BibTex Citation Data :
@article{J.Gauss14691, author = {Aukhal Fina and Tarno Tarno and Rukun Santoso}, title = {PERAMALAN OUTFLOW UANG KARTAL DI BANK INDONESIA WILAYAH JAWA TENGAH DENGAN METODE GENERALIZED SPACE TIME AUTOREGRESSIVE (GSTAR)}, journal = {Jurnal Gaussian}, volume = {5}, number = {3}, year = {2016}, keywords = {GSTAR; Space Time; Outflow; Currency}, abstract = { Generalized Space Time Autoregressive (GSTAR) model is a method that has interrelation between time and location or called with space time data. This model is generalization of Space Time Autoregressive (STAR) model where GSTAR more flexible for data with heterogeneous location characteristics. The purposes of this research are to get the best GSTAR model that will be used to forecast the outflow in the Bank Indonesia Office (BIO) Semarang, Solo, Purwokerto and Tegal. The best model obtained in this study is GSTAR (1 1 ) I(1) using the inverse distance weighting locations. This model has an average value of MAPE 35.732% and RMSE 440.52. The best model obtained explains that the outflow in BIO Semarang, Solo and Purwokerto are affected by two time lag before while for outflow in BIO Tegal is affected by two time lag befor and outflows in three other BIO. Keywords : GSTAR, Space Time, Outflow, Currency }, issn = {2339-2541}, pages = {351--360} doi = {10.14710/j.gauss.5.3.351-360}, url = {https://ejournal3.undip.ac.id/index.php/gaussian/article/view/14691} }
Refworks Citation Data :
Generalized Space Time Autoregressive (GSTAR) model is a method that has interrelation between time and location or called with space time data. This model is generalization of Space Time Autoregressive (STAR) model where GSTAR more flexible for data with heterogeneous location characteristics. The purposes of this research are to get the best GSTAR model that will be used to forecast the outflow in the Bank Indonesia Office (BIO) Semarang, Solo, Purwokerto and Tegal. The best model obtained in this study is GSTAR (11) I(1) using the inverse distance weighting locations. This model has an average value of MAPE 35.732% and RMSE 440.52. The best model obtained explains that the outflow in BIO Semarang, Solo and Purwokerto are affected by two time lag before while for outflow in BIO Tegal is affected by two time lag befor and outflows in three other BIO.
Keywords: GSTAR, Space Time, Outflow, Currency
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