Index Tanggal Yt yt yt2 Yt-1 yt-1 yt*Yt-1 Yt-2 yt-2 Yt*Yt-2 Yt-3 yt-3 Yt*Yt-3 Yt-4 yt-4 Yt*yt-4

1 Jan-09 7,280 -6,523 42,545,374

2 Feb-09 7,134 -6,668 44,468,645 7,280 -6,523 43496380.669
3 Mar-09 8,615 -5,188 26,915,152 7,134 -6,668 34595958.436 7,280 -6,523 33839550.736
4 Apr-09 8,454 -5,349 28,610,533 8,615 -5,188 27749898.073 7,134 -6,668 35668917.106 7,280 -6,523 34889050.186
5 May-09 9,209 -4,594 21,104,666 8,454 -5,349 24572662.473 8,615 -5,188 23833490.852 7,134 -6,668 30634880.436 7,280 -6,523 29965077.9355
6 Jun-09 9,382 -4,421 19,547,730 9,209 -4,594 20311285.25 8,454 -5,349 23648910.641 8,615 -5,188 22937526.45 7,134 -6,668 29483233.6837
7 Jul-09 9,684 -4,119 16,963,537 9,382 -4,421 18209850.162 9,209 -4,594 18921146.454 8,454 -5,349 22030339.104 8,615 -5,188 21367643.254
8 Aug-09 10,544 -3,259 10,620,960 9,684 -4,119 13422706.676 9,382 -4,421 14408874.473 9,209 -4,594 14971700.574 8,454 -5,349 17431905.6948
9 Sep-09 9,843 -3,960 15,683,037 10,544 -3,259 12906158.111 9,684 -4,119 16310726.131 9,382 -4,421 17509077.047 9,209 -4,594 18193000.3892
10 Oct-09 12,243 -1,560 2,434,166 9,843 -3,960 6178601.8107 10,544 -3,259 5084602.5559 9,684 -4,119 6425890.5755 9,382 -4,421 6898001.49182
11 Nov-09 10,775 -3,027 9,165,039 12,243 -1,560 4723264.5248 9,843 -3,960 11988980.08 10,544 -3,259 9866180.1855 9,684 -4,119 12468820.0452
12 Dec-09 13,348 -455 206,735 10,775 -3,027 1376494.297 12,243 -1,560 709385.62738 9,843 -3,960 1800621.1829 10,544 -3,259 1481798.52812
13 Jan-10 11,596 -2,207 4,870,326 13,348 -455 1003428.1415 10,775 -3,027 6681072.1289 12,243 -1,560 3443135.6192 9,843 -3,960 8739651.17479
14 Feb-10 11,166 -2,636 6,950,507 11,596 -2,207 5818181.4696 13,348 -455 1198713.8378 10,775 -3,027 7981332.4752 12,243 -1,560 4113233.56553
15 Mar-10 12,774 -1,028 1,057,568 11,166 -2,636 2711205.8937 11,596 -2,207 2269516.0474 13,348 -455 467586.01553 10,775 -3,027 3113303.05294
16 Apr-10 12,035 -1,768 3,124,344 12,774 -1,028 1817748.0626 11,166 -2,636 4660019.0848 11,596 -2,207 3900842.8385 13,348 -455 803686.566639
17 May-10 12,619 -1,184 1,401,339 12,035 -1,768 2092430.2248 12,774 -1,028 1217378.9537 11,166 -2,636 3120899.5759 11,596 -2,207 2612465.4296
18 Jun-10 12,330 -1,473 2,168,791 12,619 -1,184 1743333.0659 12,035 -1,768 2603084.5148 12,774 -1,028 1514478.3637 11,166 -2,636 3882550.1859
19 Jul-10 12,487 -1,316 1,731,544 12,330 -1,473 1937874.2896 12,619 -1,184 1557716.1296 12,035 -1,768 2325927.7385 12,774 -1,028 1353228.14738
20 Aug-10 13,727 -76 5,819 12,487 -1,316 100377.38886 12,330 -1,473 112338.32516 12,619 -1,184 90300.605158 12,035 -1,768 134833.734047
21 Sep-10 12,182 -1,621 2,628,229 13,727 -76 123666.12516 12,487 -1,316 2133282.6896 12,330 -1,473 2387483.9459 12,619 -1,184 1919124.6159
22 Oct-10 14,400 597 356,192 12,182 -1,621 -967551.13 13,727 -76 -45526.200768 12,487 -1,316 -785342.4363 12,330 -1,473 -878923.58003
23 Nov-10 15,633 1,831 3,350,798 14,400 597 1092487.3503 12,182 -1,621 -2967602.7237 13,727 -76 -139634.6645 12,487 -1,316 -2408745.42
24 Dec-10 16,830 3,027 9,163,447 15,633 1,831 5541196.5059 14,400 597 1806640.3896 12,182 -1,621 -4907508.484 13,727 -76 -230913.08521
25 Jan-11 14,606 803 645,481 16,830 3,027 2432043.0755 15,633 1,831 1470672.4763 14,400 597 479495.04997 12,182 -1,621 -1302487.2241
26 Feb-11 14,415 613 375,179 14,606 803 492108.72071 16,830 3,027 1854166.1503 15,633 1,831 1121226.4911 14,400 597 365562.394787
27 Mar-11 16,366 2,563 6,570,089 14,415 613 1570018.8096 14,606 803 2059337.2248 16,830 3,027 7759166.2444 15,633 1,831 4692018.96516
28 Apr-11 16,554 2,751 7,570,304 16,366 2,563 7052486.8989 14,415 613 1685294.7948 14,606 803 2210540.59 16,830 3,027 8328869.9496
29 May-11 18,287 4,485 20,111,803 16,554 2,751 12339062.44 16,366 2,563 11495057.235 14,415 613 2746911.8911 14,606 803 3603025.56627
30 Jun-11 18,387 4,584 21,014,143 18,287 4,485 20558022.799 16,554 2,751 12612828.583 16,366 2,563 11750097.478 14,415 613 2807857.48368
31 Jul-11 17,419 3,616 13,073,420 18,387 4,584 16574882.218 18,287 4,485 16215118.226 16,554 2,751 9948354.8896 16,366 2,563 9267876.66442
32 Aug-11 18,648 4,845 23,474,204 17,419 3,616 17518223.18 18,387 4,584 22210139.113 18,287 4,485 21728059.771 16,554 2,751 13330673.6744
33 Sep-11 17,543 3,741 13,992,227 18,648 4,845 18123365.993 17,419 3,616 13525023.648 18,387 4,584 17147438.621 18,287 4,485 16775247.0789
34 Oct-11 16,958 3,155 9,953,511 17,543 3,741 11801346.635 18,648 4,845 15285638.647 17,419 3,616 11407297.312 18,387 4,584 14462520.4052
35 Nov-11 17,236 3,433 11,783,556 16,958 3,155 10829947.223 17,543 3,741 12840490.459 18,648 4,845 16631584.791 17,419 3,616 12411743.9163
36 Dec-11 17,078 3,275 10,725,091 17,236 3,433 11241873.445 16,958 3,155 10332101.081 17,543 3,741 12250220.857 18,648 4,845 15867040.8689
37 Jan-12 15,568 1,765 3,116,349 17,078 3,275 5781274.3074 17,236 3,433 6059841.5696 16,958 3,155 5569436.0852 17,543 3,741 6603383.14145
38 Feb-12 15,695 1,893 3,582,005 15,568 1,765 3341074.5192 17,078 3,275 6198171.4348 17,236 3,433 6496826.637 16,958 3,155 5971057.21257
39 Mar-12 17,252 3,449 11,893,659 15,695 1,893 6527108.5333 15,568 1,765 6088086.6659 17,078 3,275 11294272.141 17,236 3,433 11838479.9237
40 Apr-12 16,173 2,370 5,618,884 17,252 3,449 8174906.2415 15,695 1,893 4486297.9848 15,568 1,765 4184543.7074 17,078 3,275 7762927.50294
41 May-12 16,830 3,027 9,161,025 16,173 2,370 7174589.6266 17,252 3,449 10438300.205 15,695 1,893 5728423.5185 15,568 1,765 5343122.25108
42 Jun-12 15,442 1,639 2,685,398 16,830 3,027 4959939.6866 16,173 2,370 3884448.7229 17,252 3,449 5651478.9015 15,695 1,893 3101469.01479
43 Jul-12 16,085 2,282 5,208,978 15,442 1,639 3740077.6215 16,830 3,027 6907935.7252 16,173 2,370 5410050.0815 17,252 3,449 7871074.13997
44 Aug-12 14,047 244 59,643 16,085 2,282 557384.44738 15,442 1,639 400205.40886 16,830 3,027 739180.71257 16,173 2,370 578900.098861
45 Sep-12 15,898 2,095 4,390,360 14,047 244 511715.58442 16,085 2,282 4782184.257 15,442 1,639 3433637.2585 16,830 3,027 6341939.36219
46 Oct-12 15,320 1,517 2,301,952 15,898 2,095 3179056.0585 14,047 244 370532.85886 16,085 2,282 3462775.9215 15,442 1,639 2486294.08294
47 Nov-12 16,317 2,514 6,320,792 15,320 1,517 3814467.174 15,898 2,095 5267879.0896 14,047 244 613994.29997 16,085 2,282 5738019.25257
48 Dec-12 15,394 1,591 2,531,658 16,317 2,514 4000260.5326 15,320 1,517 2414074.4815 15,898 2,095 3333900.097 14,047 244 388580.60738
49 Jan-13 15,376 1,573 2,473,444 15,394 1,591 2502381.5592 16,317 2,514 3954000.7518 15,320 1,517 2386157.6607 15,898 2,095 3295346.23627
50 Feb-13 15,016 1,213 1,470,929 15,376 1,573 1907422.1437 15,394 1,591 1929738.0044 16,317 2,514 3049169.497 15,320 1,517 1840110.7159
51 Mar-13 15,025 1,222 1,492,840 15,016 1,213 1481844.1255 15,376 1,573 1921576.6103 15,394 1,591 1944058.0711 16,317 2,514 3071796.56368
52 Apr-13 14,761 958 917,991 15,025 1,222 1170646.9489 15,016 1,213 1162023.8822 15,376 1,573 1506850.737 15,394 1,591 1524480.11775
53 May-13 16,133 2,331 5,431,783 14,761 958 2233008.7622 15,025 1,222 2847592.8655 15,016 1,213 2826617.2989 15,376 1,573 3665406.90368
54 Jun-13 14,759 956 913,971 16,133 2,331 2228114.4633 14,761 958 915979.04664 15,025 1,222 1168081.13 15,016 1,213 1159476.96331
55 Jul-13 15,088 1,285 1,651,530 14,759 956 1228597.1022 16,133 2,331 2995121.0178 14,761 958 1231295.8511 15,025 1,222 1570181.60442
56 Aug-13 13,084 -719 517,078 15,088 1,285 -924104.9282 14,759 956 -687455.21262 16,133 2,331 -1675904.617 14,761 958 -688965.28373
57 Sep-13 14,707 904 817,249 13,084 -719 -650062.9756 15,088 1,285 1161770.9392 14,759 956 864258.44479 16,133 2,331 2106922.30034
58 Oct-13 15,698 1,896 3,592,990 14,707 904 1713583.8429 13,084 -719 -1363032.2645 15,088 1,285 2435965.9503 14,759 956 1812150.8059
59 Nov-13 15,939 2,136 4,561,721 15,698 1,896 4048483.554 14,707 904 1930819.4929 13,084 -719 -1535827.544 15,088 1,285 2744779.93034
60 Dec-13 16,968 3,165 10,017,342 15,939 2,136 6759905.1633 15,698 1,896 5999351.2133 14,707 904 2861235.3522 13,084 -719 -2275906.2052
61 Jan-14 14,472 670 448,255 16,968 3,165 2119038.5096 15,939 2,136 1429970.0503 15,698 1,896 1269084.7503 14,707 904 605257.139232
62 Feb-14 14,634 831 691,090 14,472 670 556583.14294 16,968 3,165 2631138.5059 15,939 2,136 1775545.4866 15,698 1,896 1575779.64664
63 Mar-14 15,193 1,390 1,931,596 14,634 831 1155381.8718 14,472 670 930509.23553 16,968 3,165 4398801.3485 15,939 2,136 2968400.12923
64 Apr-14 14,293 490 239,824 15,193 1,390 680619.8659 14,634 831 407112.07331 14,472 670 327875.61701 16,968 3,165 1549968.17997
65 May-14 14,824 1,021 1,042,070 14,293 490 499913.73257 15,193 1,390 1418752.4811 14,634 831 848625.33849 14,472 670 683456.902195
66 Jun-14 15,410 1,607 2,581,544 14,824 1,021 1640168.0178 14,293 490 786839.81257 15,193 1,390 2233047.1511 14,634 831 1335694.85849
67 Jul-14 14,124 321 103,246 15,410 1,607 516268.41405 14,824 1,021 328007.89405 14,293 490 157355.62886 15,193 1,390 446574.42738
68 Aug-14 14,482 679 460,795 14,124 321 218116.96071 15,410 1,607 1090670.2844 14,824 1,021 692950.51442 14,293 490 332429.999232
69 Sep-14 15,276 1,473 2,169,784 14,482 679 999912.24849 14,124 321 473308.12812 15,410 1,607 2366726.1318 14,824 1,021 1503684.58182
70 Oct-14 15,293 1,490 2,220,155 15,276 1,473 2194824.8707 14,482 679 1011452.1633 14,124 321 478770.54294 15,410 1,607 2394040.34664
71 Nov-14 13,545 -258 66,606 15,293 1,490 -384546.1867 15,276 1,473 -380158.80151 14,482 679 -175190.4889 14,124 321 -82926.359287
72 Dec-14 14,436 634 401,346 13,545 -258 -163499.3978 15,293 1,490 943954.32442 15,276 1,473 933184.5096 14,482 679 430044.102195
73 Jan-15 13,245 -558 311,232 14,436 634 -353428.2497 13,545 -258 143978.87923 15,293 1,490 -831253.7385 15,276 1,473 -821769.75336
74 Feb-15 12,173 -1,630 2,656,840 13,245 -558 909336.48368 14,436 634 -1032623.4534 13,545 -258 420668.03553 15,293 1,490 -2428702.5922
75 Mar-15 13,634 -169 28,487 12,173 -1,630 275110.68923 13,245 -558 94160.062936 14,436 634 -106926.1941 13,545 -258 43559.3747874
 76 Apr-15 13,105 -698 487,457 13,634 -169 117840.10479 12,173 -1,630 1138022.8855 13,245 -558 389502.51923 14,436 634 -442310.89781
77 May-15 12,755 -1,048 1,098,475 13,105 -698 731751.08145 13,634 -169 176896.74516 12,173 -1,630 1708353.4059 13,245 -558 584705.249602
78 Jun-15 13,514 -289 83,337 12,755 -1,048 302561.71479 13,105 -698 201552.06442 13,634 -169 48724.088121 12,173 -1,630 470545.468861
79 Jul-15 11,466 -2,337 5,461,482 13,514 -289 674643.27627 12,755 -1,048 2449347.0133 13,105 -698 1631637.1929 13,634 -169 394439.196639
80 Aug-15 12,726 -1,077 1,159,458 11,466 -2,337 2516418.3818 13,514 -289 310846.87331 12,755 -1,048 1128554.7303 13,105 -698 751788.889973
81 Sep-15 12,588 -1,214 1,474,722 12,726 -1,077 1307623.4907 11,466 -2,337 2837987.0337 13,514 -289 350569.44516 12,755 -1,048 1272770.74219
82 Oct-15 12,122 -1,681 2,826,035 12,588 -1,214 2041474.22 12,726 -1,077 1810157.4081 11,466 -2,337 3928656.2911 13,514 -289 485297.092565
83 Nov-15 11,122 -2,681 7,185,517 12,122 -1,681 4506275.8881 12,588 -1,214 3255248.5107 12,726 -1,077 2886400.4989 11,466 -2,337 6264469.28182
84 Dec-15 11,917 -1,886 3,555,795 11,122 -2,681 5054722.8592 12,122 -1,681 3169984.2185 12,588 -1,214 2289936.6711 12,726 -1,077 2030466.89923
85 Jan-16 10,582 -3,221 10,374,078 11,917 -1,886 6073556.5637 11,122 -2,681 8633835.2533 12,122 -1,681 5414564.2126 12,588 -1,214 3911378.82516
86 Feb-16 11,317 -2,486 6,180,601 10,582 -3,221 8007373.8052 11,917 -1,886 4687957.8111 11,122 -2,681 6664143.9807 12,122 -1,681 4179305.53997
87 Mar-16 11,812 -1,991 3,962,813 11,317 -2,486 4948996.3666 10,582 -3,221 6411749.1192 11,917 -1,886 3753791.2052 11,122 -2,681 5336183.91479
88 Apr-16 11,690 -2,113 4,465,113 11,812 -1,991 4206472.174 11,317 -2,486 5253292.74 10,582 -3,221 6805985.0126 11,917 -1,886 3984598.61849
89 May-16 11,517 -2,285 5,222,969 11,690 -2,113 4829197.2866 11,812 -1,991 4549466.5933 11,317 -2,486 5681644.5792 10,582 -3,221 7360942.89182
90 Jun-16 13,206 -597 356,029 11,517 -2,285 1363644.8081 11,690 -2,113 1260836.5889 11,812 -1,991 1187802.7755 11,317 -2,486 1483398.78145
91 Jul-16 9,650 -4,153 17,249,747 13,206 -597 2478186.1474 11,517 -2,285 9491832.5852 11,690 -2,113 8776222.1859 11,812 -1,991 8267860.53257
92 Aug-16 12,754 -1,049 1,100,152 9,650 -4,153 4356300.0333 13,206 -597 625848.15627 11,517 -2,285 2397094.314 11,690 -2,113 2216372.03479
93 Sep-16 12,580 -1,223 1,495,684 12,754 -1,049 1282762.6281 9,650 -4,153 5079386.3392 13,206 -597 729730.40219 11,517 -2,285 2794979.22997
94 Oct-16 12,744 -1,059 1,121,654 12,580 -1,223 1295237.0392 12,754 -1,049 1110850.9533 9,650 -4,153 4398663.5044 13,206 -597 631934.30738
95 Nov-16 13,503 -300 89,929 12,744 -1,059 317598.92368 12,580 -1,223 366749.49849 12,754 -1,049 314540.13257 9,650 -4,153 1245492.20368
96 Dec-16 13,832 30 877 13,503 -300 -8882.045213 12,744 -1,059 -31368.424472 12,580 -1,223 -36222.89966 12,754 -1,049 -31066.315583
97 Jan-17 13,402 -401 160,866 13,832 30 -11879.43929 13,503 -300 120276.90886 12,744 -1,059 424777.9696 12,580 -1,223 490515.224417
98 Feb-17 12,614 -1,189 1,414,390 13,402 -401 476998.77849 13,832 30 -35224.755583 13,503 -300 356643.49257 12,744 -1,059 1259545.99331
99 Mar-17 14,679 876 767,408 12,614 -1,189 -1041832.602 13,402 -401 -351354.80521 13,832 30 25946.370713 13,503 -300 -262701.73114
100 Apr-17 13,279 -524 274,138 14,679 876 -458667.0737 12,614 -1,189 622685.75997 13,402 -401 209998.83627 13,832 30 -15507.707805
101 May-17 14,345 543 294,435 13,279 -524 -284105.0078 14,679 876 475343.87071 12,614 -1,189 -645326.1556 13,402 -401 -217634.23929
102 Jun-17 11,656 -2,147 4,609,100 14,345 543 -1164937.649 13,279 -524 1124067.3866 14,679 876 -1880707.935 12,614 -1,189 2553246.38886
103 Jul-17 13,611 -192 36,703 11,656 -2,147 411302.73479 14,345 543 -103955.65966 13,279 -524 100308.5159 14,679 876 -167828.92558
104 Aug-17 15,229 1,427 2,035,240 13,611 -192 -273313.6893 11,656 -2,147 -3062780.8785 14,345 543 774109.62701 13,279 -524 -746951.03743
105 Sep-17 14,560 757 573,077 15,229 1,427 1079976.6374 13,611 -192 -145030.72929 11,656 -2,147 -1625229.039 14,345 543 410772.26701
106 Oct-17 15,242 1,439 2,071,926 14,560 757 1089666.4744 15,229 1,427 2053501.1144 13,611 -192 -275765.9322 11,656 -2,147 -3090260.9615
107 Nov-17 15,320 1,517 2,302,559 15,242 1,439 2184200.3159 14,560 757 1148713.9189 15,229 1,427 2164777.3589 13,611 -192 -290709.28781
108 Dec-17 14,873 1,071 1,146,010 15,320 1,517 1624424.6244 15,242 1,439 1540924.18 14,560 757 810402.34294 15,229 1,427 1527221.54294
Jmlh 1,490,700 611,083,707 507452083.23 483747248.14 444305132.85 410082703.393
Rata-rata 13,803

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

r1 = 0.3951864952 > 0.18816 Signifikan

r2 = 0.127638457 < 0.18816 Tdk Signifikan
r3 = 0.1173428976 < 0.18816 Tdk Signifikan
r4 = 0.103534182 < 0.18816 Tdk Signifikan
Data sudah Stasioner karena telah memenuhi syarat
Yt-2 yt-2 Yt*Yt-2 Yt-3 yt-3 Yt*Yt-3 Yt-4 yt-4

7,426 -6,307 31260262.867

5,654 -8,079 48742470.579 7,426 -6,307 38,050,551
8,776 -4,957 23278865.253 5,654 -8,079 37,940,475 7,426 -6,307
7,699 -6,033 28077218.528 8,776 -4,957 23,066,715 5,654 -8,079
9,036 -4,696 23050151.835 7,699 -6,033 29,612,738 8,776 -4,957
9,079 -4,654 11575644.861 9,036 -4,696 11,682,109 7,699 -6,033
8,824 -4,908 30871167.872 9,079 -4,654 29,270,395 9,036 -4,696
11,245 -2,487 56401.171413 8,824 -4,908 111,286 9,079 -4,654
7,443 -6,290 34781582.584 11,245 -2,487 13,755,170 8,824 -4,908
13,710 -23 -31014.18636 7,443 -6,290 -8,603,453 11,245 -2,487
8,203 -5,530 9439733.9573 13,710 -23 38,706 7,443 -6,290
15,100 1,368 -5709406.735 8,203 -5,530 23,081,687 13,710 -23
12,025 -1,707 373634.25734 15,100 1,368 -299,382 8,203 -5,530
9,558 -4,174 9521372.1536 12,025 -1,707 3,893,962 15,100 1,368
13,514 -219 180477.88697 9,558 -4,174 3,441,833 12,025 -1,707
11,451 -2,281 3556591.5573 13,514 -219 341,263 9,558 -4,174
12,908 -825 2049210.111 11,451 -2,281 5,668,866 13,514 -219
12,173 -1,559 -2399453.406 12,908 -825 -1,268,958 11,451 -2,281
11,247 -2,485 9366308.1373 12,173 -1,559 5,876,331 12,908 -825
15,271 1,539 -871915.5316 11,247 -2,485 1,408,035 12,173 -1,559
9,964 -3,769 -2654138.835 15,271 1,539 1,083,752 11,247 -2,485
13,166 -567 -3014811.995 9,964 -3,769 -20,054,654 15,271 1,539
14,437 704 749737.17845 13,166 -567 -603,189 9,964 -3,769
19,054 5,321 -6746517.606 14,437 704 -892,870 13,166 -567
14,797 1,065 2603357.3781 19,054 5,321 13,011,887 14,437 704
12,465 -1,268 -1380113.8 14,797 1,065 1,158,873 19,054 5,321
16,178 2,445 10894968.528 12,465 -1,268 -5,648,919 14,797 1,065
14,821 1,089 6120591.7973 16,178 2,445 13,749,642 12,465 -1,268
18,188 4,455 10945760.383 14,821 1,089 2,674,210 16,178 2,445
19,355 5,623 33847871 18,188 4,455 26,820,443 14,821 1,089
16,189 2,457 10801304.899 19,355 5,623 24,721,462 18,188 4,455
19,752 6,020 17742696.261 16,189 2,457 7,241,018 19,355 5,623
18,129 4,397 16095282.176 19,752 6,020 22,037,169 16,189 2,457
16,680 2,947 14309239.8 18,129 4,397 21,344,854 19,752 6,020
17,393 3,661 6253883.8396 16,680 2,947 5,035,164 18,129 4,397
18,587 4,855 1975069.0525 17,393 3,661 1,489,319 16,680 2,947
15,441 1,708 7853731.0692 18,587 4,855 22,319,217 17,393 3,661
14,139 407 725950.72956 15,441 1,708 3,048,381 18,587 4,855
18,330 4,597 20619125.968 14,139 407 1,824,625 15,441 1,708
15,517 1,784 1901173.6444 18,330 4,597 4,898,110 14,139 407
18,218 4,485 19692519.611 15,517 1,784 7,834,925 18,330 4,597
14,798 1,065 -1637105.856 18,218 4,485 -6,891,575 15,517 1,784
18,123 4,391 12046948.557 14,798 1,065 2,923,237 18,218 4,485
12,196 -1,537 -907540.4853 18,123 4,391 2,593,277 14,798 1,065
16,476 2,744 9623415.4462 12,196 -1,537 -5,389,420 18,123 4,391
14,323 591 992148.74289 16,476 2,744 4,608,982 12,196 -1,537
17,240 3,507 7025114.3203 14,323 591 1,182,980 16,476 2,744
15,412 1,680 2140309.7633 17,240 3,507 4,468,902 14,323 591
15,735 2,003 3116204.0833 15,412 1,680 2,613,517 17,240 3,507
15,007 1,274 -438393.6982 15,735 2,003 -689,155 15,412 1,680
15,288 1,556 5874061.1196 15,007 1,274 4,810,495 15,735 2,003
13,388 -344 -239897.3649 15,288 1,556 1,084,762 15,007 1,274
17,508 3,776 12684354.785 13,388 -344 -1,155,960 15,288 1,556
14,430 697 -1584009.505 17,508 3,776 -8,577,519 13,388 -344
17,092 3,360 -57698.46451 14,430 697 -11,974 17,508 3,776
11,461 -2,272 -3920177.615 17,092 3,360 5,797,122 14,430 697
13,715 -17 -20212.61303 11,461 -2,272 -2,673,827 17,092 3,360
15,458 1,726 9888688.7122 13,715 -17 -98,422 11,461 -2,272
14,909 1,177 680293.69808 15,458 1,726 997,399 13,715 -17
19,463 5,731 1966394.9522 14,909 1,177 403,834 15,458 1,726
14,311 578 1364271.7762 19,463 5,731 13,526,044 14,909 1,177
14,076 343 9925.2351166 14,311 578 16,720 19,463 5,731
16,093 2,360 1192447.3288 14,076 343 173,356 14,311 578
13,761 29 85690.912894 16,093 2,360 6,991,994 14,076 343
14,238 505 17241.302524 13,761 29 987 16,093 2,360
16,695 2,962 -133528.6056 14,238 505 -22,773 13,761 29
13,767 34 52087.285487 16,695 2,962 4,521,627 14,238 505
13,687 -45 -149124.2353 13,767 34 112,903 16,695 2,962
15,259 1,526 -1647476.633 13,687 -45 48,652 13,767 34
17,041 3,308 6270214.5888 15,259 1,526 2,892,732 13,687 -45
12,653 -1,079 -630922.1301 17,041 3,308 1,933,861 15,259 1,526
15,628 1,895 -5725238.864 12,653 -1,079 3,260,653 17,041 3,308
14,317 585 251887.37586 15,628 1,895 816,702 12,653 -1,079
10,712 -3,021 839724.67364 14,317 585 -162,483 15,628 1,895
14,163 431 -748593.3464 10,712 -3,021 5,247,784 14,317 585
13,455 -278 -508671.9649 14,163 431 788,563 10,712 -3,021
11,995 -1,737 6126794.204 13,455 -278 980,380 14,163 431
15,562 1,830 -1589975.195 11,995 -1,737 1,509,386 13,455 -278
10,206 -3,527 2389013.0603 15,562 1,830 -1,239,544 11,995 -1,737
12,864 -869 531120.19512 10,206 -3,527 2,155,887 15,562 1,830
13,055 -677 2306576.6355 12,864 -869 2,958,667 10,206 -3,527
13,121 -611 293517.96252 13,055 -677 325,257 12,864 -869
10,327 -3,405 13230375.065 13,121 -611 2,375,028 13,055 -677
13,252 -480 1397870.3155 10,327 -3,405 9,913,054 13,121 -611
9,847 -3,885 6985801.8533 13,252 -480 863,341 10,327 -3,405
10,821 -2,911 5445275.6307 9,847 -3,885 7,267,491 13,252 -480
11,935 -1,798 7018884.5762 10,821 -2,911 11,364,566 9,847 -3,885
11,862 -1,870 -5667959.033 11,935 -1,798 -5,448,268 10,821 -2,911
9,829 -3,904 28057884.571 11,862 -1,870 13,443,797 11,935 -1,798
16,763 3,030 -2437738.196 9,829 -3,904 3,140,485 11,862 -1,870
6,545 -7,187 9462710.3666 16,763 3,030 -3,989,517 9,829 -3,904
12,928 -804 1406199.8247 6,545 -7,187 12,563,344 16,763 3,030
12,416 -1,317 736062.43141 12,928 -804 449,761 6,545 -7,187
11,985 -1,748 -927520.3616 12,416 -1,317 -698,608 12,928 -804
13,173 -559 -255734.976 11,985 -1,748 -799,569 12,416 -1,317
14,263 531 -1689658.379 13,173 -559 1,780,245 11,985 -1,748
14,190 457 1073087.3388 14,263 531 1,244,809 13,173 -559
10,548 -3,184 4838421.9003 14,190 457 -695,047 14,263 531
16,078 2,346 7747246.5981 10,548 -3,184 -10,515,829 14,190 457
12,213 -1,519 6126328.1255 16,078 2,346 -9,458,478 10,548 -3,184
17,035 3,302 -5744484.28 12,213 -1,519 2,643,086 16,078 2,346
9,701 -4,032 -8735159.712 17,035 3,302 7,154,791 12,213 -1,519
11,993 -1,739 -252094.8908 9,701 -4,032 -584,323 17,035 3,302
15,899 2,167 3101871.3373 11,993 -1,739 -2,490,450 9,701 -4,032
13,877 145 294870.04623 15,899 2,167 4,408,070 11,993 -1,739
15,164 1,432 1633350.0551 13,877 145 165,335 15,899 2,167
567181755.18 467,092,872
Yt*yt-4

29,618,031
37,594,708
24,328,214
15,008,110
29,539,602
105,515
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