PEMODELAN EKSPOR IMPOR PDRB PROVINSI RIAU TAHUN 2010 – 2019 MENGGUNAKAN VAR DAN VECM
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Date
2021-06
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perpustakaan UR
Abstract
This research aims to model the corresponding relationships GRDP import and
export variables using Vector Autoregressive (VAR) and Vector Error Correction
Model (VECM). The data used is sourced from Riau publication data in figures
from the Central Statistics Agency for Riau Province in 2010 – 2019. The data
analysis in this study uses Rstudio 4.0.2 software. Based on the analysis
conducted, it is found that the endogenous variables that most influence changes
in exports are the import and GRDP variables in the previous period. The
endogenous variables that most influence changes in imports are the export
variables of the previous period, while those that most influence changes in
GRDP are the import variables and the export variables in the previous period.
The results showed that the best model for export, import and GRDP variables
was the VECM model.
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Keywords
Vector autoregressive, vector error correction models, export, import, gross regional domestic product