<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES"^^ . "Model Markov Switching Autoregressive (MSAR) adalah suatu model yang\r\nmenganalisis perubahan kondisi fluktuasi pada data time series. Data time series\r\nyang digunakan pada penelitian ini adalah kurs dollar AS terhadap rupiah pada\r\ntanggal 15 Mei 2016 sampai 20 Februari 2017. Data kurs mempunyai pergerakan\r\nperubahan kondisi fluktuasi yakni apresiasi dan depresiasi. Kondisi apresiasi dan\r\ndepresiasi dianggap suatu variabel yang tidak teramati yang disebut dengan state.\r\nPada penelitian ini estimasi parameter dilakukan dengan metode Maximum\r\nLikelihood Estimation (MLE). Namun, pada model MSAR terdapat variabel state\r\ndan nilai peluang ( ) yang tidak dapat diketahui nilainya dengan metode MLE\r\nsehingga dilakukan proses filtering dan smoothing terlebih dahulu untuk mencari\r\nnilai peluang tersebut. Model MSAR terbaik yang diperoleh adalah MS(2)AR(2)\r\ndengan peluang perpindahan state disajikan dalam matriks transisi. Dalam model\r\nMSAR dihitung rata-rata durasi lama state apresiasi bertahan sebesar 15 hari dan\r\nrata-rata durasi state depresiasi bertahan sebesar 22 hari.\r\nKata kunci : MSAR, fluktuasi, filtering, smoothing, peluang\r\n\r\nabstarct\r\n\r\nMarkov Switching Autoregressive (MSAR) model is used to analyzes changes of\r\nfluctuation conditions in time series data. The time series data used in this study\r\nare the US dollar exchange rate with respect to rupiah from May 15, 2016 to\r\nFebruary 20, 2017. The exchange rate values are fluctuative toward appreciation\r\nand depreciation. The condition of appreciation and depreciation is an unobserved\r\nvariable which called state. In this research the method of estimation is Maximum\r\nLikelihood Estimation (MLE). However, in the MSAR model there are state\r\nvariables and transition probability ( ) is not known and estimated by filtering\r\nand smoothing. The best MSAR model is MS(2)AR(2) with the chance of state\r\ndisplacement presented in the transition matrix. In the MSAR model it was\r\ncalculated the expected duration of the state of appreciation is 15 days and the\r\nexpected duration of the depreciation state is 22 days.\r\nKeywords: MSAR, fluctuations, filtering, smoothing, probability"^^ . "2017-12-04" . . . . . "FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM"^^ . . . . . . . "1317031012"^^ . "AULIANDA PRASYANTI "^^ . "1317031012 AULIANDA PRASYANTI "^^ . . . . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (File PDF)"^^ . . . "ABSTRAK.pdf"^^ . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (File PDF)"^^ . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (File PDF)"^^ . . . "SKRIPSI TANPA BAB PEMBAHASAN.pdf"^^ . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "small.jpg"^^ . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR)\r\nPADA DATA TIME SERIES (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #29692 \n\nPEMODELAN MARKOV SWITCHING AUTOREGRESSIVE (MSAR) \nPADA DATA TIME SERIES\n\n" . "text/html" . . . "QA Mathematics"@en . .