = 109

20. ARIMA ( 1,1,1 )( 2,1,0 )

12

Final Estimates of Parameters


Type
AR
SAR
SAR
MA

1
12
24
1

Coef
0.3249
-0.6571
-0.5431
0.9919

SE Coef
0.0904
0.0785
0.0847
0.0001

T
3.59
-8.37
-6.41
8674.39

P
0.000
0.000
0.000
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 1.54973 (backforecasts excluded)
MS = 0.01435 DF = 108

21. ARIMA ( 1,1,2 )( 2,1,0 )

12

Final Estimates of Parameters


Type
AR
SAR
SAR
MA
MA

1
12
24
1
2

Coef
0.1667
-0.7351
-0.7065
0.8314
0.1497

SE Coef
0.0982
0.0775
0.0829
0.0051
0.0459

T
1.70
-9.48
-8.53
161.91
3.26

P
0.093
0.000
0.000
0.000
0.001

Differencing: 1 regular, 1 seasonal of order 12

92

Number of observations: Original series 125, after differencing 112


Residuals:
SS = 1.51330 (backforecasts excluded)
MS = 0.01414 DF = 107

12
22. ARIMA ( 2,1,0 ) ( 2,1,0 )

Final Estimates of Parameters


Type
AR
AR
SAR
SAR

1
2
12
24

Coef
-0.4819
-0.3566
-0.6427
-0.6821

SE Coef
0.0915
0.0920
0.0776
0.0838

T
-5.27
-3.87
-8.28
-8.14

P
0.000
0.000
0.000
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 1.69629 (backforecasts excluded)
MS = 0.01571 DF = 108
12
23. ARIMA (2,1,1)(2,1,0)

Final Estimates of Parameters


Type
AR
AR
SAR
SAR
MA

1
2
12
24
1

Coef
-1.1079
-0.1386
-0.0843
-0.1743
-1.0093

SE Coef
0.0967
0.0979
0.1050
0.1103
0.0004

T
-11.45
-1.42
-0.80
-1.58
-2268.81

P
0.000
0.160
0.424
0.117
0.000

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 3.19769 (backforecasts excluded)
MS = 0.02988 DF = 107
12

24. ARIMA (2,1,2)(2,1,0)

Final Estimates of Parameters


Type
AR
1
AR
2

Coef
-0.0155
-0.3330

SE Coef
0.4254
0.1514

T
-0.04
-2.20

P
0.971
0.030

93

SAR
SAR
MA
MA

12
24
1
2

-0.7036
-0.6341
0.5418
-0.1096

0.0812
0.0888
0.4344
0.3307

-8.66
-7.14
1.25
-0.33

0.000
0.000
0.215
0.741

Differencing: 1 regular, 1 seasonal of order 12


Number of observations: Original series 125, after differencing 112
Residuals:
SS = 1.61926 (backforecasts excluded)
MS = 0.01528 DF = 106

Lampiran 7 Data Hasil Pemutihan


a. Data Hasil Pemutihan Deret Input
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22

Alpha ()
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

No
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50

Alpha ()
-0.027856
-0.103138
0.004704
-0.265611
-0.066344
0.009137
0.093403
-0.050129
0.168396
-0.001455
0.274729
-0.122178
0.271317
-0.065938
-0.011351
-0.052815
-0.096789
0.014256
-0.047445
0.024413
-0.010073
0.037253

94

No
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78

Alpha ()
0.054688
0.208191
-0.169877
-0.047924
-0.026704
-0.152547
-0.005677
0.124201
-0.024351
-0.078979
-0.126499
0.500281
-0.038272
-0.220015
-0.156695
0.173374
0.031336
0.078599
0.030553
0.254688
-0.058311
0.087670

No
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
10
0
10
1
10
2
10
3
10
4
10
5
10

Alpha ()
-0.213263
-0.032208
0.231065
-0.115627
-0.147979
-0.121217
-0.123085
0.057026
0.038911
0.170297
0.148460
-0.001042
-0.06209
0.106873
-0.177768
0.135499
0.008988
0.241425
0.012017
-0.257486
-0.111165
0.121475

23
24
25
26
27
28

0
0
0
0
0.03772
0.07721

51
52
53
54
55
56

-0.098434
0.170475
-0.132036
-0.020886
-0.067403
0.036882

79
80
81
82
83
84

0.007276
0.140430
0.068210
-0.209362
-0.147348
-0.106864

6
10
7
10
8
10
9
11
0
11
1
11
2

0.112431
-0.061221
-0.031407
-0.026213
-0.029917
-0.162967

b. Data Hasil Pemutihan Deret Output


N Beta ()
No Beta ()
No Beta ()
No Beta ()
o
1
0
29
-6.78548 57
6.42449 85
-4.99248
2
0
30
0.35991 58
3.40915 86
-2.96321
3
0
31
-3.07968 59
-10.957 87
4.36383
4
0
32
-6.85824 60
7.37307 88
4.32569
5
0
33
6.45292 61
-1.70656 89
-5.8359
6
0
34
-2.07394 62
1.12533 90
-1.54865
7
0
35
5.06893 63
-4.32846 91
0.15882
8
0
36
-0.8747 64
0.98714 92
-7.05319
9
0
37
-0.21321 65
0.64039 93
4.57864
1
0
0
38
1.73573 66
1.57297 94
2.33511
1
1
0
39
1.89222 67
-2.88584 95
10.82951
1
2
0
40
-0.43235 68
8.46661 96
1.90059
1
3
0
41
6.57067 69
-6.20968 97
2.11027
1
4
0
42
-3.03433 70
-4.99812 98
-1.07186
95

1
5
1
6
1
7
1
8
1
9
2
0
2
1
2
2
2
3
2
4
2
5
2
6
2
7
2
8

43

-1.68374

71

-3.19793

44

-8.21777

72

1.04395

45

0.93509

73

-0.42218

46

4.15874

74

14.86671

47

2.48050

75

-4.51161

48

3.93601

76

4.37538

49

-1.71675

77

0.63422

50

-3.17101

78

4.98626

51

-3.0687

79

-0.99321

52

6.45027

80

10.28925

53

-3.58464

81

2.66358

54

-3.8421

82

-8.66512

-2.99991

55

-0.68656

83

-12.6123

6.24428

56

1.39844

84

-5.27209

99
10
0
10
1
10
2
10
3
10
4
10
5
10
6
10
7
10
8
10
9
11
0
11
1
11
2

-2.16527
-2.55431
-3.93087
1.03990
-0.27524
-5.51709
3.77317
2.10926
4.61389
2.79808
-1.87419
-14.1705
4.35542
-1.32013

Lampiran 8 Perhitungan Rata-Rata dan Standar Deviasi Deret Input yang


Diputihkan

No

0.03771

t
0.03911

2
( t )

No

0.00153

96

44

2
( t )

t
-

0.047794

2
3
4
5
6
7

45
0.07720
0.02786
0.10314
0.00470
0.26561
0.06634

0.07860

0.00617

-0.02646

0.0007

-0.10174

0.01035

0.00610

3.72E-05

-0.26421

0.06980

-0.06494

0.00421

8
9
10
11
12

0.00913

0.01053

0.00011

0.09340
0.05013

0.0948

0.00898

-0.04873

0.00237

0.16839
0.00146

0.16979
-5.91E05

0.02883
3.49E-09

0.12218

0.27612

18
19

49
50

52
53
54
55

0.07624
57

-0.12078

0.01458

15

17

48

56
0.27472

16

47

51

13

14

46

58
0.27131

0.27271

0.07437

0.06594

-0.06454

0.00416

0.01135
0.05281
-

59

60
-0.00995

9.91E-05

-0.05141
-0.09539

0.00264
0.0091

97

61
62

0.22001
5
0.15669
5
0.17337
4
0.03133
6
0.07859
9
0.03055
3
0.25468
8
0.05831
1
0.08767
0
0.00727
6
0.14043
0
0.06821
0
0.20936
2
0.14734
8
0.10686
4
0.21326
3
0.03220
8
0.23106
5
-

0.21861
9
0.15529
8
0.17477
1
0.03273
3
0.07999
6
0.03195
0.25608
4
0.05691
4
0.08906
7
0.00867
3
0.14182
7
0.06960
7
0.20796
6
0.14595
2
0.10546
7
0.21186
7
0.03081
2
0.23246
2
-

0.024118
0.030545
0.001071
0.006399
0.001021
0.065579

0.003239
0.007933
7.52E-05
0.020115
0.004845

0.04325

0.021302

0.011123

0.044888

0.000949
0.054039
0.013049

0.09679
20

63
0.01425

21

0.04744

0.01565

0.00024
64

-0.04604

0.00212

22
23
24
25
26
27

28
29

65
0.02441
0.01007

0.02581

0.00066

-0.00867

7.53E-05

0.03725
0.09843

0.03865

0.00149

-0.09703

0.00941

0.17047

0.17187

0.02954

0.13204

-0.13063

0.01706

0.02089

-0.01949

0.00038

-0.0674

-0.06600

0.00435

32
33
34

68
69

71
72
73

0.03688

0.03827

0.00146

0.05468

0.05608

0.00314

0.20819
0.16988
0.04792

0.20958

0.04392

-0.16848

0.02838

-0.04652

0.00216

35

36

67

70

30
31

66

74
75
76
77
78

-0.0267

-0.02530

0.00064

0.15255

-0.15115

0.02284

79

98

0.11562
7
0.14797
9
0.12121
7
0.12308
5
0.05702
6
0.03891
1
0.17029
7
0.14846
0
0.00104
2
0.06209
0.10687
3
0.17776
8
0.13549
9
0.00898
8
0.24142
5
0.01201
7
0.25748
6
0.11116
5

0.11423
1
0.14658
2
0.11982
1
0.12168
9
0.05842
3
0.04030
8
0.17169
3
0.14985
7
0.00035
4
0.06069
3
0.10827
0.17637
2
0.13689
6
0.01038
4
0.24282
1
0.01341
4
0.25608
9
0.10976
9

0.021486

0.014357

0.014808
0.003413
0.001625
0.029479
0.022457

1.25E-07

0.003684
0.011722

0.031107
0.018741
0.000108
0.058962
0.00018

0.065582

0.012049

37
38
39

40

0.00568

-0.00428

1.83E-05

0.12420

0.12559

0.01577

0.02435

-0.02295

0.00052

0.07898

81
82

83
-0.07758

0.00601

41

84
-0.1265

-0.12510

0.01565

42

85
0.50028

43

0.03827

0.50167

0.25168
86

-0.03687

0.00136

86

80

86 1 t

0.120091719
86

0.001396415

86

( t )2
t=1

861
Standar Deviasi =

1.54447
= 0.134797
85

99

0.12147
5
0.11243
1
0.06122
1
0.03140
7
0.02621
3
0.02991
7
0.16296
7

0.12287
2
0.11382
8
0.05982
5
0.03001
1
0.02481
7
0.02852
0.16157
1

0.015097
0.012957

0.003579

0.000901

0.000616

0.000813

0.026105

Lampiran 9 Perhitungan Rata-Rata dan Standar Deviasi Deret Output yang


Diputihkan

No

2.99991
5

6
7
8

6.24428
1
6.78548
1
0.35991
8
3.07968
3
6.85823
8
6.45292
1
2.07394

2
( t )

No

2.90083

8.41479

44

45

6.34337

40.2383
4

6.68639

44.7078
4

46

47
0.45901

0.21068
48

-2.9806

8.88394

6.75915

45.6861
0
42.9288
3
3.90004

6.55201
1.97485

49
50
51

100

t
4.99812
1
3.19793
5
1.04395
2
0.42218
2
14.8667
12
4.51160
8
4.37538
6
0.63422
1

2
( t )

4.89903

24.0005
2

3.09885

9.60285

1.14304

1.30654

0.32309

0.10439

14.9658

223.975
19

4.41252
4.47447
0.73331

19.4703
3
20.0209
2
0.53774

9
10

11
12
13

14

15

16

17

18
19
20

21
22
23
24

2
5.06893
6
0.87470
1
0.21321
2
1.73573
4
1.89222
1
0.43235
1
6.57067
4
3.03432
7
1.68373
8
8.21776
6
0.93509
1
4.15874
5
2.48050
5
3.93601
7
1.71675
5
3.17100

5.16802

26.7084
8

0.77561

0.60157

0.11412

0.01302

1.83482

3.36657

52
53

54
55
56

1.99131

3.96531

0.33326

0.11106

6.66976

44.4857
3

2.93524

8.61562

57

58

59

1.58465

60
2.51111

8.11868

65.9129
3

1.03418

1.06952

4.25783

18.1291
4

61
62
63

64
2.57959
4.03510
1.61767
3.07192

6.65430
16.2820
8

65
66

2.61684
9.43669

67

101

4.98626
3
0.99320
9

5.08535

25.8607
9

0.89412

0.79945

10.2892
55
2.66358
6
8.66512
5

10.3883
4

107.917
67

2.76267

7.63237

8.56604

73.3769
8

12.6123
5.27209
3
4.99248
3

12.5132

156.580
38

-5.173

26.7599
7

-4.8934

23.9453
1

2.96321

2.86412

8.20319

4.36383
3
4.32569
3
5.83589
6
1.54865
3
0.15882
4
7.05319
4
4.57864
3

4.42478

19.9176
6
19.5786
8

5.73681

32.9109
6

1.44957

2.10123

0.25791

0.06651

6.95411
4.67773

48.3595
9
21.8811
7

4.46292

25
26
27

28

29

30

31

32

33
34
35
36
37
38
39
40

8
3.06869
8
6.45027
5
3.58463
6
3.84209
6
0.68655
9
1.39844
6
6.42449
1
3.40915
4
10.9570
4
7.37307
7
1.70655
6
1.12533
9
4.32846
3
0.98714
4
0.64039
5
1.57297
1

2.96961

68

6.54936

8.81858
42.8941
6

3.48555

12.1490
4

70

3.74301

14.0101
0

71

0.58747

0.34512

69

72

73
1.49753

2.24260
74

6.52358

42.5570
9

75

3.50824

12.3077
6
117.895
12
55.8332
5

76

-10.858
7.47216
1.60747

2.58395

1.22442

1.49922

4.22938

17.8876
1

1.08623

1.17990

0.73948

0.54683

77
78
79
80
81
82
83

1.67206

2.79578

102

2.33511
3
10.8295
06

2.43420
10.9285
9

5.92533
119.434
17

1.90059
6

1.99968

3.99873

2.11027
6

2.20936

4.88129

0.97277

0.94628

2.06618

4.26908

2.45522

6.02812

3.83179

14.6825
8

1.13899
0.17615

1.29731

1.07186
2.16526
5
2.55431
3
3.93087
4
1.03990
8
0.27524
5.51708
8
3.77317
3
2.10926
2
4.61389
8
2.79808
3
1.87419
3

-5.418
3.87226

2.20835

0.03102
29.3547
1
14.9944
1

4.71298

4.87681
22.2122
4

2.89717

8.39360

-1.7751

3.15099

41

2.88584
8.46660
9
6.20968
5

42
43

2.78675

84

8.56569

7.76598
73.3711
7

-6.1106

37.3393
8

85
86

86

1
=
86 1 t

8.521579
86

0.099088

86

( t )2
t=1

861
Standar Deviasi =

2198.199
=5.085386
85

103

14.1704
9
4.35542
2
1.32013

14.0714
4.45451

198.004
33
19.8426
6

1.22104

1.49094

Lampiran 10 Nilai Autokorelasi Deret Input yang Diputihkan


Lag
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30

Autocorrelatio
Std. Errora
n
-0.055
-0.031
-0.191
0.129
-0.131
-0.003
-0.024
0.171
-0.227
-0.164
0.040
-0.049
0.003
-0.069
0.071
-0.002
-0.156
-0.065
0.152
0.039
-0.044
0.107
0.002
-0.010
-0.152
0.088
0.126
-0.081
0.128
0.094

0.106
0.105
0.105
0.104
0.103
0.103
0.102
0.102
0.101
0.100
0.100
0.099
0.098
0.098
0.097
0.096
0.095
0.095
0.094
0.093
0.093
0.092
0.091
0.091
0.090
0.089
0.088
0.088
0.087
0.086

104

Box-Ljung Statistic
Value
df
Sig.b
0.273
1
0.602
0.358
2
0.836
3.676
3
0.299
5.223
4
0.265
6.820
5
0.234
6.821
6
0.338
6.878
7
0.442
9.700
8
0.287
14.783
9
0.097
17.460
10
0.065
17.625
11
0.091
17.872
12
0.120
17.872
13
0.162
18.376
14
0.190
18.909
15
0.218
18.909
16
0.273
21.580
17
0.201
22.051
18
0.230
24.673
19
0.172
24.850
20
0.207
25.071
21
0.244
26.437
22
0.233
26.437
23
0.281
26.449
24
0.331
29.330
25
0.250
30.308
26
0.255
32.341
27
0.220
33.203
28
0.228
35.363
29
0.193
36.558
30
0.190

Lampiran 11 Nilai Korelasi Silang antara Deret Input dan Output yang Diputihkan
Lag
-20
-19
-18
-17
-16
-15
-14
-13
-12
-11
-10
-9
-8
-7
-6
-5
-4
-3
-2
-1
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Cross
Correlation
0.124333
0.031329
-0.0381
-0.16964
0.094228
0.00347
-0.07813
0.053936
-0.00964
0.01808
-0.18405
-0.24882
0.060855
0.089918
0.127124
-0.16285
-0.00449
-0.05545
0.055649
0.066538
0.537505
-0.01223
0.088626
-0.25919
0.032386
-0.08223
0.120703
-0.16956
0.061107
-0.13248
-0.00031
-0.03142
0.042278
0.03573
-0.07416
-0.12966
0.052197
-0.06767
-0.05453
0.192316
0.02133

Lampiran 12 Data Taksiran Deret Noise

105

Noise
No

(nt )

Noise
No

(nt )

N
o

106

Noise

(nt )

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23

0.35436
4.14733
3
7.16295
14.1435
16.9309
9.27249
4
5.96736
14.7073
1
15.3965
1.87189
1
2.93327
5.42169
5.92906
9
1.40848
5.42529
4
9.91935
3.13848
7
1.26886
2.18985
4
7.69788
6.07666
2
0.13907
5
-

32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54

-1.47736
3.88918
1
-6.99519
8.59041
5
-1.75535
2.25543
3
-8.44711
-3.84576
12.0132
9
-5.38389
4.90924
-7.77798
5.59750
8
-3.98614
5.46684
6
-1.07034
-6.25025
-4.54093
2.18095
8
11.1945
-14.5763
-0.08035
12.6452

6
3
6
4
6
5
6
6
6
7
6
8
6
9
7
0
7
1
7
2
7
3
7
4
7
5
7
6
7
7
7
8
7
9
8
0
8
1
8
2
8
3
8
4
8

107

-6.10638
-1.068
5.34694
1
-13.6324
5.33423
6.93467
3
-5.23208
-0.0055
3.82428
-13.9327
8.53204
-0.49832
0.55150
5
11.1488
4
-2.27416
-3.6468
-0.18772
-8.22577
3.70304
6
-4.86667
2.09633
5
3.41047
2
1.66879

24
25
26
27
28
29
30
31

5.01216
4.90355
9
2.27312
4.40053
9
4.49914
3.77765
1
5.72148
8
9.57367
6.37248
9

55
56
57
58
59
60
61
62

-3.85025
-7.29937
5.81996
1
2.77584
6
-4.49979
8.01781
9
3.85242
8

5
8
6
8
7
8
8
8
9
9
0
9
1
9
2

9
-7.36354
7.75790
6
-3.42552
-1.72707
-0.45815
6.91309
4
1.84431
5

-2.382

Lampiran 13 Nilai Autokorelasi (ACF) Deret Noise

108

Lag
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30

Autocorrelati
on
-0.558
0.094
-0.053
0.142
-0.175
-0.030
0.197
-0.141
0.087
-0.157
0.323
-0.372
0.028
0.209
-0.151
0.104
-0.087
0.152
-0.148
0.095
-0.127
0.078
0.057
-0.188
0.247
-0.222
0.181
-0.194
0.174
-0.079

Std.
Errora
0.103
0.102
0.101
0.101
0.100
0.100
0.099
0.099
0.098
0.097
0.097
0.096
0.096
0.095
0.094
0.094
0.093
0.093
0.092
0.091
0.091
0.090
0.089
0.089
0.088
0.087
0.087
0.086
0.085
0.085

Box-Ljung Statistic
Value
df
Sig.b
29.609
1
0.000
30.453
2
0.000
30.728
3
0.000
32.700
4
0.000
35.731
5
0.000
35.824
6
0.000
39.768
7
0.000
41.805
8
0.000
42.585
9
0.000
45.190
10
0.000
56.325
11
0.000
71.282
12
0.000
71.367
13
0.000
76.217
14
0.000
78.791
15
0.000
80.015
16
0.000
80.888
17
0.000
83.576
18
0.000
86.187
19
0.000
87.268
20
0.000
89.225
21
0.000
89.973
22
0.000
90.386
23
0.000
94.884
24
0.000
102.730
25
0.000
109.170
26
0.000
113.540
27
0.000
118.615
28
0.000
122.767
29
0.000
123.636
30
0.000

Lampiran 14 Nilai PACF Deret Noise

109

Partial
Lag Autocorrelati Std. Error
on
1
-.558
.104
2
-.316
.104
3
-.260
.104
4
.001
.104
5
-.105
.104
6
-.288
.104
7
-.021
.104
8
-.053
.104
9
.066
.104
10
-.147
.104
11
.193
.104
12
-.079
.104
13
-.378
.104
14
-.057
.104
15
-.188
.104
16
.065
.104
17
.012
.104
18
-.067
.104
19
.092
.104
20
.102
.104
21
-.024
.104
22
-.169
.104
23
.142
.104
24
-.148
.104
25
-.162
.104
26
-.145
.104
27
-.071
.104
28
-.043
.104
29
.004
.104
30
.041
.104

Lampiran 14 Beberapa Kemungkinan Model ARIMA Deret Noise


12
1. ARIMA ( 0,0,1 ) (0,0,1)

Final Estimates of Parameters


Type

Coef

SE Coef

110

MA
SMA

1
12

0.9007
0.8378

0.0451
0.1072

19.96
7.81

0.000
0.000

Number of observations: 92
Residuals:
SS = 1135.96 (backforecasts excluded)
MS = 12.62 DF = 90
12
2. ARIMA ( 1,0,0 ) (0,0,1)

Final Estimates of Parameters


Type
AR
1
SMA 12

Coef
-0.5961
0.8442

SE Coef
0.0867
0.0984

T
-6.87
8.58

P
0.000
0.000

Number of observations: 92
Residuals:
SS = 1416.15 (backforecasts excluded)
MS = 15.74 DF = 90
12
3. ARIMA ( 1,0,1 ) (0,0,1)

Final Estimates of Parameters


Type
AR
1
MA
1
SMA 12

Coef
-0.1237
0.8945
0.8517

SE Coef
0.1156
0.0500
0.1018

T
-1.07
17.88
8.36

P
0.288
0.000
0.000

Number of observations: 92
Residuals:
SS = 1124.40 (backforecasts excluded)
MS = 12.63 DF = 89
12
4. ARIMA ( 2,0,0 ) ( 0,0,1 )

Final Estimates of Parameters


Type
AR
1
AR
2
SMA 12

Coef
-0.7768
-0.3078
0.8455

SE Coef
0.1015
0.1026
0.0968

T
-7.65
-3.00
8.73

P
0.000
0.003
0.000

Number of observations: 92
Residuals:
SS = 1310.38 (backforecasts excluded)
MS = 14.72 DF = 89

12
5. ARIMA ( 2,0,1 ) (0,0,1)

Final Estimates of Parameters

111

Type
AR
AR
MA
SMA

1
2
1
12

Coef
-0.1069
0.1087
0.9007
0.8451

SE Coef
0.1211
0.1228
0.0590
0.1062

T
-0.88
0.89
15.26
7.96

P
0.380
0.378
0.000
0.000

Number of observations: 92
Residuals:
SS = 1117.85 (backforecasts excluded)
MS = 12.70 DF = 88
12

6. ARIMA ( 3,0,0 ) ( 0,0,1 )

Final Estimates of Parameters


Type
AR
AR
AR
SMA

1
2
3
12

Coef
-0.8517
-0.5029
-0.2568
0.8370

SE Coef
0.1025
0.1238
0.1034
0.0996

T
-8.31
-4.06
-2.48
8.40

P
0.000
0.000
0.015
0.000

Number of observations: 92
Residuals:
SS = 1211.07 (backforecasts excluded)
MS = 13.76 DF = 88
12
7. ARIMA ( 3,0,1 ) (0,0,1)

Final Estimates of Parameters


Type
AR
AR
AR
MA
SMA

1
2
3
1
12

Coef
-0.1093
0.1049
-0.0215
0.9060
0.8448

SE Coef
0.1206
0.1253
0.1206
0.0620
0.1091

T
-0.91
0.84
-0.18
14.60
7.74

P
0.367
0.405
0.859
0.000
0.000

Number of observations: 92
Residuals:
SS = 1117.20 (backforecasts excluded)
MS = 12.84 DF = 87

Lampiran 16 Nilai

Autokorelasi

Residual

12

(0,0,1)(0,0,1)

112

Deret

Noise

Model

ARIMA

Lag

Autocorrelatio
n

Std. Errora

Box-Ljung Statistic
Value

Sig.b

df

-.020

.103

.040

.842

.105

.102

1.097

.578

.003

.101

1.098

.778

.065

.101

1.513

.824

-.186

.100

4.944

.423

-.007

.100

4.949

.550

-.014

.099

4.967

.664

-.106

.099

6.122

.634

-.141

.098

8.190

.515

10

-.116

.097

9.598

10

.476

11

.021

.097

9.647

11

.562

12

-.070

.096 10.182

12

.600

13

-.114

.096 11.614

13

.560

14

.207

.095 16.377

14

.291

15

.000

.094 16.377

15

.357

16

.131

.094 18.335

16

.305

17

.035

.093 18.475

17

.360

18

.128

.093 20.393

18

.311

19

-.058

.092 20.798

19

.348

20

-.070

.091 21.392

20

.374

21

-.152

.091 24.195

21

.284

22

.007

.090 24.201

22

.337

23

-.049

.089 24.507

23

.376

24

-.214

.089 30.347

24

.174

25

.034

.088 30.498

25

.206

26

-.085

.087 31.449

26

.212

27

.022

.087 31.513

27

.251

28

-.009

.086 31.523

28

.294

29

.135

.085 34.011

29

.239

30

.058

.085 34.484

30

.262

113

Lampiran 17 Data Deret Noise Fungsi Transfer

N
o
1

Noise TF

No

(a)
5.67495

Noise TF

No

(a)
26

Noise TF

No

(a)

2.92539

114

51

4.75217

Noise TF

(a)
76

-7.41513

2
3
4
5
6
7
8
9
1
0
1
1
1
2
1
3
1
4
1
5
1
6
1
7
1
8
1
9
2
0
2
1
2
2
2
3
2
4
2
5

-0.26921
-5.75325
8.84118
1.64604
1.84692
-6.56000
5.49629
-0.98110

27
28
29
30
31
32
33
34

-0.29208
3.84179
-3.25671
-3.00962
-2.66206
-1.59726
4.99711
1.23984

52
53
54
55
56
57
58
59

-1.88083
2.08632
-2.71118
5.27379
-4.35031
-8.04482
1.92549
-1.33014

77
78
79
80
81
82
83
84

-3.26854
4.56031
-10.15007
7.79154
8.23614
4.28554
6.66969
1.00096

-1.59235

35

0.71874

60

-0.68175

85

-5.38452

7.47444

36

0.94841

61

15.81538

86

-3.84393

-6.88543

37

-2.22820

62

-2.97815

87

-1.43044

1.52681

38

-0.60812

63

0.77481

88

-4.93202

-5.36800

39

1.00606

64

5.23370

89

1.01074

10.47904

40

-0.25625

65

3.40876

90

-0.60783

-3.89360

41

-3.21618

66

-3.16377

91

-5.32378

-1.71277

42

3.03766

67

7.31166

92

1.39558

-1.78981

43

3.27009

68

1.00036

93

1.66422

-9.89407

44

5.21868

69

-8.10964

94

4.88556

5.88226

45

1.66085

70

-5.77317

95

3.78519

0.32227

46

-13.22402

71

-6.20939

96

-1.29851

2.60740

47

11.13337

72

-3.04474

97

-5.50414

-0.74758

48

-2.98016

73

-6.66560

98

2.95943

1.57956

49

-1.10292

74

7.07588

-0.13156

0.52129

50

-5.72139

75

2.53599

99
10
0

115

Lampiran 18 Perhitungan Nilai Rata-Rata dan Standar Deviasi Deret Input yang
Diputihkan untuk Uji Diagnosis Model Fungsi Transfer
N
o
1
2

0.00107

0.00107

0.00107

1.1497E06

59

60

0.00107

1.1497E06

0.00107

1.1497E06

61

62

0.00107

1.1497E06

0.00107

0.00107

1.1497E06
1.1497E06

63

65

0.00107

1.1497E06

0.00107

1.1497E06

66

67

0.00107
0.00107

1.1497E06
1.1497E-

10

11
12

No

1.1497E06
1.1497E06

2
( t )

0
0

57
58

64

68

116

t
0.054688
38
0.208191
842
0.169876
57
0.047923
56
0.026704
47
0.152547
06
0.005677
09
0.124201
50
0.024351
42
0.078978
96
0.126498
75
0.500281

2
( t )

0.20926

0.003109
25
0.043791
46

-0.1688

0.028494
9

0.04685

0.002195
05

0.02563

0.000657
01

0.15147

0.022944
62

0.05576

0.12527

2.1205E05
0.015693
51

0.02328

0.000541
92

0.07791

0.006069
46

0.12543
0.50135

0.015731
81
0.251355

-0.0046

06
13
0

0.00107

1.1497E06

0.00107

1.1497E06

70

1.1497E06
1.1497E06
1.1497E06
1.1497E06
1.1497E06
1.1497E06

71

77

14

15
16
17
18
19
20

0.00107

0.00107

0.00107

0.00107

0.00107

0.00107

21
22
23
24
25

29
30

73
74
75
76

0.00107

0.00107

0.00107

0.00107

0.00107

82

0.00107

1.1497E06

83

0.03879

0.0015044
9

84

0.07828

0.0061276
5

85

-0.02678
-0.10207

0.0007173
9
0.0104174

28

72

1.1497E06
1.1497E06
1.1497E06
1.1497E06
1.1497E06

26

27

69

0.037715
5
0.077207
0
0.027856
3
-

78
79
80
81

86

117

90
0.038272
00
0.220015
06
0.156694
53
0.173374
61
0.031336
81
0.078599
86
0.030553
91
0.254687
98
0.058310
52
0.087670
16
0.007276
56
0.140430
57
0.068210
50
0.209362
20
0.147348
03
0.106863
71
0.213263
48
-

99

-0.0372

0.001383
82

0.21894

0.047935
96

0.15562

0.024218
3
0.030431
71
0.001050
35
0.006347
65
0.001000
21
0.065413
3

0.17445
0.03241
0.07967
0.03163
0.25576
0.05724

0.06928

0.003276
22
0.007875
22
6.9703E05
0.020023
05
0.004800
1

0.20829

0.043384
71

0.14628

0.021396
61

0.10579

0.011191
83

0.21219
-

0.045025
12
0.000969

0.08874
0.00835
0.1415

31
32

33

34

35

36
37
38
39
40

41

42

43
44
45
46

0.103138
1
0.004704
11
0.265610
6
0.066343
8
0.009137
85
0.093403
86
0.050129
0
0.168396
13
0.001455
4
0.274729
43
0.122177
9
0.271317
69
0.065937
9
0.011351
1
0.052814
59
0.096788
7
0.014256

0.00578

5
3.3366E05
0.0699805
5

88

-0.26454

89

-0.06527

0.0042603
9

90

0.01021

0.0001042
5

91

0.09448

0.0089257
4
0.0024065
7
0.0287195
3

92

94

0.2758

1.4686E07
0.0760665
7
0.0146665
9

96

-0.12111

97

0.27239

0.0741962
8

98

-0.06487

0.0042075
6

99

-0.05174

0.0001056
6
0.0026772
7

-0.09572
0.01533

0.0091616
6
0.0002349

-0.04906
0.16947

-0.00038

-0.01028

87

93

95

10
0
10
1
10

118

0.032208
3
0.231065
83
0.115627
33
0.147978
56
0.121217
33
0.123085
07
0.057026
09
0.038911
37
0.170297
03
0.148460
89
0.001042
28
0.062089
53
0.106873
53
0.177767
93
0.135499
83

0.008988
0.241424

0.03114
0.23214

46
0.053888
09

0.11456

0.013122
87

0.14691

0.021581
47

0.12015

0.014434
84

0.12201

0.014887
13

0.0581
0.03998

0.003375
42
0.001598
69

0.14953

0.029367
43
0.022360
16

3E-05

8.9767E10

0.06102

0.003723
11

0.10795

0.011652
29

0.17137

0.13657

0.031221
37
0.018651
93

0.01006
0.2425

0.000101
21
0.058804

-0.1767

47
48

49
50
51

52

53

54

55

56

58
0.047444
81
0.024413
51
0.010072
6
0.037253
24
0.098434
0
0.170475
15
0.132035
6
0.020886
3
0.067403
0
0.036882
7

-0.04637

7
0.0021504
2

0.02549

0.0006495
2

0.03833

8.1007E05
0.0014688
4

-0.09736

0.0094793
1

0.17155

0.0294285
1

-0.13096

0.0171514
1

-0.009

-0.01981

0.0003926

-0.06633

0.0043997
7

0.03795

0.0014405
8

2
10
3
10
4
10
5
10
6
10
7
10
8
10
9
11
0
11
1
11
2

112

1
=

112 1 t

0.120091719
111

0.001072247

119

96
0.012017
74
0.257485
71
0.111165
48
0.121475
15
0.112431
63
0.061221
20
0.031407
00
0.026213
48
0.029916
59
0.162967
47

0.01309

9
0.000171
35

0.25641

0.065747
87

0.11009
0.12255

0.012120
52
0.015017
87

0.1135

0.012883
13

0.06015

0.003617
9

0.03033

0.000920
2

0.02514

0.000632
08

0.02884

0.000832

-0.1619

0.026210
07


112

( t )2
t=1

1121
Standar Deviasi =

1.54447
= 0.11795973
111

Lampiran 19 Perhitungan Nilai Rata-Rata dan Standar Deviasi Deret Noise Fungsi
Transfer untuk Uji Diagnosis Model Fungsi Transfer
N
o

at

at a

1
0
2
0
3
0
4
0
5
0
6
0
7
0

0.084817
4
0.084817
4
0.084817
4
0.084817
4
0.084817
4
0.084817
4
0.084817
4

a
( ta )2

No

at

at a

57

5.218683
1

5.13386
5

58

1.660856
1
13.22402
08

1.57603
8
13.3088
3

11.13337
21
2.980167
8
1.102925
0
5.721393
2

11.0485
54
3.06498
5
1.18774
2
5.80621
0

0.0071940

0.0071940
59
0.0071940
60
0.0071940
61
0.0071940
62
0.0071940
63
0.0071940
120

a
( ta )2

26.35657
6

2.483897
177.1251
77
122.0705
59

9.394135

1.410732
33.71208
3

0.084817
4
0.084817
4
0.084817
4
0.084817
4
0.084817
4
0.084817
4

5.674951
5
0.269210
4
5.753249
9

5.590134
0
0.354027
9
5.838067
4

8.841189
1
1.646046
5

8.756371
6
1.561229
0

1.846923
5
6.560004
6
5.496290
2
0.981107
6
-

1.762106
0
6.644822
1
5.411472
7
1.065925
1
-

8
0
9
0
10
0
11
0
12
0
13

14

15

16

17
18
19

20
21
22
23

64
0.0071940
65
0.0071940
66
0.0071940
67
0.0071940
68
0.0071940
69
0.0071940
70
31.249598
71
0.1253357
72
34.083031
73
76.674044
2.4374360

74
75

3.1050176
76
44.153661
29.284037

77
78

1.1361964
2.8129153

79

121

4.752179
1
1.880834
4

4.66736
1
1.96565
1

21.78426
4

2.086327
1
2.711180
8

2.00150
9
2.79599
8

5.273794
6
4.350314
5
8.044828
0

5.18897
7
4.43513
2
8.12964
5

1.925499
9
1.330141
4
0.681751
7
15.81538
7
2.978156
0

1.84068
2
1.41495
8
0.76656
9
15.7305
69
3.06297
3

0.774811
0
5.233709
6

0.68999
3
5.14889
2

0.476091
26.51109
0

3.408760
3
-

3.32394
2
-

11.04859
5
10.55332

3.863787

4.006041

7.817606
26.92548
3
19.67039
6
66.09113
6

3.388111

2.002108

0.587628
247.4508
28

9.381807

24
25

26

27

28

29

30

31

32

33

34
35
36
37
38

1.592357
3
7.474444
7
6.885433
7

1.677174
8
7.389627
2
6.970251
2

1.526815
0
5.368003
6

1.441997
5
5.452821
1

10.47904
66
3.893606
1
1.712776
9
1.789818
2
9.894072
2

10.39422
91
3.978423
6
1.797594
4
1.874635
6
9.978889
7

5.882267
3

5.797449
8

0.322275
4
2.607401
8
0.747580
3
1.579566
0
0.521291
6

0.237457
9
2.522584
3
0.832397
8
1.494748
5
0.436474
1

54.606591

3.163771
0
7.311664
6

3.24858
8
7.22684
7

1.000362
4
8.109641
1
5.773174
1
6.209399
1
3.044749
8
6.665609
3

0.91554
4
8.19445
8
5.85799
1
6.29421
6
3.12956
7
6.75042
6

87

7.075882
5

6.99106
5

88

2.535991
0
7.415132
4
3.268541
0
4.560317
5
10.15007
18
7.791546
0
8.236146
0

2.45117
3
7.49994
9
3.35335
8
4.47550
0
10.2348
8
7.70672
85
8.15132
8

80
81

48.584403
82
2.0793569
83
29.733258
84
108.03999
85
15.827854
86
3.2313458

3.5142590

99.578240
89
33.610424
90
0.0563862
6.3634319

91
92

0.6928861
2.2342733
0.1905096

93
94

122

7
52.22732
0

0.838222
67.14915
2
34.31606
5
39.61716
2

9.794191
45.56826
2
48.87498
9

6.008251
56.24924
8
11.24501
3
20.03010
0
104.7529
58
59.39366
43
66.44415
69

39
40
41
42

43

44

45
46
47

48
49
50

51
52
53

54
55

2.925392
0
0.292088
8
3.841796
0
3.256711
7
3.009622
7
2.662068
3
1.597261
2
4.997111
3

2.840574
5
0.376906
3
3.756978
5
3.341529
2
3.094440
2
2.746885
8
1.682078
7
4.912293
8

1.239844
2

1.155026
7

0.718747
2
0.948419
6
2.228208
5
0.608125
8
1.006069
1
0.256251
1
3.216185
4
3.037668

0.633929
7
0.863602
2
2.313026
0
0.692943
3
0.921251
6
0.341068
6
3.301002
9
2.952851

8.0688637

95
96

0.1420583
14.114888

97
98

11.165817
99
9.5755605

7.5453816

2.8293889
24.130630
9

1.3340867

0.4018669
0.7458087

5.3500895

0.4801704
0.8487045

0.1163278
10.896620
6
8.7193290

10
0
10
1
10
2
10
3
10
4
10
5
10
6
10
7
10
8
10
9
11
0
11

123

4.285542
6

4.20072
5

17.64609
17

6.669694
7
1.000963
1
5.384524
1
3.843938
9
1.430441
1
4.932025
1
1.010740
2
0.607833
5
5.323784
6
1.395582
7

6.58487
7
0.91614
5
5.46934
1
3.92875
6
1.51525
8
5.01684
2
0.92592
2
0.69265
1
5.40860
2
1.31076
5

43.36060
86
0.839322
8

1.664227
3

1.57940
9

2.494535
3

4.885569
9
3.785190
2
1.298519
6
5.504148
5
2.959437

4.80075
2
3.70037
2
1.38333
7
5.58896
5
2.87461

23.04722
43
13.69275
86

29.91369
75
15.43512
72
2.296008
6
25.16870
96
0.857332
8
0.479765
4
29.25297
71
1.718105
4

1.913621
7
31.23654
09
8.263438

56

3.270092
9

3.185275
4

1
10.145979
9

11
2

2
0.131565
7

9
0.21638
3

5
0.046821
7

112

a =

1
a
112 1 t

9.499559615
111

0.084817497

112

( t )2
t=1

1121
Standar Deviasi =

2454.392414
= 4.702302
111

Lampiran 20 Nilai Korelasi Silang antara Deret Input yang Diputihkan dan Noise
Fungsi Transfer

124

Lag
-15
-14
-13
-12
-11
-10
-9
-8
-7
-6
-5
-4
-3
-2
-1
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Cross
Correlation
0.032
-0.138
0.129
0.014
-0.028
-0.143
-0.203
0.029
0.110
0.043
-0.155
0.057
-0.066
0.040
0.098
0.196
0.004
0.035
-0.153
-0.053
-0.106
0.083
-0.093
0.030
-0.069
0.030
-0.118
0.004
0.039
-0.040
-0.015

Std.
Errora
0.102
0.101
0.101
0.100
0.100
0.099
0.099
0.098
0.098
0.097
0.097
0.096
0.096
0.095
0.095
0.094
0.095
0.095
0.096
0.096
0.097
0.097
0.098
0.098
0.099
0.099
0.100
0.100
0.101
0.101
0.102

Lampiran 21 Nilai Autokorelasi (ACF) Noise Fungsi Transfer

125

Lag

Autocorrelat
ion

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30

Std.
Errora

-0.190
0.002
0.026
-0.077
-0.170
0.045
0.063
-0.187
-0.005
-0.083
-0.006
-0.083
0.032
0.115
-0.178
0.116
0.079
-0.082
0.106
0.170
-0.043
0.041
0.025
-0.172
-0.001
-0.171
0.150
-0.029
0.018
-0.046

0.093
0.093
0.092
0.092
0.092
0.091
0.091
0.090
0.090
0.089
0.089
0.088
0.088
0.088
0.087
0.087
0.086
0.086
0.085
0.085
0.084
0.084
0.083
0.083
0.083
0.082
0.082
0.081
0.081
0.080

Box-Ljung Statistic
Value
df
Sig.b
4.170
1
0.041
4.171
2
0.124
4.248
3
0.236
4.946
4
0.293
8.393
5
0.136
8.635
6
0.195
9.112
7
0.245
13.412
8
0.098
13.415
9
0.145
14.281
10
0.161
14.285
11
0.218
15.171
12
0.232
15.304
13
0.289
17.027
14
0.255
21.176
15
0.131
22.960
16
0.115
23.793
17
0.125
24.713
18
0.133
26.251
19
0.123
30.243
20
0.066
30.504
21
0.082
30.748
22
0.101
30.840
23
0.127
35.110
24
0.067
35.111
25
0.086
39.477
26
0.044
42.845
27
0.027
42.969
28
0.035
43.022
29
0.045
43.358
30
0.054

Lampiran 22 perhitungan koefisien determinasi model fungsi transfer


Peramalan
( Y^ i )

Aktual
(Y i )

Y iY^ i

( Y iY^ i)

2.97021

87.1

-84.12979

7077.821565

126

Y^ iY

( Y^ iY )

149.121456

22237.208
85

7
2.67465

29.3

0.66268

7.4

-26.62535

-6.73732

708.9092626

149.417016
7

22325.444
88

45.39148078

151.428986
7

22930.738
01
22902.559
68

0.75575

0.75575

0.571158063

151.335916
7

70.62069

105.4

-34.77931

1209.600404

81.4709767

6637.5200
44

185.43878

204.6

-19.16122

367.1523519

33.3471133

1112.0299
65

298.40048

471.8

-173.39952

30067.39354

146.308813
3

21406.268
85

395.10747

342.6

52.50747

2757.034406

243.015803
3

59056.680
65

191.46403

247

-55.53597

3084.243964

39.3723633

1550.1829
92

142.73449

101.7

41.03449

1683.82937

-9.3571767

87.556755
8

191.81066

184.1

7.71066

59.45427764

39.7189933

1577.5984
29

157.37812

44.1

113.27812

12831.93247

5.2864533

27.946588
49

Jumlah

1825.1

59893.33425

12

Yi

i=1
n

1825.1
12

127

181851.73
57

152.0916667

JKR

12

2
( Y^ i Y )
i=1

( Y^ 1Y ) + ( Y^ 2Y ) + + ( Y^ 12Y )

(2.97021152.0916667)2 ++(157.37812152.0916667)2
181851.7357

JKE

12

( Y i Y^ i )
i=1

2
2
2
( Y 1Y^ 1 ) + ( Y 2Y^ 2 ) ++ ( Y 12Y^ 12 )

(87.12.97021)2 ++(44.1157.37812)2
5983.33425

JKT

JKR + JK E
181851.7357+5983.33425

241745.069 9

R2

JKR
JKT

181851.735 7
241745.069 9

128

0.75225

Lampiran 23 Hasil Analisis Ketepatan Pengguanaan Metode Model Fungsi Transfer

No
1
2
3
4
5
6
7
8
9
10
11

Hasil ramalan (
Y^ i )

Aktual (
Yi
)

2.97021

87.1

85.46525

29.3

8.78208

7.4

7.10228

85.98761

105.4

239.64368

204.6

322.58053

471.8

591.65677

342.6

155.48093

247

191.16754

101.7

143.68961

184.1
129

( Y iY^ i)

7077.8214
03
3154.5316
76
1.9100232
37
50.442357
05
376.84120
78
1228.0618
21
22266.418
03
62029.377
29
8375.7367
69
8004.4653
71
1632.9998

Y^ i2
8.8221531
77
7304.3034
31
77.124154
6
50.442357
05
7393.8676
46
57429.109
18
104058.26
79
350057.97
72
24174.325
38
36545.081
04
20646.703

Y i2
7586.41
858.49
54.76
0
11109.1
6
41861.1
6
222595.
24
117374.
76
61009
10342.8
9
33892.8

12
Jumlah
UTheil

150.40119

44.1

3
11299.962
34
125498.56
8
0.235053

130

27
22620.545
33
630366.56
91

1
1944.81
508629.
49

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