Jawab soal Terbaru buku 2015 ASII

A B C D E F G H I J
OBSERVASI RM (X) ASII(Y) Y 2
X 2
XYRES1=Y.obs.1-(a+b.X Obs
Res-E(Res)
1) [Res-E(Res)] 2
RM-E(RM)
1 0.0179 0.0624 0.0039 0.0003 0.0011 0.017204 0.017204 0.000296 0.005800
2 0.0582 0.0908 0.0082 0.0034 0.0053 0.008572 0.008572 0.000073 0.046100
3 0.0376 -0.015 0.0002 0.0014 -0.0006 -0.078299 -0.078299 0.006131 0.025500
4 0.0045 0.0453 0.0021 0.0000 0.0002 0.012417 0.012417 0.000154 -0.007600
5 0.0134 0.0785 0.0062 0.0002 0.0011 0.037439 0.037439 0.001402 0.001300
6 0.0604 0.1038 0.0108 0.0036 0.0063 0.019550 0.019550 0.000382 0.048300
7 -0.0725 -0.0637 0.0041 0.0053 0.0046 -0.025827 -0.025827 0.000667 -0.084600
8 -0.0792 -0.0385 0.0015 0.0063 0.0030 0.005530 0.005530 0.000031 -0.091300
9 0.0659 0.0807 0.0065 0.0043 0.0053 -0.008604 -0.008604 0.000074 0.053800
10 -0.0202 0.027200 0.0007 0.0004 -0.0005 0.017014 0.017014 0.000289 -0.032300
11 0.0284 0.042800 0.0018 0.0008 0.0012 -0.012045 -0.012045 0.000145 0.016300
12 0.0308 0.0641 0.0041 0.0009 0.0020 0.007050 0.007050 0.000050 0.018700
TOTAL= 0.1452 0.4784 0.0501 0.0270 0.0290 0.000000 0.009694
E(R) = 0.012100 0.039867 0.000000 σ²Res = 0.000808 σM2 =
1.c). σRes = 0.028423 σM =
12*∑XY ∑X*∑Y 12*∑X 2
(∑X) 2

0.347865 0.069464 0.324052 0.021083

1.b) b=β = 0.9189 0.918910

1.f). σ²m = 0.002104
1.a). a(α) = 0.02875 C17 = E(R.Bakri) 0.02875
1.e). E(Rm) 0.012100 B22 = beta (b)
1.d). ρ ASII.RM 0.8291064 B17 = E (R IHSG) = E(RM)

KETERANGAN:
RES = SELISIH ANTARA NILAI OBSERVASI YG SEBENARNYA DENGAN NILAI YANG DITAKSIR DENGAN PERSAMAAN REGRESI
RES 1 = Y Observasi 1 - (α + β. X Observasi 1)
 K L M
[RM-E(RM)] 2
Ri-E(Ri) [Ri-E(Ri)]2
0.000034 0.022533 0.000508
0.002125 0.050933 0.002594
0.000650 -0.054867 0.003010
0.000058 0.005433 0.000030
0.000002 0.038633 0.001493
0.002333 0.063933 0.004087
0.007157 -0.103567 0.010726
0.008336 -0.078367 0.006141
0.002894 0.040833 0.001667
0.001043 -0.012667 0.000160
0.000266 0.002933 0.000009
0.000350 0.024233 0.000587
0.025247 0.031013
0.002104 σ ASII =
2
0.002584
0.045869 σ ASII = 0.050837