?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=ANALISIS+DATA+DERET+WAKTU+YANG+SALING+BERKOINTEGRASI%0D%0A%0D%0ADENGAN+MENGGUNAKAN+MODEL+ECM%0D%0A(ERROR+CORRECTION+MODEL)&rft.creator=HILDA+MAHARANI%2C+1417031055&rft.subject=QA+Mathematics&rft.description=Analisis+data+deret+waktu+sering+digunakan+dalam+bidang+ekonomi+dan+bisnis%0D%0Auntuk+meramalkan+nilai+suatu+variabel+di+masa+yang+akan+datang.+Jika+suatu+data%0D%0Aderet+waktu+tidak+stasioner%2C+maka+peramalan+akan+sulit+untuk+dilakukan.+Selain%0D%0Aitu%2C+akan+muncul+masalah+regresi+palsu+(spurious+regression).+Namun%2C+jika+galat%0D%0Ayang+dihasilkan+oleh+regresi+ini+bersifat+stasioner%2C+maka+data+tersebut+dikatakan%0D%0Aberkointegrasi.+Tujuan+dari+penelitian+ini+yaitu+menerapkan+model+ECM+(Error%0D%0ACorrection+Model)+pada+data+deret+waktu+yang+saling+berkointegrasi.%0D%0AData+yang+digunakan+dalam+penelitian+ini+adalah+data+makroekonomi%0D%0AUS+1970-1991+yang+terdiri+dari+2+variabel%2C+yaitu+Product+Domestic%0D%0AIncome+(PDI)+dan+Personal+Consumption+Expenditures+(PCE).+Hasil+uji+stasioner%0D%0Amenunjukkan+bahwa+kedua+variabel+tidak+stasioner%2C+namun+galat+yang+dihasilkan%0D%0Aoleh+regresi+antara+kedua+variabel+tersebut+bersifat+stasioner.+Sehingga%2C+PDI+dan%0D%0APCE+dikatakan+saling+berkointegrasi.+Artinya%2C+terdapat+keseimbangan+jangka%0D%0Apanjang+antara+kedua+variabel+waktu+tersebut.+Dari+pendugaan+model+ECM%2C+dapat%0D%0Adisimpulkan+bahwa+terdapat+keseimbangan+jangka+pendek+antara+kedua+variabel%0D%0Adengan+model+ECM+sebagai+berikut%3A%0D%0A%E2%88%86PCE+%3D+11%2C6918+%2B+0%2C2906+%E2%88%86PDI+%E2%88%92+0%2C0867%CE%B5+.+hasil+pengujian+terhadap+galat+model+dapat+disimpulkan+bahwa+galat+bersifat+white%0D%0Anoise.+Hal+tersebut+ditunjukkan+dengan+galat+yang+berdistribusi+normal%2C+tidak%0D%0Aterdapat+autokorelasi%2C+dan+tidak+terdapat+gejala+heteroskedastisitas.%0D%0A%0D%0AKata+kunci%3A+Deret+waktu%2C+Kointegrasi%2C+ECM%2C+White+noise%0D%0ATime+series+data+analysis+is+often+used+in+the+economic+and+business+field+in+order%0D%0Ato+predict+the+value+of+the+future+data+acquisition.+If+time+series+data+is+not%0D%0Astationary%2C+then+forecasting+will+be+difficult.+Otherwise%2C+spurious+regression%0D%0Aproblem+will+arise.+However%2C+if+the+error+produced+by+this+regression+is+stationary%2C%0D%0Athen+the+data+is+called+to+be+cointegrated.+The+purpose+of+this+study+is+to+apply+the%0D%0AECM+(Error+Correction+Model)+on+time+series+data+that+co-integrate+with+each%0D%0Aother.%0D%0AThe+data+used+in+this+study+are+US+1970-1991+macroeconomic+data%0D%0Awhich+consist+of+2+variables%2C+namely+Product+Domestic+Income+(PDI)%0D%0Aand+Personal+Consumption+Expenditures+(PCE).+The+result+of+stationary+test%0D%0Ashowed+that+the+two+variables+were+not+stationary%2C+but+the+resulting+error+from+the%0D%0Aregression+of+the+two+variables+was+stationary.+Then+PDI+and+PCE+is+said+to+be%0D%0Acointegrated.+That+is%2C+there+is+a+long-term+balance+between+the+two+time+variables.%0D%0A%0D%0AFrom+the+estimation+of+the+ECM+model%2C+it+can+be+concluded+that+there+is+a+short-%0D%0Aterm+balance+between+the+two+time+variables+with+the+ECM+model+as+follows%3A%0D%0A%0D%0A%E2%88%86PCE+%3D+11%2C6918+%2B+0%2C2906+%E2%88%86PDI+%E2%88%92+0%2C0867%CE%B5%0D%0A%0D%0Afrom+this+model%2C+it+can+be+concluded+that+the+error+is+white+noise.+This+is+indicated%0D%0Aby+errors+that+are+normally+distributed%2C+nonautocorrelated%2Cand+nonheteroscedastic.%0D%0A%0D%0AKeywords%3A+Time+series%2C+Cointegration%2C+ECM%2C+White+noise.&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%2F54986%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54986%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54986%2F3%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++HILDA+MAHARANI%2C+1417031055++(2019)+ANALISIS+DATA+DERET+WAKTU+YANG+SALING+BERKOINTEGRASI+DENGAN+MENGGUNAKAN+MODEL+ECM+(ERROR+CORRECTION+MODEL).++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F54986%2F