Open AccessANALISIS KOINTEGRASI JUMLAH WISATAWAN, INFLASI, DAN NILAI TUKAR TERHADAP PRODUK DOMESTIK REGIONAL BRUTO (PDRB) PROVINSI BALI
Author(s) -
Made Aristiawan Jiwa Atmaja,
I Putu Eka Nila Kencana,
G.K. Gandhiadi
Publication year - 2015
Publication title -
e-jurnal matematika
Language(s) - English
Resource type - Journals
ISSN - 2303-1751
DOI - 10.24843/mtk.2015.v04.i03.p093
Subject(s) - cointegration , exchange rate , economics , inflation (cosmology) , augmented dickey–fuller test , inflation rate , notice , tourism , econometrics , physics , monetary economics , interest rate , geography , archaeology , theoretical physics , political science , law
This paper aimed to determine long-run equilibrium the tourist arrivals, inflation, exchange rate and gross domestic regional product (GDRP) of Bali Province used Johansen’s cointegration test. First examined whether each stationary variables using augmented dickey fuller (ADF) test. ADF test showed GDRP of Bali, tourist arrivals, and exchange rate are not stationary, so it is assumed stationary in first lag or I(1). While inflation is stationary in level or I(0). Johansen’s cointegration test showed the tourist arrivals, inflation, exchange rate and GDRP of Bali are not cointegrated. Notice that there is no long-run equilibrium, it can not be concluded for structural equation models.