Russel, Edwin and Wamiliana, Wamiliana and Warsono, Warsono and Nairobi, Nairobi and Usman, Mustofa and Elfaki, Faiz A. M. (2023) Analysis Multivariate Time Series Using State Space Model for Forecasting Inflation inSome Sectors of Economy in Indonesia. Science and Technology Indonesia, 8 (1). pp. 144-150. ISSN e -ISSN:2580-4391 p -ISSN:2580-4405
|
Text
Analysis Multivariate Time Series Using State Space Model for Forecasting Inflation inSome Sectors of Economy in Indonesia (2).pdf Download (772kB) | Preview |
Abstract
Many analytical methods can be utilized for multivariate time series modeling. One of the analytical models for modeling time seriesdata with multiple variables is the State Space Model. The data to be analyzed in this study is inflation data from expenditure groupssuch as processed foods, beverages, cigarettes, and tobacco; and housing inflation for water, electricity, gas, and fuel from January2001 to December 2021. The aim is to determine the best State Space Model that fits the data for forecasting. In this study, theState Space method will be utilized further with multivariate time series data and represent State Space in Vector Autoregressive(VAR) to determine the relationship between groups of observed variables
| Item Type: | Article |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Fakultas Matematika dan Ilmu Pengetahuan Alam (FMIPA) > Prodi Matematika |
| Depositing User: | WAMILIANA |
| Date Deposited: | 17 Mar 2023 08:30 |
| Last Modified: | 17 Mar 2023 08:30 |
| URI: | http://repository.lppm.unila.ac.id/id/eprint/48979 |
Actions (login required)
 |
View Item |