![]() 117
3
b
t
=
?
(S
t
-
S
(t -1)
)
+
(1 -
?
)b
(t -1)
b3
=
?
(S3 - S
2
)
+
(1 -
?
)b2
= 0.1 (39 - 38) + (1 0.1).(5) = 4.6
F
(t +m
)
=
S
t
+
b
t
*
m
Pada periode 3, m = 1.
F3
=
S
2
+
b2
*
m
= 38 + 5*1 = 43
e
t
=
X
t
-
F
t
e3
=
X
3
-
F3
=
35 43 = -8
|e3| = 8
?
X
-
F
?
PE
= ?
t
t
?
*100
t
X
?
t
?
?
X
-
F
?
?
35 - 43
?
PE
=
?
3
3
3
?
*100 =
?
?
*100 =
-22.86
3
?
X
?
?
35
?
|PE3| = 22.86
|