Peramalan nilai ukar rupiah: pendekatan arima.  

Oleh:

Kusmurtanto, Eko

Jenis: Article from Journal - ilmiah nasional
Dalam koleksi: Jurnal Ekubank: Ekonomi Keuangan Dan Perbankan no. 01 (Mar. 2007), page 33.
Topik: Nilai Tukar; ARIMA; Stasioneritas; Ordo; Tramo/Seats

Ketersediaan

Perpustakaan PKPM Nomor Panggil: J122 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

Thsi paper apply ARIMA (Autoregressive Integrated Moving Average) model to forecast the Indonesia's exchange rates over the period of 2000-2006. Any technique to define the ordo for the estimation, are tramo/seats, correlation of correlogram, and trial and error. Accuracy verify the result of estimation on ARIMA (2,1,1). forecasting is undertaken in the case of the exchange rates between ruiah and US dollar.

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