Widiarti, Widiarti and Aang, Nuryaman and Warsono, Warsono (2023) Penerapan Model Vector Error Correction Model (VECM) pada Peramalan Data Nilai Ekspor dan Nilai Impor Seluruh Komoditas di Provinsi Lampung Tahun 2022. Jurnal Siger Matematika, 04 (02). pp. 67-75. ISSN 2721-5849 (p), 2721-6853(e)
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Abstract
The Vector Error Correction Model (VECM) is a derivative of the Vector Autoregressive (VAR) model for non-stationary data and there is a cointegration relationship. The VAR model is a forecasting model for multivariate time series data that relates forecast values to data values in the previous period. The multivariate time series data used in this study are Export Value and Import Value data for all commodities in Lampung Province in 2015-2021. This study aims to forecast the period from January to December 2022 using the VECM model. Based on the data obtained, the VECM model is the VECM model (1) with a MAPE value of 17.01%. Keywords: Forecasting, VECM, Export Value, Import Value.
| Item Type: | Article |
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| Subjects: | Q Science > QA Mathematics |
| Divisions: | Fakultas Matematika dan Ilmu Pengetahuan Alam (FMIPA) > Prodi Matematika |
| Depositing User: | WIDIARTI |
| Date Deposited: | 26 Oct 2023 01:30 |
| Last Modified: | 26 Oct 2023 01:30 |
| URI: | http://repository.lppm.unila.ac.id/id/eprint/52695 |
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