creators_name: BUDI PRAYOGO, 1317031016
creators_id: budiprayoga26@gmail.com
type: other
datestamp: 2017-04-11 04:54:02
lastmod: 2017-04-11 04:54:02
metadata_visibility: show
title: ANALISIS ERROR CORECTION MODEL (ECM)
DOMOWITZ EL-BADAWI PADA DATA DERET WAKTU
ispublished: pub
subjects: QA
full_text_status: restricted
abstract: ABSTRAK

Banyak pemodelan ekonometrika berhubungan dengan data deret waktu. Data deret
waktu yang digunakan dalam bidang ekonometrika seringkali tidak stasioner. Data deret
waktu yang tidak stasioner dan koefesien determinasi tinggi serta statistik Durbin-Watson
rendah adalah regresi lancung. Terdapat metode yang dinamakan Error Correction Model

Kata kunci : Ekonometrika, Error Correction Model, Domowitz El-Badawi.

ABSTRACT

There are many modeling econometrics  that has correlation with time series. Time series
was used in econometrics field often is not stasioner. Time series which not stasioner and
high determination coefficient and Durbin Watson statistic is low, it means that spurious
regression. There is method which named by Error Correction Model 
Keywords : Econometrics, Error Correction Model, Domowitz El-Badawi.
date: 2017-03-21
date_type: published
publisher: Fakultas Matematika dan Ilmu Pengetahuan Alam
place_of_pub: Universitas Lampung
citation:   BUDI PRAYOGO, 1317031016  (2017) ANALISIS ERROR CORECTION MODEL (ECM) DOMOWITZ EL-BADAWI PADA DATA DERET WAKTU.  Fakultas Matematika dan Ilmu Pengetahuan Alam, Universitas Lampung.     
document_url: http://digilib.unila.ac.id/26203/1/ABSTRAK%20%28ABSTRACT%29.pdf
document_url: http://digilib.unila.ac.id/26203/2/SKRIPSI%20FULL.pdf
document_url: http://digilib.unila.ac.id/26203/3/SKRIPSI%20TANPA%20BAB%20PEMBAHASAN.pdf