BibTex Citation Data :
@article{J.Gauss14773, author = {Priska Hardani and Abdul Hoyyi and Sudarno Sudarno}, title = {PERAMALAN LAJU INFLASI, SUKU BUNGA INDONESIA DAN INDEKS HARGA SAHAM GABUNGAN MENGGUNAKAN METODE VECTOR AUTOREGRESSIVE (VAR)}, journal = {Jurnal Gaussian}, volume = {6}, number = {1}, year = {2017}, keywords = {Inflation, SBI, IHSG, Time Series Multivariate, Forecasting, Vector Autoregressive (VAR)}, abstract = { Inflation, Bi Rate (SBI) and the composite stock price index (IHSG) is an economic instrument and often seen as divorce progression of the economic progress of a country. Inflation, Bi Rate and IHSG is a multivariate time series that show activity for a certain period. One method to analyze multivariate time series is Vector Autoregressive (VAR). VAR method is a simultaneous equation model has several endogeneous variables. This research uses secondary data of inflation, SBI and IHSG on period January to June 2016. The VAR model acquired is a model VAR(4), with parameters estimated using the Ordinary Least Square (OLS). The selection model VAR(4) is based on the smallest value of AIC 4,255482 with value of MAPE is 47,11%. Keywords: Inflation, SBI, IHSG, Time Series Multivariate, Forecasting, Vector Autoregressive (VAR). }, issn = {2339-2541}, pages = {101--110} doi = {10.14710/j.gauss.6.1.101-110}, url = {https://ejournal3.undip.ac.id/index.php/gaussian/article/view/14773} }
Refworks Citation Data :
Inflation, Bi Rate (SBI) and the composite stock price index (IHSG) is an economic instrument and often seen as divorce progression of the economic progress of a country. Inflation, Bi Rate and IHSG is a multivariate time series that show activity for a certain period. One method to analyze multivariate time series is Vector Autoregressive (VAR). VAR method is a simultaneous equation model has several endogeneous variables. This research uses secondary data of inflation, SBI and IHSG on period January to June 2016. The VAR model acquired is a model VAR(4), with parameters estimated using the Ordinary Least Square (OLS). The selection model VAR(4) is based on the smallest value of AIC 4,255482 with value of MAPE is 47,11%.
Keywords: Inflation, SBI, IHSG, Time Series Multivariate, Forecasting, Vector Autoregressive (VAR).
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