L "variable yang mempengaruhi ","About Forecasting",JOptionPane.INFORMATION_MESSAGE); }

(1)

"variable yang mempengaruhi ","About Forecasting",JOptionPane.INFORMATION_MESSAGE);

}

if(e.getSource()==mi[0]||e.getSource()==b2){ //ketika menekan tombol process RegresiBerganda RB = new RegresiBerganda(RB_Tgl,RB_TdkBebas,RB_Bebas1,RB_Bebas2,RB_Bebas3,jmlData Perbandingan,jumlah,jmlColumnRB); RB_Hasil = RB.peramalanRB(); fungsiTransfer TF = new fungsiTransfer(TF_Tgl,TF_Output,TF_Input,jmlDataPerbandingan,jumlah); TF_Hasil = TF.cariHasilPeramalan(); if(flag==false){ mi[3].setEnabled(true); } b2.setEnabled(false); RB_Multikolinearitas = RB.cekMultikolinearitas(); if(RB_Multikolinearitas==true){

temp2 = "[ Terjadi Multikolinearitas ]"; }

if(RB_Multikolinearitas==false){

temp2 = "[ Tidak Terjadi Multikolinearitas ]"; }

RB_F = RB.cekFTest(); if(RB_F==true){

temp1 = "[ Significant F-Test = Valid ]"; }

if(RB_F==false){

temp1 = "[ Significant F-Test = Tidak Valid ]"; } TF_Model = TF.tampilModel(); ta.setText(""); columns1.clear(); columns2.clear(); rows1.clear();

(2)

rows2.clear();

tampilanProcess(); }

}

/*--- Function actionEvent End ---*/

/*---

Function ambil semua data dari database di hal view ---*/

public void getDataBaseView(int idx){ ctr = 0;

System.out.println("select * from DataPengamatan where DataID = "+idx); try{ // Connect Data Base

Class.forName("sun.jdbc.odbc.JdbcOdbcDriver"); Connection con =

DriverManager.getConnection("jdbc:odbc:DRIVER={Microsoft Access Driver (*.mdb)};DBQ=DataBaseSkripsi.mdb");

ResultSet rs = con.createStatement().executeQuery("select * from DataPengamatan where DataID = '"+idx+"'");

ResultSet rs2 = con.createStatement().executeQuery("select * from Hasil where DataID = '"+idx+"'");

ResultSet rs3 = con.createStatement().executeQuery("select * from Error where DataID = '"+idx+"'");

ResultSet rs4= con.createStatement().executeQuery("select * from KetVariabel where DataID = '"+idx+"'");

ResultSet rs5 = con.createStatement().executeQuery("select count(DataID) from DataPengamatan where DataID = '"+idx+"'");

ResultSet rs6 = con.createStatement().executeQuery("select count(DataID) from Hasil where DataID = '"+idx+"'");

ResultSetMetaData rsmd = rs.getMetaData(); for (j=1; j<=rsmd.getColumnCount(); j++) { H_ColumnName[j-1] = rsmd.getColumnName(j); } jumlahColumnV = rsmd.getColumnCount()-1; rs3.next(); H_MapeRB = Double.parseDouble(rs3.getString(2)); H_MseRB = Double.parseDouble(rs3.getString(3)); H_MapeTF = Double.parseDouble(rs3.getString(4)); H_MseTF = Double.parseDouble(rs3.getString(5));

(3)

rs4.next(); H_VariabelRB = rs4.getString(2); H_VariabelTF = rs4.getString(3); rs5.next(); jumlahH = Integer.parseInt(rs5.getString(1)); rs6.next(); jmlDataBanding2 = Integer.parseInt(rs6.getString(1)); //System.out.println(jmlDataBanding2); while(ctr!=jumlahH){

rs.next(); // Ambil data disimpan di String array V_Tgl[ctr] = rs.getString(2); V_YangDiramal[ctr] = Double.parseDouble(rs.getString(3)); V_Variabel1[ctr] = Double.parseDouble(rs.getString(4)); V_Variabel2[ctr] = Double.parseDouble(rs.getString(5)); if(jumlahColumnV>4){ V_Variabel3[ctr] = Double.parseDouble(rs.getString(6)); } //System.out.println(""+V_Tgl[ctr]); ctr++; } ctr=0; while(ctr!=jmlDataBanding2){

rs2.next(); // Ambil data disimpan di String array H_Tgl[ctr] = rs2.getString(2); H_Pengamatan[ctr] = Double.parseDouble(rs2.getString(3)); H_RegresiBerganda[ctr] = Double.parseDouble(rs2.getString(4)); H_FungsiTransfer[ctr] = Double.parseDouble(rs2.getString(5)); ctr++; } con.close(); } catch(Exception err){

System.out.println(err); // pemberitahuan error }

}

/*---

(4)

---*/ /*---

Function ambil DataID dari database ---*/

public void getDataId(){ //ambilDataId terakhir dari DataBase int temp;

try{ // Connect Data Base

Class.forName("sun.jdbc.odbc.JdbcOdbcDriver"); Connection con =

ResultSet rs = con.createStatement().executeQuery("select DataID from Error"); while(rs.next()){ dataID = rs.getString(1); } if(dataID.equals(null)==true){ dataID = "0001"; }else{ temp = Integer.parseInt(dataID); temp = temp + 1; dataID = ""+temp; } System.out.println(""+dataID); con.close(); } catch(Exception err){

}

/*--- Function ambil DataID dari database End ---*/ /*---

Function insert Data Base (SAVE) ---*/

(5)

String temp1=""; String temp2="";

try{ // Connect Data Base

Class.forName("sun.jdbc.odbc.JdbcOdbcDriver"); Statement st;

Connection con =

con.setAutoCommit(false); for(i=0;i<jumlah;i++){ st = con.createStatement();

st.executeUpdate("insert into DataPengamatan

(DataID,Tanggal,YangDiramal,Variabel1,Variabel2,Variabel3) Values ('"+dataID+"','"+RB_Tgl[i]+"',"+RB_TdkBebas[i]+","+RB_Bebas1[i]+","+RB_Bebas2[i ]+","+RB_Bebas3[i]+")"); con.commit(); st.close(); } for(i=0;i<jmlDataPerbandingan;i++){ st = con.createStatement();

st.executeUpdate("insert into Hasil

(DataID,Tanggal,Pengamatan,RegresiBerganda,FungsiTransfer) Values ('"+dataID+"','"+RB_Tgl[(jumlah- jmlDataPerbandingan)+i]+"','"+RB_TdkBebas[(jumlah-jmlDataPerbandingan)+i]+"','"+RB_Hasil[i]+"','"+TF_Hasil[i]+"')"); con.commit(); st.close(); } for(i=1;i<jmlColumnRB;i++){

temp1 = temp1 + RB_ColumnName[i] + " "; }

for(i=1;i<3;i++){

temp2 = temp2 + TF_ColumnName[i] + " "; }

st = con.createStatement();

st.executeUpdate("insert into KetVariabel (DataID,VariabelRB,VariabelTF) Values ('"+dataID+"','"+temp1+"','"+temp2+"')");

con.commit(); st.close();

(6)

st.executeUpdate("insert into Error (DataID,MapeRB,MseRB,MapeTF,MseTF) Values ('"+dataID+"','"+RB_MAPE+"','"+RB_MSE+"','"+TF_MAPE+"','"+TF_MSE+"')"); con.commit(); st.close(); con.close(); } catch(Exception err){

JOptionPane.showMessageDialog(null,"Data Berhasil Di Save ke DataBase dengan DataID = "+dataID,"Informasi",JOptionPane.INFORMATION_MESSAGE); }

/*--- Function insert Data Base (SAVE) End ---*/ /*---

Function ambil Data Base di awal ---*/

public void getDataBase(String metode){ ctr = 0;

if(metode.equals("Regresi Berganda")==true){ try{ // Connect Data Base

Class.forName("sun.jdbc.odbc.JdbcOdbcDriver");

Connection con =

ResultSet rs = con.createStatement().executeQuery("select * from RegresiBerganda");

ResultSet rs2 = con.createStatement().executeQuery("select count(Tanggal) from RegresiBerganda"); rs2.next(); jumlah = Integer.parseInt(rs2.getString(1)); ResultSetMetaData rsmd = rs.getMetaData(); for (j=1; j<=rsmd.getColumnCount(); j++) { RB_ColumnName[j-1] = rsmd.getColumnName(j); }

(7)

jmlColumnRB = j-1; while(ctr!=jumlah){

rs.next(); // Ambil data disimpan di String array RB_Tgl[ctr] = rs.getString(1); RB_TdkBebas[ctr] = Double.parseDouble(rs.getString(2)); RB_Bebas1[ctr] = Double.parseDouble(rs.getString(3)); RB_Bebas2[ctr] = Double.parseDouble(rs.getString(4)); if(jmlColumnRB>4){ RB_Bebas3[ctr] = Double.parseDouble(rs.getString(5)); } ctr++; } con.close(); } catch(Exception err){

JOptionPane.showMessageDialog(null,"Data Berhasil diinput ke dalam metode Regresi Berganda ","Informasi",JOptionPane.INFORMATION_MESSAGE);

} // tutup if Regresi Berganda

if(metode.equals("Fungsi Transfer")){ try{ // Connect Data Base

Class.forName("sun.jdbc.odbc.JdbcOdbcDriver");

Connection con =

ResultSet rs = con.createStatement().executeQuery("select * from FungsiTransfer");

ResultSet rs2 = con.createStatement().executeQuery("select count(Tanggal) from FungsiTransfer"); rs2.next(); jumlah = Integer.parseInt(rs2.getString(1)); ResultSetMetaData rsmd = rs.getMetaData(); for (j=1; j<=rsmd.getColumnCount(); j++) { TF_ColumnName[j-1] = rsmd.getColumnName(j); } ctr = 0; while(ctr!=jumlah){

rs.next(); // Ambil data disimpan di String array TF_Tgl[ctr] = rs.getString(1);

(8)

TF_Input[ctr] = Double.parseDouble(rs.getString(3)); ctr++; } con.close(); } catch(Exception err){

JOptionPane.showMessageDialog(null,"Data Berhasil diinput ke dalam metode Fungsi Transfer","Informasi",JOptionPane.INFORMATION_MESSAGE);

} // tutup if Fungsi Transfer }

/*--- Function ambil dataBase End

---*/ public static void main(String[] args){ new LayarUtama(); } } 1.2Class RegresiBerganda.Java import java.awt.*; import javax.swing.*; import java.sql.*; import java.lang.Math;

public class RegresiBerganda {

String RB_Tgl[] = new String[100];

double RB_TdkBebas[] = new double[100]; double RB_Bebas1[] = new double[100]; double RB_Bebas2[] = new double[100]; double RB_Bebas3[] = new double[100]; double RB_Bebas4[] = new double[100]; double Matrix_X1[][] = new double[100][100]; double Matrix_X2[][] = new double[100][100]; double Matrix_X3[][] = new double[6][6]; //X'X double Matrix_X4[][] = new double[6][6];

(9)

double Matrix_XY[] = new double[6]; //X'Y double Matrix_Final[] = new double[6]; double Matrix_Invers[][] = new double[6][12]; double K_X1X2; double K_X1X3; double K_X2X3; double K_YX1; double K_YX2; double K_YX3;

double Peramalan[] = new double[40]; int ctr=0,jumlah,jmlColumn;

int jmlDataPerbandingan; // data yang diambil untuk jadi perbandingan

RegresiBerganda(String[] a,double[] b,double[] c,double[] d,double[] e,int jmlDataBanding,int jml,int jmlClmn){ int i,j; RB_Tgl = a; RB_TdkBebas = b; RB_Bebas1 = c; RB_Bebas2 = d; RB_Bebas3 = e; jmlDataPerbandingan = jmlDataBanding; jumlah = jml; jmlColumn = jmlClmn; for(i=0;i<6;i++){ for(j=0;j<6;j++){ Matrix_X3[i][j] = 0; } Matrix_XY[i] = 0; Matrix_Final[i]=0; } for(i=0;i<6;i++){ for(j=0;j<12;j++){ Matrix_Invers[i][j] = 0; } }

(10)

for(i=0;i<jumlah;i++){ if((jmlColumn-1)==3){ Matrix_X1[i][0] = 1; Matrix_X1[i][1] = RB_Bebas1[i]; Matrix_X1[i][2] = RB_Bebas2[i]; Matrix_X2[0][i] = 1; Matrix_X2[1][i] = RB_Bebas1[i]; Matrix_X2[2][i] = RB_Bebas2[i]; } if((jmlColumn-1)==4){ Matrix_X1[i][0] = 1; Matrix_X1[i][1] = RB_Bebas1[i]; Matrix_X1[i][2] = RB_Bebas2[i]; Matrix_X1[i][3] = RB_Bebas3[i]; Matrix_X2[0][i] = 1; Matrix_X2[1][i] = RB_Bebas1[i]; Matrix_X2[2][i] = RB_Bebas2[i]; Matrix_X2[3][i] = RB_Bebas3[i]; } Matrix_Y[i] = RB_TdkBebas[i]; } perhitungan(); invers(); peramalanRB(); } // tutup constructor

public boolean cekMultikolinearitas(){ boolean flag=false; double hslKorelasi; hslKorelasi = korelasi(RB_Bebas1,RB_Bebas2,0); if(hslKorelasi>=0.75) { flag=true; } if(jmlColumn==5){ hslKorelasi = korelasi(RB_Bebas1,RB_Bebas3,0); if(hslKorelasi>=0.75) { flag=true; } hslKorelasi = korelasi(RB_Bebas2,RB_Bebas3,0);

(11)

if(hslKorelasi>=0.75) { flag=true; } }

return flag; }

public boolean cekFTest(){ boolean flag=false; double nilaiF,FTabel=0;

double y1[] = new double[100]; double y2[] = new double[100]; double y3[] = new double[100];

double rata2=0,jumlah1=0,jumlah2=0; int i;

for(i=0;i<(jumlah-jmlDataPerbandingan);i++){ rata2 = rata2 + RB_TdkBebas[i];

}

rata2 = rata2 / (jumlah-jmlDataPerbandingan); for(i=0;i<(jumlah-jmlDataPerbandingan);i++){

y1[i] = Matrix_Final[0] + (Matrix_Final[1]*RB_Bebas1[i]) + (Matrix_Final[2]*RB_Bebas2[i]) + (Matrix_Final[3]*RB_Bebas3[i]) ;

y2[i] = (RB_TdkBebas[i] - y1[i]) * (RB_TdkBebas[i] - y1[i]); y3[i] = (y1[i]-rata2) * (y1[i]-rata2);

}

for(i=0;i<(jumlah-jmlDataPerbandingan);i++){ jumlah1 = jumlah1 + y2[i];

jumlah2 = jumlah2 + y3[i]; }

nilaiF= (jumlah2/(jmlColumn-2)) / (jumlah1/((jumlah-jmlDataPerbandingan)-(jmlColumn-1))); if(jmlColumn==3){ if((jumlah-jmlDataPerbandingan)>0&&(jumlah-jmlDataPerbandingan)<=10){ FTabel = 5.41; } if((jumlah-jmlDataPerbandingan)>10&&(jumlah-jmlDataPerbandingan)<=20){ FTabel = 3.06; } if((jumlah-jmlDataPerbandingan)>20&&(jumlah-jmlDataPerbandingan)<=30){ FTabel = 2.99; } if((jumlah-jmlDataPerbandingan)>30){ FTabel = 2.84; }

(12)

} if(jmlColumn==2){ if((jumlah-jmlDataPerbandingan)>0&&(jumlah-jmlDataPerbandingan)<=10){ FTabel = 5.79; } if((jumlah-jmlDataPerbandingan)>10&&(jumlah-jmlDataPerbandingan)<=20){ FTabel = 3.68; } if((jumlah-jmlDataPerbandingan)>20&&(jumlah-jmlDataPerbandingan)<=30){ FTabel = 3.39; } if((jumlah-jmlDataPerbandingan)>30){ FTabel = 3.23; } } if(nilaiF>FTabel){ return true; }else{ return false; } }

public void perhitungan(){ int i,j,z;

for(i=0;i<jmlColumn-1;i++){ for(j=0;j<jmlColumn-1;j++){

for(z=0;z<jumlah-jmlDataPerbandingan;z++){

Matrix_X3[i][j] = Matrix_X3[i][j] + (Matrix_X1[z][i] * Matrix_X2[j][z]); } } } for(i=0;i<jmlColumn-1;i++){ for(z=0;z<jumlah-jmlDataPerbandingan;z++){

Matrix_XY[i] = Matrix_XY[i] + (Matrix_X2[i][z] * Matrix_Y[z]); }

} }

(13)

int i,j,z;

double temp[] = new double[6]; for(i=0;i<jmlColumn-1;i++){ for(j=0;j<jmlColumn-1;j++){ Matrix_Invers[i][j] = Matrix_X3[i][j]; if(i==j){ Matrix_Invers[i][j+(jmlColumn-1)] = 1; } } } if((jmlColumn-1)==3){ temp[0] = Matrix_Invers[0][0]; temp[1] = Matrix_Invers[1][0]; temp[2] = Matrix_Invers[2][0]; for(i=0;i<6;i++){ // tahap 1 Matrix_Invers[0][i] = Matrix_Invers[0][i]/temp[0]; } for(i=0;i<6;i++){ // tahap 2 Matrix_Invers[1][i] = Matrix_Invers[1][i]-(temp[1]*Matrix_Invers[0][i]); Matrix_Invers[2][i] = Matrix_Invers[2][i]-(temp[2]*Matrix_Invers[0][i]); } temp[0] = Matrix_Invers[1][1]; temp[1] = Matrix_Invers[0][1]; temp[2] = Matrix_Invers[2][1]; for(i=0;i<6;i++){ // tahap 3 Matrix_Invers[1][i] = Matrix_Invers[1][i]/temp[0]; } for(i=0;i<6;i++){ // tahap 4 Matrix_Invers[0][i] = Matrix_Invers[0][i]-(temp[1]*Matrix_Invers[1][i]); Matrix_Invers[2][i] = Matrix_Invers[2][i]-(temp[2]*Matrix_Invers[1][i]); } temp[0] = Matrix_Invers[2][2]; temp[1] = Matrix_Invers[0][2]; temp[2] = Matrix_Invers[1][2]; for(i=0;i<6;i++){ // tahap 5 Matrix_Invers[2][i] = Matrix_Invers[2][i]/temp[0]; } for(i=0;i<6;i++){ // tahap 6 Matrix_Invers[0][i] = Matrix_Invers[0][i]-(temp[1]*Matrix_Invers[2][i]);

(14)

Matrix_Invers[1][i] = Matrix_Invers[1][i]-(temp[2]*Matrix_Invers[2][i]); }

Matrix_X4[i][j] = Matrix_Invers [i][j+3]; }

}

Matrix_Final[i] = Matrix_Final[i] + (Matrix_X4[j][i] * Matrix_XY[j]); } } } if((jmlColumn-1)==4){ temp[0] = Matrix_Invers[0][0]; temp[1] = Matrix_Invers[1][0]; temp[2] = Matrix_Invers[2][0]; temp[3] = Matrix_Invers[3][0]; for(i=0;i<8;i++){ // tahap 1 Matrix_Invers[0][i] = Matrix_Invers[0][i]/temp[0]; } for(i=0;i<8;i++){ // tahap 2 Matrix_Invers[1][i] = Matrix_Invers[1][i]-(temp[1]*Matrix_Invers[0][i]); Matrix_Invers[2][i] = Matrix_Invers[2][i]-(temp[2]*Matrix_Invers[0][i]); Matrix_Invers[3][i] = Matrix_Invers[3][i]-(temp[3]*Matrix_Invers[0][i]); } temp[0] = Matrix_Invers[1][1]; temp[1] = Matrix_Invers[0][1]; temp[2] = Matrix_Invers[2][1]; temp[3] = Matrix_Invers[3][1]; for(i=0;i<8;i++){ // tahap 3 Matrix_Invers[1][i] = Matrix_Invers[1][i]/temp[0]; } for(i=0;i<8;i++){ // tahap 4 Matrix_Invers[0][i] = Matrix_Invers[0][i]-(temp[1]*Matrix_Invers[1][i]); Matrix_Invers[2][i] = Matrix_Invers[2][i]-(temp[2]*Matrix_Invers[1][i]); Matrix_Invers[3][i] = Matrix_Invers[3][i]-(temp[3]*Matrix_Invers[1][i]); }

(15)

temp[0] = Matrix_Invers[2][2]; temp[1] = Matrix_Invers[0][2]; temp[2] = Matrix_Invers[1][2]; temp[3] = Matrix_Invers[3][2]; for(i=0;i<8;i++){ // tahap 5 Matrix_Invers[2][i] = Matrix_Invers[2][i]/temp[0]; } for(i=0;i<8;i++){ // tahap 6 Matrix_Invers[0][i] = Matrix_Invers[0][i]-(temp[1]*Matrix_Invers[2][i]); Matrix_Invers[1][i] = Matrix_Invers[1][i]-(temp[2]*Matrix_Invers[2][i]); Matrix_Invers[3][i] = Matrix_Invers[3][i]-(temp[3]*Matrix_Invers[2][i]); } temp[0] = Matrix_Invers[3][3]; temp[1] = Matrix_Invers[0][3]; temp[2] = Matrix_Invers[1][3]; temp[3] = Matrix_Invers[2][3]; for(i=0;i<8;i++){ // tahap 7 Matrix_Invers[3][i] = Matrix_Invers[3][i]/temp[0]; } for(i=0;i<8;i++){ // tahap 8 Matrix_Invers[0][i] = Matrix_Invers[0][i]-(temp[1]*Matrix_Invers[3][i]); Matrix_Invers[1][i] = Matrix_Invers[1][i]-(temp[2]*Matrix_Invers[3][i]); Matrix_Invers[2][i] = Matrix_Invers[2][i]-(temp[3]*Matrix_Invers[3][i]); } for(i=0;i<jmlColumn-1;i++){ for(j=0;j<jmlColumn-1;j++){

Matrix_X4[i][j] = Matrix_Invers [i][j+4]; }

}

Matrix_Final[i] = Matrix_Final[i] + (Matrix_X4[j][i] * Matrix_XY[j]); }

} } }

public double korelasi(double[] a,double[] b,int timeLag){ // cari korelasi double X=0,X2=0,Y=0,Y2=0,XY=0;

(16)

double K_nilai1,K_nilai2,K_nilai3; int i,jml; for(i=timeLag;i<jumlah-(jmlDataPerbandingan-1);i++){ XY = XY + (a[i]*b[i-timeLag]); X = X + a[i]; Y = Y + b[i-timeLag]; Y2 = Y2 + (b[i-timeLag]*b[i-timeLag]); X2 = X2 + (a[i]*a[i]); } jml = jumlah-jmlDataPerbandingan-timeLag; K_nilai1 = (jml*XY)-(X*Y); K_nilai2 = Math.sqrt((jml*X2)-(X*X))*Math.sqrt((jml*Y2)-(Y*Y)); K_nilai3 = K_nilai1/K_nilai2; return K_nilai3; }

public double[] peramalanRB(){ int i,j; for(i=jumlah-jmlDataPerbandingan;i<jumlah;i++){ Peramalan[i-jumlah+jmlDataPerbandingan] = Matrix_Final[0] + (Matrix_Final[1]*RB_Bebas1[i]) + (Matrix_Final[2]*RB_Bebas2[i]) + (Matrix_Final[3]*RB_Bebas3[i]) ; } return Peramalan; } } 1.3Class fungsiTransfer.Java import java.awt.*; import javax.swing.*; import java.sql.*; import java.lang.Math; public class fungsiTransfer{

String TF_Tgl[] = new String[100]; double TF_Input[] = new double[100]; double TF_Output[] = new double[100];

(17)

double xt[] = new double[100]; double yt[] = new double[100]; double nt[] = new double[100]; double alpha[] = new double[100]; double beta[] = new double[100]; double at[] = new double[100]; double hasil1[] = new double[40];

double hasil2[] = new double[40]; //hasil sebenarnya double tempHasil;

double bobotImpuls[] = new double[7]; double tetaAtas,tetaSamping;

double rata2Alpha,rata2Beta,ragamAlpha,ragamBeta; double omega0,omega1,omega2,delta1,delta2;

double k[] = new double[10]; //korelasi String a[] = new String[5];

int ctr=0,jumlah,i,j,b2; double r,s,b,p,q; int jmlDataPerbandingan; double p1,p2; boolean stationer=true,run=false; /*--- Constractor Fungsi Transfer ---*/

fungsiTransfer(String[] a,double[] b,double[] c,int jmlDataBanding,int jml){ TF_Tgl = a; TF_Output = b; TF_Input = c; jmlDataPerbandingan = jmlDataBanding; jumlah = jml; rata2Alpha = 0; rata2Beta = 0; nilai_xt();

(18)

nilai_yt(); pemutihanAplhaBeta(); cariRataRagam(); for(i=0;i<10;i++){ k[i] = korelasi(alpha,beta,i); } cariBobotImpuls(); nilaiNoise(); while(stationer==true){ cekModel(); cariParameter(); cariNilaiA(); cekStationerNilai(); } cariHasilPeramalan(); } /*--- Constractor Fungsi Transfer End ---*/

public void nilai_xt(){ // cari nilai xt xt[0] = 0;

for(i=0;i<jumlah;i++){ if(i!=0){

xt[i] = TF_Input[i] - TF_Input[i-1]; }

} }

public void nilai_yt(){ // cari nilai yt yt[0] = 0;

for(i=0;i<jumlah;i++){ if(i!=0){

yt[i] = TF_Output[i] - TF_Output[i-1]; }

} }

public void pemutihanAplhaBeta(){ // pemutihan untuk aplha dan Beta double p=0,q=0;

double z;

double temp1=0,temp2=0; boolean flag=true;

(19)

int ctr=0; p = korelasi(xt,xt,1); q = korelasi(xt,xt,1); z=1.96*(1/Math.sqrt(jumlah-jmlDataPerbandingan)); if(p>z&&q>z){ p=1; q=1; }else{ p=0; q=0; } if(p==1&q==1){ // arma(1,1); p1 = korelasi(xt,xt,1); p2 = korelasi(xt,xt,2); tetaAtas = p1/p2; tetaSamping = -0.99999; while(flag==true){ tetaSamping = tetaSamping + 0.00001; temp2 = ((1-(tetaAtas*tetaSamping))*(tetaAtas-tetaSamping))/(1+(tetaSamping*tetaSamping)-(2*tetaAtas*tetaSamping)); temp1 = tetaAtas; temp2 = temp2; if(temp1<=temp2+0.01&&temp1>=temp2-0.01){ flag=false; } ctr++; } System.out.println("temp1->"+temp1); System.out.println("temp2->"+temp2); System.out.println("tetaSamping->"+tetaSamping); System.out.println("counter->"+ctr);

alpha[0] = 0; // indexnya mulai dr 1 beta[0] = 0; // indexnya mulai dr 1

for(i=2;i<jumlah-jmlDataPerbandingan;i++){

alpha[i-1] = xt[i] + tetaAtas*xt[i-1] - tetaSamping*alpha[i-2]; // karena alpha mulai dari 1

beta[i-1] = yt[i] + tetaAtas*yt[i-1] - tetaSamping*beta[i-2]; // karena beta mulai dari 1

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} }

if(p==0&q==0){ // arma(0,0); alpha[0] = 0; // indexnya mulai dr 1 beta[0] = 0; // indexnya mulai dr 1

for(i=2;i<jumlah-jmlDataPerbandingan;i++){ alpha[i-1] = xt[i]; // karena alpha mulai dari 1 beta[i-1] = yt[i]; // karena beta mulai dari 1 }

} }

public void cariRataRagam(){

for(i=0;i<jumlah-jmlDataPerbandingan;i++){ rata2Alpha = rata2Alpha + alpha[i]; rata2Beta = rata2Beta + beta[i];

}

rata2Alpha = rata2Alpha/(jumlah-(jmlDataPerbandingan+1)); rata2Beta = rata2Beta/(jumlah-(jmlDataPerbandingan+1)); for(i=0;i<jumlah-jmlDataPerbandingan;i++){

ragamAlpha = ragamAlpha + ((alpha[i]-rata2Alpha)*(alpha[i]-rata2Alpha)); ragamBeta = ragamBeta + ((beta[i]-rata2Beta)*(beta[i]-rata2Beta));

}

ragamAlpha = ragamAlpha/(jumlah-(jmlDataPerbandingan+1)); ragamBeta = ragamBeta/(jumlah-(jmlDataPerbandingan+1)); }

public void cariBobotImpuls(){ for(i=0;i<7;i++){

bobotImpuls[i] = k[i] * Math.sqrt(ragamBeta/ragamAlpha); }

}

public void nilaiNoise(){

for(i=7;i<jumlah-jmlDataPerbandingan;i++){ //nilai nt dimulai dari index ke 7 karena terdapat 7 impuls

nt[i-7] = yt[i]; for(j=0;j<7;j++){

nt[i-7] = nt[i-7] - (bobotImpuls[j]*xt[i-j]); }

(21)

} }

public void cekModel(){ double temp,z; int ctr=0; if(run==false){ z=1.96*(1/Math.sqrt(jumlah-(jmlDataPerbandingan+7))); for(i=0;i<10;i++){ if(Math.abs(k[i])>(z-0.2)){ ctr++; } } if(ctr>2){ r=2; s=2; }else{ r=1; s=1; } if(k[0]>z){ b=0; b2=0; }else if(k[1]>z){ b=1; b2=1; }else{ b=2; b2=2; } p = korelasi(nt,nt,1); q = korelasi(nt,nt,1); if(p>z&&q>z){ p=1; q=1; }else{ p=0; q=0; } }else if(run==true){

(22)

if(b==2){ b=0; b2=0; }else{ b=b+1; b2=b2+1; } } a[0] = ""+r; a[1] = ""+s; a[2] = ""+b; a[3] = ""+p; a[4] = ""+q; }

public String tampilModel(){ String temp2="";

temp2 = "Model ["+ a[0].substring(0,1) +","+ a[1].substring(0,1) +","+ a[2].substring(0,1) +","+ a[3].substring(0,1) +","+ a[4].substring(0,1) +"]"; return temp2;

}

public void cariParameter(){ double temp1,temp2,temp3; boolean flag=true; if(b==0){ temp1 = bobotImpuls[4]/bobotImpuls[3]*bobotImpuls[4]; temp2 = bobotImpuls[3]/bobotImpuls[3]*bobotImpuls[4]; temp3 = bobotImpuls[2]/bobotImpuls[3]*bobotImpuls[4]; delta2 = (temp1-bobotImpuls[5])/(temp3-bobotImpuls[3]); temp1 = bobotImpuls[4]/bobotImpuls[2]*bobotImpuls[3]; temp2 = bobotImpuls[3]/bobotImpuls[2]*bobotImpuls[3]; temp3 = bobotImpuls[2]/bobotImpuls[2]*bobotImpuls[3]; delta1 = (temp1-bobotImpuls[5])/(temp2-bobotImpuls[4]); omega0 = bobotImpuls[0];

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omega2 = ((delta1*bobotImpuls[1]) + (delta2*bobotImpuls[0])) - bobotImpuls[2]; } if(b==1){ temp1 = bobotImpuls[5]/bobotImpuls[4]*bobotImpuls[5]; temp2 = bobotImpuls[4]/bobotImpuls[4]*bobotImpuls[5]; temp3 = bobotImpuls[3]/bobotImpuls[4]*bobotImpuls[5]; delta2 = (temp1-bobotImpuls[6])/(temp3-bobotImpuls[4]); temp1 = bobotImpuls[5]/bobotImpuls[3]*bobotImpuls[4]; temp2 = bobotImpuls[4]/bobotImpuls[3]*bobotImpuls[4]; temp3 = bobotImpuls[3]/bobotImpuls[3]*bobotImpuls[4]; delta1 = (temp1-bobotImpuls[6])/(temp2-bobotImpuls[5]); omega0 = bobotImpuls[1];

omega1 = (delta1*bobotImpuls[1]) - bobotImpuls[2];

omega2 = ((delta1*bobotImpuls[2]) + (delta2*bobotImpuls[1])) - bobotImpuls[3]; } if(b==2){ temp1 = bobotImpuls[5]/bobotImpuls[4]*bobotImpuls[5]; temp2 = bobotImpuls[4]/bobotImpuls[4]*bobotImpuls[5]; temp3 = bobotImpuls[3]/bobotImpuls[4]*bobotImpuls[5]; delta2 = (temp1-bobotImpuls[6])/(temp3-bobotImpuls[4]); temp1 = bobotImpuls[5]/bobotImpuls[3]*bobotImpuls[4]; temp2 = bobotImpuls[4]/bobotImpuls[3]*bobotImpuls[4]; temp3 = bobotImpuls[3]/bobotImpuls[3]*bobotImpuls[4]; delta1 = (temp1-bobotImpuls[6])/(temp2-bobotImpuls[5]); omega0 = bobotImpuls[2];

omega1 = (delta1*bobotImpuls[2]) - bobotImpuls[3];

omega2 = ((delta1*bobotImpuls[3]) + (delta2*bobotImpuls[2])) - bobotImpuls[4]; } if(p==1){ p1 = korelasi(nt,nt,1); p2 = korelasi(nt,nt,2); tetaAtas = p1/p2; tetaSamping = -0.99999;

(24)

while(flag==true){ tetaSamping = tetaSamping + 0.00001; temp2 = ((1-(tetaAtas*tetaSamping))*(tetaAtas-tetaSamping))/(1+(tetaSamping*tetaSamping)-(2*tetaAtas*tetaSamping)); temp1 = tetaAtas; temp2 = temp2; if(temp1<=temp2+0.01&&temp1>=temp2-0.01){ flag=false; } ctr++; } } }

public void cariNilaiA(){ if(p==0&&q==0){ for(i=0;i<7;i++){

at[i] = 0; }

for(i=7;i<jumlah-jmlDataPerbandingan;i++){

at[i] = yt[i] - (delta1*yt[i-1]) - (delta2*yt[i-2]) - (omega0*xt[i-b2]) + (omega1*xt[i-1-b2]) + (omega2*xt[i-2-b2]) + (delta1*at[i-1]) + (delta2*at[i-2]);

} for(i=jumlah;i<jumlah+jmlDataPerbandingan;i++){ at[i] = 0; } } if(p==1&&q==1){ for(i=0;i<7;i++){ at[i] = 0; } for(i=7;i<jumlah-jmlDataPerbandingan;i++){

at[i] = yt[i] - ((delta1*tetaAtas)*yt[i-1]) + (((delta1*tetaAtas)-delta2)*yt[i-2]) + (delta2*yt[i-3]) - (omega0*xt[i-b(((delta1*tetaAtas)-delta2)*yt[i-2]) + ((omega1+omega0)*xt[i-1-b(((delta1*tetaAtas)-delta2)*yt[i-2]) + ((omega2-(omega1*tetaAtas))*xt[i-2-b2]) - ((omega2*tetaAtas)*xt[i-3-b2]) +

((delta1+tetaSamping)*at[i-1]) + ((delta2-(delta1*tetaSamping))*at[i-2]) - ((delta2*tetaSamping)*at[i-3]);

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for(i=jumlah;i<jumlah+jmlDataPerbandingan;i++){ at[i] = 0;

} } }

public void cekStationerNilai(){ double temp1,temp2,z;

double temp3[] = new double[100]; int ctr=0; for(i=7;i<jumlah-jmlDataPerbandingan;i++){ temp3[i-7] = at[i]; } z=1.96*(1/Math.sqrt(jumlah-(jmlDataPerbandingan+7))); for(i=0;i<10;i++){ temp1 = korelasi(alpha,temp3,i); if(temp1>z){ ctr++; } } if(ctr>9){ stationer = true; run = true; }else{ stationer = false; run = true; } }

public double[] cariHasilPeramalan(){

tempHasil = TF_Output[jumlah-(jmlDataPerbandingan+1)]; if(p==0&&q==0){

for(i=jumlah-jmlDataPerbandingan;i<jumlah;i++){

hasil1[i-(jumlah-jmlDataPerbandingan)] = (delta1*yt[i-1]) + (delta2*yt[i-2]) + (omega0*xt[i-b2]) - (omega1*xt[i-1-b2]) - (omega2*xt[i-2-b2]) + at[i] - (delta1*at[i-1]) - (delta2*at[i-2]);

yt[i] = hasil1[i-(jumlah-jmlDataPerbandingan)];

tempHasil = tempHasil + hasil1[i-(jumlah-(jmlDataPerbandingan))]; hasil2[i-(jumlah-jmlDataPerbandingan)] = tempHasil;

} }

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if(p==1&&q==1){

for(i=jumlah-jmlDataPerbandingan;i<jumlah;i++){

hasil1[i-(jumlah-jmlDataPerbandingan)] = ((tetaAtas+delta1)*yt[i-1]) - (((delta1*tetaAtas)-delta2)*yt[i-2]) - (delta2*yt[i-3]) + (omega0*xt[i-b2]) - ((omega1+(omega0*tetaAtas))*xt[i-1-b2]) - ((omega2-(omega1*tetaAtas))*xt[i-2-b2]) - ((omega2*tetaAtas)*xt[i-3-b2]) + at[i] - ((tetaSamping+delta1)*at[i-1]) - ((delta2-(delta1*tetaSamping))*at[i-2]) + ((delta2*tetaSamping)*at[i-3]);

yt[i] = hasil1[i-(jumlah-jmlDataPerbandingan)];

tempHasil = tempHasil + hasil1[i-(jumlah-(jmlDataPerbandingan))]; hasil2[i-(jumlah-jmlDataPerbandingan)] = tempHasil;

} }

return hasil2; }

public double korelasi(double[] a,double[] b,int timeLag){ // cari korelasi double X=0,X2=0,Y=0,Y2=0,XY=0; double K_nilai1,K_nilai2,K_nilai3; int i,jml; for(i=timeLag;i<jumlah-(jmlDataPerbandingan+1);i++){ XY = XY + (a[i]*b[i-timeLag]); X = X + a[i]; Y = Y + b[i-timeLag]; Y2 = Y2 + (b[i-timeLag]*b[i-timeLag]); X2 = X2 + (a[i]*a[i]); } jml = jumlah-jmlDataPerbandingan-timeLag;; K_nilai1 = (jml*XY)-(X*Y); K_nilai2 = Math.sqrt((jml*X2)-(X*X))*Math.sqrt((jml*Y2)-(Y*Y)); K_nilai3 = K_nilai1/K_nilai2; return K_nilai3; } }

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LAMPIRAN 3 :

LANGKAH PERHITUNGAN

3.1 Perhitungan Galat Fungsi Transfer

Pengamatan Fungsi Transfer Galat |PE| Galat kuadrat 2006 May 172,634,000 181,659,292 -9,025,292 5.227991962 8.14559E+13 2006 June 165,623,000 171,186,987 -5,563,987 3.359429114 3.0958E+13 2006 July 169,412,000 173,948,063 -4,536,063 2.677533744 2.05759E+13 2006 Aug 171,867,000 179,385,453 -7,518,453 4.374576295 5.65271E+13 2006 Sept 167,523,000 172,286,376 -4,763,376 2.843416019 2.26897E+13 847,059,000 878,466,171 -31,407,171 18.482947 2.12207E+14 MAPE MSE 3.69658% 4.24413E+13

3.2 Perhitungan Galat Regresi Berganda

Pengamatan Regresi Berganda Galat |PE| Galat kuadrat 2006 May 172,634,000 170,912,339 1,721,661 0.997289897 2.96412E+12 2006 June 165,623,000 162,487,032 3,135,968 1.8934375 9.8343E+12 2006 July 169,412,000 167,369,200 2,042,800 1.205817871 4.17303E+12 2006 Aug 171,867,000 173,589,648 -1,722,648 1.002314408 2.96752E+12 2006 Sept 167,523,000 163,526,949 3,996,051 2.385374504 1.59684E+13 847,059,000 837,885,167 9,173,833 7.484234 3.59074E+13 MAPE MSE 1.496846% 7.18148E+12

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3.2 Perhitungan F-test

Tanggal Laba (Y) Kurs Dollar (X1) Penjualan (X2) Advertise (X3) Ŷi (Yi-Ŷi)2 (Ŷi-Ỹi)2 Jan-03 184002000 8864 12 73125000 176794460.8 5.19486E+13 1.80979E+13 Feb-03 188905000 8935 15 69550000 182354960.3 4.2903E+13 9.63276E+13 Mar-03 169259000 8910 9 64470000 167721691.4 2.36332E+12 2.3219E+13 Apr-03 174229000 8842 10 65650000 170812818.8 1.16703E+13 2.98419E+12 May-03 168178000 8451 9 66500000 171851258.4 1.34928E+13 4.74778E+11 Jun-03 189130000 8195 12 69600000 181451783.1 5.8955E+13 7.94145E+13 Jul-03 174636000 8220 12 64425000 180163330.1 3.05514E+13 5.81106E+13 Aug-03 169997000 8547 12 67525000 178176054.9 6.68969E+13 3.17617E+13 Sep-03 163989000 8455 11 64500000 175988376.6 1.43985E+14 1.18892E+13 Oct-03 177232000 8438 9 69650000 172617644 2.12923E+13 5982094336 Nov-03 174732000 8522 9 57500000 169388421.9 2.85538E+13 9.93434E+12 Dec-03 170786000 8483 10 75775000 175835523.9 2.54977E+13 1.08585E+13 Jan-04 181326000 8350 10 74350000 176609333.9 2.22469E+13 1.6557E+13 Feb-04 191625000 8399 15 78800000 188621972.6 9.01817E+12 2.5862E+14 Mar-04 179632000 8645 10 59250000 171058238.5 7.35094E+13 2.19651E+12 Apr-04 182871000 8618 12 54500000 174867968.4 6.40485E+13 5.41804E+12 May-04 172523000 8965 10 67525000 170214190.1 5.3306E+12 5.41079E+12 Jun-04 154501000 9400 8 71420000 162933117.2 7.11006E+13 9.2298E+13 Jul-04 168169000 8980 9 68850000 168076723 8515052111 1.99235E+13 Aug-04 161525000 9248 12 68520000 172729252.8 1.25535E+14 35703145512 Sep-04 182262000 9097 16 77250000 184959620.2 7.27715E+12 1.5424E+14 Oct-04 163742000 9102 11 52600000 168269303 2.04965E+13 1.82414E+13 Nov-04 157652000 9051 9 57950000 165214886.4 5.71973E+13 5.36617E+13 Dec-04 165635000 9350 12 68125000 171823354.5 3.82957E+13 5.14011E+11

Jan-05 181842000 9160 15 75625000 181815383.3 708449783.6 8.60272E+13 Feb-05 184314000 9250 17 78325000 186245643.1 3.73125E+12 1.87836E+14 Mar-05 179321000 9360 16 69520000 181214404.6 3.58498E+12 7.52401E+13 Apr-05 167825000 9525 12 57360000 168150783.5 1.06135E+11 1.92679E+13 May-05 160952000 9490 9 54050000 160853981.8 9607575373 1.3657E+14 Jun-05 164641000 9595 10 64745000 164547474.5 8747022891 6.38853E+13 Jul-05 169847000 9810 11 61250000 164373574 2.99584E+13 6.66954E+13 Aug-05 168312000 9830 11 67150000 165451211.6 8.18411E+12 5.02552E+13 Sep-05 161625000 10015 9 65250000 158970218.8 7.04786E+12 1.84147E+14 Oct-05 157978000 10140 8 62595000 155109458.4 8.22853E+12 3.03834E+14 Nov-05 158342000 10020 9 62545000 158361828.2 393155929 2.01029E+14 Dec-05 162875000 9815 9 71650000 161927842.8 8.97107E+11 1.12624E+14 Jan-06 181412000 9370 13 73523000 175090267.4 3.99643E+13 6.50233E+12 Feb-06 181412000 9215 12 79555000 175312850.7 3.71996E+13 7.68704E+12 Mar-06 178523000 9143 14 74125000 179342846 6.72147E+11 4.62746E+13 Apr-06 175853000 9010 11 71750000 173033070 7.95201E+12 2.42822E+11 Total 6901612000 362815 450 2696428000 6888335123 1.13972E+15 2.51831E+15 Rata-rata 172,540,300

F= 8.394E+14 = 26.5150585

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LAMPIRAN 4 : DAFTAR TABEL

4.1 Tabel F

Tabel Sebaran F (v1=1-9)

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Tabel Sebaran F (v1=10-∞)

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