Dhia Fadhilah Fatin, 1117031013 (2015) Model VECM dan Analisis Impulse Response Function pada Data Indeks Nilai Tukar Petani di Indonesia. Fakultas Matematika dan Ilmu Pengetahuan Alam, Universitas Lampung.
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Abstrak (Berisi Bastraknya saja, Judul dan Nama Tidak Boleh di Masukan)
VECM Model and Analysis of Impulse Response Function The Farmer Terms of Trade in Indonesia In this study VECM model was used to understand the relationship of Farmer Terms of Trade in Indonesia (NTP), Prices Received by Farmers Indices (It), and Prices Paid by Farmers Indices (Ib) as will as the behavior of NTP variable when shock happens at It and Ib. the model parameters are estimated by Maximum Likelihood Estimation (MLE). The result show that VECM order two model can explain more than other models. The response of farmer terms of trade to the shock of exchange prices received and paid by farmers is fluctuated and lasts permanently. Key words : time series, Vector Error Correction Model (VECM), cointegration, Impulse Response Function (IRF).
| Jenis Karya Akhir: | Skripsi |
|---|---|
| Subyek: | > QA Mathematics |
| Program Studi: | FAKULTAS MIPA > Prodi Matematika |
| Pengguna Deposit: | 6984564 . Digilib |
| Date Deposited: | 13 Nov 2015 07:21 |
| Terakhir diubah: | 13 Nov 2015 07:21 |
| URI: | http://digilib.unila.ac.id/id/eprint/14562 |
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