Pemodelan Time Series Multivariat secara Automatis

Pemodelan Time Series Multivariat secara Automatis

This research aims at establishing model of multivariate time series by means of econometric instruments. Four instruments in use are vector auto regressive (VAR), structural vector auto regressive (SVAR), vector error correction model (VECM), and structural vector error correction (SVEC). VAR and V...

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Bibliographic Details
Main Authors: Siana Halim, Arif Chandra
Format: Article
Language:English
Published: Petra Christian University 2011-01-01
Series:Jurnal Teknik Industri
Subjects:
Multivariate time series
VAR
SVAR
VECM
SVEC
Online Access:http://puslit2.petra.ac.id/ejournal/index.php/ind/article/view/18150

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