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Simarmata, Justin Eduardo
Pendidikan Matematika, Fakultas Keguruan Dan Ilmu Pendidikan, Universitas Timor, Indonesia
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Journal : Journal of Mathematics, Computation and Statistics (JMATHCOS)

 1 
Estimasi Parameter Regresi Linier Sederhana Menggunakan Prosedur Cochrane-Orcutt, Hildreth-Lu dan First Differences Pada Metode Durbin Watson Purba, Switamy Angnitha; Chrisinta, Debora; Simarmata, Justin Eduardo
Journal of Mathematics, Computations and Statistics Vol. 6 No. 2 (2023): Volume 06 Nomor 02 (Oktober 2023)
Publisher : Jurusan Matematika FMIPA UNM

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Abstract

This study aims to examine the problem of autocorrelation, simple regression analysis with errorsfollowing the form of first-order autoregressive, Durbin Watson method using the Cochrane-Orcutt,Hildreth-Lu procedures and first differences in overcoming autocorrelation. The occurrence ofautocorrelation causes the alleged regression parameter with ordinary least square (OLS) not to producethe actual value. Therefore, to obtain the actual parameters applied Durbin watson method with all threeprocedures. Based on the data used in this thesis quoted from the book Applied Linear Statistical ModelsFifth Edition, the best procedure is given by Hildreth-Lu because it produces the smallest mean squareerror (MSE) value namely 0,204. This is because, the process of estimating the autocorrelation coefficientis based on iterations until a minimum sum square error (SSE) value is found.
Co-Authors Ade Mirza admin pythagoras, admin Agnes L A Halla Agustinus Giovandi Laki Agustinus Giovandi Laki Ahzan, Z.N. Ahzan, Zulkaidah Nur Aloisius Loka Son Amran Shidik, Muhammad Astriani Dewi, Ni Putu Yuni Atencia, Bryant Bennet D Atencia, Bryant Bennet D. Baldemor, Milagros R. Bana, Marten Luter Bano, Elinora Naikteas Bantaika, Aris Benu, Kristiani Benu, Luky Wandika Bernadeta Buik Bete, Hendrika Bete, Maria Erlince Bifel, Maria Gabriela Bait Bone, Dominifridus Cecilia Novianti Salsinha Chrisinta, Debora Dian Grace Ludji Elfrida Nailopo Elin, Lailin Hijriani Elisabet Ersamayori Foeh Elisabeth E Mayori Elizio Victor De Araujo Erlina, Nia Fallo, Kristoforus Ferdinandus Mone Ferdinandus Mone Fetronela Rambu Bobu Fitriani Fitriani Fitriani Gelu, Leonard Peter Gerhard-Wilhelm Weber Gusti Firda Khairunnisa H. Bete Hendrika Yeni Meti Hijriani, Lailin Hijriani, Lailin Hutubessy, Aditya Ida Bagus Putu Mardana Iis Aprianti Jaya Santoso Jeniana Martha Prima Asa Josua Sahala Juventianus Kenjam Juventianus Kenjam Kehi, Sefrinus Kenjam, Juventianus Klau, Kondradus Yohanes Kondradus Yohanes Klau Kono, Metriana Maria Kristofel Bere Nahak Lailin Hijriani Lidu, Maria LUDGARDIS LEDHENG Luruk, Maria Gaudensia Made Santo Gitakarma Maneno, Regolinda Margareta Rodrigues Gomes Maria Brigita Niis Nana Maria Delviana Mali Maria Erwinda Kefi, Winda Maria Naimnule Marselinus Banu Matute, Alejandro Jr. V. Melkisedik Bukifan Merlin Helentina Napitupulu Miko Purnomo Miko Purnomo Missa, Yeni mone, ferdinandus Moses Timutang Muhammad Amran Shidik Naimnule, Maria Naisau, Angela Cristina Natalia Emanuela Lelboy Nelciana Talan Ni Putu Yuni Astriani Dewi Ni Putu Yuni Astriani Dewi Ni Wayan Sukerti Nifu, Martha Marsela Nifu, Martha Marsella Oktovianus Mamoh Olo, Maria Regina Pakaenoni, Lusilia Dos Santos Pasaribu, Revi Lestari Patrisius Bauk Peter Gelu, Leonard Pius Thaal, Pius Prudensius Manek Purba, Switamy Angnitha Ricson Tavares Rita Sila, Vinsensia Ulia Roberto Abi S. A. Purba Sanam, Thofilus Sari, Nur Nilam Seko, Herbert Sele, Yunawati Selestina Nahak Siahaan, Meiva Marthaulina Lestari Sila, Vinsensia Ulia Rita Silfester Faentaono Sirait, Debora Sitti Rosnafi’an Sumardi Sopbaba, Merlina Stanislaus Amsikan Switamy Angnitha Purba Taena, Vinsensia Gerosa Talan, Nelciana Tampani, Margarita Thresia Trivict Semiun Ulia Rita Sila, Vinsensia Uskono, Yunitha Centriana Venidora Solo, Maria Fransiska Vinsensia Ulia Rita Sila Wihelmina, Maria Wisrance Winda Ade Fitriya B Wua Laja, Yosepha Patricia Yakoba Yusina Muanley Yohanes Jefrianus Kehi Yuni Astriani Dewi, Ni Putu Zulkaidah Nur Ahzan Zulkaidah Nur Azhan