Development of generalized space time autoregressive integrated with ARCH error (GSTARI – ARCH) model based on consumer price index phenomenon at several cities in North Sumatera province | Zendy

Hot Bonar | Zendy; Budi Nurani Ruchjana | Zendy; Gumgum Darmawan | Zendy

Open Access

Development of generalized space time autoregressive integrated with ARCH error (GSTARI – ARCH) model based on consumer price index phenomenon at several cities in North Sumatera province

Author(s) -

Hot Bonar,

Budi Nurani Ruchjana,

Gumgum Darmawan

Publication year - 2017

Publication title -

aip conference proceedings

Language(s) - English

Resource type - Conference proceedings

eISSN - 1551-7616

pISSN - 0094-243X

DOI - 10.1063/1.4979425

Subject(s) - autoregressive model , arch , heteroscedasticity , autoregressive conditional heteroskedasticity , econometrics , time series , volatility (finance) , mathematics , inflation (cosmology) , statistics , star model , variance (accounting) , moving average model , consumer price index (south africa) , autoregressive integrated moving average , economics , monetary policy , geography , physics , accounting , archaeology , theoretical physics , monetary economics

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