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LAMPIRAN
55
Lampiran 1. Fasilitas yang terdapat pada PT S-IK Indonesia
List of Production Facilities
a. Extruder
b. Blender
56
Lanjutan Lampiran 1. Fasilitas yang terdapat pada PT S-IK Indonesia
c. Middle Hooper
d. Others
List of Inspection Facilities
a. Injection Molding Machine
57
Lanjutan Lampiran 1. Fasilitas yang terdapat pada PT S-IK Indonesia
b. Physical Test
c. Attached Facilities
58
Lampiran 2. Struktur Organisasi
President Director
Masato Akai
Factory Manager
Kazuhiro Takagi
Mgt Rep
Tri Haryani
Quality As.
Abdianta Ginting
Steering Comm.
Team
DCC
Dwi Irwati
Logistic Dept.
Rudy Suryawan
Logistic Section
Suriwati
Exim & Inventori
Suriwati
Ware House
Aboy
General Affairs Dept.
Rudy Suryawan
Personnel Sect.
Slamet Widodo
EDP
Yoga H.
General Admin
Zuraidah - Roni
Production Dept.
Shuichi Uakawa
Maintenance Sect.
Dapri Suprapman
Prod. Section
MF. Ashidiq
Maintenance
Madnur
Production Opr.
Medarcus/Lismar
Weighing
Rahyono
QC Dept.
Abdianta Ginting
QC/Inspection
Fauzie
Physical Test
Afrijoni
Commercial
Abdianta Ginting
Commercial Sect.
M. Mauludi
Commercial
Vinca
Account & Fin.
Tan Hui Lie
59
Lampiran 3. Data Penjualan ABS, PP dan PS tahun 2006 - 2010
ABS
(kg)
PP
(kg)
PS
(kg)
ABS
(kg)
PP
(kg)
PS
(kg)
ABS
(kg)
PP
(kg)
PS
(kg)
ABS
(kg)
PP
(kg)
PS
(kg)
ABS
(kg)
PP
(kg)
PS
(kg)
Jan 447.842 161.122 718.237 491.077 321.629 424.403 611.321 635.307 832.952 110.225 802.765 319.430 615.967 1.134.166 302.692
Feb 615.243 117.118 588.479 403.474 282.539 275.253 596.018 414.243 656.938 164.107 777.106 224.797 486.186 1.197.499 376.401
Mar 286.614 199.671 317.686 392.319 304.914 470.139 589.098 662.600 541.516 264.977 801.807 290.275 609.853 1.409.743 242.230
Apr 469.908 75.079 473.460 430.676 282.627 580.843 646.819 749.412 600.024 411.673 792.398 346.077 452.551 1.366.726 343.468
May 399.220 168.946 818.293 452.448 283.221 785.823 571.711 749.792 512.750 543.300 1.027.515 466.653 527.341 1.533.419 341.474
Jun 432.836 194.606 351.468 527.871 242.760 719.497 674.443 704.749 532.982 581.685 1.197.911 535.147 568.322 1.533.370 349.137
Jul 442.012 221.537 188.573 636.596 373.694 875.675 685.805 750.189 572.303 702.640 1.004.559 512.253 754.315 1.325.572 342.907
Aug 540.238 231.684 250.417 749.482 317.743 1.148.252 523.298 1.112.455 506.172 588.667 1.404.340 489.439 787.598 1.478.666 411.790
Sep 623.308 394.827 563.050 769.247 467.705 1.035.594 490.807 1.113.902 605.105 571.051 1.126.813 636.028 742.425 1.093.771 331.292
Oct 528.942 168.884 757.487 702.406 404.286 981.148 418.862 1.078.683 700.859 743.761 1.412.735 764.074 1.096.320 1.299.982 348.439
Nov 663.507 286.706 616.266 768.940 482.640 909.604 453.095 1.050.742 469.075 640.036 1.197.386 540.031 1.034.244 1.406.493 365.871
Dec 433.761 341.326 469.622 596.296 512.281 822.593 312.392 916.124 343.818 607.963 1.285.900 501.342 881.256 1.375.141 255.992
5.883.431 2.561.506 6.113.038 6.920.832 4.276.039 9.028.824 6.573.669 9.938.198 6.874.494 5.930.085 12.831.235 5.625.546 8.556.378 16.154.548 4.011.693
20102006 2007 2008 2009
Lampiran 4. Uji Stasioneritas data dan Uji First Difference
1. ABS
11.5
12.0
12.5
13.0
13.5
14.0
2006 2007 2008 2009 2010
ABS_
Null Hypothesis: ABS_ has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.725301 0.0758
Test critical values: 1% level -3.546099
5% level -2.911730
10% level -2.593551
*MacKinnon (1996) one-sided p-values.
Null Hypothesis: D(ABS_) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -8.788089 0.0000
Test critical values: 1% level -3.548208
5% level -2.912631
10% level -2.594027
*MacKinnon (1996) one-sided p-values.
61
Lanjutan Lampiran 4. Uji Stasioneritas data dan Uji First Difference
2. PP
11.2
11.6
12.0
12.4
12.8
13.2
13.6
14.0
14.4
2006 2007 2008 2009 2010
PP
Null Hypothesis: PP has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 1 (Automatic based on SIC, MAXLAG=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.337352 0.4077
Test critical values: 1% level -4.124265
5% level -3.489228
10% level -3.173114
*MacKinnon (1996) one-sided p-values.
Null Hypothesis: D(PP) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -15.33991 0.0000
Test critical values: 1% level -3.548208
5% level -2.912631
10% level -2.594027
*MacKinnon (1996) one-sided p-values.
62
Lanjutan Lampiran 4. Uji Stasioneritas data dan Uji First Difference
3. PS
12.0
12.4
12.8
13.2
13.6
14.0
2006 2007 2008 2009 2010
PS
Null Hypothesis: PS has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.897658 0.0516
Test critical values: 1% level -3.546099
5% level -2.911730
10% level -2.593551
*MacKinnon (1996) one-sided p-values.
Null Hypothesis: D(PS) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -7.137961 0.0000
Test critical values: 1% level -3.548208
5% level -2.912631
10% level -2.594027
*MacKinnon (1996) one-sided p-values.
63
Lampiran 5. Uji Kausalitas Granger
Pairwise Granger Causality Tests
Date: 06/13/11 Time: 16:10
Sample: 2006M01 2010M12
Lags: 2
Null Hypothesis: Obs F-Statistic Prob.
PP does not Granger Cause ABS_ 57 0.24442 0.8649
ABS_ does not Granger Cause PP 2.37299 0.0813
PS does not Granger Cause ABS_ 57 0.36918 0.7756
ABS_ does not Granger Cause PS 1.18651 0.3244
PS does not Granger Cause PP 57 0.21871 0.8830
PP does not Granger Cause PS 1.26458 0.2966
64
Lampiran 6. Penentuan Lag Optimum
VAR Lag Order Selection Criteria
Endogenous variables: ABS_ PP
PS
Exogenous variables: C
Date: 06/13/11 Time: 16:11
Sample: 2006M01 2010M12
Included observations: 58
Lag LogL LR FPE AIC SC HQ
0 -113.5871 NA 0.011183 4.020246 4.126821 4.061759
1 -16.14339 181.4470 0.000530 0.970462 1.396760 1.136514
2 2.709548 33.15517* 0.000378* 0.630705* 1.376728* 0.921296*
* indicates lag order selected by the criterion
LR: sequential modified LR test statistic (each test at 5%
level)
FPE: Final prediction error
AIC: Akaike information criterion
SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
65
Lampiran 7. Uji Kointegrasi
Date: 06/13/11 Time: 16:12
Sample (adjusted): 2006M05 2010M12
Included observations: 56 after adjustments
Trend assumption: No deterministic trend
Series: ABS_ PP PS
Lags interval (in first differences): 1 to 3
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.**
None * 0.328122 24.95816 24.27596 0.0410
At most 1 0.045937 2.688157 12.32090 0.8848
At most 2 0.000977 0.054723 4.129906 0.8480
Trace test indicates 1 cointegrating eqn(s) at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
66
Lampiran 8. Estimasi VECM
Vector Error Correction Estimates
Date: 09/25/11 Time: 13:17
Sample (adjusted): 4 60
Included observations: 57 after adjustments
Standard errors in ( ) & t-statistics in [ ]
Cointegrating Eq: CointEq1
ABS01(-1) 1.000000
PP(-1) 0.930352
(0.47652)
[ 1.95240]
PS(-1) 2.870379
(1.10599)
[ 2.59531]
C -2795235.
Error Correction: D(ABS01) D(PP) D(PS)
CointEq1 -0.038906 -0.007035 -0.084682
(0.02248) (0.02904) (0.02752)
[-1.73044] [-0.24227] [-3.07669]
D(ABS01(-1)) -0.176024 0.300843 0.398248
(0.13978) (0.18053) (0.17111)
[-1.25930] [ 1.66641] [ 2.32738]
D(ABS01(-2)) 0.127201 0.142114 0.073032
(0.13435) (0.17352) (0.16447)
[ 0.94679] [ 0.81900] [ 0.44405]
D(PP(-1)) -0.170899 -0.508079 0.189922
(0.11245) (0.14524) (0.13766)
[-1.51971] [-3.49816] [ 1.37960]
D(PP(-2)) 0.013976 0.064464 0.330016
(0.11284) (0.14574) (0.13814)
[ 0.12386] [ 0.44231] [ 2.38903]
D(PS(-1)) 0.194146 -0.014591 0.036721
(0.10383) (0.13411) (0.12711)
[ 1.86978] [-0.10880] [ 0.28889]
67
Lanjutan Lampiran 8. Estimasi VECM
D(PS(-2)) 0.023303 -0.025579 -0.210194
(0.10618) (0.13714) (0.12998)
[ 0.21947] [-0.18652] [-1.61708]
C 14775.10 26776.16 -16950.82
(14869.7) (19205.1) (18203.1)
[ 0.99364] [ 1.39422] [-0.93120]
R-squared 0.216320 0.304112 0.305117
Adj. R-squared 0.104365 0.204699 0.205847
Sum sq. resids 5.52E+11 9.21E+11 8.27E+11
S.E. equation 106138.2 137083.7 129931.7
F-statistic 1.932215 3.059085 3.073631
Log likelihood -736.2018 -750.7852 -747.7310
Akaike AIC 26.11234 26.62404 26.51688
Schwarz SC 26.39909 26.91079 26.80362
Mean dependent 10432.32 20622.28 -1082.351
S.D. dependent 112151.9 153716.4 145801.9
Determinant resid covariance (dof adj.) 3.43E+30
Determinant resid covariance 2.18E+30
Log likelihood -2233.565
Akaike information criterion 79.31806
Schwarz criterion 80.28582
68
Lampiran 9. Uji Stabilitas Model
Roots of Characteristic Polynomial
Endogenous variables: ABS_ PP PS
Exogenous variables: C
Lag specification: 1 2
Date: 07/14/11 Time: 16:02
Root Modulus
0.959089 0.959089
0.790458 0.790458
-0.617894 0.617894
0.465037 - 0.213163i 0.511564
0.465037 + 0.213163i 0.511564
-0.156347 0.156347
No root lies outside the unit circle.
VAR satisfies the stability condition.
69
Lampiran 10. Impulse Response Function (IRF)
4. Apabila ABS di impuls (shock)
0.5
0.6
0.7
0.8
0.9
1.0
5 10 15 20 25 30 35 40 45 50
Respon Variabel ABS Terhadap Shock Variabel ABS
.00
.05
.10
.15
.20
.25
.30
5 10 15 20 25 30 35 40 45 50
Respon Variabel PP Terhadap Shock Variabel ABS
-.3
-.2
-.1
.0
.1
.2
.3
.4
5 10 15 20 25 30 35 40 45 50
Respon Variabel PS Terhadap Shock Variabel ABS
70
Lanjutan Lampiran 10. Impulse Response Function (IRF)
5. Apabila variabel PP diimpuls (shock)
0.4
0.5
0.6
0.7
0.8
0.9
1.0
5 10 15 20 25 30 35 40 45 50
Respon Variabel PP Terhadap Shock Variabel PP
-.30
-.25
-.20
-.15
-.10
-.05
.00
5 10 15 20 25 30 35 40 45 50
Respon Variabel ABS Terhadap Shock Variabel PP
-.12
-.08
-.04
.00
.04
.08
.12
.16
.20
.24
5 10 15 20 25 30 35 40 45 50
Respon Variabel PS Terhadap Shock Variabel PP
71
Lanjutan Lampiran 10. Impulse Response Function (IRF)
6. Apabila variabel PS di impuls (shock)
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
5 10 15 20 25 30 35 40 45 50
Respon Variabel PS Terhadap Shock Variabel PS
-.30
-.25
-.20
-.15
-.10
-.05
.00
.05
.10
5 10 15 20 25 30 35 40 45 50
Respon Variabel ABS Terhadap Shock Variabel PS
-.14
-.12
-.10
-.08
-.06
-.04
-.02
.00
5 10 15 20 25 30 35 40 45 50
Respon Variabel PP Terhadap Shock Variabel PS
72
Lanjutan Lampiran 10. Impulse Response Function (IRF)
1. Response of ABS
Response of ABS01:
Period ABS01 PP PS 1 106138.2 0.000000 0.000000
2 84625.15 -27774.37 10504.31
3 92821.46 -9709.864 -4259.531
4 79042.10 -27828.82 -16138.20
5 72384.50 -25497.38 -22636.35
6 65625.42 -34266.21 -25997.53
7 61477.87 -32616.87 -28874.64
8 58843.07 -35796.92 -30600.33
9 57155.52 -35360.64 -31398.08
10 56360.01 -36412.82 -31746.44
11 55871.18 -36139.73 -31923.82
12 55706.68 -36434.73 -31992.03
13 55609.66 -36317.67 -31993.54
14 55607.96 -36391.56 -31976.71
15 55608.05 -36335.43 -31958.85
16 55627.49 -36350.71 -31944.44
17 55638.30 -36328.70 -31932.95
18 55650.56 -36331.47 -31925.41
19 55656.86 -36323.28 -31920.79
20 55662.02 -36323.83 -31918.22
21 55664.41 -36321.21 -31916.79
22 55666.08 -36321.46 -31916.10
23 55666.74 -36320.72 -31915.80
24 55667.14 -36320.87 -31915.70
25 55667.24 -36320.70 -31915.69
26 55667.29 -36320.79 -31915.72
27 55667.26 -36320.76 -31915.74
28 55667.25 -36320.80 -31915.77
29 55667.22 -36320.80 -31915.79
30 55667.20 -36320.82 -31915.80
31 55667.19 -36320.82 -31915.81
32 55667.18 -36320.83 -31915.81
33 55667.18 -36320.83 -31915.82
34 55667.17 -36320.83 -31915.82
35 55667.17 -36320.83 -31915.82
36 55667.17 -36320.83 -31915.82
37 55667.17 -36320.83 -31915.82
38 55667.17 -36320.83 -31915.82
39 55667.17 -36320.83 -31915.82
40 55667.17 -36320.83 -31915.82
41 55667.17 -36320.83 -31915.82
42 55667.17 -36320.83 -31915.82
43 55667.17 -36320.83 -31915.82
44 55667.17 -36320.83 -31915.82
45 55667.17 -36320.83 -31915.82
46 55667.17 -36320.83 -31915.82
47 55667.17 -36320.83 -31915.82
48 55667.17 -36320.83 -31915.82
49 55667.17 -36320.83 -31915.82
50 55667.17 -36320.83 -31915.82
73
Lanjutan Lampiran 10. Impulse Response Function (IRF)
2. Response of PP
Response of PP:
Period ABS01 PP PS 1 3519.977 137038.5 0.000000
2 32037.27 66259.75 -4430.528
3 23461.25 101647.7 -3980.139
4 27182.85 78812.82 -7034.302
5 21426.96 89542.88 -10231.47
6 20573.36 81245.70 -12472.71
7 17767.60 83938.62 -13536.87
8 17031.94 81282.23 -14315.74
9 15962.93 82138.56 -14777.90
10 15661.90 81277.56 -15030.72
11 15324.06 81543.38 -15127.51
12 15250.14 81295.53 -15175.18
13 15167.72 81397.09 -15189.70
14 15163.44 81328.26 -15191.19
15 15151.49 81366.24 -15185.19
16 15159.43 81349.21 -15179.82
17 15161.34 81363.84 -15175.14
18 15167.03 81359.72 -15171.93
19 15169.34 81364.92 -15169.65
20 15171.96 81363.92 -15168.34
21 15173.03 81365.66 -15167.57
22 15173.96 81365.35 -15167.18
23 15174.31 81365.87 -15166.98
24 15174.57 81365.74 -15166.90
25 15174.64 81365.89 -15166.88
26 15174.69 81365.83 -15166.88
27 15174.69 81365.86 -15166.89
28 15174.69 81365.83 -15166.90
29 15174.68 81365.84 -15166.90
30 15174.67 81365.83 -15166.91
31 15174.66 81365.83 -15166.91
32 15174.66 81365.83 -15166.91
33 15174.66 81365.83 -15166.92
34 15174.66 81365.83 -15166.92
35 15174.66 81365.83 -15166.92
36 15174.66 81365.83 -15166.92
37 15174.66 81365.83 -15166.92
38 15174.65 81365.83 -15166.92
39 15174.65 81365.83 -15166.92
40 15174.65 81365.83 -15166.92
41 15174.65 81365.83 -15166.92
42 15174.66 81365.83 -15166.92
43 15174.66 81365.83 -15166.92
44 15174.66 81365.83 -15166.92
45 15174.66 81365.83 -15166.92
46 15174.66 81365.83 -15166.92
47 15174.66 81365.83 -15166.92
48 15174.66 81365.83 -15166.92
49 15174.66 81365.83 -15166.92
50 15174.66 81365.83 -15166.92
74
Lanjutan Lampiran 10. Impulse Response Function (IRF)
3. Response of PS
Response of PS:
Period ABS01 PP PS 1 24593.73 7344.053 127371.4
2 53191.45 21058.82 101088.5
3 32214.32 32753.12 51580.63
4 17369.42 3681.178 36934.68
5 1164.198 -3146.621 33505.97
6 -7933.972 -7309.878 25966.73
7 -15351.10 -9106.543 19989.12
8 -19545.52 -12145.17 17674.20
9 -22132.24 -13061.16 16872.26
10 -23373.87 -13530.64 16262.83
11 -24050.88 -13654.41 15931.02
12 -24323.58 -13806.98 15871.87
13 -24424.53 -13806.82 15905.07
14 -24428.88 -13793.50 15934.60
15 -24409.31 -13766.36 15961.68
16 -24380.99 -13753.93 15988.35
17 -24357.44 -13739.48 16008.45
18 -24339.31 -13730.89 16020.41
19 -24327.58 -13724.73 16027.36
20 -24320.19 -13721.89 16031.46
21 -24315.99 -13720.00 16033.68
22 -24313.69 -13719.18 16034.68
23 -24312.58 -13718.74 16035.07
24 -24312.08 -13718.64 16035.18
25 -24311.92 -13718.60 16035.18
26 -24311.90 -13718.63 16035.13
27 -24311.93 -13718.66 16035.07
28 -24311.98 -13718.69 16035.03
29 -24312.02 -13718.71 16034.99
30 -24312.05 -13718.73 16034.97
31 -24312.07 -13718.74 16034.96
32 -24312.08 -13718.74 16034.95
33 -24312.09 -13718.75 16034.95
34 -24312.09 -13718.75 16034.95
35 -24312.09 -13718.75 16034.95
36 -24312.10 -13718.75 16034.95
37 -24312.10 -13718.75 16034.95
38 -24312.10 -13718.75 16034.95
39 -24312.10 -13718.75 16034.95
40 -24312.10 -13718.75 16034.95
41 -24312.10 -13718.75 16034.95
42 -24312.10 -13718.75 16034.95
43 -24312.10 -13718.75 16034.95
44 -24312.10 -13718.75 16034.95
45 -24312.10 -13718.75 16034.95
46 -24312.10 -13718.75 16034.95
47 -24312.10 -13718.75 16034.95
48 -24312.10 -13718.75 16034.95
49 -24312.10 -13718.75 16034.95
50 -24312.10 -13718.75 16034.95
75
Lampiran 11. Forecast Error Variance Decomposition (FEVD)
1. FEVD of ABS
Period S.E. ABS01 PP PS 1 106138.2 100.0000 0.000000 0.000000
2 138955.0 95.43333 3.995214 0.571461
3 167441.8 96.45401 3.087724 0.458270
4 187934.3 94.25508 4.643754 1.101171
5 204258.0 92.35023 5.489416 2.160358
6 218810.6 89.46985 7.235945 3.294205
7 231420.0 87.04283 8.455371 4.501797
8 243383.4 84.54130 9.807818 5.650878
9 254437.6 82.40111 10.90555 6.693340
10 265044.6 80.45944 11.93756 7.602996
11 275128.1 78.79372 12.80402 8.402266
12 284867.8 77.32194 13.57929 9.098772
13 294252.7 76.03995 14.25024 9.709814
14 303354.2 74.90584 14.84711 10.24705
15 312182.1 73.90229 15.37399 10.72372
16 320770.8 73.00516 15.84594 11.14890
17 329133.7 72.19994 16.26922 11.53085
18 337291.0 71.47217 16.65207 11.87576
19 345255.3 70.81149 16.99952 12.18899
20 353040.6 70.20864 17.31664 12.47471
21 360657.8 69.65640 17.60711 12.73649
22 368117.8 69.14852 17.87426 12.97721
23 375429.5 68.67988 18.12077 13.19935
24 382601.5 68.24605 18.34896 13.40498
25 389641.6 67.84330 18.56081 13.59589
26 396556.7 67.46840 18.75801 13.77359
27 403353.3 67.11855 18.94203 13.93942
28 410037.3 66.79133 19.11415 14.09452
29 416614.0 66.48460 19.27549 14.23991
30 423088.5 66.19651 19.42703 14.37647
31 429465.4 65.92539 19.56963 14.50497
32 435749.0 65.66981 19.70407 14.62612
33 441943.2 65.42845 19.83103 14.74053
34 448051.9 65.20016 19.95110 14.84873
35 454078.3 64.98391 20.06485 14.95124
36 460025.9 64.77878 20.17275 15.04847
37 465897.5 64.58392 20.27525 15.14084
38 471696.0 64.39858 20.37274 15.22869
39 477424.1 64.22208 20.46557 15.31234
40 483084.3 64.05381 20.55408 15.39211
41 488678.9 63.89320 20.63857 15.46824
42 494210.2 63.73974 20.71929 15.54098
43 499680.3 63.59296 20.79649 15.61055
44 505091.1 63.45244 20.87041 15.67716
45 510444.6 63.31778 20.94124 15.74099
46 515742.5 63.18862 21.00917 15.80220
47 520986.6 63.06464 21.07438 15.86097
48 526178.4 62.94553 21.13704 15.91743
49 531319.4 62.83101 21.19728 15.97171
50 536411.2 62.72082 21.25524 16.02395
76
Lanjutan Lampiran 11. Forecast Error Variance Decomposition (FEVD)
2. FEVD of PP
Period S.E. ABS01 PP PS 1 137083.7 0.065934 99.93407 0.000000
2 155654.5 4.287451 95.63153 0.081019
3 187421.6 4.524196 95.37482 0.100980
4 205247.9 5.526459 94.27188 0.201659
5 225185.3 5.496581 94.12945 0.373972
6 240599.5 5.546031 93.85764 0.596330
7 255798.2 5.389015 93.80336 0.807624
8 269322.4 5.261308 93.72760 1.011092
9 282408.4 5.104516 93.70210 1.193384
10 294672.3 4.970965 93.67273 1.356301
11 306504.1 4.844553 93.65825 1.497201
12 317831.1 4.735630 93.64401 1.620356
13 328790.0 4.638019 93.63441 1.727572
14 339378.6 4.552751 93.62543 1.821815
15 349654.8 4.476850 93.61824 1.904913
16 359633.7 4.409537 93.61164 1.978827
17 369346.2 4.349179 93.60589 2.044933
18 378809.0 4.294915 93.60063 2.104456
19 388042.2 4.245776 93.59590 2.158325
20 397060.5 4.201105 93.59156 2.207331
21 405879.0 4.160286 93.58761 2.252106
22 414509.8 4.122848 93.58397 2.293185
23 422964.6 4.088378 93.58062 2.331007
24 431253.7 4.056537 93.57751 2.365948
25 439386.4 4.027032 93.57464 2.398326
26 447371.4 3.999616 93.57197 2.428413
27 455216.3 3.974073 93.56948 2.456443
28 462928.2 3.950219 93.56716 2.482622
29 470513.8 3.927890 93.56498 2.507126
30 477979.0 3.906945 93.56294 2.530111
31 485329.4 3.887259 93.56103 2.551714
32 492570.2 3.868722 93.55922 2.572057
33 499706.0 3.851237 93.55752 2.591246
34 506741.3 3.834715 93.55591 2.609376
35 513680.3 3.819081 93.55439 2.626534
36 520526.8 3.804263 93.55294 2.642794
37 527284.4 3.790200 93.55157 2.658227
38 533956.5 3.776836 93.55027 2.672893
39 540546.3 3.764120 93.54903 2.686848
40 547056.7 3.752005 93.54785 2.700143
41 553490.5 3.740450 93.54673 2.712823
42 559850.3 3.729418 93.54565 2.724931
43 566138.8 3.718872 93.54462 2.736503
44 572358.1 3.708783 93.54364 2.747575
45 578510.6 3.699120 93.54270 2.758179
46 584598.3 3.689858 93.54180 2.768343
47 590623.3 3.680972 93.54093 2.778095
48 596587.5 3.672440 93.54010 2.787458
49 602492.6 3.664240 93.53930 2.796457
50 608340.4 3.656354 93.53853 2.805111
77
Lanjutan Lampiran 11. Forecast Error Variance Decomposition (FEVD)
3. FEVD of PS
Period S.E. ABS01 PP PS 1 129931.7 3.582766 0.319478 96.09776
2 174281.2 11.30634 1.637618 87.05604
3 187470.1 12.72426 4.467703 82.80804
4 191897.0 12.96324 4.300748 82.73602
5 194829.0 12.57956 4.198359 83.22208
6 196847.7 12.48533 4.250592 83.26407
7 198663.4 12.85524 4.383369 82.76139
8 200771.2 13.53449 4.657752 81.80776
9 203111.2 14.41179 4.964566 80.62365
10 205543.3 15.36591 5.281114 79.35297
11 208006.6 16.34106 5.587689 78.07125
12 210477.9 17.29508 5.887560 76.81736
13 212934.5 18.21403 6.172926 75.61305
14 215364.9 19.09189 6.444592 74.46351
15 217766.3 19.92956 6.702873 73.36757
16 220139.4 20.72879 6.949487 72.32172
17 222485.3 21.49254 7.185073 71.32239
18 224805.0 22.22348 7.410620 70.36590
19 227099.9 22.92413 7.626841 69.44903
20 229371.2 23.59661 7.834435 68.56895
21 231619.8 24.24281 8.033936 67.72326
22 233846.5 24.86434 8.225848 66.90981
23 236052.2 25.46269 8.410607 66.12671
24 238237.4 26.03915 8.588617 65.37224
25 240402.7 26.59492 8.760242 64.64484
26 242548.6 27.13111 8.925821 63.94307
27 244675.8 27.64874 9.085669 63.26559
28 246784.6 28.14875 9.240077 62.61117
29 248875.5 28.63204 9.389319 61.97864
30 250949.0 29.09941 9.533650 61.36694
31 253005.6 29.55166 9.673307 60.77503
32 255045.5 29.98949 9.808514 60.20199
33 257069.3 30.41360 9.939480 59.64692
34 259077.3 30.82460 10.06640 59.10900
35 261069.8 31.22311 10.18946 58.58743
36 263047.2 31.60967 10.30884 58.08149
37 265009.9 31.98483 10.42469 57.59048
38 266958.1 32.34908 10.53717 57.11375
39 268892.2 32.70289 10.64643 56.65068
40 270812.5 33.04669 10.75260 56.20071
41 272719.3 33.38091 10.85581 55.76327
42 274612.9 33.70595 10.95618 55.33786
43 276493.5 34.02218 11.05384 54.92399
44 278361.3 34.32994 11.14888 54.52118
45 280216.8 34.62958 11.24141 54.12901
46 282060.0 34.92141 11.33153 53.74706
47 283891.3 35.20574 11.41933 53.37493
48 285710.8 35.48285 11.50490 53.01225
49 287518.8 35.75301 11.58833 52.65866
50 289315.5 36.01648 11.66969 52.31383
78
Lampiran 12. Regresi Model Minitab
1. ABS
The regression equation is
ABS = 55082 + 0,271 ABSlag-2 + 0,603 ABSlag-1 + 0,152 PPlag-2 - 0,163
PPlag-1 + 0,046 PP - 0,194 PSlag-2 - 0,014 PSlag-1 + 0,212 PS
58 cases used, 2 cases contain missing values
Predictor Coef SE Coef T P
Constant 55082 65878 0,84 0,407
ABSlag-2 0,2707 0,1446 1,87 0,067
ABSlag-1 0,6030 0,1349 4,47 0,000
PPlag-2 0,1518 0,1142 1,33 0,190
PPlag-1 -0,1634 0,1106 -1,48 0,146
PP 0,0458 0,1150 0,40 0,692
PSlag-2 -0,1941 0,1113 -1,74 0,088
PSlag-1 -0,0143 0,1413 -0,10 0,920
PS 0,2116 0,1074 1,97 0,055
S = 108984 R-Sq = 68,4% R-Sq(adj) = 63,2%
Analysis of Variance
Source DF SS MS F P
Regression 8 1,25962E+12 1,57452E+11 13,26 0,000
Residual Error 49 5,82001E+11 11877561250
Total 57 1,84162E+12
Source DF Seq SS
ABSlag-2 1 7,80509E+11
ABSlag-1 1 3,38929E+11
PPlag-2 1 16190838817
PPlag-1 1 20417138809
PP 1 4595557033
PSlag-2 1 25655621983
PSlag-1 1 27234254538
PS 1 46088391978
Unusual Observations
Obs ABSlag-2 ABS Fit SE Fit Residual St Resid
37 453095 110225 384270 37215 -274045 -2,68R
58 787598 1096320 810258 52422 286062 2,99R
R denotes an observation with a large standardized residual.
79
Lanjutan Lampiran 12. Regresi Model Minitab
2. PP
The regression equation is
PP = 3052 - 0,137 ABSlag-2 + 0,070 ABS + 0,230 ABSlag-1 + 0,506 PPlag-2
+ 0,439 PPlag-1 - 0,083 PSlag-1 - 0,013 PSlag-2 + 0,054 PS
58 cases used, 2 cases contain missing values
Predictor Coef SE Coef T P
Constant 3052 82318 0,04 0,971
ABSlag-2 -0,1365 0,1847 -0,74 0,463
ABS 0,0705 0,1770 0,40 0,692
ABSlag-1 0,2299 0,1958 1,17 0,246
PPlag-2 0,5064 0,1247 4,06 0,000
PPlag-1 0,4390 0,1254 3,50 0,001
PSlag-1 -0,0830 0,1750 -0,47 0,637
PSlag-2 -0,0127 0,1424 -0,09 0,929
PS 0,0539 0,1383 0,39 0,699
S = 135222 R-Sq = 92,3% R-Sq(adj) = 91,1%
Analysis of Variance
Source DF SS MS F P
Regression 8 1,07516E+13 1,34395E+12 73,50 0,000
Residual Error 49 8,95967E+11 18285037386
Total 57 1,16476E+13
Source DF Seq SS
ABSlag-2 1 9,17696E+11
ABS 1 4,64125E+11
ABSlag-1 1 38991136766
PPlag-2 1 9,07958E+12
PPlag-1 1 2,43088E+11
PSlag-1 1 5089703302
PSlag-2 1 291130895
PS 1 2774251520
Unusual Observations
Obs ABSlag-2 PP Fit SE Fit Residual St Resid
32 674443 1112455 764775 36611 347680 2,67R
51 615967 1409743 1151796 45087 257947 2,02R
57 754315 1093771 1433272 43594 -339501 -2,65R
R denotes an observation with a large standardized residual.
80
Lanjutan Lampiran 12. Regresi Model Minitab
3. PS
The regression equation is
PS = 171560 - 0,154 ABSlag-2 - 0,114 ABSlag-1 + 0,347 ABS - 0,132 PPlag-2
- 0,011 PPlag-1 + 0,057 PP - 0,094 PSlag-2 + 0,786 PSlag-1
58 cases used, 2 cases contain missing values
Predictor Coef SE Coef T P
Constant 171560 81310 2,11 0,040
ABSlag-2 -0,1539 0,1903 -0,81 0,423
ABSlag-1 -0,1143 0,2042 -0,56 0,578
ABS 0,3467 0,1760 1,97 0,055
PPlag-2 -0,1317 0,1476 -0,89 0,376
PPlag-1 -0,0110 0,1447 -0,08 0,940
PP 0,0573 0,1471 0,39 0,699
PSlag-2 -0,0945 0,1463 -0,65 0,521
PSlag-1 0,7865 0,1418 5,55 0,000
S = 139500 R-Sq = 65,6% R-Sq(adj) = 59,9%
Analysis of Variance
Source DF SS MS F P
Regression 8 1,81498E+12 2,26873E+11 11,66 0,000
Residual Error 49 9,53556E+11 19460317088
Total 57 2,76854E+12
Source DF Seq SS
ABSlag-2 1 70238068057
ABSlag-1 1 66097689382
ABS 1 51509908081
PPlag-2 1 6,58509E+11
PPlag-1 1 3802030617
PP 1 304722625
PSlag-2 1 3,65826E+11
PSlag-1 1 5,98695E+11
Unusual Observations
Obs ABSlag-2 PS Fit SE Fit Residual St Resid
5 286614 818293 537095 56472 281198 2,20R
6 469908 351468 801953 59984 -450485 -3,58R
20 527871 1148252 880311 49818 267941 2,06R
R denotes an observation with a large standardized residual.