10
2007 2008 2009 2010 2011
Tahun Probability 0.123130
Sum 2049.000
Date: 01/21/13 Time: 01:46 Sample: 2007M01 2011M12 Included observations: 60
DHIV Skewness -0.402584 Kurtosis 4.194283
Jarque-Bera 5.100079 Probability 0.078079
Sum 40.00000
Sum Sq. Dev. 2252.881
2007 2008 2009 2010 2011
Tahun
a. Arima (2.1.1)
Dependent Variable: DHIV Method: Least Squares Date: 01/04/13 Time: 11:32
Sample (adjusted): 2007M04 2011M12 Included observations: 57 after adjustments Convergence achieved after 16 iterations MA Backcast: 2007M03
Variable Coefficient Std. Error t-Statistic Prob.
C 0.516612 0.142412 3.627590 0.0006
AR(1) 0.479244 0.144181 3.323903 0.0016 AR(2) 0.060815 0.143359 0.424215 0.6731 MA(1) -0.961101 0.037941 -25.33114 0.0000
R-squared 0.206897 Mean dependent var 0.684211 Adjusted R-squared 0.162005 S.D. dependent var 6.325001 S.E. of regression 5.790038 Akaike info criterion 6.417746 Sum squared resid 1776.801 Schwarz criterion 6.561118 Log likelihood -178.9058 Hannan-Quinn criter. 6.473466 F-statistic 4.608715 Durbin-Watson stat 1.970949 Prob(F-statistic) 0.006136
Inverted AR Roots .58 -.10 Inverted MA Roots .96
c. Model Arima (1.1.2)
Dependent Variable: DHIV Method: Least Squares Date: 01/04/13 Time: 10:53
Sample (adjusted): 2007M03 2011M12 Included observations: 58 after adjustments Convergence achieved after 51 iterations MA Backcast: 2007M01 2007M02
Variable Coefficient Std. Error t-Statistic Prob.
C 0.521814 0.155326 3.359470 0.0014
AR(1) 0.592176 0.246973 2.397739 0.0200 MA(1) -1.073412 0.291284 -3.685103 0.0005 MA(2) 0.110682 0.267843 0.413233 0.6811
R-squared 0.206675 Mean dependent var 0.637931 Adjusted R-squared 0.162602 S.D. dependent var 6.279173 S.E. of regression 5.746038 Akaike info criterion 6.401370 Sum squared resid 1782.915 Schwarz criterion 6.543470 Log likelihood -181.6397 Hannan-Quinn criter. 6.456721 F-statistic 4.689321 Durbin-Watson stat 1.965550 Prob(F-statistic) 0.005548
Inverted AR Roots .59
e. Model Arima (2.1.2)
Dependent Variable: DHIV Method: Least Squares Date: 01/04/13 Time: 11:06
Sample (adjusted): 2007M04 2011M12 Included observations: 57 after adjustments Convergence achieved after 129 iterations
MA Backcast: OFF (Roots of MA process too large)
Variable Coefficient Std. Error t-Statistic Prob.
C 0.708005 0.237330 2.983208 0.0043 Adjusted R-squared 0.561649 S.D. dependent var 6.325001 S.E. of regression 4.187661 Akaike info criterion 5.785793 Sum squared resid 911.8981 Schwarz criterion 5.965008 Log likelihood -159.8951 Hannan-Quinn criter. 5.855442 F-statistic 18.93789 Durbin-Watson stat 2.079200 Prob(F-statistic) 0.000000
Inverted AR Roots .59 -.98 Inverted MA Roots 1.19 -1.23
g. Model Arima (1.1.1)
Dependent Variable: DHIV Method: Least Squares Date: 01/04/13 Time: 11:19
Sample (adjusted): 2007M03 2011M12 Included observations: 58 after adjustments Convergence achieved after 17 iterations MA Backcast: 2007M02
Variable Coefficient Std. Error t-Statistic Prob.
C 0.514991 0.151157 3.406999 0.0012
AR(1) 0.502622 0.134768 3.729543 0.0005 MA(1) -0.957487 0.053568 -17.87409 0.0000
R-squared 0.204036 Mean dependent var 0.637931 Adjusted R-squared 0.175091 S.D. dependent var 6.279173 S.E. of regression 5.703026 Akaike info criterion 6.370209 Sum squared resid 1788.848 Schwarz criterion 6.476784 Log likelihood -181.7361 Hannan-Quinn criter. 6.411722 F-statistic 7.049281 Durbin-Watson stat 2.016798 Prob(F-statistic) 0.001882
0
2007 2008 2009 2010 2011
HIVF ± 2 S.E.
Forecast: HIVF Actual: HIV
Forecast sample: 2007M01 2011M12 Adjusted sample: 2007M03 2011M12 Included observations: 58
Root Mean Squared Error 6.753831
Mean Absolute Error 4.906300
Mean Abs. Percent Error 17.25950
Theil Inequality Coefficient 0.091284
Bias Proportion 0.119973
2007 2008 2009 2010 2011
-20
2007 2008 2009 2010 2011
Residual Actual Fitted
Periode Aktual Forecast
Lampiran Lanjutan
Periode Aktual Forecast
2009M04 28 35,1
Periode Proyeksi
Periode Proyeksi Probability 0.164968
Sum 4037.251
