Open AccessIdentifikasi Model Generalized Space-time Autoregressive (GSTAR) untuk Nilai Inflasi di Pulau Sulawesi
Author(s) -
Nur'Eni,
D Lusiyanti,
I Putu Eka Giri Gunawan
Publication year - 2021
Publication title -
jurnal ilmiah matematika dan terapan/jurnal ilmiah matematika dan terapan
Language(s) - English
Resource type - Journals
eISSN - 2540-766X
pISSN - 1829-8133
DOI - 10.22487/2540766x.2021.v18.i1.15522
Subject(s) - autoregressive model , inflation (cosmology) , ordinary least squares , mathematics , value (mathematics) , statistics , autoregressive integrated moving average , econometrics , time series , physics , theoretical physics
This study aims to identify a forecast model for the value of inflation at seven locations on the island of Sulawesi, namely Palu, Makassar, Gorontalo, Kendari, Manado, Mamuju and Palopo. Estimation of the parameters of the GSTAR model is carried out using the Ordinary Least Square (OLS) method with uniform location weights. The analysis results show that the GSTAR model (1,1) can be used to predict the value of inflation in Sulawesi Island.