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.
|
Text
ABSTRACT.pdf Download (5Kb) | Preview |
|
|
Text
COVER DALAM.pdf Download (29Kb) | Preview |
|
|
Text
PERSETUJUAN.pdf Download (141Kb) | Preview |
|
|
Text
PENGESAHAN.pdf Download (146Kb) | Preview |
|
|
Text
PERNYATAAN.pdf Download (94Kb) | Preview |
|
|
Text
RIWAYAT HIDUP.pdf Download (7Kb) | Preview |
|
|
Text
PERSEMBAHAN.pdf Download (16Kb) | Preview |
|
|
Text
MOTO.pdf Download (46Kb) | Preview |
|
|
Text
SANWACANA.pdf Download (41Kb) | Preview |
|
|
Text
DAFTAR ISI.pdf Download (91Kb) | Preview |
|
|
Text
DAFTAR TABEL.pdf Download (142Kb) | Preview |
|
|
Text
DAFTAR GAMBAR.pdf Download (44Kb) | Preview |
|
|
Text
BAB I.pdf Download (48Kb) | Preview |
|
|
Text
BAB II.pdf Download (335Kb) | Preview |
|
|
Text
BAB III.pdf Download (172Kb) | Preview |
|
Text
BAB IV.pdf Restricted to Registered users only Download (363Kb) |
||
|
Text
BAB V.pdf Download (115Kb) | Preview |
|
|
Text
DAFTAR PUSTAKA.pdf Download (84Kb) | Preview |
Abstrak
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).
Tipe Karya Ilmiah: | Skripsi |
---|---|
Subyek: | > QA Mathematics |
Program Studi: | Fakultas MIPA > Prodi Matematika |
Depositing User: | 6984564 . Digilib |
Date Deposited: | 13 Nov 2015 07:21 |
Last Modified: | 13 Nov 2015 07:21 |
URI: | http://digilib.unila.ac.id/id/eprint/14562 |
Actions (login required)
View Item |