NAMA : Wici Irawan

No.BP : 1110432047
SUBJEK : Tugas KSS 2
1) The average price/earnings ratio for a company for the years 1996-2000 is given below.
Year 1996 1997 1998 1999 2000 2001
p/e Ratio 16.3 16.5 17.1 19.6 13.1 ?
Predict the 2001 earnings per share using
a. a three-year moving average forecast.
b. an exponential smoothing forecast with o = .2
Answer :
By using the Microsoft Excel, we obtained :
Tahun p/e ratio M(3) Ex
Smooth
1996 16.3 16.3
1997 16.5 16.3
1998 17.1 16.34
1999 19.6 16.63333 16.492
2000 13.1 17.73333 17.1136
2001 16.6 16.31088
a) With using the formula ; = + + ( )
So, we obtain that the average price/earning ratio for a company for the year 2001 using
average forecasting is 16.6
b) With using the formula ; = + (1 )
We obtain the average price/earning ratio for a company for the year 2001 using
exponential smoothing is 16.31088
2) Below you are given the size of the civilian labor force employed in agriculture (in
thousands) for the years 1995-2000. Using linear trend projection, forecast the size of the
civilian labor force employed in agriculture for 2001.
Year 1995 1996 1997 1998 1999 2000 2001
Number
Employed in
Agriculture
3440 3443 3399 3378 3281 3305 ?
Answer :
Determine slope (b
1
) and intercept (b
0
) by formula :
And ;
By using the Microsoft excel we obtained :
Year Number employed in
agriculture
1995 3440
1996 3443
1997 3399
1998 3378
1999 3281
2000 3305
1995 3440 6862800 3980025 -33.7714 70832.76
1996 3443 6872228 3984016
1997 3399 6787803 3988009
1998 3378 6749244 3992004
1999 3281 6558719 3996001
2000 3305 6610000 4000000
Total : 11985 Total :20246 Total : 40440794 Total : 23940055

-
-
=
n
t
t
n
Y t
tY
b
t
t
2
2
1
) (
|
|
.
|

\
|
-
|
|
.
|

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=

n
t
b
n
Y
b
t
1 0
So, = 70832.76 + 33.7714
Size of the civilian labor force employed in agriculture for 2001 is
= 70832.76 + 33.771(2001)
= 70832.76 67575.77
= 3256.9
, = 3256.9
So, size of the civilian labor force employed in agriculture for 2001 is 3256.9.
3) Tentukanlah hubungan linier anatara X dan Y, kemudian lakukan uji asumsi klasik
terhadap model tersebut.
Answer :
Uji asumsi klasik berikut menggunakan tiga buah Uji data yaitu :
1. Uji Durbin-Watson
2. Uji Heteroskedastisitas
3. Uji Normalitas
Dengan menggunakan SPSS kita akan menguji data di atas dengan uji Durbin-
Watson:
GET DATA /TYPE=XLSX
/FILE='D:\my KSS project\Book3.xlsx'
/SHEET=name 'Sheet1'
/CELLRANGE=full
/READNAMES=on
/ASSUMEDSTRWIDTH=32767.
EXECUTE.
DATASET NAME DataSet1 WINDOW=FRONT.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT LotsizeX
/METHOD=ENTER ManhoursY
/RESIDUALS DURBIN.
Regression
Lot size (X) Man-hours (Y)
30 73
20 50
60 128
80 170
40 87
50 108
60 135
30 69
70 148
60 132
[DataSet1]
Variables Entered/Removed
a
Model Variables
Entered
Variables
Removed
Method
1 Man hours (Y)
b
. Enter
a. Dependent Variable: Lot size (X)
b. All requested variables entered.
Model Summary
b
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
Durbin-Watson
1 .998
a
.996 .995 1.366 2.064
a. Predictors: (Constant), Man hours (Y)
b. Dependent Variable: Lot size (X)
ANOVA
a
Model Sum of Squares df Mean Square F Sig.
1
Regression 3385.066 1 3385.066 1813.333 .000
b
Residual 14.934 8 1.867
Total 3400.000 9
a. Dependent Variable: Lot size (X)
b. Predictors: (Constant), Man hours (Y)
Coefficients
a
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1
(Constant) -4.758 1.357 -3.508 .008
Man hours (Y) .498 .012 .998 42.583 .000
a. Dependent Variable: Lot size (X)
Residuals Statistics
a
Minimum Maximum Mean Std. Deviation N
Predicted Value 20.13 79.87 50.00 19.394 10
Residual -2.445 1.449 .000 1.288 10
Std. Predicted Value -1.540 1.540 .000 1.000 10
Std. Residual -1.790 1.061 .000 .943 10
a. Dependent Variable: Lot size (X)
Interpretasi :
Nilai DW adalah 2.064, selanjutnya nilai ini akan dibandingkan dengan nilai table signifikansi
5%dalam jumlah sampel = 10 dan jumlah variabel independen 1 = 1 (table Durbin
Watson) maka di peroleh nilai = 1.319 . Nilai 4 = 4 1.319 = 2.680.
Jika nilai > dan kurang dari (4 ) maka di simpulkan bahwa tidak terdapat
autokorelasi. Jadi, karena < < 4 1.319 < 2.064 < 2.680 , disimpulkan tidak
terjadi autokorelasi pada data sampel.
Dengan Uji Heteroskedastisitas menggunakan SPSS di peroleh :
Lot Size (X) Man Hours(Y) Res_1
30 73 3.00000
20 50 .00000
60 128 -2.00000
80 170 .00000
40 87 -3.00000
50 108 -2.00000
60 135 5.00000
30 69 -1.00000
70 148 -2.00000
60 132 2.00000
Dimana outputnya adalah :
COMPUTE RES2=ABS_RES(RES_1).
EXECUTE.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT RES2
/METHOD=ENTER LotsizeX
/SAVE RESID.
Regression
[DataSet1]
Variables Entered/Removed
a
Model Variables
Entered
Variables
Removed
Method
1 Lot size (X)
b
. Enter
a. Dependent Variable: RES2
b. All requested variables entered.
Model Summary
b
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
1 .077
a
.006 -.118 1.57648
a. Predictors: (Constant), Lot size (X)
b. Dependent Variable: RES2
ANOVA
a
Model Sum of Squares df Mean Square F Sig.
1
Regression .118 1 .118 .047 .833
b
Residual 19.882 8 2.485
Total 20.000 9
a. Dependent Variable: RES2
b. Predictors: (Constant), Lot size (X)
Coefficients
a
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1
(Constant) 1.706 1.441 1.184 .270
Lot size (X) .006 .027 .077 .218 .833
a. Dependent Variable: RES2
Interpretasi :
Karena nilai signifikansi = 0.833 lebih besar dari 0.05 (0.833 > 0.05) maka di simpulkan
bahwa tidak terjadi heteroskedastisitas.
Dengan Uji Normalitas menggunakan SPSS di peroleh :
Lot Size (X) Man Hours (Y) Res_1
30 73 3.00000
20 50 .00000
60 128 -2.00000
80 170 .00000
40 87 -3.00000
50 108 -2.00000
60 135 5.00000
30 69 -1.00000
70 148 -2.00000
60 132 2.00000
Di peroleh output :
GET DATA /TYPE=XLSX
/FILE='D:\my KSS project\Book3.xlsx'
/SHEET=name 'Sheet1'
/CELLRANGE=full
/READNAMES=on
/ASSUMEDSTRWIDTH=32767.
EXECUTE.
DATASET NAME DataSet1 WINDOW=FRONT.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT ManhoursY
/METHOD=ENTER LotsizeX
/SAVE RESID.
Regression
[DataSet1]
Variables Entered/Removed
a
Model Variables Entered Variables
Removed
Method
1 Lot size (X)
b
. Enter
a. Dependent Variable: Man hours (Y)
b. All requested variables entered.
Model Summary
b
Model R R Square Adjusted R
Square
Std. Error of the
Estimate
1 .998
a
.996 .995 2.739
a. Predictors: (Constant), Lot size (X)
b. Dependent Variable: Man hours (Y)
ANOVA
a
Model Sum of Squares df Mean Square F Sig.
1
Regression 13600.000 1 13600.000 1813.333 .000
b
Residual 60.000 8 7.500
Total 13660.000 9
a. Dependent Variable: Man hours (Y)
b. Predictors: (Constant), Lot size (X)
Coefficients
a
Model Unstandardized Coefficients Standardized
Coefficients
t Sig.
B Std. Error Beta
1
(Constant) 10.000 2.503 3.995 .004
Lot size (X) 2.000 .047 .998 42.583 .000
a. Dependent Variable: Man hours (Y)
Residuals Statistics
a
Minimum Maximum Mean Std. Deviation N
Predicted Value 50.00 170.00 110.00 38.873 10
Residual -3.000 5.000 .000 2.582 10
Std. Predicted Value -1.543 1.543 .000 1.000 10
Std. Residual -1.095 1.826 .000 .943 10
a. Dependent Variable: Man hours (Y)
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
NPar Tests
[DataSet1]
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 10
Normal Parameters
a,b
Mean 0E-7
Std. Deviation 2.58198890
Most Extreme Differences
Absolute .200
Positive .200
Negative -.123
Kolmogorov-Smirnov Z .632
Asymp. Sig. (2-tailed) .819
a. Test distribution is Normal.
b. Calculated from data.
Interpretasi :
Dari hasil di atas kita peroleh nilai signifikansi = 0.819 lebih besar dari 0.05 (0.819 > 0.05)
sehingga dapat di simpulkan bahwa data yang telah kita uji berdistribusi normal.
4) Tentukanlah CMA (Centered Moving Average) dan SF (Seasonal Factor) serta ASF dari
data berikut :
Year Quarter Time
Index
Y
1 1 1 10
2 2 18
3 3 20
4 4 12
2 1 5 12
2 6 20
3 7 24
4 8 13
4 1 9 14
2 10 22
3 11 28
4 12 16
untuk menentukan CMA (Centered Moving Average) digunakan rumus berikut :
( ) = , sehingga diperoleh hasil seperti pada table :
Year Quarter Time
Index
Y
CMA
1 1 1 10
2 2 18
3 3 20 14.4
4 4 12 16.4
2 1 5 12 17.6
2 6 20 16.2
3 7 24 16.6
4 8 13 18.6
4 1 9 14 20.2
2 10 22 18.6
3 11 28
4 12 16
Untuk menentukan SF digunakan rumus sebagai berikut :
=
Year Quarter
Time
Index CMA SF
1 1 1
2 2
3 3 14.4 1.388889
4 4 16.4 0.731707
2 1 5 17.6 0.681818
2 6 16.2 1.234568
3 7 16.6 1.445783
4 8 18.6 0.698925
3 1 9 20.2 0.693069
2 10 18.6 1.182796
3 11
4 12
Untuk menentukan ASF digunakan rumus sebagai berikut :
=


Year Quarter
Time
Index Y CMA SF ASF
1 1 1 10
2 2 18
3 3 20 14.4 1.388889 0.960648
4 4 12 16.4 0.731707 1.046904
2 1 5 12 17.6 0.681818 0.983766
2 6 20 16.2 1.234568 1.043771
3 7 24 16.6 1.445783
4 8 13 18.6 0.698925
3 1 9 14 20.2 0.693069
2 10 22 18.6 1.182796
3 11 28
4 12 16
Plot data antara Y, CMA, SF dan ASF :
0
5
10
15
20
25
30
1 2 3 4 5 6 7 8 9 10 11 12
Y
CMA
SF
ASF
5) Menentukan ( ), ,
Tahun
p/e
ratio M(3)
Ex
Smooth e(T) |ei|
sigma
|ei|/N
1996 16.3 16.3 0 0 0
1997 16.5 16.3 0.2 0.2 0.04
1998 17.1 16.34 0.76 0.76 0.152
1999 19.6 16.63333 16.492 3.108 3.108 0.6216
2000 13.1 17.73333 17.1136 -4.0136 4.0136 0.80272
16.6 16.31088 -16.3109
MAE ei kuadrat ei kuadrat/N sigma ei kuadrat/N
1.61632 0 0 5.277249792
0.04 0.008
0.5776 0.11552
9.659664 1.9319328
16.108985 3.221796992