?url_ver=Z39.88-2004&rft_id=1617031133&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=PENDEKATAN+MODEL+VECTOR+AUTOREGRESSIVE+WITH+EXSOGENUS+VARIABLE+(VARX)+PADA+PERAMALAN+DATA+HARGA+SAHAM+SEKTOR+MINYAK+DAN+GAS+BUMI&rft.creator=HARMIWA+%2C+PRATIWI&rft.subject=500+ilmu+pengetahuan+alam+dan+matematika&rft.subject=510+Matematika&rft.description=Model+Vektor+Autoregresif+dengan+Variabel+Eksogen+(VARX)+adalah+model+statistik+yang+digunakan+untuk+menganalisis+data+deret+waktu+multivariat.+VARX+mengasumsikan+bahwa+variabel+dalam+model+terkait+melalui+hubungan+linier%2C+sehingga+nilai+variabel+saat+ini+adalah+fungsi+linier+dari+nilai+masa+lalunya+dan+variabel+yang+memengaruhinya+(eksogen).+Oleh+karena+itu%2C+model+VARX+dapat+digunakan+dalam+memprediksi+nilai+masa+depan.+Peramalan+pada+model+Vektor+Autoregresif+dengan+Variabel+Eksogen+(VARX)+melibatkan+pembentukan+nilai+prediksi+tentang+nilai+masa+depan+variabel+dalam+model+berdasarkan+nilai+masa+lalu+dan+nilai+variabel+eksogen+yang+ada.+Dalam+penelitian+ini%2C+model+VARX+diterapkan+pada+data+harga+saham+sektor+minyak+dan+gas+bumi.+Berdasarkan+hasil+analisis+dengan+bantuan+software+R+diperoleh+hasil+model+dengan+lag+optimum+(1%2C3)+dan+peramalan+dengan+tingkat+akurasi+yang+sangat+baik+pada+salah+satu+variabel+yang+teliti+dan+tingkat+akurasi+baik+untuk+variabel+lainnya.%0D%0AKata+kunci%3A+Model+Vektor+Autoregresif+dengan+Variabel+Eksogenus+(VARX)%2C+Lag%2C+Peramalan.%0D%0AThe+Autoregressive+Vector+Model+with+Exogenous+Variable+(VARX)+is+a+statistical+model+used+to+analyze+multivariate+time+series+data.+VARX+assumes+that+the+variables+in+the+model+are+related+through+a+linear+relationship%2C+so+that+the+value+of+a+current+variables+is+a+linear+function+of+its+past+value+and+the+variable+which+affect+it+(exogenous).+Therefore%2C+the+VARX+model+can+be+used+in+predicting+future+values.+Forecasting+in+an+Autoregressive+Vector+Model+with+Exogenous+Variables+(VARX)+involves+establishing+predictive+values+about+the+future+values+of+variables+in+the+model+based+on+past+values+and+existing+values+of+exogenous+variables.+In+this+study%2C+the+VARX+model+is+applied+to+stock+price+data+for+the+oil+and+gas+sector.+Based+on+the+analysis+with+R+software%2C+the+results+of+the+model+with+the+optimum+lag+(1.3)+and+forecasting+with+a+great+level+of+accuracy+for+one+of+the+precise+variables+and+a+good+level+of+accuracy+for+the+other+variables.%0D%0AKeywords%3A+Autoregressive+Vector+Model+with+Exogenous+Variables+(VARX)%2C+Lag%2C+Forecasting.&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2022-12-23&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F68368%2F1%2FABSTRAK%2520INDO-EN.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F68368%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F68368%2F3%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++HARMIWA+%2C+PRATIWI++(2022)+PENDEKATAN+MODEL+VECTOR+AUTOREGRESSIVE+WITH+EXSOGENUS+VARIABLE+(VARX)+PADA+PERAMALAN+DATA+HARGA+SAHAM+SEKTOR+MINYAK+DAN+GAS+BUMI.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F68368%2F