PENERAPAN MODEL VAR DAN TV-VAR UNTUK MEMPREDIKSI EKSPOR, IMPOR, DAN IHK PROVINSI RIAU TAHUN 2010-2020
dc.contributor.author | Irfandi, Irfandi | |
dc.contributor.supervisor | Sirait, Haposan | |
dc.date.accessioned | 2022-11-15T08:39:23Z | |
dc.date.available | 2022-11-15T08:39:23Z | |
dc.date.issued | 2022-07 | |
dc.description.abstract | The economy of a country is a very important factor to achieve people's welfare. There are many influencing aspects including exports, imports, and CPI, which are time series data where the data produced is not always stationary. Therefore, the data will be analyzed using the VAR model which pays attention to the model data and tv-var without paying attention to the data. This study aims to compare the forecasting results of the VAR and TV-VAR models, then evaluate the forecasting results using Mean Absolute Percentage Error (MAPE). The data used in this study were sourced from the publications of the Central Statistics Agency for Riau Province in 2010-2020. The results show that the VAR and TV-VAR models are the best models for forecasting export data and CPI, while for import data the VAR model is the best model for forecasting data in the next period. | en_US |
dc.description.sponsorship | Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Riau | en_US |
dc.identifier.citation | Perpustakaan | en_US |
dc.identifier.other | Elfitra | |
dc.identifier.uri | https://repository.unri.ac.id/handle/123456789/10746 | |
dc.language.iso | en | en_US |
dc.publisher | Elfitra | en_US |
dc.subject | Export | en_US |
dc.subject | import | en_US |
dc.subject | CPI | en_US |
dc.subject | vector autoregressive | en_US |
dc.subject | time-varying vector auto regressive. | en_US |
dc.title | PENERAPAN MODEL VAR DAN TV-VAR UNTUK MEMPREDIKSI EKSPOR, IMPOR, DAN IHK PROVINSI RIAU TAHUN 2010-2020 | en_US |
dc.type | Article | en_US |