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X y Corr (X, Y) Cov (X, Y) / (Dev (X) Dev (Y) )

The document provides formulas and data for calculating covariance and correlation between variables. It includes formulas for covariance (cov(x,y)), correlation (corr(x,y)), and using sample means and deviations to calculate covariance. It then provides data tables and calculations to find the covariance and correlation between various variable pairs.

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Danar Aditya
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© © All Rights Reserved
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Download as XLSX, PDF, TXT or read online on Scribd
40 views

X y Corr (X, Y) Cov (X, Y) / (Dev (X) Dev (Y) )

The document provides formulas and data for calculating covariance and correlation between variables. It includes formulas for covariance (cov(x,y)), correlation (corr(x,y)), and using sample means and deviations to calculate covariance. It then provides data tables and calculations to find the covariance and correlation between various variable pairs.

Uploaded by

Danar Aditya
Copyright
© © All Rights Reserved
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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cov(x,y) =1/10 (xi 4,7)(yi 4,3)

corr(x, y) = cov(x, y) / (dev(x)dev(y))

RUMUS :

DATA
31 des 2009
2010
2011
2012
2013
Total
Mean (m)

unvr
11050
16500
18800
21850
26000
94200
18840

tlkm
1895
1604
1413
1814
2150
8876
1775.2

HUBUNGAN ANTARA UNVR - BNII (X-Y)


Sx
0.1659711188
Sy
0.522510589
cov(x,y)
0.0648621461
corr(x,y)
0.7479347237
Xi-mX
0.247019669
-0.10679906
-0.08395896
-0.05626165

Yi-mY
0.7812928924
-0.2828395655
-0.296168342
-0.2022849849
Total =
cov(x,y) =

(Xi mX)(Yi mY)


0.1929947119
0.030207
0.0248659853
0.0113808871
0.2594485843
0.0648621461

4,7)(yi 4,3)
(dev(x)dev(y))

DATA PERHITUNG
bbni
1877
3850
3800
3700
3950
17177
3435.4

bbca
4850
6450
8000
9100
9600
38000
7600

2009-2010
2010-2011
2011-2012
2012-2013
Total
Mean (m)

HUBUNGAN ANTARA TLKM - BBCA (X-Y)


Sx
0.21830159
Sy
0.119856273
cov(x,y)
-0.01687967
corr(x,y)
-0.64512859
Xi-mX
Yi-mY
-0.20265702 0.139233897
-0.16817232 0.049647068
0.234698334 -0.05316301
0.136131006 -0.13571795
Total =
cov(x,y) =

(Xi mX)(Yi mY)


-0.0282167266
-0.0083492626
-0.0124772698
-0.0184754217
-0.0675186807
-0.0168796702

DATA PERHITUNGAN RETURN


unvr
tlkm
bbni
0.49321267 -0.15356201 1.051145445
0.139393939 -0.11907731 -0.01298701
0.162234043 0.283793347 -0.02631579
0.18993135 0.18522602 0.067567568

bbca
0.3298969072
0.2403100775
0.1375
0.0549450549

0.984772002 0.196380055 1.07941021


0.246193 0.049095014 0.269852552

0.7626520397
0.1906630099

HUBUNGAN ANTARA UNVR - TLKM (X-Y)


Sx
0.165971119
Sy
0.21830159
cov(x,y)
-0.0148659
corr(x,y)
-0.4103003
Xi-mX
Yi-mY
0.247019669 -0.20265702
-0.10679906 -0.16817232
-0.08395896 0.234698334
-0.05626165 0.136131006
Total =
cov(x,y) =

(Xi mX)(Yi mY)


-0.0500602698
0.0179606459
-0.0197050275
-0.0076589551
-0.0594636065
-0.0148659016

Cara mencari varians manual (unvr)


n
1
2
3
4
5
total
^2

X-mX
60684100
5475600
1600
9060100
51265600
126487000
31621750
5623.3219719308

n-1 = 4

HUBUNGAN ANTARA BBNI - BBCA (X-Y)


Sx
0.522510589
Sy
0.1198562728
cov(x,y)
0.0344848011
corr(x,y)
0.5506452037
Xi-mX
0.781292892
-0.28283957
-0.29616834
-0.20228498

Yi-mY
0.1392338973
0.0496470676
-0.0531630099
-0.135717955
Total =
cov(x,y) =

(Xi mX)(Yi mY)


0.1087824543
-0.014042155
0.0157452005
0.0274537045
0.1379392043
0.0344848011

DATA
31 des 2009
2010
2011
2012
2013
Total
Mean (m)

unvr
11050
16500
18800
21850
26000
94200
18840

HUBUNGAN ANTARA TLKM - BBNI (X-Y)


Sx
0.21830159
Sy
0.522510589
cov(x,y)
-0.05195404
corr(x,y)
-0.45547796
Xi-mX
Yi-mY
-0.20265702 0.781292892
-0.16817232 -0.28283957
0.234698334 -0.29616834
0.136131006 -0.20228498
Total =
cov(x,y) =

(Xi mX)(Yi mY)


-0.1583344886
0.0475657861
-0.0695102163
-0.0275372585
-0.2078161774
-0.0519540443

tlkm
1895
1604
1413
1814
2150
8876
1775.2

bbni
1877
3850
3800
3700
3950
17177
3435.4

HUBUNGAN ANTARA UNV


Sx
Sy
cov(x,y)
corr(x,y)
Xi-mX
0.247019669
-0.10679906
-0.08395896
-0.05626165

bbca
4850
6450
8000
9100
9600
38000
7600

HUBUNGAN ANTARA UNVR - BBCA (X-Y)


5623.321972
1955.441127
0.0102976195
9.364814E-010
Yi-mY
(Xi mX)(Yi mY)
0.1392338973
0.0343935113
0.0496470676 -0.0053022602
-0.0531630099 0.0044635109
-0.135717955
0.0076357161
Total =
0.0411904781
cov(x,y) =
0.0102976195

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