PEMODELAN NILAI EKSPOR DI INDONESIA DENGAN PENDEKATAN GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (GARCH)

BAGUS HADI PRASTYA, 081118015 (2016) PEMODELAN NILAI EKSPOR DI INDONESIA DENGAN PENDEKATAN GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (GARCH). Skripsi thesis, UNIVERSITAS AIRLANGGA.

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Official URL: http://lib.unair.ac.id

Abstract

Nilai ekspor di Indonesia penting untuk dilakukan suatu proses peramalan dalam bidang perekonomian. Proses peramalan dilakukan untuk mengetahui kemungkinan nilai ekspor dimasa mendatang sebagai dasar penentuan kebijakan pemerintah Indonesia. Tujuan penelitian ini adalah melakukan pemodelan serta peramalan nilai ekspor di Indonesia dengan menggunakan pendekatan GARCH. Hasil analisis menunjukkan bahwa model ARIMA terbaik untuk peramalan nilai ekspor Indonesia adalah model ARIMA(0,1,1)11 dengan menggunakan variabel datA transformasi √

Item Type: Thesis (Skripsi)
Additional Information: KKC KK-2 ST.S 06/16 Pra p
Uncontrolled Keywords: Nilai Ekspor di Indonesia, Time Series, ARIMA, GARCH
Subjects: Q Science > QA Mathematics > QA276-280 Mathematical Analysis
Divisions: 08. Fakultas Sains dan Teknologi > Matematika
Creators:
CreatorsEmail
BAGUS HADI PRASTYA, 081118015UNSPECIFIED
Contributors:
ContributionNameEmail
ContributorH.Sediono, Drs., M.SiUNSPECIFIED
ContributorNur Chamidah, Dr., M.Si.UNSPECIFIED
Depositing User: shiefti dyah alyusi
Date Deposited: 28 Apr 2016 04:23
Last Modified: 08 Jun 2017 21:08
URI: http://repository.unair.ac.id/id/eprint/30117
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