Lampiran 1. Penjualan PT Honda Mandiri Bogor

Transcription

1 LAMPIRAN

2 64 Lampiran 1. Penjualan PT Honda Mandiri Bogor PENJUALAN 29 TYPE JAN FEB MAR APR MEI JUNI JULI AGT SEP OKT NOV DES TOTA JAZZ FREED CITY CR-V CIVIC TOTAL PENJUALAN 21 TYPE JAN FEB MAR APR MEI JUNI JULI AGT SEP OKT NOV DES TOTA JAZZ CITY FREED CR-V CIVIC TOTAL PENJUALAN 211 TYPE JAN FEB MAR APR MEI JUNI JULI AGT SEP OKT NOV DES TOTA CITY CIVIC CR-V JAZZ FREED TOTAL

3 65 Lampiran 2. Uji Stasioneritas Null Hypothesis: CITY has a unit root Exogenous: Constant Lag Length: (Automatic based on SIC, MAXLAG=9) t-statistic Prob.* Augmented Dickey-Fuller test statistic Stasioner Test critical values: 1% level % level % level *MacKinnon (1996) one-sided p-values. Null Hypothesis: CIVIC has a unit root Exogenous: Constant Lag Length: 2 (Automatic based on SIC, MAXLAG=9) t-statistic Prob.* Augmented Dickey-Fuller test statistic Stasioner Test critical values: 1% level % level % level *MacKinnon (1996) one-sided p-values. Null Hypothesis: FREED has a unit root Exogenous: Constant Lag Length: (Automatic based on SIC, MAXLAG=9) t-statistic Prob.* Augmented Dickey-Fuller test statistic stasioner Test critical values: 1% level % level % level *MacKinnon (1996) one-sided p-values.

4 66 Lanjutan Lampiran 2. Null Hypothesis: JAZZ has a unit root Exogenous: Constant Lag Length: (Automatic based on SIC, MAXLAG=9) t-statistic Prob.* Augmented Dickey-Fuller test statistic Stasioner Test critical values: 1% level % level % level *MacKinnon (1996) one-sided p-values. Null Hypothesis: CRV has a unit root Exogenous: Constant Lag Length: (Automatic based on SIC, MAXLAG=9) t-statistic Prob.* Augmented Dickey-Fuller test statistic Stasioner Test critical values: 1% level % level % level *MacKinnon (1996) one-sided p-values. Semua Variable stasioner pada level

5 67 Lampiran 3. Uji Kausalitas Granger Pairwise Granger Causality Tests Date: 3/8/12 Time: 13:46 Sample: 29M1 211M12 Lags: 2 Null Hypothesis: Obs F-Statistic Prob. CIVIC does not Granger Cause CITY CITY does not Granger Cause CIVIC CRV does not Granger Cause CITY CITY does not Granger Cause CRV FREED does not Granger Cause CITY CITY does not Granger Cause FREED JAZZ does not Granger Cause CITY CITY does not Granger Cause JAZZ CRV does not Granger Cause CIVIC CIVIC does not Granger Cause CRV FREED does not Granger Cause CIVIC CIVIC does not Granger Cause FREED JAZZ does not Granger Cause CIVIC CIVIC does not Granger Cause JAZZ FREED does not Granger Cause CRV CRV does not Granger Cause FREED JAZZ does not Granger Cause CRV CRV does not Granger Cause JAZZ JAZZ does not Granger Cause FREED FREED does not Granger Cause JAZZ

6 68 Lampiran 4. Uji Lag Optimum VAR Lag Order Selection Criteria Endogenous variables: JAZZ CITY CIVIC CRV FREED Exogenous variables: C Date: 3/8/12 Time: 13:48 Sample: 29M1 211M12 Included observations: 34 Lag LogL LR FPE AIC SC HQ NA * * * * * * indicates lag order selected by the criterion LR: sequential modified LR test statistic (each test at 5% level) FPE: Final prediction error AIC: Akaike information criterion SC: Schwarz information criterion HQ: Hannan-Quinn information criterion berdasarkan nilai AIC optimum di lag1 Lampiran 5. Hasil Estimasi VAR VAR Lag 1 Vector Autoregression Estimates Date: 3/8/12 Time: 13:5 Sample (adjusted): 29M3 211M12 Included observations: 34 after adjustments Standard errors in ( ) & t-statistics in [ ] CRV FREED CITY CIVIC JAZZ CRV(-1) (.22313) (.33862) (.9268) (.6367) (.36917) [ ] [.54154] [ ] [.17559] [ ] CRV(-2) (.23524) (.357) (.9772) (.6713) (.38921) [ ] [.28333] [ ] [-.3813] [.39646] FREED(-1) (.12851) (.1953) (.5338) (.3667) (.21262) [.458] [ ] [.58728] [ ] [ ]

7 69 Lanjutan Lampiran 5. FREED(-2) (.12866) (.19526) (.5345) (.3671) (.21288) [-.9365] [.82228] [.98123] [-.7324] [.39528] CITY(-1) (.4395) (.6133) (.1678) (.11527) (.66834) [ ] [ ] [.92318] [ ] [.82684] CITY(-2) (.49765) (.75523) (.2672) (.142) (.82337) [.6488] [ ] [ ] [.93615] [-.5527] CIVIC(-1) (.8459) ( ) (.35138) (.24138) ( ) [-1.218] [-.322] [ ] [ ] [ ] CIVIC(-2) (.8351) ( ) (.33377) (.22928) ( ) [.15268] [ ] [ ] [.15615] [ ] JAZZ(-1) (.12461) (.18912) (.5176) (.3556) (.2618) [-.3639] [ ] [ ] [ ] [ ] JAZZ(-2) (.13294) (.2176) (.5522) (.3794) (.21996) [ ] [ ] [ ] [ ] [.29724] C (5.4297) ( ) ( ) ( ) ( ) [ 1.735] [ ] [ ] [ ] [ ] R-squared Adj. R-squared Sum sq. resids S.E. equation F-statistic Log likelihood Akaike AIC Schwarz SC Mean dependent S.D. dependent Determinant resid covariance (dofadj Determinant resid covariance Log likelihood Akaike information criterion Schwarz criterion

8 7 Lampiran 6. Uji Stabilitas Model Roots of Characteristic Polynomial Endogenous variables: JAZZ CITY CIVIC CRV FREED Exogenous variables: C Lag specification: 1 1 Date: 3/8/12 Time: 13:49 Root Modulus i i i i No root lies outside the unit circle. VAR satisfies the stability condition. nilai modulus < 1 artinya stabil

9 71 Lampiran 7. Impulse Response Ketika CRV diimpuls Response to Cholesky One S.D. Innovations ± 2 S.E. Response of CRV to CRV Response of FREED to CRV Response of CITY to CRV Response of CIVIC to CRV Response of JAZZ to CRV 8 4-4

10 72 Lanjutan Lampiran 7. Ketika Freed di Impuls Response to Cholesky One S.D. Innovations ± 2 S.E. Response of CRV to FREED Response of FREED to FREED Response of CITY to FREED Response of CIVIC to FREED Response of JAZZ to FREED

11 73 Lanjutan Lampiran 7. Ketika City di Impuls Response to Cholesky One S.D. Innovations ± 2 S.E. Response of CRV to CITY Response of FREED to CITY Response of CITY to CITY Response of CIVIC to CITY Response of JAZZ to CITY

12 74 Lanjutan Lampiran 7. Ketika Civic di Impuls Response to Cholesky One S.D. Innovations ± 2 S.E. 4 Response of CRV to CIVIC 8 Response of FREED to CIVIC Response of CITY to CIVIC 2 Response of CIVIC to CIVIC Response of JAZZ to CIVIC 4-4

13 75 Lanjutan Lampiran 7. Ketika Jazz di Impuls Response to Cholesky One S.D. Innovations ± 2 S.E. Response of CRV to JAZZ Response of FREED to JAZZ Response of CITY to JAZZ Response of CIVIC to JAZZ Response of JAZZ to JAZZ

14 76 Lampiran 8. Forecast Error Variance Decomposition of CRV, Freed, City, Civic, Jazz Variance Decomposition of CRV: Period S.E. CRV FREED CITY CIVIC JAZZ

15 Period S.E. CRV FREED CITY CIVIC JAZZ

16 78 Lanjutan Lampiran 8. Variance Decomposition of FREED: Period S.E. CRV FREED CITY CIVIC JAZZ

17 Period S.E. CRV FREED CITY CIVIC JAZZ

18 8 Lanjutan Lampiran 8. Variance Decomposition of CITY: Period S.E. CRV FREED CITY CIVIC JAZZ

19 Period S.E. CRV FREED CITY CIVIC JAZZ

20 Lanjutan Lampiran 8. Variance Decomposition of CIVIC: Period S.E. CRV FREED CITY CIVIC JAZZ

21 Period S.E. CRV FREED CITY CIVIC JAZZ

22 Lanjutan Lampiran 8. Variance Decomposition of JAZZ: Period S.E. CRV FREED CITY CIVIC JAZZ

23 85 Period S.E. CRV FREED CITY CIVIC JAZZ Cholesky Ordering: CRV FREED CITY CIVIC JAZZ Lampiran 9. Regresi Model Minitab Regression Analysis: Jazz versus jlag1, Freed,... The regression equation is Jazz = jlag Freed flag City -.5 citlag CR-V crlag Civic civlag1 Predictor Coef SE Coef T P Constant jlag Freed flag City citlag CR-V crlag Civic civlag S = R-Sq = 41.3% R-Sq(adj) = 13.4% Analysis of Variance Source DF SS MS F P Regression Residual Error Total Source DF Seq SS jlag Freed flag City citlag CR-V 1.1 crlag Civic civlag Unusual Observations Obs jlag1 Jazz Fit SE Fit Residual St Resid R R denotes an observation with a large standardized residual

24 86 Lanjutan Lampiran 9. Regression Analysis: jlag1 versus Jazz, Freed,... The regression equation is jlag1 = Jazz Freed flag City citlag CR-V crlag Civic civlag1 Predictor Coef SE Coef T P Constant Jazz Freed flag City citlag CR-V crlag Civic civlag S = R-Sq = 47.6% R-Sq(adj) = 22.7% Analysis of Variance Source DF SS MS F P Regression Residual Error Total Source DF Seq SS Jazz Freed flag City citlag1 1.3 CR-V 1. crlag Civic civlag Unusual Observations Obs Jazz jlag1 Fit SE Fit Residual St Resid R R denotes an observation with a large standardized residual.

25 87 Lanjutan Lampiran 9. Regression Analysis: Freed versus flag1, Jazz,... The regression equation is Freed = flag Jazz jlag City citlag CR-V crlag Civic -.71 civlag1 Predictor Coef SE Coef T P Constant flag Jazz jlag City citlag CR-V crlag Civic civlag S = R-Sq = 33.8% R-Sq(adj) = 2.4% Analysis of Variance Source DF SS MS F P Regression Residual Error Total Source DF Seq SS flag Jazz jlag City citlag CR-V crlag Civic civlag Unusual Observations Obs flag1 Freed Fit SE Fit Residual St Resid R R R denotes an observation with a large standardized residual.

26 88 Lanjutan Lampiran 9. Regression Analysis: flag1 versus Freed, Jazz,... The regression equation is flag1 = Freed Jazz jlag City -.21 citlag CR-V crlag Civic +.69 civlag1 Predictor Coef SE Coef T P Constant Freed Jazz jlag City citlag CR-V crlag Civic civlag S = R-Sq = 28.% R-Sq(adj) =.% Analysis of Variance Source DF SS MS F P Regression Residual Error Total Source DF Seq SS Freed Jazz jlag City citlag CR-V crlag Civic 1.58 civlag Unusual Observations Obs Freed flag1 Fit SE Fit Residual St Resid R R denotes an observation with a large standardized residual.

27 89 Lanjutan Lampiran 9. Regression Analysis: City versus citlag1, Jazz,... The regression equation is City = citlag Jazz jlag Freed -.75 flag CR-V crlag Civic civlag1 Predictor Coef SE Coef T P Constant citlag Jazz jlag Freed flag CR-V crlag Civic civlag S = R-Sq = 26.5% R-Sq(adj) =.% Analysis of Variance Source DF SS MS F P Regression Residual Error Total Source DF Seq SS citlag Jazz jlag Freed flag CR-V crlag Civic civlag Unusual Observations Obs citlag1 City Fit SE Fit Residual St Resid R R R denotes an observation with a large standardized residual.

28 9 Lanjutan Lampiran 9. Regression Analysis: citlag1 versus City, Jazz,... The regression equation is citlag1 = City Jazz jlag Freed flag CR-V crlag Civic civlag1 Predictor Coef SE Coef T P Constant City Jazz jlag Freed flag CR-V crlag Civic civlag S = R-Sq = 56.5% R-Sq(adj) = 35.8% Analysis of Variance Source DF SS MS F P Regression Residual Error Total Source DF Seq SS City Jazz jlag Freed flag CR-V crlag Civic civlag Unusual Observations Obs City citlag1 Fit SE Fit Residual St Resid R R R denotes an observation with a large standardized residual.

29 91 Lanjutan Lampiran 9. Regression Analysis: CR-V versus crlag1, Jazz,... The regression equation is CR-V = crlag Jazz jlag Freed -.48 flag City citlag Civic civlag1 Predictor Coef SE Coef T P Constant crlag Jazz jlag Freed flag City citlag Civic civlag S = R-Sq = 55.5% R-Sq(adj) = 34.4% Analysis of Variance Source DF SS MS F P Regression Residual Error Total Source DF Seq SS crlag Jazz jlag Freed flag City citlag Civic civlag Unusual Observations Obs crlag1 CR-V Fit SE Fit Residual St Resid R R denotes an observation with a large standardized residual.

30 92 Lanjutan Lampiran 9. Regression Analysis: crlag1 versus CR-V, Jazz,... The regression equation is crlag1 = CR-V +.52 Jazz -.74 jlag Freed +.65 flag City citlag Civic civlag1 Predictor Coef SE Coef T P Constant CR-V Jazz jlag Freed flag City citlag Civic civlag S = R-Sq = 59.6% R-Sq(adj) = 4.5% Analysis of Variance Source DF SS MS F P Regression Residual Error Total Source DF Seq SS CR-V Jazz jlag Freed flag City citlag Civic civlag Unusual Observations Obs CR-V crlag1 Fit SE Fit Residual St Resid R R R R denotes an observation with a large standardized residual.

31 93 Lanjutan Lampiran 9. Regression Analysis: Civic versus civlag1, Jazz,... The regression equation is Civic = civlag Jazz jlag Freed -.78 flag1 +.5 City citlag CR-V -.17 crlag1 Predictor Coef SE Coef T P Constant civlag Jazz jlag Freed flag City citlag CR-V crlag S = R-Sq = 6.3% R-Sq(adj) = 41.5% Analysis of Variance Source DF SS MS F P Regression Residual Error Total Source DF Seq SS civlag Jazz jlag Freed 1.78 flag City 1.83 citlag CR-V crlag Unusual Observations Obs civlag1 Civic Fit SE Fit Residual St Resid R R R R denotes an observation with a large standardized residual.

32 94 Lanjutan Lampiran 9. Regression Analysis: civlag1 versus Civic, Jazz,... The regression equation is civlag1 = Civic -.52 Jazz +.44 jlag Freed +.28 flag City citlag CR-V crlag1 Predictor Coef SE Coef T P Constant Civic Jazz jlag Freed flag City citlag CR-V crlag S = R-Sq = 43.% R-Sq(adj) = 16.1% Analysis of Variance Source DF SS MS F P Regression Residual Error Total Source DF Seq SS Civic Jazz jlag Freed 1.26 flag City citlag CR-V crlag