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Pemodelan harga minyak sayuran menggunakan analisis regresi linear berganda.

Khamis, Azme and Ismail, Zuhaimy and Shabri, Ani (2003) Pemodelan harga minyak sayuran menggunakan analisis regresi linear berganda. Matematika, 19 (1). pp. 59-70. ISSN 0127-8274

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Official URL: http://www.fs.utm.my/matematika/content/view/79/31...

Abstract

This study focused on application of multiple regression in modeling vegetable oil prices. Five vegetable oil prices, namely CPO, SBO, CNO, PKO, and RSO have been analysed using monthly oil price data from year 2000. We found that multiple linear regression gave the $R^2$ value of 0.887, meaning 88.7\% of variance in CPO price could be explained by RSO, PKO, and CNO. The $t$-test showed that the parameter estimates is significant at one percent level. This study concluded that multicollinearity and autocorrelation were detected inmuliple linear regression and are needed to be considered in further research.

Item Type:Article
Uncontrolled Keywords:crude palm oil price, multiple regression, multicollinearity
Subjects:Q Science > Q Science (General)
Q Science > QA Mathematics
Divisions:Science
ID Code:8808
Deposited By: Zalinda Shuratman
Deposited On:13 May 2009 02:57
Last Modified:13 Aug 2010 01:57

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