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  • Arima, Sarima

    Transféré par

    Ali Attibrizi
    9 vues2 pages
    Matkul ekonometrik

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    Matkul ekonometrik

    Droits d'auteur :

    © All Rights Reserved
    Téléchargez comme DOCX, PDF, TXT ou lisez en ligne sur Scribd
    Signaler comme contenu inapproprié
    9 vues2 pages

    Arima, Sarima

    Transféré par

    Ali Attibrizi
    Matkul ekonometrik

    Droits d'auteur :

    © All Rights Reserved
    Téléchargez comme DOCX, PDF, TXT ou lisez en ligne sur Scribd
    Signaler comme contenu inapproprié
    sur 2

    Dependent Variable: BIRATE

    Method: Least Squares


    Date: 11/13/14 Time: 16:40
    Sample (adjusted): 2008M07 2010M06
    Included observations: 24 after adjustments
    Convergence achieved after 11 iterations
    MA Backcast: 2007M06 2008M06
    Variable

    Coefficient

    Std. Error

    t-Statistic

    Prob.

    C
    AR(6)
    MA(5)
    SMA(8)

    9244.212
    -0.265986
    0.994351
    -0.988886

    11.67701
    0.086935
    0.008765
    0.010597

    791.6589
    -3.059586
    113.4393
    -93.31986

    0.0000
    0.0062
    0.0000
    0.0000

    R-squared
    Adjusted R-squared
    S.E. of regression
    Sum squared resid
    Log likelihood
    F-statistic
    Prob(F-statistic)
    Inverted AR Roots
    Inverted MA Roots

    Hasil Pertama

    0.901372
    0.886578
    43.31645
    37526.30
    -122.3114
    60.92751
    0.000000
    .69-.40i
    -.69+.40i
    1.00
    .71+.71i
    -.31-.95i
    -1.00

    Mean dependent var


    S.D. dependent var
    Akaike info criterion
    Schwarz criterion
    Hannan-Quinn criter.
    Durbin-Watson stat

    .69+.40i
    -.69-.40i
    .81-.59i
    -.00-1.00i
    -.71-.71i

    9167.152
    128.6187
    10.52595
    10.72230
    10.57804
    2.400494

    -.00-.80i

    -.00+.80i

    .81+.59i
    -.00+1.00i
    -.71-.71i

    .71-.71i
    -.31+.95i
    -1.00

    Dependent Variable: BIRATE


    Method: Least Squares
    Date: 11/13/14 Time: 16:42
    Sample (adjusted): 2008M07 2010M06
    Included observations: 24 after adjustments
    Convergence achieved after 11 iterations
    HAC standard errors & covariance (Bartlett kernel, Newey-West fixed
    bandwidth = 3.0000)
    MA Backcast: 2007M06 2008M06
    Variable

    Coefficient

    Std. Error

    t-Statistic

    Prob.

    C
    AR(6)
    MA(5)
    SMA(8)

    9244.212
    -0.265986
    0.994351
    -0.988886

    12.19793
    0.106989
    0.007687
    0.008061

    757.8509
    -2.486103
    129.3525
    -122.6814

    0.0000
    0.0219
    0.0000
    0.0000

    R-squared
    Adjusted R-squared
    S.E. of regression
    Sum squared resid
    Log likelihood
    F-statistic
    Prob(F-statistic)
    Inverted AR Roots
    Inverted MA Roots

    0.901372
    0.886578
    43.31645
    37526.30
    -122.3114
    60.92751
    0.000000
    .69-.40i
    -.69+.40i
    1.00
    .71+.71i
    -.31-.95i
    -1.00

    Mean dependent var


    S.D. dependent var
    Akaike info criterion
    Schwarz criterion
    Hannan-Quinn criter.
    Durbin-Watson stat

    .69+.40i
    -.69-.40i
    .81-.59i
    -.00-1.00i
    -.71-.71i

    9167.152
    128.6187
    10.52595
    10.72230
    10.57804
    2.400494

    -.00-.80i

    -.00+.80i

    .81+.59i
    -.00+1.00i
    -.71-.71i

    .71-.71i
    -.31+.95i
    -1.00

    Dependent Variable: INFLASI


    Method: Least Squares
    Date: 11/13/14 Time: 17:11
    Sample: 2009M01 2009M12
    Included observations: 12
    Variable

    Coefficient

    Std. Error

    t-Statistic

    Prob.

    C
    BI_RATE
    KURS
    UANGBEREDAR

    -25.78433
    2.335160
    1.126914
    1.15E-06

    13.81321
    0.568522
    0.525681
    5.02E-06

    -1.866643
    4.107422
    2.143723
    0.228450

    0.0989
    0.0034
    0.0644
    0.8250

    R-squared
    Adjusted R-squared
    S.E. of regression
    Sum squared resid
    Log likelihood
    F-statistic
    Prob(F-statistic)

    0.955668
    0.939043
    0.663906
    3.526172
    -9.679100
    57.48551
    0.000009

    Mean dependent var


    S.D. dependent var
    Akaike info criterion
    Schwarz criterion
    Hannan-Quinn criter.
    Durbin-Watson stat

    4.895000
    2.689037
    2.279850
    2.441486
    2.220007
    1.305677

    Dependent Variable: INFLASI


    Method: Least Squares
    Date: 11/13/14 Time: 17:12
    Sample (adjusted): 2009M02 2009M12
    Included observations: 11 after adjustments
    Convergence achieved after 1 iteration
    MA Backcast: 2009M01
    Variable

    Coefficient

    Std. Error

    t-Statistic

    Prob.

    C
    BI_RATE
    KURS
    UANGBEREDAR
    AR(1)
    MA(1)

    -24.75212
    3.119028
    0.592434
    6.55E-07
    0.002502
    0.002501

    18.44665
    2.988685
    1.952990
    6.49E-06
    1.219556
    1.776607

    -1.341822
    1.043612
    0.303347
    0.101009
    0.002051
    0.001408

    0.2374
    0.3445
    0.7738
    0.9235
    0.9984
    0.9989

    R-squared
    Adjusted R-squared
    S.E. of regression
    Sum squared resid
    Log likelihood
    F-statistic
    Prob(F-statistic)

    0.945308
    0.890617
    0.807439
    3.259790
    -8.919045
    17.28432
    0.003580

    Inverted AR Roots
    Inverted MA Roots

    .00
    -.00

    Mean dependent var


    S.D. dependent var
    Akaike info criterion
    Schwarz criterion
    Hannan-Quinn criter.
    Durbin-Watson stat

    4.506364
    2.441374
    2.712554
    2.929587
    2.575744
    1.374250

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