skip to main content

PERAMALAN LAJU INFLASI, SUKU BUNGA INDONESIA DAN INDEKS HARGA SAHAM GABUNGAN MENGGUNAKAN METODE VECTOR AUTOREGRESSIVE (VAR)


Citation Format:
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).

Fulltext View|Download
Keywords: Inflation, SBI, IHSG, Time Series Multivariate, Forecasting, Vector Autoregressive (VAR)

Article Metrics:

Last update:

No citation recorded.

Last update:

No citation recorded.