creators_name: CHARISSA SUDARISMAN , 1117031008
creators_id: Charissa437@gmail.com
type: other
datestamp: 2015-12-31 04:36:51
lastmod: 2015-12-31 04:36:51
metadata_visibility: show
title: TRANSFER FUNCTION MODEL USING CROSS CORRELATION AND
FORECASTING OF VOLUME AND VALUE OF IMPORT IN
LAMPUNG PROVINCE
ispublished: pub
subjects: QA
full_text_status: restricted
abstract: 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.
date: 2015-12-11
publisher: FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM
place_of_pub: UNIVERSITAS LAMPUNG
citation:   CHARISSA SUDARISMAN , 1117031008  (2015) TRANSFER FUNCTION MODEL USING CROSS CORRELATION AND FORECASTING OF VOLUME AND VALUE OF IMPORT IN LAMPUNG PROVINCE.  FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM, UNIVERSITAS LAMPUNG.     
document_url: http://digilib.unila.ac.id/16493/1/1.%20COVER%20LUAR.pdf
document_url: http://digilib.unila.ac.id/16493/2/2.%20ABSTRACT.pdf
document_url: http://digilib.unila.ac.id/16493/3/3.%20COVER%20DALAM.pdf
document_url: http://digilib.unila.ac.id/16493/4/7.%20RIWAYAT%20HIDUP.pdf
document_url: http://digilib.unila.ac.id/16493/5/8.%20PERSEMBAHAN.pdf
document_url: http://digilib.unila.ac.id/16493/6/9.%20MOTO.pdf
document_url: http://digilib.unila.ac.id/16493/7/10.%20SANWACANA.pdf
document_url: http://digilib.unila.ac.id/16493/8/11.%20DAFTAR%20ISI.pdf
document_url: http://digilib.unila.ac.id/16493/9/12.%20DAFTAR%20TABEL.pdf
document_url: http://digilib.unila.ac.id/16493/10/13.%20DAFTAR%20GAMBAR.pdf
document_url: http://digilib.unila.ac.id/16493/11/LEMBAR%20PENGESAHAN.pdf
document_url: http://digilib.unila.ac.id/16493/12/LEMBAR%20PERNYATAAN.pdf
document_url: http://digilib.unila.ac.id/16493/13/LEMBAR%20PERSETUJUAN.pdf
document_url: http://digilib.unila.ac.id/16493/14/14.%20BAB%20I.pdf
document_url: http://digilib.unila.ac.id/16493/18/15.%20BAB%20II.pdf
document_url: http://digilib.unila.ac.id/16493/15/16.%20BAB%20III.pdf
document_url: http://digilib.unila.ac.id/16493/19/17.%20BAB%20IV.pdf
document_url: http://digilib.unila.ac.id/16493/16/18.%20BAB%20V.pdf
document_url: http://digilib.unila.ac.id/16493/17/19.%20DAFTAR%20PUSTAKA.pdf