Uji Normalitas Multivariat Scatterplot of Jarak Mahalanobis vs Chi-Square 8
Jarak Mahalanobis
7 6 5 4 3 2 1 0 0
2
4
6
Chi-Square
8
10
12
PLOT DATA Time Series Plot of Uang Kertas Asing 25000
Uang Kertas Asing
20000
15000
10000
5000
0 Month Jan Year 2010
Jan
Jan
Jan
Jan
Jan
Jan
2011
2012
2013
2014
2015
2016
Time Series Plot of Surat Berharga 110000
Surat Berharga
100000
90000
80000
70000
60000 Month Jan Year 2010
Jan
Jan
Jan
Jan
Jan
Jan
2011
2012
2013
2014
2015
2016
Time Series Plot of Tagihan 600
Tagihan
500
400
300
200 Month
Jan
Year 2010
Jan
Jan
Jan
Jan
Jan
Jan
2011
2012
2013
2014
2015
2016
AUTOCORRELATION Autocorrelation Function for Uang Kertas Asing (with 5% significance limits for the autocorrelations) 1,0 0,8
Autocorrelation
0,6 0,4 0,2 0,0 -0,2 -0,4 -0,6 -0,8 -1,0 2
4
6
8
10
12
14
16
18
Lag
Autocorrelation Function for Surat Berharga (with 5% significance limits for the autocorrelations) 1,0 0,8
Autocorrelation
0,6 0,4 0,2 0,0 -0,2 -0,4 -0,6 -0,8 -1,0 2
4
6
8
10
Lag
12
14
16
18
Autocorrelation Function for Tagihan (with 5% significance limits for the autocorrelations) 1,0 0,8
Autocorrelation
0,6 0,4 0,2 0,0 -0,2 -0,4 -0,6 -0,8 -1,0 2
4
6
8
10
Lag
12
14
16
18
PARTIAL AUTOCORRELATION Partial Autocorrelation Function for Uang Kertas Asing (with 5% significance limits for the partial autocorrelations) 1,0
Partial Autocorrelation
0,8 0,6 0,4 0,2 0,0 -0,2 -0,4 -0,6 -0,8 -1,0 2
4
6
8
10
12
14
16
18
Lag
Partial Autocorrelation Function for Surat Berharga (with 5% significance limits for the partial autocorrelations) 1,0
Partial Autocorrelation
0,8 0,6 0,4 0,2 0,0 -0,2 -0,4 -0,6 -0,8 -1,0 2
4
6
8
10
Lag
12
14
16
18
Partial Autocorrelation Function for Tagihan (with 5% significance limits for the partial autocorrelations) 1,0
Partial Autocorrelation
0,8 0,6 0,4 0,2 0,0 -0,2 -0,4 -0,6 -0,8 -1,0 2
4
6
8
10
Lag
12
14
16
18
DIFFERENCING Time Series Plot of UKA d-1 5000 4000 3000
C10
2000 1000 0 -1000 -2000 -3000 -4000 Month
Jan
Year 2010
Jan
Jan
Jan
Jan
Jan
Jan
2011
2012
2013
2014
2015
2016
Autocorrelation Function for UKA d-1 (with 5% significance limits for the autocorrelations) 1,0 0,8
Autocorrelation
0,6 0,4 0,2 0,0 -0,2 -0,4 -0,6 -0,8 -1,0 2
4
6
8
10
Lag
12
14
16
18
Partial Autocorrelation Function for UKA d-1 (with 5% significance limits for the partial autocorrelations) 1,0
Partial Autocorrelation
0,8 0,6 0,4 0,2 0,0 -0,2 -0,4 -0,6 -0,8 -1,0 2
4
6
8
10
Lag
12
14
16
18
Time Series Plot of C13 10000
C13
5000
0
-5000
-10000 Month Jan Year 2010
Jan
Jan
Jan
Jan
Jan
Jan
2011
2012
2013
2014
2015
2016
Autocorrelation Function for Surat Berharga D-1 (with 5% significance limits for the autocorrelations) 1,0 0,8
Autocorrelation
0,6 0,4 0,2 0,0 -0,2 -0,4 -0,6 -0,8 -1,0 2
4
6
8
10
Lag
12
14
16
18
Partial Autocorrelation Function for Surat Berharga D-1 (with 5% significance limits for the partial autocorrelations) 1,0
Partial Autocorrelation
0,8 0,6 0,4 0,2 0,0 -0,2 -0,4 -0,6 -0,8 -1,0 2
4
6
8
10
Lag
12
14
16
18
Time Series Plot of TL d-1 300 250
TL d-1
200 150 100 50 0
Month
Jan
Year 2010
Jan
Jan
Jan
Jan
Jan
Jan
2011
2012
2013
2014
2015
2016
Autocorrelation Function for TL d-1 (with 5% significance limits for the autocorrelations) 1,0 0,8
Autocorrelation
0,6 0,4 0,2 0,0 -0,2 -0,4 -0,6 -0,8 -1,0 2
4
6
8
10
Lag
12
14
16
18
Partial Autocorrelation Function for TL d-1 (with 5% significance limits for the partial autocorrelations) 1,0
Partial Autocorrelation
0,8 0,6 0,4 0,2 0,0 -0,2 -0,4 -0,6 -0,8 -1,0 2
4
6
8
10
Lag
12
14
16
18
BOX-COX
(transformasi untuk menormalkan data)
Box-Cox Plot of UKA Lower CL
Upper CL
5000
λ (using 95,0% confidence)
StDev
4000
Estimate
0,48
Lower CL Upper CL
0,21 0,86
Rounded Value
0,50
3000
2000
Limit
1000 -2
-1
0
1
2
3
4
5
λ
Box-Cox Plot of surat berharga Lower CL
Upper CL
2400
λ (using 95,0% confidence)
2300
Estimate
0,26
Lower CL Upper CL
-1,39 2,11
StDev
Rounded Value
2200
2100
Limit
2000
1900 -5,0
-2,5
0,0
λ
2,5
5,0
0,50
Box-Cox Plot of tagihan Lower CL
Upper CL
45
λ (using 95,0% confidence)
StDev
40
Estimate
0,81
35
Lower CL Upper CL
0,22 1,46
30
Rounded Value
1,00
25 20 15 10 Limit 5 -5,0
-2,5
0,0
λ
2,5
5,0