Jawaban Tugas Ekonometrik

8/19/2019 Jawaban Tugas Ekonometrik

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Rank

MidFinal

di di2

A 1 3 -2 4B 3 2 1 1C 7 8 -1 1

D 10 7 3 9

E 9 9 0 0F 5 6 -1 1G 4 5 -1 1H 8 10 -2 4

I 2 1 1 1 J 6 4 2 4

n = 10

∑di2= 26

Spearman’s Coefcient

r=1− 6∑ d2

n ( n2−1 )

r=1− 6 x 26

10 (102−1 )

r =1−156

990

r=0,842

INTERPRETASI : karena nilai r yan !i"er#le$ %en!eka&i 1 'k#rela(i

)#(i&i*+ %enin!ika(ikan k#rela(i yan k,a& an&ara nilai i! !an Final.

No.1



Diketahui :

/& = 6682 4318 & !i%ana /& = nilai &,kar J,er%an ark ke

D#llar !an & %ere"re(en&a(ikan $ara rela&i* an&ara neara Jer%an !an

2 = 0528

(.e. = '122+ '133+

a+ Gra!ien "er(a%aan /& a!ala$ -4318 %enin!ika(ikan a$a (e&ia"

kenaikan $ara rela&i* an&ara Jer%an !an %aka nilai &,kar ark

Jer%an akan &,r,n (ee(ar 43188.r2 %enela(kan era"a anyak '"er(en&a(e+ nilai /& yan !a"a&

!iela(kan ika ki&a %ene&a$,i nilai & !ala% $al ini r2 = 0528

erar&i 528 : nilai /& yan !a"a& !iela(kan #le$ nilai & yan

!ike&a$,i

+ ;ilai & yan nea&i* !i%,nkinkan &era!i $al ini %enin!ika(ikan

a$a $ara aran !i A%erika erika& '+ lei$ &ini !ian!in

$ara aran !i Jer%an '&erkai& $ara rela&i* an&ar ke!,a neara+

(e$ina aran !ari Jer%an akan lei$ !i"ili$ #le$ "e%eli !an

%a&a ,an Jer%an ark akan lak, !i "a(ar ,an 'nilai &,kar ark ke

D akan %en,a&+ <e#ri Ek#n#%i yan %en!a(ari ini a!ala$ <e#ri a #* >ne )ri?e 'la

#* #ne "ri?e '>)+ i( an e?#n#%i? ?#n?e"& $i?$ "#(i&( &$a& @a ##! %,(&

(ell *#r &$e (a%e "ri?e in all l#?a&i#n(@.1 <$e la #* #ne "ri?e ?#n(&i&,&e(

&$e a(i( #* &$e &$e#ry #* ",r?$a(in "#er "ari&y+iki"e!ia .

?+ Jika !i !eni(ikan (eaai ra(i# '"eran!inan+ C#n(,%er )ri?e

In!e 'C)I+ Jer%an "a!a C)I %aka akan er"enar,$ "a!a

*,n(i ke(el,r,$an.Di!a"a&kan !enan rere(i *,n(i ar, yai&,

Y t = -5,4499 !,1"#! $t

e$ina ;#&a(i nya er,a$

X = CPI JermanCPI Amerika

%&n'adi

X ' =CPI Amerika

CPI Jerman

e$ina !i$ara"kan k#e(ien (l#"e nya "#(i&i*

(e%akin &ini nilai C)I !i Jer%an '&er$a!a" C)I

A%erika+ %aka nilai ina(i !i Jer%an (e%akin%eninka& $ara aran !i Jer%an (e%akin &ini aran !ari A%erika

No.2

/ 1 2364 11

1 19322

091

1

2 15004

083

1

3 10686

077

1

4 06368

071

1

5 0205

067

1

6 -02268

0625

http://en.wikipedia.org/wiki/Law_of_one_price#cite_note-1

http://en.wikipedia.org/wiki/Purchasing_power_parity

http://en.wikipedia.org/wiki/Purchasing_power_parity

http://en.wikipedia.org/wiki/Law_of_one_price#cite_note-1



r =10 x206.800−(1680 ) (1110 )

√ 10 (315.400 )−(1680 )2√ 10 (133.300)−(1110 )2

r =0,9688

Ja!i k#e(ien k#rela(i $a(il k#rek(i a!ala$ 09688



a

Y t = ẞ1 ẞ2 $t t

!ari "er(a%an rere(i !i a&a( !i!a"a&kan

Y R(P = -25#24 12!," $ t 7 +2

= #,991

Y N(P = -9645 2#1,9 $ t

7 +2

= #,92"

8

ẞ2 a!ala$ ra!ien(l#"e yan

%en,n,kan &inka& "er&,%,$an GD)

!ala% k,r,n ak&, &er&en&,.

!+

<er!a"a& "ere!anan nilai ẞ2 an&ara

"er(a%aan ;GD) !an GD) $al ini

%ere"re(en&a(ikan nilai ina(i .

&Ina(i ra&a-ra&a !i!a"a&kan !ari ra&a-ra&a

nilai &a$,nan !ari (eli(i$ ;GD) !an GD)

!enan nilai ;GD)

A&a, inflasi=

NGDP− RGDP

NGDP

Dari nilai ra!ien(l#"e !i"er#le$ a$a &inka&

"er&,%,$an ;GD) lei$ &ini !ian!in

&inka& "er&,%,$an GD) y !i"enar,$i #le$

ina(i

;#. /ear;GD) GD)

' Billi#n+

1 1959 507,2 2.210,2

2 1960 526,6 2.262,9

3 1961 544,8 2.314,3

4 1962 585,2 2.454,8

5 1963 617,4 2.559,4

6 1964 663,0 2.708,4

7 1965 719,1 2.881,1

8 1966 787,8 3.069,2

9 1967 833,6 3.147,2

10 1968 910,6 3.293,9

11 1969 982,2 3.393,6

12 1970 1.035,6 3.397,6

13 1971 1.125,4 3.510,0

14 1972 1.237,3 3.702,3

15 1973 1.382,6 3.916,3

16 1974 1.496,9 3.891,2

17 1975 1.630,6 3.873,9

18 1976 1.819,0 4.082,9

19 1977 2.026,9 4.273,6

20 1978 2.291,4 4.503,0

21 1979 2.557,5 4.630,6

22 1980 2.784,2 4.615,0

23 1981 3.115,9 4.720,7

24 1982 3.242,1 4.620,3

25 1983 3.514,5 4.803,7

26 1984 3.902,4 5.140,1

27 1985 4.180,7 5.323,5

28 1986 4.422,2 5.487,7

29 1987 4.692,3 5.649,5

30 1988 5.049,6 5.865,2

31 1989 5.438,7 6.062,0

32 1990 5.743,8 6.136,3

33 1991 5.916,7 6.079,4

34 1992 6.244,4 6.244,4

35 1993 6.558,1 6.389,6

36 1994 6.947,0 6.610,7

37 1995 7.269,6 6.761,7

38 1996 7.661,6 6.994,8

39 1997 8.110,9 7.269,8

No.4



Diketahui

/i = 02033 06560 &

(.e. = '00976+ '01961+

r2 = 0397 = 00544 E = 00358

!i%ana /i a!ala$ &inka& "ar&i(i"a(i ,r,$ ani&a 'F)+ !i &a$,n 1972 !an &

a!ala$ F) !i &a$,n 1968

a+ ere(i ini %en,n,kan $,,nan "#(i&i* an&ara nilai !an / a$a F)

&a$,n 1972 %eninka& 'lei$ e(ar+ !ian!in F) &a$,n 1968.

+ i Hi"#&e(i( H0 K2 = 1, !enan H1 K2 L 1)en,ian !ilak,kan !enan i (a&, ara$ yai&, i-&i & !ilak,kan ,n&,k %ena&a$,i "enar,$ Mariael ea( &er$a!a"

Mariael &eran&,n.

t = β−1

s . e koefisien=

0,6560−1

0,1961

t =−1,7542

?+

!ian!aikan F) !i &a$,n 1968 a!ala$ 058 '58:+

era"a nilai F) &a$,n 1972 '!enan C#n!en?e In&erMal 95:+

%aka F)1972 = 02033 06560 '058+ = 0584

!enan (elan ke"er?ayaan 95: %aka

No.5



a

Dari "er(a%aan rere(i !i"er#le$

"er(a%aan

allary i = 12129 3307 "en!in r2 =

0696

(.e = '119735+'03117+

= 608.555.0146

E = 264.825250

8

)er(a%aan rere(i yan !i"er#le$

!iin&er"re&a(ikan yai&, ika a!a kenaikan

1 !#llar !ai ("en!in "er (i(a %akaakan

a!a kenaikan Gai '(allary+ (ee(ar 3307

!#llar

d

H0 ẞ2 = 30

H1 ẞ2 N 30

C#n!en?e In&erMal 95: =L 33076

2'03117+

Ha(ilnya a!ala$ 26842 3931

Berar&i Hi"#&e(i( 0 !a"a& !i&eri%a

karena 30 era!a !i (elan ke"er?ayaan

95 :

&+ation Sala+;

S0&ndin/ Y 2

1 19583 334638349388

9

2 20263 311441058916

9

3 20325 355441310562

5

4 26800 464271824000

0

5 29470 466986848090

0

6 26610 488870809210

0

7 30678 5710

94113968

4

8 27170 553673820890

0

9 25853 416866837760

9

10 24500 354760025000

0

11 24274 315958922707

6

12 27170 362173820890

0

13 30168 378291010822

4

14 26525 424770357562

5

15 27360 3982 748569600

16 21690 356847045610

0

17 21974 315548285667

6

18 20816 305943330585

6

19 18095 296732742902

5

20 20939 328543844172

1

21 22644 391451275073

6

22 24624 451760634137

6

23 27186 434973907859

6

24 33990 502011553201

00

25 23382 359454671792

4

26 20627 282142547312

9

27 22795 336651961202

5

28 21570 292046526490

0

29 22080 298048752640

0

30 22250 3731

49506250

0

31 20940 285343848360

0

32 21800 253347524000

0

33 22934 272952596835

6

34 18443 230534014424

9

35 19538 264238173344

4

36 20460 312441861160

0

37 21419 275245877356

1

38 25160 3429

63302560

0

39 22482 394750544032

4

40 20969 250943969896

1

41 27224 544074114617

6

42 25892 404267039566

4

51275073

No.6



&

i* "er ","il ("en!in = 5000

allary = 12129 3307 '5000+ = 28.664

C#n!en?e In&erMal = 95:



Y&a+

NP Mon&; Sto8k 3< illion<

illion M1 M2 M M4

1970 9927 2166 6282 6775 8163

19711077

6 2308 7128 7762 9031

19721185

9 252 8052 886 1023

19731326

4 2659 861 9851141

7

19741434

2 2776 90851070

51249

3

19751549

2 29121023

31174

21367

9

1976 1718 3104

1163

6

1311

9

1516

6

19771918

3 33541286

71472

91704

7

19782163

9 36311389

11647

11910

6

19792417

8 38911498

51804

82117

1

19802631

7 41491632

6 19902326

2

19812957

8 44191796

62238

22599

8

19823069

3 48051965

42462

52870

8

19833304

8 52542196

32710

43183

1

0 1000 2000 3000 4000

0

500

1000

1500

2000

2500

3000

3500

*'+ = 0.97 - 147.67

O = 0.99*'+ = 0.83 - 122.57

O = 0.99*'+ = 0.62 39.59

O = 0.99

*'+ = 0.12 99.54

O = 0.99

1

inear '1+

2

inear '2+

3inear '3+

4

inear '4+

NP

Mon&; Sto8k

No."



a+

Dari $a(il rere(i an&ara G;) !enan 1 2 3 !an 4 !i"er#le$ nilai r2 yan

(ana& aik yai&, 099 $al ini %en,n,kan kee%"a& %e&#!e &er(e,&

%e%",nyai &inka& ke"er?ayaan yan &ini akan &e&a"i ika !i"ili$ (ala$ (a&,

%aka nilai r2

&ere(ar a!ala$ 3

+

karena r2 yan !i"er#le$ "a!a ke e%"a& %e&#!e !ia&a( %e%",nya nilai (ana&

&ini %aka ki&a !a"a& %e%ili$ !ian&ara kee%"a& %e&#!e &er(e,& kakan &e&a"i

ini (ana& eran&,n ,a "a!a "ara%e&er k$,(, yan !i%iliki (e&ia" neara

yan ere!a-e!a (e$ina &ia" neara i(a (aa %e%",nya %e&#!e yan

ere!a

?+

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