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Autokorelasi

The document contains data and analysis of lag correlations for variables R and T over 5 time periods. It shows the lag correlations decrease as the lag increases for R, while T has a correlation of 0 only at lags other than 0. It then provides an ANOVA analysis comparing the means of R and T, showing they have different variances but the F value is less than the critical F value, indicating the model coefficients are stationary.

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BENNY WAHYUDI
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18 views2 pages

Autokorelasi

The document contains data and analysis of lag correlations for variables R and T over 5 time periods. It shows the lag correlations decrease as the lag increases for R, while T has a correlation of 0 only at lags other than 0. It then provides an ANOVA analysis comparing the means of R and T, showing they have different variances but the F value is less than the critical F value, indicating the model coefficients are stationary.

Uploaded by

BENNY WAHYUDI
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Lag 1 2 3 4 5

R 0.68 0.46 0.31 0.21 0.15


T 0.68 0 0 0 0

a...
R
0.8 0.8

0.7 0.7

0.6 0.6

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
1 2 3 4 5 1 2

b... Anova: Single Factor

SUMMARY
Groups Count Sum Average Variance
R 5 1.81 0.362 0.04537
T 5 0.68 0.136 0.09248

ANOVA
Source of VariationSS df MS F P-value F crit
Between G 0.12769 1 0.12769 1.852593 0.210581 5.317655
Within Gro 0.5514 8 0.068925

Total 0.67909 9

c... Karena F (1,85) < F crit (5,32) maka koefisien model mengalami stasioner
T
0.8

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
1 2 3 4 5

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