Ekonomi Manajerial dalam Perekonomian Global

Transkripsi

1 Ekoomi Maajerial dalam Perekoomia Global Bab 4 Esimasi Permiaa

2 Pokok Bahasa : Esimasi Permiaa Masalah Ideifikasi Pedekaa Peeliia Pemasara uuk Esimasi Permiaa Aalisis Regresi Regresi Sederhaa Regresi Bergada Masalah dalam Aalisis Regresi Megesimasi Permiaa Regresi

3 Pokok Bahasa: Ramala Permiaa Peramala Kualiaif : Survei & Jajak Pedapa Peramala Kuaiaif : Aalisis Dere Waku Tekik Peghalusa Meode Baromerik Model Ekoomerik Model Ipu-Oupu Rigkasa, Perayaa Diskusi, Soal-Soal da Alama Sius Iere

4 Masalah Ideifikasi Observasi Harga-Quaias TIDAK SECARA LANGSUNG meghasilka kurva Permiaa dari suau komodias

5 Esimasi Permiaa: Pedekaa Rise Pemasara Survei Kosume : mesurvei kosume bgm reaksi erhadap jumlah yg dimia jika ada perubaha harga, pedapaa, dll megguaka kuisioer Peeliia Observasi : pegumpula iformasi g preferesi kosume dega megamai bagaimaa mereka membeli da megguaka produk Kliik Kosume : eksperime lab dimaa parisipa diberi sejumlah uag ereu da dimia membelajakaya dalam suau oko simulasi da megamai bagaimaa reaksi mereka jika erjadi perubaha harga, pedapaa, selera, dll Eksperime Pasar : mirip kliik kosume, eapi dilaksaaka di pasar yag sesugguhya

6 Aalisis Regresi Scaer Diagram Year X Y Persamaa Regresi : Y = a + bx

7 Aalisis Regresi Garis Regresi : Lie of Bes Fi. Garis Regresi : memiimuka jumlah dari simpaga kuadra pada sumbu verikal (e ) dari seiap iik pada garis regresi ersebu. Meode OLS (Ordiary Leas Squares): meode jumlah kuadra erkecil.

8 Meggambarka Garis Regresi e Y Yˆ

9 Aalisis Regresi Sederhaa Meode : OLS Model: Y a bx e Yˆ aˆ bx ˆ e Y Yˆ

10 Meode OLS Tujua: meeuka kemiriga (slope) da iercep yag memiimumka jumlah simpaga kuadra (sum of he squared errors). e ( Y Yˆ ) ( Y aˆ bx ˆ ) 1 1 1

11 Prosedur Esimasi : bˆ 1 Meode OLS ( X X )( Y Y ) 1 ( X X) â Y bx ˆ

12 Meode OLS Cooh Esimasi Time X Y X X Y Y ( X X )( Y Y ) ( X X) X 10 1 Y 500 ( X X) 30 1 ˆ 106 b X 1 X Y 1 Y ( X X )( Y Y ) 106 ˆ 50 (3.533)(1) 7.60 a

13 Meode OLS Cooh Esimasi 10 X 1 X X 10 1 Y 500 Y 1 Y ( X X) 30 ( X X )( Y Y ) 106 ˆ 106 b ˆ 50 (3.533)(1) 7.60 a

14 Uji Sigifikasi Sadard Error of he Slope Esimae s ˆ ( Y Y) e bˆ ( k) ( X X ) ( k) ( X X )

15 Uji Sigifikasi Cooh Perhiuga Time X Y Yˆ e ˆ Y Y e ( Y Yˆ ) ( X X) ˆ e Y Y 1 1 ( ) ( X X) 30 1 s ˆ ( Y Y) bˆ k X X ( ) ( ) (10 )(30) 0.5

16 Uji Sigifikasi Cooh Perhiuga ˆ e Y Y 1 1 ( ) ( X X) 30 s ˆ ( Y Y) bˆ k X X ( ) ( ) (10 )(30) 0.5

17 Uji Sigifikasi Perhiuga : -Saisic bˆ 3.53 s bˆ Deraja Bebas = (-k) = (10-) = 8 Criical Value a 5% level =.306

18 Uji Sigifikasi Decomposiio of Sum of Squares Toal Variaio = Explaied Variaio + Uexplaied Variaio ( Y Y ) ( Yˆ Y ) ( Y Yˆ)

19 Uji Sigifikasi Decomposiio of Sum of Squares

20 Uji Sigifikasi Koefisie Deermiasi R Explaied Variaio ( Yˆ Y) ToalVariaio ( Y Y ) R

21 Uji Sigifikasi Koefisie Korelasi r ˆ R wihhesigof b 1 r 1 r

22 Aalisis Regresi Bergada Model: Y a b X b X b X 1 1 k' k'

23 Aalisis Regresi Bergada Adjused Coefficie of Deermiaio R ( 1) 1 (1 R ) ( k )

24 Aalisis Regresi Bergada Aalysis of Variace ad F Saisic Explaied Variaio /( k 1) F Uexplaied Variaio /( k ) F R /( k 1) (1 R ) /( k)

25 Masalah-Masalah dalam Aalisis Regresi Mulicollieariy: Dua aau lebih variabel bebas mempuyai korelasi yag saga kua. Heeroskedasiciy: Variace of error erm is o idepede of he Y variable. Auocorrelaio: Cosecuive error erms are correlaed.

26 Durbi-Waso Saisic Uji Auocorrelaio d ( e e ) 1 e 1 If d=, auocorrelaio is abse.

27 Lagkah-Lagkah Esimasi Permiaa dega Regresi Spesifikasi Model dega Cara Megideifikasi Variabel-Variabel, misalya : Q d = f (P x, I, P y, A, T) Pegumpula Daa Spesifikasi Beuk Persamaa Permiaa Liier : Q d = A - a 1 P x + a I + a 3 P y + a 4 A + a 5 T Pagka : Q d = A(P x ) b (P y ) c Esimasi Nilai-Nilai Parameer Pegujia Hasil

28 Qualiaive Forecass Survey Techiques Plaed Pla ad Equipme Spedig Expeced Sales ad Iveory Chages Cosumers Expediure Plas Opiio Polls Busiess Execuives Sales Force Cosumer Ieios

29 Time-Series Aalysis Secular Tred Log-Ru Icrease or Decrease i Daa Cyclical Flucuaios Log-Ru Cycles of Expasio ad Coracio Seasoal Variaio Regularly Occurrig Flucuaios Irregular or Radom Iflueces

30

31 Tred Projecio Liear Tred: S = S 0 + b b = Growh per ime period Cosa Growh Rae: S = S 0 (1 + g) g = Growh rae Esimaio of Growh Rae : ls = ls 0 + l(1 + g)

32 Seasoal Variaio Raio o Tred Mehod Raio = Acual Tred Forecas Seasoal Adjusme = Average of Raios for Each Seasoal Period Adjused Forecas = Tred Forecas Seasoal Adjusme

33 Seasoal Variaio Raio o Tred Mehod: Example Calculaio for Quarer 1 Tred Forecas for = (0.394)(17) = Seasoally Adjused Forecas for = (18.60)(0.8869) = Year Tred Forecas Acual Raio Seasoal Adjusme =

34 Movig Average Forecass Forecas is he average of daa from w periods prior o he forecas daa poi. F i w 1 A i w

35 Expoeial Smoohig Forecass Forecas is he weighed average of of he forecas ad he acual value from he prior period. F wa (1 w) F 1 0 w 1

36 Roo Mea Square Error Measures he Accuracy of a Forecasig Mehod RMSE ( A F)

37 Baromeric Mehods Naioal Bureau of Ecoomic Research Deparme of Commerce Leadig Idicaors Laggig Idicaors Coicide Idicaors Composie Idex Diffusio Idex

38 Ecoomeric Models Sigle Equaio Model of he Demad For Cereal (Good X) Q X = a 0 + a 1 P X + a Y + a 3 N + a 4 P S + a 5 P C + a 6 A + e Q X = Quaiy of X P X = Price of Good X Y = Cosumer Icome N = Size of Populaio P S = Price of Muffis P C = Price of Milk A = Adverisig e = Radom Error

39 Ecoomeric Models Muliple Equaio Model of GNP C a1 b1gnp u1 I a b 1 u GNP C I G Reduced Form Equaio GNP a a b G b b1 b1

40 Ipu-Oupu Forecasig Three-Secor Ipu-Oupu Flow Table Producig Idusry Supplyig Idusry A B C Fial Demad Toal A B C Value Added Toal

41 Ipu-Oupu Forecasig Direc Requiremes Marix Direc Requiremes = Ipu Requiremes Colum Toal Producig Idusry Supplyig Idusry A B C A B C

42 Ipu-Oupu Forecasig Toal Requiremes Marix Producig Idusry Supplyig Idusry A B C A B C

43 Ipu-Oupu Forecasig Toal Requiremes Marix Fial Demad Vecor Toal Demad Vecor =

44 Ipu-Oupu Forecasig Revised Ipu-Oupu Flow Table Producig Idusry Supplyig Idusry A B C Fial Demad Toal A B C