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PERAMALAN DENGAN REGRESI DAN KORELASI BERGANDA

PERAMALAN DENGAN REGRESI DAN KORELASI BERGANDA. Juhari , SE, MM. Pengantar. Merupakan salah satu metode peramalan yang bersifat kausalitas . Analisis regresi berganda sama dengan regresi sederhana , hanya terletak pada jumlah variabel independen yang digunakan .

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PERAMALAN DENGAN REGRESI DAN KORELASI BERGANDA

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  1. PERAMALAN DENGAN REGRESI DAN KORELASI BERGANDA Juhari, SE, MM.

  2. Pengantar • Merupakansalahsatumetodeperamalan yang bersifatkausalitas . • Analisisregresibergandasamadenganregresisederhana, hanyaterletakpadajumlahvariabelindependen yang digunakan. • Model: Y’ = a + b1X1 + b2X2 + …+ bkXk + e dengan: Y’ : nilaivariabeldependen (Y) a : konstantan b1 , b2,…bk : koefisienregresiparsial X1,X2,…Xk X : Variabelindependen

  3. Rumus • Y = n.a +b1 X1 + b2 X2 • X1Y= aX1 + b1X1² + b2 X1X2 • X2Y= a X2 + b1 X1X2 + b2 X2²

  4. Standard error of estimate: (SYX1X2) SYX1X2 = n-m m= banyakvariabel  (Y-Y’)²

  5. KorelasiBerganda • Setelahregresi linier bergandadihitung, makaselanjutnyakitamenentukanderajatasosiasiantaravariabel-variabelitu (Y dan X1, X2…dst) • Formulasi: {(SY.X1.X2) ² } {n (n-1)} 1- R= n.Y2 – (Y)²

  6. KoefisienDeterminasi/KoefisienPenentuan (KP) KP= R² {(SYX1X2) ² } {n (n-1)} Apabilanilai R² dikalikan 100%, makaakandiperolehsumbangan X1 dan X2 terhadapnaikturunnya Y [ 1- ]² R= n.Y2 – (Y)²

  7. Contohsoal:

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