Académique Documents
Professionnel Documents
Culture Documents
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
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
Coef
SE Coef
86
MA
SMA
1
12
0.6317
0.8372
0.0729
0.0740
8.67
11.32
0.000
0.000
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
Coef
-0.2911
0.8884
SE Coef
0.0912
0.0704
T
-3.19
12.62
P
0.002
0.000
12
4. ARIMA (1,1,1)(0,1,1)
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
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
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
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
88
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
Coef
-0.4238
0.6540
SE Coef
0.0886
0.0724
T
-4.79
9.04
P
0.000
0.000
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
Coef
-0.2642
-0.3806
SE Coef
0.0938
0.0912
T
-2.82
-4.17
P
0.006
0.000
89
12
12. ARIMA (1,1,1)(1,1,0)
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
12
P
0.669
0.000
0.000
0.031
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
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
12
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
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
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
91
12
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
12
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
12
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
92
12
22. ARIMA ( 2,1,0 ) ( 2,1,0 )
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
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
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
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
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
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
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
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
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
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
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
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)
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)
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 )
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)
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
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)
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
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
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
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
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