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r k= (∑▒ 〖 (𝑦∗𝑦 𝑡−
� 〗 ))/ Jumlah data = 108
(∑▒ 〖
〖�^2 〗 )
� 〗 ))/
r1 = (∑▒ 〖
〖�^2 〗 )
0.8304134 Interval kepercayaan yang digunakan 95% sehingga nilai Z = 1,96
r2 = 0.7916219 Serk = 0,096 1/√108
yang diperoleh dari 0.096
r3 = 0.7270774
r4 = 0.6710745 -0.18816 s.d 0.18816
Dengan demikian hasil pengujian koefisien autokerelasi di atas adalah sebagai berikut :
r1 = 0,830413374 > 0,18816 Signifikan
r2 = 0,791621905 > 0,18816 Signifikan Data belum Stasioner
r3 = 0,727077367 > 0,18816 Signifikan
r2 = 0,671074517 > 0,18816 Signifikan
Tanggal Data Asli Pembeda I Pembeda II Pembeda III Pembeda IV
1 Jan-09 7,280
2 Feb-09 7,134 -146
3 Mar-09 8,615 1,481 1,626
4 Apr-09 8,454 -161 -1,641 -3,268
5 May-09 9,209 755 916 2,557 5,825
6 Jun-09 9,382 173 -582 -1,498 -4,055
7 Jul-09 9,684 303 130 712 2,210
8 Aug-09 10,544 860 557 427 -285
9 Sep-09 9,843 -701 -1,561 -2,118 -2,545
10 Oct-09 12,243 2,400 3,101 4,662 6,780
11 Nov-09 10,775 -1,467 -3,867 -6,968 -11,631
12 Dec-09 13,348 2,573 4,040 7,907 14,876
13 Jan-10 11,596 -1,752 -4,325 -8,365 -16,272
14 Feb-10 11,166 -430 1,323 5,648 14,012
15 Mar-10 12,774 1,608 2,038 715 -4,933
16 Apr-10 12,035 -739 -2,347 -4,385 -5,100
17 May-10 12,619 584 1,323 3,670 8,055
18 Jun-10 12,330 -289 -873 -2,196 -5,866
19 Jul-10 12,487 157 446 1,318 3,514
20 Aug-10 13,727 1,240 1,083 637 -681
21 Sep-10 12,182 -1,545 -2,785 -3,867 -4,504
22 Oct-10 14,400 2,218 3,763 6,547 10,415
23 Nov-10 15,633 1,234 -984 -4,747 -11,295
24 Dec-10 16,830 1,197 -37 947 5,694
25 Jan-11 14,606 -2,224 -3,420 -3,383 -4,330
26 Feb-11 14,415 -191 2,033 5,453 8,836
27 Mar-11 16,366 1,951 2,142 109 -5,344
28 Apr-11 16,554 188 -1,763 -3,904 -4,013
29 May-11 18,287 1,733 1,545 3,308 7,212
30 Jun-11 18,387 100 -1,634 -3,179 -6,486
31 Jul-11 17,419 -968 -1,068 566 3,745
32 Aug-11 18,648 1,229 2,198 3,266 2,700
33 Sep-11 17,543 -1,104 -2,334 -4,531 -7,797
34 Oct-11 16,958 -586 519 2,852 7,384
35 Nov-11 17,236 278 864 345 -2,508
36 Dec-11 17,078 -158 -436 -1,299 -1,644
37 Jan-12 15,568 -1,510 -1,352 -916 383
38 Feb-12 15,695 127 1,637 2,989 3,905
39 Mar-12 17,252 1,556 1,429 -208 -3,197
40 Apr-12 16,173 -1,078 -2,634 -4,063 -3,855
41 May-12 16,830 656 1,735 4,369 8,432
42 Jun-12 15,442 -1,388 -2,044 -3,779 -8,148
43 Jul-12 16,085 644 2,032 4,076 7,855
44 Aug-12 14,047 -2,038 -2,682 -4,713 -8,789
45 Sep-12 15,898 1,851 3,889 6,571 11,284
46 Oct-12 15,320 -578 -2,429 -6,318 -12,889
47 Nov-12 16,317 997 1,575 4,004 10,323
48 Dec-12 15,394 -923 -1,920 -3,495 -7,499
49 Jan-13 15,376 -18 905 2,825 6,319
50 Feb-13 15,016 -360 -342 -1,246 -4,071
51 Mar-13 15,025 9 369 710 1,957
52 Apr-13 14,761 -264 -273 -642 -1,352
53 May-13 16,133 1,373 1,636 1,909 2,551
54 Jun-13 14,759 -1,375 -2,747 -4,383 -6,292
55 Jul-13 15,088 329 1,704 4,451 8,834
56 Aug-13 13,084 -2,004 -2,333 -4,037 -8,488
57 Sep-13 14,707 1,623 3,627 5,961 9,998
58 Oct-13 15,698 992 -632 -4,259 -10,220
59 Nov-13 15,939 240 -751 -120 4,139
60 Dec-13 16,968 1,029 789 1,540 1,660
61 Jan-14 14,472 -2,496 -3,525 -4,314 -5,854
62 Feb-14 14,634 162 2,657 6,182 10,496
63 Mar-14 15,193 559 397 -2,261 -8,443
64 Apr-14 14,293 -900 -1,459 -1,855 405
65 May-14 14,824 531 1,431 2,890 4,745
66 Jun-14 15,410 586 55 -1,376 -4,266
67 Jul-14 14,124 -1,285 -1,871 -1,926 -550
68 Aug-14 14,482 358 1,643 3,514 5,440
69 Sep-14 15,276 794 437 -1,206 -4,720
70 Oct-14 15,293 17 -777 -1,214 -8
71 Nov-14 13,545 -1,748 -1,765 -988 226
72 Dec-14 14,436 892 2,640 4,405 5,393
73 Jan-15 13,245 -1,191 -2,083 -4,723 -9,128
74 Feb-15 12,173 -1,072 119 2,202 6,925
75 Mar-15 13,634 1,461 2,533 2,414 212
76 Apr-15 13,105 -529 -1,991 -4,524 -6,938
77 May-15 12,755 -350 180 2,170 6,694
78 Jun-15 13,514 759 1,109 930 -1,240
79 Jul-15 11,466 -2,048 -2,808 -3,917 -4,847
80 Aug-15 12,726 1,260 3,309 6,116 10,033
81 Sep-15 12,588 -138 -1,398 -4,706 -10,823
82 Oct-15 12,122 -467 -329 1,069 5,775
83 Nov-15 11,122 -1,000 -533 -204 -1,272
84 Dec-15 11,917 795 1,794 2,327 2,531
85 Jan-16 10,582 -1,335 -2,130 -3,925 -6,252
86 Feb-16 11,317 735 2,070 4,200 8,125
87 Mar-16 11,812 495 -239 -2,309 -6,510
88 Apr-16 11,690 -122 -618 -378 1,931
89 May-16 11,517 -172 -50 568 946
90 Jun-16 13,206 1,689 1,861 1,911 1,343
91 Jul-16 9,650 -3,557 -5,245 -7,106 -9,017
92 Aug-16 12,754 3,104 6,661 11,906 19,013
93 Sep-16 12,580 -174 -3,279 -9,940 -21,846
94 Oct-16 12,744 164 338 3,617 13,556
95 Nov-16 13,503 759 595 257 -3,359
96 Dec-16 13,832 330 -430 -1,025 -1,282
97 Jan-17 13,402 -431 -760 -331 694
98 Feb-17 12,614 -788 -358 403 733
99 Mar-17 14,679 2,065 2,854 3,211 2,808
100 Apr-17 13,279 -1,400 -3,465 -6,318 -9,529
101 May-17 14,345 1,066 2,466 5,931 12,249
102 Jun-17 11,656 -2,690 -3,756 -6,222 -12,152
103 Jul-17 13,611 1,955 4,645 8,401 14,622
104 Aug-17 15,229 1,618 -337 -4,982 -13,382
105 Sep-17 14,560 -670 -2,288 -1,951 3,031
106 Oct-17 15,242 682 1,352 3,640 5,591
107 Nov-17 15,320 78 -604 -1,956 -5,596
108 Dec-17 14,873 -447 -525 80 2,036
Index Tanggal Yt yt yt^2 Yt-1 yt-1 yt*Yt-1
1 Jan-09 7,426 -6,307 39,772,877
2 Feb-09 5,654 -8,079 65,264,975 7,426 -6,307 50948756.468
3 Mar-09 8,776 -4,957 24,569,609 5,654 -8,079 40044162.203
4 Apr-09 7,699 -6,033 36,402,809 8,776 -4,957 29906567.867
5 May-09 9,036 -4,696 22,055,929 7,699 -6,033 28335451.218
6 Jun-09 9,079 -4,654 21,655,752 9,036 -4,696 21854924.633
7 Jul-09 8,824 -4,908 24,089,191 9,079 -4,654 22840086.265
8 Aug-09 11,245 -2,487 6,187,527 8,824 -4,908 12208707.013
9 Sep-09 7,443 -6,290 39,562,516 11,245 -2,487 15645898.688
10 Oct-09 13,710 -23 514 7,443 -6,290 142617.07067
11 Nov-09 8,203 -5,530 30,578,401 13,710 -23 125382.50697
12 Dec-09 15,100 1,368 1,870,948 8,203 -5,530 -7563768.343
13 Jan-10 12,025 -1,707 2,914,102 15,100 1,368 -2334980.176
14 Feb-10 9,558 -4,174 17,422,894 12,025 -1,707 7125453.6351
15 Mar-10 13,514 -219 47,906 9,558 -4,174 913596.59808
16 Apr-10 11,451 -2,281 5,203,299 13,514 -219 499267.97586
17 May-10 12,908 -825 679,922 11,451 -2,281 1880914.5425
18 Jun-10 12,173 -1,559 2,431,024 12,908 -825 1285654.5184
19 Jul-10 11,247 -2,485 6,176,090 12,173 -1,559 3874818.9859
20 Aug-10 15,271 1,539 2,368,293 11,247 -2,485 -3824498.813
21 Sep-10 9,964 -3,769 14,204,412 15,271 1,539 -5800018.0241
22 Oct-10 13,166 -567 321,006 9,964 -3,769 2135346.3388
23 Nov-10 14,437 704 495,934 13,166 -567 -398996.15192
24 Dec-10 19,054 5,321 28,314,381 14,437 704 3747274.8322
25 Jan-11 14,797 1,065 1,133,428 19,054 5,321 5665008.6159
26 Feb-11 12,465 -1,268 1,607,505 14,797 1,065 -1349811.6101
27 Mar-11 16,178 2,445 5,979,619 12,465 -1,268 -3100365.3441
28 Apr-11 14,821 1,089 1,184,889 16,178 2,445 2661800.6677
29 May-11 18,188 4,455 19,850,820 14,821 1,089 4849846.6314
30 Jun-11 19,355 5,623 31,616,171 18,188 4,455 25052084.407
31 Jul-11 16,189 2,457 6,035,502 19,355 5,623 13813742.229
32 Aug-11 19,752 6,020 36,237,100 16,189 2,457 14788816.749
33 Sep-11 18,129 4,397 19,330,320 19,752 6,020 26466483.073
34 Oct-11 16,680 2,947 8,687,320 18,129 4,397 12958729.241
35 Nov-11 17,393 3,661 13,401,646 16,680 2,947 10790013.244
36 Dec-11 18,587 4,855 23,569,335 17,393 3,661 17772672.615
37 Jan-12 15,441 1,708 2,918,377 18,587 4,855 8293624.9951
38 Feb-12 14,139 407 165,507 15,441 1,708 694991.2766
39 Mar-12 18,330 4,597 21,135,406 14,139 407 1870311.3766
40 Apr-12 15,517 1,784 3,184,176 18,330 4,597 8203587.5722
41 May-12 18,218 4,485 20,115,458 15,517 1,784 8003196.5407
42 Jun-12 14,798 1,065 1,135,132 18,218 4,485 4778462.8999
43 Jul-12 18,123 4,391 19,278,474 14,798 1,065 4677993.2351
44 Aug-12 12,196 -1,537 2,361,060 18,123 4,391 -6746675.6241
45 Sep-12 16,476 2,744 7,528,032 12,196 -1,537 -4215938.1241
46 Oct-12 14,323 591 348,839 16,476 2,744 1620515.6655
47 Nov-12 17,240 3,507 12,302,037 14,323 591 2071576.6851
48 Dec-12 15,412 1,680 2,821,815 17,240 3,507 5891865.0036
49 Jan-13 15,735 2,003 4,011,712 15,412 1,680 3364566.8981
50 Feb-13 15,007 1,274 1,623,397 15,735 2,003 2551979.8499
51 Mar-13 15,288 1,556 2,420,594 15,007 1,274 1982318.1484
52 Apr-13 13,388 -344 118,387 15,288 1,556 -535319.36488
53 May-13 17,508 3,776 14,254,596 13,388 -344 -1299060.5871
54 Jun-13 14,430 697 486,124 17,508 3,776 2632394.5596
55 Jul-13 17,092 3,360 11,287,086 14,430 697 2342418.297
56 Aug-13 11,461 -2,272 5,161,412 17,092 3,360 -7632647.0397
57 Sep-13 13,715 -17 295 11,461 -2,272 39017.333635
58 Oct-13 15,458 1,726 2,977,440 13,715 -17 -29634.310069
59 Nov-13 14,909 1,177 1,385,155 15,458 1,726 2030816.1981
60 Dec-13 19,463 5,731 32,842,366 14,909 1,177 6744757.6092
61 Jan-14 14,311 578 334,114 19,463 5,731 3312565.9622
62 Feb-14 14,076 343 117,735 14,311 578 198335.68104
63 Mar-14 16,093 2,360 5,570,666 14,076 343 809854.70623
64 Apr-14 13,761 29 837 16,093 2,360 68271.720302
65 May-14 14,238 505 255,253 13,761 29 14614.127709
66 Jun-14 16,695 2,962 8,775,967 14,238 505 1496694.3814
67 Jul-14 13,767 34 1,165 16,695 2,962 101095.52771
68 Aug-14 13,687 -45 2,032 13,767 34 -1538.194513
69 Sep-14 15,259 1,526 2,329,671 13,687 -45 -68797.727846
70 Oct-14 17,041 3,308 10,945,682 15,259 1,526 5049736.2647
71 Nov-14 12,653 -1,079 1,165,048 17,041 3,308 -3571029.1704
72 Dec-14 15,628 1,895 3,591,881 12,653 -1,079 -2045657.729
73 Jan-15 14,317 585 341,671 15,628 1,895 1107808.6892
74 Feb-15 10,712 -3,021 9,125,680 14,317 585 -1765779.2153
75 Mar-15 14,163 431 185,697 10,712 -3,021 -1301772.9575
76 Apr-15 13,455 -278 77,270 14,163 431 -119786.23525
77 May-15 11,995 -1,737 3,017,774 13,455 -278 482889.35475
78 Jun-15 15,562 1,830 3,348,629 11,995 -1,737 -3178899.876
79 Jul-15 10,206 -3,527 12,438,841 15,562 1,830 -6453918.3056
80 Aug-15 12,864 -869 754,942 10,206 -3,527 3064409.4455
81 Sep-15 13,055 -677 458,836 12,864 -869 588552.77141
82 Oct-15 13,121 -611 373,656 13,055 -677 414061.20993
83 Nov-15 10,327 -3,405 11,595,210 13,121 -611 2081494.6292
84 Dec-15 13,252 -480 230,567 10,327 -3,405 1635076.3081
85 Jan-16 9,847 -3,885 15,096,132 13,252 -480 1865655.8984
86 Feb-16 10,821 -2,911 8,474,934 9,847 -3,885 11311000.273
87 Mar-16 11,935 -1,798 3,232,711 10,821 -2,911 5234215.5103
88 Apr-16 11,862 -1,870 3,498,673 11,935 -1,798 3363063.8914
89 May-16 9,829 -3,904 15,239,452 11,862 -1,870 7301908.1966
90 Jun-16 16,763 3,030 9,182,269 9,829 -3,904 -11829317.408
91 Jul-16 6,545 -7,187 51,658,346 16,763 3,030 -21779367.259
92 Aug-16 12,928 -804 647,179 6,545 -7,187 5782056.1033
93 Sep-16 12,416 -1,317 1,733,367 12,928 -804 1059149.7092
94 Oct-16 11,985 -1,748 3,055,413 12,416 -1,317 2301337.3481
95 Nov-16 13,173 -559 312,564 11,985 -1,748 977246.98697
96 Dec-16 14,263 531 281,564 13,173 -559 -296659.19822
97 Jan-17 14,190 457 209,238 14,263 531 242722.05549
98 Feb-17 10,548 -3,184 10,139,601 14,190 457 -1456569.5167
99 Mar-17 16,078 2,346 5,503,368 10,548 -3,184 -7470071.1056
100 Apr-17 12,213 -1,519 2,308,801 16,078 2,346 -3564573.6241
101 May-17 17,035 3,302 10,906,017 12,213 -1,519 -5017950.576
102 Jun-17 9,701 -4,032 16,256,009 17,035 3,302 -13314965.472
103 Jul-17 11,993 -1,739 3,025,770 9,701 -4,032 7013340.4218
104 Aug-17 15,899 2,167 4,693,835 11,993 -1,739 -3768615.679
105 Sep-17 13,877 145 21,004 15,899 2,167 313985.77586
106 Oct-17 15,164 1,432 2,049,839 13,877 145 207494.20549
107 Nov-17 15,767 2,035 4,139,703 15,164 1,432 2913026.6877
108 Dec-17 14,873 1,141 1,301,484 15,767 2,035 2321154.0059
Jmlh 1,483,107 979,092,942 386924308.06
Rata-rata 13,732
29,618,031
37,594,708
24,328,214
15,008,110
29,539,602
105,515
27,140,541
-3,402,432
10,737,281
94,643
1,210,324
-3,120,112
1,407,609
6,508,108
543,940
-3,510,404
3,107,716
883,388
-1,750,124
8,188,819
-4,012,441
718,345
1,722,062
5,792,184
4,743,362
-7,129,035
6,007,496
6,552,628
19,588,841
16,572,863
8,993,646
29,224,721
7,510,870
1,199,089
16,830,010
8,663,077
7,661,886
433,443
20,185,598
-2,741,903
12,305,682
629,268
15,400,146
-2,581,177
5,495,480
752,532
5,456,944
-577,985
7,562,099
888,354
5,226,993
781,693
-64,841
1,203,081
3,954,031
-13,019,715
-9,927
592,073
2,777,811
165,769
292,034
1,016,485
80,545
-1,304
771,139
9,800,967
-36,835
-85,426
892,177
-9,994,338
-465,130
-526,824
-1,015,423
-5,527,976
-1,519,821
241,524
1,176,717
-1,118,586
12,009,620
417,211
2,631,852
1,779,525
6,122,415
898,153
15,167,623
-8,821,515
12,922,712
1,504,748
5,139,608
-5,296,756
4,018,275
-426,875
-602,235
5,566,029
-1,311,546
-806,272
1,510,615
12,838,592
-4,080,677
-3,291,980
478,607
-5,772,539
-3,539,179
2,471,629
425,196,093