BAGUS HADI PRASTYA, 081118015 (2016) PEMODELAN NILAI EKSPOR DI INDONESIA DENGAN PENDEKATAN GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (GARCH). Skripsi thesis, UNIVERSITAS AIRLANGGA.
|
Text (HALAMAN JUDUL)
HALAMAN JUDUL.pdf Download (1MB) | Preview |
|
![[img]](https://repository.unair.ac.id/style/images/fileicons/text.png) |
Text (BAB I)
2. BAB I PENDAHULUAN.pdf Restricted to Registered users only Download (567kB) | Request a copy |
|
|
Text (BAB II)
3. BAB II TINJAUAN PUSTAKA.pdf Restricted to Registered users only Download (878kB) | Request a copy |
|
|
Text (BAB III)
4. BAB III METODE PENELITIAN.pdf Restricted to Registered users only Download (577kB) | Request a copy |
|
|
Text (BAB IV)
5. BAB IV HASIL DAN PEMBAHASAN.pdf Restricted to Registered users only Download (1MB) | Request a copy |
|
|
Text (BAB V)
6. BAB V KESIMPULAN DAN SARAN.pdf Restricted to Registered users only Download (675kB) | Request a copy |
|
|
Text (DAFTAR PUSTAKA)
7. DAFTAR PUSTAKA.pdf Restricted to Registered users only Download (481kB) | Request a copy |
|
|
Text (LAMPIRAN 1)
8. LAMPIRAN 1.pdf Restricted to Registered users only Download (588kB) | Request a copy |
|
|
Text (LAMPIRAN 2)
9. LAMPIRAN 2.pdf Restricted to Registered users only Download (554kB) | Request a copy |
|
|
Text (LAMPIRAN 3)
10. LAMPIRAN 3.pdf Restricted to Registered users only Download (1MB) | Request a copy |
|
|
Text (LAMPIRAN 4)
11. LAMPIRAN 4.pdf Restricted to Registered users only Download (611kB) | Request a copy |
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: |
|
|||||||||
| Contributors: |
|
|||||||||
| 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 | |||||||||
| Sosial Share: | ||||||||||
Actions (login required)
 |
View Item |