?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=PEMODELAN+VECTOR+AUTOREGRESSIVE+(VAR6)+PADA+DATA+INDEKS+HARGA+KONSUMEN++++&rft.creator=ANES+RATNA+%2C+FURI&rft.subject=500+ilmu+pengetahuan+alam+dan+matematika&rft.subject=510+Matematika&rft.description=Model++Vector++Autoregressive++(VAR)++merupakan++gabungan++dari++beberapa++model+Autoregressive++(AR)%2C++yaitu++suatu++sistem++persamaan++yang++memperlihatkan++setiap+variabel+sebagai+fungsi+linear+dari+konstanta+dan+nilai+lag+dari+variabel+itu+sendiri+serta++nilai++lag++dari++variabel++yang++ada++dalam++sistem.++Dengan++menggunakan++data+Indeks++Harga++Konsumen++(IHK)++kota++Sibolga%2C++Pematang++Siantar%2C++dan++Medan++dari+bulan++Januari++2009++hingga++bulan++Desember++2022.++Model++yang++didapatkan++yaitu+model+(VAR6).+Impulse+Response+Function+(IRF)+menunjukkan+bahwa+jika+terjadi+shock++sebesar++satu++standar++deviasi++di++suatu++variabel%2C++maka++variabel++lain++akan+menunjukkan++efek++dari++shock++tersebut.++Kausalitas++Granger++akan++menunjukkan+hubungan+satu+atau+dua+arah+yang+terjadi+pada+variabel+yang+diamati.+Tujuan+dari+penelitian+ini+adalah+mencari+model+VAR+pada+data+Indeks+Harga+Konsumen+dari+ketiga+lokasi.%0D%0AKata+kunci+%3A+VAR%2C+Impulse+Response+Function%2C+Kausalitas+Granger++%0D%0A%0D%0AThe++Vector++Autoregressive++(VAR)++model++is++a++combination++of++several+Autoregressive++(AR)++models%2C++which++is++a++system++of++equations++that++shows++each+variable++as++a++linear++function++of++the++constants++and++the++lag++values++of++the++variables+themselves++and++the++lag++values++of++the++variables++in++the++system.++Using++data++of+Consumer++Price++Index++(CPI)++in++cities++in++Indonesia%2C++which++are++Sibolga%2C++Pematang+Siantar%2C+and+Medan+from+January+2009+to+December+2022.+The+model+obtained+is+the+model+(VAR6)+++Impulse++Response++Function++(IRF)++shows++that++if++there++is++a+shock++of++one++standard++deviation++in++a++variable%2C++then++other++variables++will++show++the+effect+of+the+shock.+Granger+causality+will+show+one+or+two+way+relationship+that+occurs++in++the++observed++variables.++The++purpose++of++this++study++is++to++find++a++VAR+model+on+the+Consumer+Price+Index+data+from+the+three+locations.%0D%0AKeywords+%3A+VAR%2C+Impulse+Response+Function%2C+Granger+Causality++&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2023-05-19&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F72369%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F72369%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F72369%2F3%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++ANES+RATNA+%2C+FURI++(2023)+PEMODELAN+VECTOR+AUTOREGRESSIVE+(VAR6)+PADA+DATA+INDEKS+HARGA+KONSUMEN.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F72369%2F