pak Tasrul ,kalo ketemu yang sideway gimana ambil r squared dan periode-nya ya?
thank's Win 2010/4/8 <tasru...@yahoo.com> > > > Sepertinya benar semua Bu, utk r squared ada beda beda dikit, gpplah yg > penting diatas 80 % > > Powered by Telkomsel BlackBerry® > ------------------------------ > *From: * "mpangjaya" <mpangj...@gmail.com> > *Date: *Thu, 8 Apr 2010 22:08:32 +0700 > *To: *jsxtrader-alumni<jsxtrader-alu...@yahoogroups.com> > *Subject: *[JT-Alumni] Hasil Optimasi - Mohon Ralat kalau salah. > > > > Hasil optimasi saya sejak awal bulan, yuk saling cross check.. > > ADRO (6 apr) > r-squared periode: 332 > r-squared value: 96.093 > MFI smoothing: 2, 5, 15, 95 > W%R smooting: 12, 4, -99, -10 > > BBCA (1 apr) > r-squared periode: 292 > r-squared value: 91.711 > MFI smoothing: 2, 2, 1, 100 > W%R smooting: 6, 1, -89, -7 > > BBNI (8 apr) > r-squared periode: 354 > r-squared value: 84.045 > MFI smoothing: 2, 5, 7, 99 > W%R smooting: 14, 1, -93, 0 > > BMRI (8 apr) > r-squared periode: 349 > r-squared value: 91.161 > MFI smoothing: 6, 5, 20, 94 > W%R smooting: 3, 2, -82, -10 > > GZCO (7 apr) > r-squared periode: 329 > r-squared value: 86.677 > MFI smoothing: 3, 5, 14, 98 > W%R smooting: 15, 5, -97, -4 > > INDF (5 apr) > r-squared periode: 275 > r-squared value: 97.157 > MFI smoothing: 2, 2, 18, 99 > W%R smooting: 9, 5, -83, -7 > > ITMG (8 apr) > r-squared periode: 339 > r-squared value: 93.542 > MFI smoothing: 2, 5, 18, 99 > W%R smooting: 3, 1, -90, 0 > > PGAS (6 apr) > r-squared periode: 356 > r-squared value: 91.796 > MFI smoothing: 3, 3, 16, 87 > W%R smooting: 6, 1, -87, -6 > > SMCB (1 apr) > r-squared periode: 292 > r-squared value: 93.388 > MFI smoothing: 4, 4, 20, 98 > W%R smooting: 13, 5, -96, -5 > > ASRI (7 apr) > r-squared periode: 357 > r-squared value: 79.641 > MFI smoothing: 2, 2, 1, 100 > W%R smooting: 14, 2, -81, -6 > > Sekarang lagi jalanin optimasi SGRO, hasil blm keluar. > TLKM dan UNTR menyusul. > > > > >
