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Soal Ch.9 No.

8: The Excel file Closing Stock Prices provides data for four stocks and the
a. Develop a spreadsheet for forecasting each of the stock prices and th
b. Compute MAD, MSE, and MAPE and determine whether two or thre
Closing Stock Prices

DJ
Industrials
Date IBM INTC CSCO GE Index
9/3/2010 $127.58 $18.43 $21.04 $15.39 10447.93
9/7/2010 $125.95 $18.12 $20.58 $15.44 10340.69
9/8/2010 $126.08 $17.90 $20.64 $15.70 10387.01
9/9/2010 $126.36 $18.00 $20.61 $15.91 10415.24
9/10/2010 $127.99 $17.97 $20.62 $15.98 10462.77
9/13/2010 $129.61 $18.56 $21.26 $16.25 10544.13
9/14/2010 $128.85 $18.74 $21.45 $16.16 10526.49
9/15/2010 $129.43 $18.72 $21.59 $16.34 10572.73
9/16/2010 $129.67 $18.97 $21.93 $16.23 10594.83
9/17/2010 $130.19 $18.81 $21.86 $16.29 10607.85
9/20/2010 $131.79 $18.93 $21.75 $16.55 10753.62
9/21/2010 $131.98 $19.14 $21.64 $16.52 10761.03
9/22/2010 $132.57 $19.01 $21.67 $16.50 10739.31
9/23/2010 $131.67 $18.98 $21.53 $16.14 10662.42
9/24/2010 $134.11 $19.42 $22.09 $16.66 10860.26
9/27/2010 $134.65 $19.24 $22.11 $16.43 10812.04
9/28/2010 $134.89 $19.51 $21.86 $16.44 10858.14
9/29/2010 $135.48 $19.24 $21.87 $16.36 10835.28
9/30/2010 $134.14 $19.20 $21.90 $16.25 10788.05
10/1/2010 $135.64 $19.32 $21.91 $16.36 10829.68

Two Period

Date IBM Forecast Error Absolut Deviant Squared Error

9/3/2010 $127.58
9/7/2010 $125.95
9/8/2010 $126.08 $126.77 -0.69 0.69 0.47
9/9/2010 $126.36 $126.02 0.34 0.34 0.12
9/10/2010 $127.99 $126.22 1.77 1.77 3.13
9/13/2010 $129.61 $127.18 2.44 2.44 5.93
9/14/2010 $128.85 $128.80 0.05 0.05 0.00
9/15/2010 $129.43 $129.23 0.20 0.20 0.04
9/16/2010 $129.67 $129.14 0.53 0.53 0.28
9/17/2010 $130.19 $129.55 0.64 0.64 0.41
9/20/2010 $131.79 $129.93 1.86 1.86 3.46
9/21/2010 $131.98 $130.99 0.99 0.99 0.98
9/22/2010 $132.57 $131.89 0.69 0.69 0.47
9/23/2010 $131.67 $132.28 -0.60 0.60 0.37
9/24/2010 $134.11 $132.12 1.99 1.99 3.96
9/27/2010 $134.65 $132.89 1.76 1.76 3.10
9/28/2010 $134.89 $134.38 0.51 0.51 0.26
9/29/2010 $135.48 $134.77 0.71 0.71 0.50
9/30/2010 $134.14 $135.19 -1.05 1.05 1.09
10/1/2010 $135.64 $134.81 0.83 0.83 0.69
Total 0.98 1.40

Three Period

Date IBM Forecast Error Absolut Deviant Squared Error

9/3/2010 $127.58
9/7/2010 $125.95
9/8/2010 $126.08
9/9/2010 $126.36 $126.54 -0.18 0.18 0.03
9/10/2010 $127.99 $126.13 1.86 1.86 3.46
9/13/2010 $129.61 $126.81 2.80 2.80 7.84
9/14/2010 $128.85 $127.99 0.86 0.86 0.75
9/15/2010 $129.43 $128.82 0.61 0.61 0.38
9/16/2010 $129.67 $129.30 0.37 0.37 0.14
9/17/2010 $130.19 $129.32 0.87 0.87 0.76
9/20/2010 $131.79 $129.76 2.03 2.03 4.11
9/21/2010 $131.98 $130.55 1.43 1.43 2.04
9/22/2010 $132.57 $131.32 1.25 1.25 1.56
9/23/2010 $131.67 $132.11 -0.44 0.44 0.20
9/24/2010 $134.11 $132.07 2.04 2.04 4.15
9/27/2010 $134.65 $132.78 1.87 1.87 3.48
9/28/2010 $134.89 $133.48 1.41 1.41 2.00
9/29/2010 $135.48 $134.55 0.93 0.93 0.86
9/30/2010 $134.14 $135.01 -0.87 0.87 0.75
10/1/2010 $135.64 $134.84 0.80 0.80 0.65
Total 1.21 1.95

Perusahaan disrankan menggunakan Moving Average K=2 untuk forecasting selanjutnya.


Dikarenakan nilai MAD, MSE, dan MAPE periode K=2 lebih kecil dibandikan periode K=3
ata for four stocks and the Dow Jones Industrial Average over a one-month period.
h of the stock prices and the DJIA using a simple two-period and three-period moving average
rmine whether two or three moving average periods is better

Two Period Three Period

DJ
IBM INTC CSCO GE Industrials IBM INTC

$126.77 $18.28 $20.81 $15.42 $10,394.31


$126.02 $18.01 $20.61 $15.57 $10,363.85 $126.54 $18.15
$126.22 $17.95 $20.63 $15.81 $10,401.13 $126.13 $18.01
$127.18 $17.99 $20.62 $15.95 $10,439.01 $126.81 $17.96
$128.80 $18.26 $20.94 $16.12 $10,503.45 $127.99 $18.18
$129.23 $18.65 $21.36 $16.21 $10,535.31 $128.82 $18.42
$129.14 $18.73 $21.52 $16.25 $10,549.61 $129.30 $18.67
$129.55 $18.85 $21.76 $16.29 $10,583.78 $129.32 $18.81
$129.93 $18.89 $21.90 $16.26 $10,601.34 $129.76 $18.83
$130.99 $18.87 $21.81 $16.42 $10,680.74 $130.55 $18.90
$131.89 $19.04 $21.70 $16.54 $10,757.33 $131.32 $18.96
$132.28 $19.08 $21.66 $16.51 $10,750.17 $132.11 $19.03
$132.12 $19.00 $21.60 $16.32 $10,700.87 $132.07 $19.04
$132.89 $19.20 $21.81 $16.40 $10,761.34 $132.78 $19.14
$134.38 $19.33 $22.10 $16.55 $10,836.15 $133.48 $19.21
$134.77 $19.37 $21.99 $16.44 $10,835.09 $134.55 $19.39
$135.19 $19.37 $21.87 $16.40 $10,846.71 $135.01 $19.33
$134.81 $19.22 $21.89 $16.31 $10,811.67 $134.84 $19.32

Absolut % Error Date INTC Forecast Error Absolut Deviant

9/3/2010 $18.43
9/7/2010 $18.12
0.54% 9/8/2010 $17.90 $18.28 -0.38 0.38
0.27% 9/9/2010 $18.00 $18.01 -0.01 0.01
1.38% 9/10/2010 $17.97 $17.95 0.02 0.02
1.88% 9/13/2010 $18.56 $17.99 0.57 0.57
0.04% 9/14/2010 $18.74 $18.26 0.48 0.48
0.15% 9/15/2010 $18.72 $18.65 0.07 0.07
0.41% 9/16/2010 $18.97 $18.73 0.24 0.24
0.49% 9/17/2010 $18.81 $18.85 -0.04 0.04
1.41% 9/20/2010 $18.93 $18.89 0.04 0.04
0.75% 9/21/2010 $19.14 $18.87 0.27 0.27
0.52% 9/22/2010 $19.01 $19.04 -0.02 0.02
0.46% 9/23/2010 $18.98 $19.08 -0.10 0.10
1.48% 9/24/2010 $19.42 $19.00 0.43 0.43
1.31% 9/27/2010 $19.24 $19.20 0.03 0.03
0.38% 9/28/2010 $19.51 $19.33 0.18 0.18
0.52% 9/29/2010 $19.24 $19.37 -0.13 0.13
0.78% 9/30/2010 $19.20 $19.37 -0.17 0.17
0.61% 10/1/2010 $19.32 $19.22 0.10 0.10
0.74% Total 0.18

Absolut % Error Date INTC Forecast Error Absolut Deviant

9/3/2010 $18.43
9/7/2010 $18.12
9/8/2010 $17.90
0.14% 9/9/2010 $18.00 $18.15 -0.15 0.15
1.45% 9/10/2010 $17.97 $18.01 -0.04 0.04
2.16% 9/13/2010 $18.56 $17.96 0.60 0.60
0.67% 9/14/2010 $18.74 $18.18 0.56 0.56
0.47% 9/15/2010 $18.72 $18.42 0.30 0.30
0.29% 9/16/2010 $18.97 $18.67 0.30 0.30
0.67% 9/17/2010 $18.81 $18.81 0.00 0.00
1.54% 9/20/2010 $18.93 $18.83 0.10 0.10
1.08% 9/21/2010 $19.14 $18.90 0.24 0.24
0.94% 9/22/2010 $19.01 $18.96 0.05 0.05
0.34% 9/23/2010 $18.98 $19.03 -0.05 0.05
1.52% 9/24/2010 $19.42 $19.04 0.38 0.38
1.39% 9/27/2010 $19.24 $19.14 0.10 0.10
1.05% 9/28/2010 $19.51 $19.21 0.29 0.29
0.69% 9/29/2010 $19.24 $19.39 -0.15 0.15
0.65% 9/30/2010 $19.20 $19.33 -0.13 0.13
0.59% 10/1/2010 $19.32 $19.32 0.01 0.01
0.92% Total 0.20
d moving average.

Three Period

DJ
CSCO GE Industrials

$20.75 $15.51 $10,391.88


$20.61 $15.68 $10,380.98
$20.62 $15.86 $10,421.67
$20.83 $16.05 $10,474.05
$21.11 $16.13 $10,511.13
$21.43 $16.25 $10,547.78
$21.66 $16.24 $10,564.68
$21.79 $16.29 $10,591.80
$21.85 $16.36 $10,652.10
$21.75 $16.45 $10,707.50
$21.69 $16.52 $10,751.32
$21.61 $16.39 $10,720.92
$21.76 $16.43 $10,754.00
$21.91 $16.41 $10,778.24
$22.02 $16.51 $10,843.48
$21.95 $16.41 $10,835.15
$21.88 $16.35 $10,827.16

Squared Error Absolut % Error Date CSCO Forecast Error

9/3/2010 $21.04
9/7/2010 $20.58
0.14 2.09% 9/8/2010 $20.64 $20.81 -0.17
0.00 0.06% 9/9/2010 $20.61 $20.61 0.00
0.00 0.11% 9/10/2010 $20.62 $20.63 0.00
0.33 3.08% 9/13/2010 $21.26 $20.62 0.65
0.23 2.54% 9/14/2010 $21.45 $20.94 0.51
0.01 0.38% 9/15/2010 $21.59 $21.36 0.24
0.06 1.27% 9/16/2010 $21.93 $21.52 0.41
0.00 0.19% 9/17/2010 $21.86 $21.76 0.10
0.00 0.21% 9/20/2010 $21.75 $21.90 -0.15
0.07 1.41% 9/21/2010 $21.64 $21.81 -0.17
0.00 0.13% 9/22/2010 $21.67 $21.70 -0.02
0.01 0.50% 9/23/2010 $21.53 $21.66 -0.13
0.18 2.20% 9/24/2010 $22.09 $21.60 0.49
0.00 0.17% 9/27/2010 $22.11 $21.81 0.30
0.03 0.90% 9/28/2010 $21.86 $22.10 -0.24
0.02 0.68% 9/29/2010 $21.87 $21.99 -0.12
0.03 0.90% 9/30/2010 $21.90 $21.87 0.03
0.01 0.52% 10/1/2010 $21.91 $21.89 0.03
0.06 0.96% Total

Squared Error Absolut % Error Date CSCO Forecast Error

9/3/2010 $21.04
9/7/2010 $20.58
9/8/2010 $20.64
0.02 0.83% 9/9/2010 $20.61 $20.75 -0.14
0.00 0.20% 9/10/2010 $20.62 $20.61 0.01
0.36 3.24% 9/13/2010 $21.26 $20.62 0.64
0.32 3.01% 9/14/2010 $21.45 $20.83 0.62
0.09 1.59% 9/15/2010 $21.59 $21.11 0.48
0.09 1.57% 9/16/2010 $21.93 $21.43 0.50
0.00 0.00% 9/17/2010 $21.86 $21.66 0.21
0.01 0.51% 9/20/2010 $21.75 $21.79 -0.04
0.06 1.24% 9/21/2010 $21.64 $21.85 -0.21
0.00 0.26% 9/22/2010 $21.67 $21.75 -0.08
0.00 0.25% 9/23/2010 $21.53 $21.69 -0.16
0.14 1.95% 9/24/2010 $22.09 $21.61 0.48
0.01 0.51% 9/27/2010 $22.11 $21.76 0.35
0.09 1.50% 9/28/2010 $21.86 $21.91 -0.05
0.02 0.77% 9/29/2010 $21.87 $22.02 -0.15
0.02 0.66% 9/30/2010 $21.90 $21.95 -0.05
0.00 0.03% 10/1/2010 $21.91 $21.88 0.03
0.07 1.07% Total
Absolut Deviant Squared Error Absolut % Error Date GE Forecast

9/3/2010 $15.39
9/7/2010 $15.44
0.17 0.03 0.82% 9/8/2010 $15.70 $15.42
0.00 0.00 0.00% 9/9/2010 $15.91 $15.57
0.00 0.00 0.02% 9/10/2010 $15.98 $15.81
0.65 0.42 3.03% 9/13/2010 $16.25 $15.95
0.51 0.26 2.38% 9/14/2010 $16.16 $16.12
0.24 0.06 1.09% 9/15/2010 $16.34 $16.21
0.41 0.17 1.87% 9/16/2010 $16.23 $16.25
0.10 0.01 0.47% 9/17/2010 $16.29 $16.29
0.15 0.02 0.67% 9/20/2010 $16.55 $16.26
0.17 0.03 0.77% 9/21/2010 $16.52 $16.42
0.02 0.00 0.12% 9/22/2010 $16.50 $16.54
0.13 0.02 0.58% 9/23/2010 $16.14 $16.51
0.49 0.24 2.22% 9/24/2010 $16.66 $16.32
0.30 0.09 1.36% 9/27/2010 $16.43 $16.40
0.24 0.06 1.08% 9/28/2010 $16.44 $16.55
0.12 0.01 0.53% 9/29/2010 $16.36 $16.44
0.03 0.00 0.15% 9/30/2010 $16.25 $16.40
0.03 0.00 0.11% 10/1/2010 $16.36 $16.31
0.21 0.08 0.96% Total

Absolut Deviant Squared Error Absolut % Error Date GE Forecast

9/3/2010 $15.39
9/7/2010 $15.44
9/8/2010 $15.70
0.14 0.02 0.70% 9/9/2010 $15.91 $15.51
0.01 0.00 0.05% 9/10/2010 $15.98 $15.68
0.64 0.41 2.99% 9/13/2010 $16.25 $15.86
0.62 0.38 2.89% 9/14/2010 $16.16 $16.05
0.48 0.23 2.22% 9/15/2010 $16.34 $16.13
0.50 0.25 2.26% 9/16/2010 $16.23 $16.25
0.21 0.04 0.94% 9/17/2010 $16.29 $16.24
0.04 0.00 0.20% 9/20/2010 $16.55 $16.29
0.21 0.04 0.96% 9/21/2010 $16.52 $16.36
0.08 0.01 0.37% 9/22/2010 $16.50 $16.45
0.16 0.02 0.73% 9/23/2010 $16.14 $16.52
0.48 0.23 2.16% 9/24/2010 $16.66 $16.39
0.35 0.12 1.57% 9/27/2010 $16.43 $16.43
0.05 0.00 0.21% 9/28/2010 $16.44 $16.41
0.15 0.02 0.69% 9/29/2010 $16.36 $16.51
0.05 0.00 0.22% 9/30/2010 $16.25 $16.41
0.03 0.00 0.15% 10/1/2010 $16.36 $16.35
0.25 0.10 1.14% Total
DJ
Error Absolut Deviant Squared Error Absolut % Error Date Industrials
Index
9/3/2010 $10,448
9/7/2010 $10,341
0.28 0.28 0.08 1.81% 9/8/2010 $10,387
0.34 0.34 0.12 2.14% 9/9/2010 $10,415
0.18 0.18 0.03 1.10% 9/10/2010 $10,463
0.31 0.31 0.09 1.88% 9/13/2010 $10,544
0.04 0.04 0.00 0.28% 9/14/2010 $10,526
0.14 0.14 0.02 0.83% 9/15/2010 $10,573
-0.02 0.02 0.00 0.12% 9/16/2010 $10,595
0.00 0.00 0.00 0.03% 9/17/2010 $10,608
0.29 0.29 0.08 1.75% 9/20/2010 $10,754
0.10 0.10 0.01 0.61% 9/21/2010 $10,761
-0.04 0.04 0.00 0.21% 9/22/2010 $10,739
-0.37 0.37 0.14 2.29% 9/23/2010 $10,662
0.34 0.34 0.12 2.04% 9/24/2010 $10,860
0.03 0.03 0.00 0.18% 9/27/2010 $10,812
-0.11 0.11 0.01 0.64% 9/28/2010 $10,858
-0.08 0.08 0.01 0.46% 9/29/2010 $10,835
-0.15 0.15 0.02 0.92% 9/30/2010 $10,788
0.05 0.05 0.00 0.34% 10/1/2010 $10,830
0.16 0.04 0.98% Total

DJ
Error Absolut Deviant Squared Error Absolut % Error Date Industrials
Index
9/3/2010 $10,448
9/7/2010 $10,341
9/8/2010 $10,387
0.40 0.40 0.16 2.51% 9/9/2010 $10,415
0.30 0.30 0.09 1.86% 9/10/2010 $10,463
0.39 0.39 0.15 2.38% 9/13/2010 $10,544
0.11 0.11 0.01 0.70% 9/14/2010 $10,526
0.21 0.21 0.04 1.29% 9/15/2010 $10,573
-0.02 0.02 0.00 0.12% 9/16/2010 $10,595
0.05 0.05 0.00 0.29% 9/17/2010 $10,608
0.26 0.26 0.07 1.59% 9/20/2010 $10,754
0.16 0.16 0.03 0.99% 9/21/2010 $10,761
0.05 0.05 0.00 0.28% 9/22/2010 $10,739
-0.38 0.38 0.15 2.38% 9/23/2010 $10,662
0.27 0.27 0.07 1.64% 9/24/2010 $10,860
0.00 0.00 0.00 0.02% 9/27/2010 $10,812
0.03 0.03 0.00 0.18% 9/28/2010 $10,858
-0.15 0.15 0.02 0.92% 9/29/2010 $10,835
-0.16 0.16 0.03 0.98% 9/30/2010 $10,788
0.01 0.01 0.00 0.06% 10/1/2010 $10,830
0.17 0.05 1.07% Total
Forecast Error Absolut Deviant Squared Error Absolut % Error

$10,394.31 -7.30 7.30 53.29 0.07%


$10,363.85 51.39 51.39 2640.93 0.49%
$10,401.13 61.65 61.65 3800.11 0.59%
$10,439.01 105.12 105.12 11051.27 1.00%
$10,503.45 23.04 23.04 530.84 0.22%
$10,535.31 37.42 37.42 1400.26 0.35%
$10,549.61 45.22 45.22 2044.85 0.43%
$10,583.78 24.07 24.07 579.36 0.23%
$10,601.34 152.28 152.28 23189.20 1.42%
$10,680.74 80.30 80.30 6447.29 0.75%
$10,757.33 -18.02 18.02 324.54 0.17%
$10,750.17 -87.75 87.75 7700.06 0.82%
$10,700.87 159.40 159.40 25406.77 1.47%
$10,761.34 50.70 50.70 2570.49 0.47%
$10,836.15 21.99 21.99 483.56 0.20%
$10,835.09 0.19 0.19 0.04 0.00%
$10,846.71 -58.66 58.66 3441.00 0.54%
$10,811.67 18.01 18.01 324.54 0.17%
Total 55.69 5110.47 0.52%

Forecast Error Absolut Deviant Squared Error Absolut % Error

$10,391.88 23.36 23.36 545.85 0.22%


$10,380.98 81.79 81.79 6689.60 0.78%
$10,421.67 122.46 122.46 14995.64 1.16%
$10,474.05 52.44 52.44 2750.30 0.50%
$10,511.13 61.60 61.60 3794.56 0.58%
$10,547.78 47.05 47.05 2213.39 0.44%
$10,564.68 43.17 43.17 1863.36 0.41%
$10,591.80 161.82 161.82 26184.63 1.50%
$10,652.10 108.93 108.93 11865.74 1.01%
$10,707.50 31.81 31.81 1011.88 0.30%
$10,751.32 -88.90 88.90 7903.21 0.83%
$10,720.92 139.34 139.34 19415.64 1.28%
$10,754.00 58.04 58.04 3369.03 0.54%
$10,778.24 79.90 79.90 6384.01 0.74%
$10,843.48 -8.20 8.20 67.24 0.08%
$10,835.15 -47.10 47.10 2218.72 0.44%
$10,827.16 2.52 2.52 6.37 0.02%
Total 68.14 6545.83 0.64%
Soal Ch.9 No.15 Consider the data in the Excel file Internet Users. Use simple linear regression to

Internet Users (in millions)

Year US Japan periode


1993 5.9 0.5 1
1994 12.9 1 2
1995 24.5 2.1 3
1996 44.2 5.5 4
1997 53.2 11.6 5
Cha
1998 64.7 16.9 6
300
1999 93.4 27.1 7
f(x) = 14.168045112782 x − 2.609473
2000 122.6 37.7 8 250
2001 141.1 48.5 9 200
2002 170.6 58.8 10
150
2003 180.7 61.3 11
100 f(x) = 6.50706766917293 x − 12.6
2004 191.3 79.1 12
2005 202.6 84.9 13 50
2006 207.4 87.3 14 0
2007 227.8 94.5 15 93 94 95 96 97 98 99 00 01
19 19 19 19 19 19 19 20 20
2008 226.9 95.9 16
US
2009 219.7 99.3 17
Japan
2010 231.1 99.6 18
2011 245.2 100.6 19
2012 257.3 100.6 20
2013 294.9185 123.9651 21
2014 309.0865 130.4722 22
2015 323.2545 136.9793 23
ple linear regression to forecast the data. What would be the forecast for the next three years?

Chart Title

f(x) = 14.168045112782 x − 2.60947368421054

f(x) = 6.50706766917293 x − 12.6842105263158

94 95 96 97 98 99 00 01 02 03 04 05 06 07 08 09 10 11 12
19 19 19 19 19 19 20 20 20 20 20 20 20 20 20 20 20 20 20

US Linear (US)
Japan Linear (Japan)
next three years?
Soal: 4. The Excel file Energy Production & Consumption provides data on production, imports, exports, and
a. Develop line charts for each variable and identify the characteristics of the time series(that is, random
b. In forecasting the future, discuss whether all or only a portion of the data should be used

Energy Production & Consumption (Quadrillion Btu)

Fossil Fuels Primary EnergyPrimary EnergyPrimary EnergyFossil Fuels Total Energy


Year Production Production Imports Exports Consumption Consumption
1949 28.748176 31.72216 1.448158 1.59176 29.002099 31.981503
1950 32.562667 35.540384 1.912887 1.465322 31.631956 34.615768
1951 35.792151 38.750615 1.892425 2.621545 34.008105 36.97403
1952 34.976732 37.916913 2.145984 2.365131 33.799903 36.747825
1953 35.349336 38.180796 2.313042 1.866013 34.826156 37.664468
1954 33.76433 36.51843 2.347876 1.696301 33.8773 36.639382
1955 37.36368 40.147667 2.789908 2.285508 37.410105 40.207971
1956 39.771452 42.622033 3.206741 2.945377 38.888151 41.754252
1957 40.133484 42.98279 3.528983 3.439441 38.925592 41.787186
1958 37.216322 40.133327 3.884371 2.049839 38.716702 41.645028
1959 39.045216 41.948742 4.076278 1.533808 40.550068 43.465722
1960 39.869117 42.803347 4.187626 1.477475 42.136751 45.086455
1961 40.307136 43.27904 4.436901 1.376584 42.758243 45.737837
1962 41.731885 44.875724 4.994279 1.472536 44.68077 47.826437
1963 44.037181 47.171759 5.086654 1.835183 46.509283 49.644195
1964 45.788951 49.054018 5.447296 1.814661 48.54305 51.814788
1965 47.234902 50.673882 5.891935 1.828933 50.576504 54.015001
1966 50.035367 53.531987 6.145832 1.829067 53.513987 57.014332
1967 52.597132 56.375801 6.159155 2.115402 55.126873 58.904521
1968 54.306187 58.220376 6.905114 1.998489 58.50247 62.414507
1969 56.285569 60.534182 7.676216 2.125659 61.361751 65.61402
1970 59.186071 63.495439 8.341615 2.632135 63.522269 67.838325
1971 58.04156 62.716712 9.53477 2.150898 64.595645 69.282843
1972 58.937904 63.903664 11.387141 2.11831 67.69588 72.687867
1973 58.241491 63.562605 14.613145 2.033086 70.31386 75.68369
1974 56.330758 62.344692 14.304275 2.203366 67.905124 73.962369
1975 54.733273 61.320191 14.032389 2.323251 65.356532 71.964553
1976 54.722896 61.561168 16.760059 2.171688 69.107176 75.974826
1977 55.100782 62.011511 19.948131 2.051891 70.991179 77.96133
1978 55.074118 63.103684 19.10617 1.920437 71.853522 79.950406
1979 58.005609 65.90429 19.459817 2.855114 72.890521 80.858584
1980 59.007873 67.175384 15.796235 3.694771 69.827758 78.066668
1981 58.529329 66.950606 13.719027 4.307241 67.571093 76.105776
1982 57.457822 66.568607 11.861081 4.607601 63.888374 73.099185
1983 54.415961 64.114122 11.751802 3.692931 63.151858 72.970566
1984 58.849156 68.83955 12.470726 3.786147 66.505984 76.631701
1985 57.538724 67.698304 11.780575 4.196178 66.09315 76.392385
1986 56.575231 67.06648 14.151402 4.021479 66.033275 76.647005
1987 57.166745 67.542485 15.398223 3.81195 68.520615 79.054456
1988 57.874997 68.918719 17.29593 4.366453 71.557051 82.709172
1989 57.482679 69.320072 18.766297 4.660899 72.911156 84.785998
1990 58.559602 70.704629 18.817258 4.752484 72.332203 84.485118
1991 57.871727 70.362375 18.334821 5.140965 71.880348 84.437962
1992 57.655057 69.955616 19.372204 4.936942 73.395686 85.782977
1993 55.822082 68.31536 21.272542 4.258366 74.835705 87.42362
1994 58.043638 70.725632 22.389927 4.061146 76.2564 89.091331
1995 57.540135 71.173994 22.260473 4.510868 77.259296 91.029071
1996 58.387225 72.486072 23.701778 4.633266 79.784722 94.022218
1997 58.856691 72.471913 25.215347 4.513993 80.873464 94.602201
1998 59.314083 72.87623 26.580687 4.2992 81.36898 95.017912
1999 57.614481 71.742196 27.252254 3.714985 82.427168 96.651965
2000 57.366024 71.332158 28.972788 4.005863 84.730573 98.814473
2001 58.541348 71.734567 30.157055 3.770671 82.901596 96.168164
2002 56.833673 70.713029 29.408183 3.668722 83.698975 97.645141
2003 56.032784 69.93828 31.061029 4.054219 84.013528 97.942622
2004 55.942348 70.232902 33.543727 4.433981 85.818797 100.160004
2005 55.044002 69.434001 34.709032 4.559902 85.794214 100.281501
2006 55.937854 70.751869 34.678919 4.872577 84.702035 99.629524
2007 56.435649 71.419023 34.703625 5.483466 86.21138 101.31413
2008 57.587014 73.233667 32.993294 7.062745 83.55108 99.292861
2009 56.670274 72.681078 29.705994 6.965738 78.486601 94.596985
2010 58.206642 74.769217 29.877211 8.23423 81.412091 98.016397
2011 60.549593 77.913117 28.748031 10.372718 79.446936 96.841667
2012 62.302799 79.107423 27.068145 11.267352 77.486751 94.415979
2013 64.201461 81.695113 24.622566 11.787545 79.4396 97.15696
2014 69.652611 87.58499 23.240986 12.269777 80.239999 98.317369
2015 70.220845 88.023697 23.793674 12.902152 79.32967 97.343569
rts, exports, and consumption.
es(that is, random, stationary, trend, seasonal, or cycli
used

Fossil Fuels Production


80
Nuclear Electric
Power Consumption 70
0
60
0
0 50
0
0 40

0 30
0
0 20
0.000112
10
0.001915
0.002187 0
0.006026 49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 00 03 06 09 12 15
19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20
0.019678
0.026394 Stationary between 1970 and 2008; upward trend since
0.038147
0.039819
0.043164 Primary Energy Production
0.064158 100
0.088456 90
0.141534
80
0.153722
0.239347 70
0.412939 60
0.583752 50
0.910177
40
1.272083
1.899798 30
2.111121 20
2.701762
10
3.024126
2.775827 0
49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 00 03 06 09 12 15
2.739169 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20
3.007589
3.131148 Trend
3.202549
3.552531
4.075563 Primary Energy Imports
4.380109
40
4.753933
5.586968 35
5.602161
30
6.10435
6.422132 25
6.479206
6.410499 20

6.693877 15
7.075436
7.086674 10
6.596992
5
7.067809
7.610256 0
7.862349 49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 00 03 06 09 12 15
19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20
8.028853
8.145429 Upward trend with possible cyclical behavior
7.958858
8.221985
8.16081 When the data exhibit different characteristics in different periods,
8.215414 it would make more sense to only use the recent data so as not
8.455364 to infer long term trends that are no longer representative of the data.
8.427297
8.356019
8.434433
8.268699
8.061821
8.244432
8.337559
8.336886
Primary Energy Exports
14

12

10

0
09 012 015 49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 00 03 06 09 12 15
2 2 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20

Stationary from 1949-1978 and from 1979-2002; then a clear trend

Fossil Fuels Consumption


100

90

80

70

60

50

40

30

20

10

0
09 012 015 49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 00 03 06 09 12 15
2 2 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20

Upward trend, but recent trend down


Total Energy Consumption
120

100

80

60

40

20

0
9 12 15 49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 00 03 06 09 12 15
20 20 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20

Trend upward but recently appears stationary

Nuclear Electric Power Consumption


9
he data.
8

0
49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 00 03 06 09 12 15
19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20

Upward trend from 1970-2003 then appears to have become stationary


Consider the prices for the Stock Exchange in t
Soal Chapter 9 linear regression to forecast the data. What wou
Soal No. 13: days?
Stock Prices: Closing Figures

Linear
Stock
Regression
Exchange
Date Prediction
9/3/2010 10550.24 10,346.15 SLOPE
9/7/2010 10281.27 10,414.23 INTERCEPT
9/8/2010 10392.61 10,431.25
9/9/2010 10451.16 10,448.28
9/10/2010 10424.55 10,465.30
9/13/2010 10451.92 10,516.36
Data Saat Ini
9/14/2010 10434.54 10,533.38
9/15/2010 10583.75 10,550.40
9/16/2010 10608.97 10,567.43
9/17/2010 10521.46 10,584.45
9/20/2010 10790.89 10,635.51
9/21/2010 10653.91 10,652.53
9/22/2010 10,669.55
9/23/2010 10,686.57 Data Prediksi
9/24/2010 10,703.60
tock Exchange in the Excel file Stock Prices. Use simple
the data. What would be the forecasts for the next three

f(x) = NaN x + NaN


Stock Exchange
17.02 12
(677,724.83)
10

0
0 2 4 6 8 10 12

Stock Exchange Linear (Stock Exchange)

Cara Membuat Grafis Trendlinear: https://www.pengalaman-edukasi.com/2021/03/cara-me


ukasi.com/2021/03/cara-menentukan-analisis-regresi-linear.html

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