%0 Generic
%A CHARISSA SUDARISMAN , 1117031008
%C UNIVERSITAS LAMPUNG
%D 2015
%F eprints:16493
%I FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM
%T TRANSFER FUNCTION MODEL USING CROSS CORRELATION AND  FORECASTING OF VOLUME AND VALUE OF IMPORT IN  LAMPUNG PROVINCE
%U http://digilib.unila.ac.id/16493/
%X ABSTRACT  The purpose of this research is to determine the best transfer function model for  forecasting of volume and value of import in Lampung Province. Transfer  function model has assumption that the series data are stasionary and does not has  feedback on cross correlation. To find the best transfer function model, first we  check the stasionary data and white noise on the volume of import. Then the  model parameters are estimated by cross correlation. And than we check  autocorrelation residuals and cross correlation residuals to find diagnostic model.  The best model is transfer function with numerator at lags 1 (s = 1) and noise  model to follow moving average process orde 3 (MA(3)).  Key Words : time series, forecasting, transfer function model, cross correlation,  prewhitening.