?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=APLIKASI+VECTOR+ERROR+CORRECTION+MODEL+WITH+EXOGENOUS%0D%0A%0D%0AVARIABLE+(VECMX)+PADA+DATA+TIME+SERIES&rft.creator=RIMA+NUGRAHIYA+PUTRI%2C+1517031028&rft.subject=QA+Mathematics&rft.description=Vector+Error+Correction+Model+(VECM)+is+a+model+that+explains+the+long-term%0D%0Abalance+relationship+as+well+as+short-term+variables+that+are+not+stationary+and%0D%0Ahave+a+cointegration+relationship+where+the+variables+involved+in+the+model+are%0D%0Aendogenous+variables.+Vector+Error+Correction+Model+(VECM)+began+to+be%0D%0Adeveloped+into+VECMX+where+the+stationary+exogenous+variable+was+included+as%0D%0Aan+additional+regression.+In+this+study%2C+the+industrialization+variable+and+foreign%0D%0Adirect+investment+(FDI)+are+exogenous+variables%2C+while+the+energy+use+variables%0D%0Aand+CO2+emissions+are+endogenous+variables.+This+study+aims+to+obtain+a+model%2C%0D%0Asee+the+causal+relationship+between+endogenous+variables+and+see+the+response+of%0D%0Aendogenous+variables+to+shock+given+exogenous+variables+from+the+VECMX%0D%0Amodel.+The+model+parameters+are+estimated+using+Maximum+Likelihood%0D%0AEstimation+(MLE)+and+the+results+show+that+VECMX+(2.0)+is+the+best+model.%0D%0AFrom+the+analysis+of+Granger+causality+it+is+known+that+the+causal+relationship+that%0D%0Ais+formed+namely+Industry%2C+FDI+and+Energy+Use+affects+CO2+emissions.+And+from%0D%0Athe+Impulse+Response+Function+(IRF)+analysis+shows+the+variable+energy+use%0D%0Aresponds+tend+to+be+stable+and+the+CO2+emission+variable+always+gives+a%0D%0Afluctuating+response.%0D%0AKeywords%3A+Cointegration%2C+Vector+Error+With+Exogenous+Variable+(VECMX)%2C+Impulse%0D%0AResponse+Function+(IRF)%2C+Granger+Causality.%0D%0AVector+Error+Correction+Model+(VECM)+adalah+model+yang+menjelaskan%0D%0Ahubungan+keseimbangan+jangka+panjang+sekaligus+jangka+pendek+variabel+yang%0D%0Atidak+stasioner+dan+mempunyai+hubungan+kointegrasi+dimana+variabel+yang%0D%0Aterlibat+didalam+model+adalah+variabel+endogen.+Vector+Error+Correction+Model%0D%0A(VECM)+mulai+dikembangkan+menjadi+VECMX+dimana+pada+model+tersebut%0D%0Adimasukkan+variabel+eksogen+yang+stasioner+sebagai+regresor+tambahan.+Pada%0D%0Apenelitian+ini+variabel+industrialisasi+dan+investasi+asing+(FDI)+adalah+sebagai%0D%0Avariabel+eksogen%2C+sedangkan+variabel+penggunaan+energi+dan+emisi+CO2+sebagai%0D%0Avariabel+endogen.+Penelitian+ini+bertujuan+untuk+mendapatkan+model%2C+melihat%0D%0Ahubungan+kausal+antar+variabel+endogen+serta+melihat+respon+variabel+endogen%0D%0Aterhadap+shock+yang+diberikan+variabel+eksogen+dari+model+VECMX.+Parameter%0D%0Amodel+diestimasi+menggunakan+Maksimum+Likelihood+Estimation+(MLE)+dan%0D%0Ahasil+menunjukkan+bahwa+VECMX(2%2C0)+adalah+model+terbaik.+Dari+analisis%0D%0Akausalitas+Granger+diketahui+bahwa+hubungan+kausal+yang+terbentuk+yaitu%0D%0AIndustri%2C+FDI+dan+Penggunaan+Energi+mempengaruhi+emisi+CO2.+Serta+dari%0D%0Aanalisis+Impulse+Response+Function+(IRF)+memperlihatkan+variabel+penggunaan%0D%0Aenergi+merespon+cenderung+stabil+dan+variabel+emisi+CO2+selalu+memberi+respon%0D%0Ayang+fluktuatif.%0D%0AKata+kunci%3A+Kointegrasi%2C+Vector+Error+With+Exogenous+Variable+(VECMX)%2C+Impulse%0D%0AResponse+Function+(IRF)%2C+Kausalitas+Granger.&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2019&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54850%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54850%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54850%2F3%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++RIMA+NUGRAHIYA+PUTRI%2C+1517031028++(2019)+APLIKASI+VECTOR+ERROR+CORRECTION+MODEL+WITH+EXOGENOUS+VARIABLE+(VECMX)+PADA+DATA+TIME+SERIES.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F54850%2F