Lampiran 3 : Koefisien Autokorelasi Data Asli

Lampiran 2 : Pengujian Sampel

  t 1 625.570 391.337.824.900 48 824.419 679.666.687.561 2 692.868 480.066.065.424 49 585.842 343.210.848.964 3 692.961 480.194.947.521 50 469.298 220.240.612.804 4 543.663 295.569.457.569 51 761.209 579.439.141.681 5 672.481 452.230.695.361 52 624.332 389.790.446.224 6 552.298 305.033.080.804 53 774.566 599.952.488.356 7 782.167 611.785.215.889 54 483.157 233.440.686.649 8 346.835 120.294.517.225 55 612.279 374.885.573.841 9 1.100.035 1.210.077.001.225 56 815.697 665.361.595.809

  10 762.081 580.767.450.561 57 495.772 245.789.875.984 11 596.764 356.127.271.696 58 589.033 346.959.875.089 12 807.083 651.382.968.889 59 536.034 287.332.449.156 13 641.535 411.567.156.225 60 1.311.758 1.720.709.050.564

  14 606.586 367.946.575.396 61 454.044 206.155.953.936 15 612.706 375.408.642.436 62 558.330 311.732.388.900 16 736.091 541.829.960.281 63 508.188 258.255.043.344 17 605.266 366.346.930.756 64 693.121 480.416.720.641 18 765.425 585.875.430.625 65 647.774 419.611.155.076 19 952.847 907.917.405.409 66 501.197 251.198.432.809 20 826.097 682.436.253.409 67 734.939 540.135.333.721 21 733.527 538.061.859.729 68 961.792 925.043.851.264 22 765.961 586.696.253.521 69 712.470 507.613.500.900 23 678.852 460.840.037.904 70 890.979 7.938.443.578.441

  24 779.931 608.292.364.761 71 738.558 545.467.919.364 25 538.281 289.746.434.961 72 590.711 348.939.485.521 26 555.719 308.823.606.961 73 611.370 373.773.276.900 27 627.341 393.556.730.281 74 497.083 247.091.508.889 28 653.219 426.695.061.961 75 489.056 239.175.771.136 29 675.481 456.274.581.361 76 609.754 371.799.940.516 30 566,837 321.304.184.569 77 686.888 471.815.124.544 31 579.756 336.117.019.536 78 725.621 526.525.835.641 32 656.695 429.935.933.025 79 596.728 356.084.305.984 33 734.725 539.820.825.625 80 903.992 817.201.536.064 34 735.227 540.558.741.529 81 690.765 477.156.285.225 35 739.266 546.514.218.756 82 618.725 382.820.625.625 36 779.325 607.347.455.625 83 970.921 942.687.588.241 37 629.613 396.412.529.769 84 760.100 577.752.010.000 38 741.002 549.083.964.004 85 1.018.606 1.037.558.183.236

  39 778.312 605.769.569.344 86 631.097 398.283.423.409 40 441.717 195.113.908.089 87 742.003 550.568.452.009 41 745.387 555.601.779.769 88 605.108 366.155.691.664 42 731.816 535.554.657.856 89 547.155 299.378.594.025 43 536.506 287.838.688.036 90 657.403 432.178.704.409 44 709.879 503.928.194.641 91 801.475 642.362.175.625 45 898.237 806.829.708.169 92 786.581 618.709.669.561 46 664.678 441.796.843.684 93 776.335 602.696.032.225 47 819.326 671.295.094.276 94 685.974 470.560.328.676

Lampiran 3 : Koefisien Autokorelasi Data Asli

Lag Autokorelasi Lag Autokorelasi

  1 -0.098 47 0.025 2 0.040 48 0.068 3 0.000 49 0.093 4 -0.018 50 0.036 5 -0.152 51 0.170 6 -0.228 52 -0.163 7 0.010 53 -0.019 8 -0.020 54 -0.138 9 0.054 55 -0.043 10 -0.003 56 -0.080 11 -0.059 57 -0.033 12 0.104 58 0.072 13 0.045 59 0.043 14 -0.036 60 -0.025 15 0.123 61 0.110 16 -0.101 62 -0.018 17 0.014 63 -0.007 18 -0.079 64 0.022 19 -0.107 65 -0.009 20 -0.031 66 -0.019 21 -0.063 67 -0.009 22 -0.042 68 0.015 23 0.169 69 -0.008

  24 0.067 70 -0.045 25 0.157 71 0.093 26 0.008 72 -0.028 27 0.045 73 0.056 28 -0.158 74 0.059 29 0.020 75 0.000 30 -0.169 76 0.046 31 -0.104 77 -0.090 32 0.180 78 0.028 33 -0.025 79 -0.080 34 -0.074 80 -0.018 35 0.023 81 -0.005 36 0.118 82 0.022 37 -0.059 83 0.007 38 0.039 84 0.005 39 0.002 85 -0.006 40 -0.048 86 -0.003 41 -0.015 87 -0.013 42 -0.029 88 -0.003 43 -0.148 89 -0.005 44 0.066 90 -0.003 45 -0.107 91 -0.003 46 0.094 92 -0.003

Lampiran 4 : Koefisien Autokorelasi Parsial Data Asli

  Lag

Autokorelasi Parsial Lag Autokorelasi Parsial

  1 -0.098 47 0.012

  2

  48 0.030 0.053

  3

  49 0.006 0.067

  4

  50

  • 0.019 -0.068

  5

  51

  • 0.158 0.171 6 -0.266

  52 -0.127 7 -0.041 53 0.011

  8

  54

  • 0.008 -0.044

  9

  55 0.051 -0.066 10 -0.029

  56 -0.120

  11

  57

  • 0.167 0.027

  12

  58 0.005 -0.020

  13

  59 0.070 -0.020

  14

  60

  • 0.008 -0.010

  15

  61 0.141 -0.063

  16

  62

  • 0.131 -0.028

  17

  63

  • 0.062 -0.007

  18

  64

  • 0.035 -0.050

  19

  65

  • 0.105 0.023

  20

  66

  • 0.005 0.053

  21

  67

  • 0.063 0.052

  22

  68

  • 0.165 0.006

  23

  69 0.170 0.008

  • 0.064
  • 0.091
  • 0.029
  • 0.163
  • 0.043

  • 0.020

  • 0.133
  • 0.041
  • 0.006
  • 0.079
  • 0.103
  • 0.091
  • 0.030
  • 0.034
  • 0.063
  • 0.145
  • 0.061
  • 0.063
  • 0.019
  • 0.022
  • 0.009 44 0.011

  85 0.040

  35

  81 0.049

  36 0.025

  82

  37 0.044

  83

  38 0.005

  84 0.008 39 -0.075

  86

  40

  41

  87

  42 0.064

  88 0.017

  43

  89

  90 -0.018 45 -0.160 91 0.027

  46 0.000

  80

  79 0.074

  34

  33

  24 0.042

  70

  25 0.138

  71 0.049

  26 0.037

  72 0.069

  27

  73

  28

  74

  29 0.124

  75

  30

  76

  31

  77 0.084

  32 0.165

  78 0.041

  92

  • 0.026

Lampiran 5 : Perhitungan Nilai Residu

No Nilai Residu No Nilai Residu

  1 -49882 48 160969 2 16611 49 -75082 3 16949 50 -192829 4 -132098 51 96019 5 -5384 52 -39358 6 -125670 53 110237 7 102197 54 -179447 8 -331538 55 -53177 9 416408 56 149384 10 85014 57 -168198 11 -78977 58 -77611 12 130077 59 -131853 13 -33434 60 641771 14 -68928 61 -205822 15 -63914 62 -104804 16 58444 63 -156618 17 -71475 64 25824 18 87538 65 -19133 19 276325 66 -166029 20 153923 67 65074 21 63767 68 292937 22 97191 69 48226 23 11601 70 227480

  24 112846 71 78635 25 -127038 72 -67987 26 -111624 73 -48418 27 -41783 74 -163487 28 -16582 75 -174113 29 5401 76 -56183 30 -103174 77 20047 31 -91902 78 59080 32 -16432 79 -68897 33 61321 80 237261 34 62775 81 27765 35 67788 82 -43853 36 108901 83 307633 37 -39108 84 101655 38 71646 85 361750 39 110071 86 -20061 40 -224802 87 90511 41 75299 88 -44970 42 62901 89 -103650 43 -131433 90 4944 44 39847 91 149077 45 228818 92 136521 46 -1144 93 128415 47 15346 94 40066

Lampiran 6 : Koefisien Autokorelasi Residu

Lag Autokorelasi Lag Autokorelasi

  1 -0.088 47 0.028 2 0.047 48 0.070 3 0.006 49 0.094 4 -0.013 50 0.035 5 -0.146 51 0.168 6 -0.220 52 -0.161 7 0.017 53 -0.018 8 -0.015 54 -0.138 9 0.060 55 -0.042 10 0.001 56 -0.078 11 -0.056 57 -0.034 12 0.102 58 0.070 13 0.045 59 0.040 14 -0.036 60 -0.026 15 0.118 61 0.107 16 -0.102 62 -0.021 17 0.011 63 -0.011 18 -0.082 64 0.019 19 -0.107 65 -0.011 20 -0.030 66 -0.022 21 -0.060 67 -0.011 22 -0.037 68 0.014 23 0.172 69 -0.007

  24 0.071 70 -0.042 25 0.157 71 0.094 26 0.009 72 -0.025 27 0.043 73 0.056 28 -0.159 74 0.059 29 0.018 75 -0.003 30 -0.169 76 0.040 31 -0.105 77 -0.096 32 0.178 78 0.023 33 -0.024 79 -0.086 34 -0.070 80 -0.023 35 0.019 81 -0.009 36 0.116 82 0.018 37 -0.059 83 0.003 38 0.040 84 0.002 39 0.002 85 -0.008 40 -0.048 86 -0.010 41 -0.013 87 -0.015 42 -0.027 88 -0.007 43 -0.145 89 -0.008 44 0.066 90 -0.006 45 -0.102 91 -0.004 46 0.097 92 -0.004

Lampiran 7 : Koefisien Autokorelasi Parsial Residu

Lag Autokorelasi Lag Autokorelasi

  1 -0.088 47 0.030 2 0.040 48 0.069 3 0.014 49 0.076 4 -0.014 50 -0.059 5 -0.150 51 0.177 6 -0.252 52 -0.122 7 -0.021 53 0.019 8 0.010 54 -0.039 9 0.069 55 -0.060 10 -0.016 56 -0.110 11 -0.153 57 0.036 12 0.021 58 -0.010 13 0.083 59 -0.009 14 0.002 60 0.002 15 0.143 61 -0.049 16 -0.131 62 -0.014 17 -0.060 63 0.005 18 -0.033 64 -0.035 19 -0.098 65 0.035 20 0.006 66 0.061 21 -0.051 67 0.057 22 -0.148 68 0.009 23 0.186 69 0.010

  24 0.053 70 -0.063 25 0.144 71 0.052 26 0.038 72 0.065 27 -0.091 73 -0.032 28 -0.160 74 -0.043 29 0.130 75 -0.023 30 -0.128 76 -0.044 31 -0.001 77 0.078 32 0.163 78 0.030 33 -0.083 79 0.062 34 -0.099 80 -0.102 35 -0.027 81 0.039 36 0.027 82 -0.044 37 0.047 83 -0.072 38 0.008 84 0.000 39 -0.069 85 0.031 40 -0.131 86 -0.069 41 -0.046 87 -0.025 42 0.081 88 0.011 43 -0.008 89 -0.016 44 0.024 90 -0.022 45 -0.143 91 0.023 46 0.021 92 -0.032