?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=+%0D%0AKEMAMPUAN+FAKTOR+DINAMIS+DAN+BAYESIAN+VAR+(BVAR)%0D%0APADA+PEMODELAN+MULTIVARIATE+TIME-SERIES+%0D%0AUNTUK+DATA+MAKROEKONOMI%0D%0A+&rft.creator=YEFTANUS+ANTONIO%2C++1217031072&rft.subject=Q+Science+(General)&rft.subject=QA+Mathematics&rft.description=ABSTRACT%0D%0A%0D%0AVector+Autoregressive+(VAR)+has+become+popular+in+recent+year+by+it%E2%80%99s+ability%0D%0Aand+flexibilty+for+macroeconomic+modelling.+The+main+problem+in+VAR+modeling%0D%0Aappears+if+many+variables+are+used+to+model.+A+VAR()+model+with++variables+%0D%0Ahave++%2B+%0D%0A%0D%0A+parameters+to+be+estimate.+On+Statistical+ground%2C+it+causes%0D%0Aoverparameterization+and+overfitting.+To+handle+it%2C+there+are+two+models+with%0D%0Adifferent+approach.+Dynamic+Factor+Model+(DFM)+is+reducing+the+dimensions+of%0D%0Adata+without+losing+its+dynamism+and+Bayesian+VAR+(BVAR)+is+getting+a+priori%0D%0Ainformation+about+parameters+by+Bayesian+Inference.+This+study+will+show%0D%0Aperformance+DFM+and+BVAR+model+for+modelling+Indonesia%E2%80%99s+Macroeconomic%0D%0Aindicator+based+on+forecast+accuracy.+Comparison+of+both+models+are+considered%0D%0Ain+three+different+estimation+methods+and+prior+distribution.+The+result+is+Bayesian%0D%0AVAR+with+Minnesota+prior+give+the+best+performance+according+to+mean+error%0D%0A(ME)%2C+root+mean+square+error+(RMSE)+and+mean+square+error+(MSE).%0D%0A+%0D%0A+%0D%0AKeywords+%3A+VAR%2C+DFM%2C+Bayesian+VAR%2C+Bayesian+Inference%2C+Forecasting+%0D%0A+%0D%0A+ABSTRAK%0D%0A%0D%0A%0D%0AVector+Autoregressive+(VAR)+menjadi+populer+beberapa+tahun+belakangan+karena%0D%0Akamampuan+dan+fleksibelitasnya+untuk+pemodelan+makroekonomi.+Masalah%0D%0Autama+dalam+pemodelan+VAR+muncul+jika+banyak+variabel+yang+digunakan+ke+%0D%0Amodel.+Suatu+model+VAR()+dengan++variabel+memiliki++%2B+%0D%0A+parameter.%0D%0APada+bidang+statistika%2C+hal+tesebut+menyebabkan+overparameterization+dan%0D%0Aoverfitting.+Untuk+mengatasinya%2C+ada+dua+model+dengan+pendekatan+berbeda.%0D%0AModel+Faktor+Dinamis+(FD)+mereduksi+dimensi+data+tanpa+kehilangan%0D%0Akedinamisannya+dan+Model+Bayesian+VAR+(BVAR)+memperoleh+informasi+apriori%0D%0Atentang+parameter+berdasarkan+Teorema+Bayes+dan+Bayesian+Inference.+Penelitian%0D%0Aini+akan+menampilkan+kemampuan+FD+dan+BVAR+untuk+pemodelan+makro%0D%0Aekonomi+Indonesia+berdasarkan+keakuratan+peramalannya.+Perbandingan+dari%0D%0Akedua+model+tersebut+mempertimbangkan+tiga+metode+pendugaan+dan+tiga%0D%0Adistribusi+prior+yang+berbeda.+Hasilnya+model+Bayesian+VAR+memberikan+hasil%0D%0Aperamalan+yang+akurat+berdasarkan+mean+error+(ME)%2C+root+mean+square+error%0D%0A(RMSE)+dan+mean+square+error+(MSE).%0D%0A%0D%0A+%0D%0AKeywords+%3A+VAR%2C+DFM%2C+Bayesian+VAR%2C+Bayesian+Inference%2C+Forecasting+%0D%0A%0D%0A+%0D%0A%0D%0A%0D%0A&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM+&rft.date=2017-07-28&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F27819%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F27819%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F27819%2F3%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++YEFTANUS+ANTONIO%2C+1217031072++(2017)++KEMAMPUAN+FAKTOR+DINAMIS+DAN+BAYESIAN+VAR+(BVAR)+PADA+PEMODELAN+MULTIVARIATE+TIME-SERIES+UNTUK+DATA+MAKROEKONOMI.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM+%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F27819%2F