Analysis of Some Energy and Economics Variables by Using VECMX Model in Indonesia

Analysis of Some Energy and Economics Variables by Using VECMX Model in Indonesia

Time series modeling analysis is one of the methods to forecast based on past data and conditions. The analytical tool that is commonly used to forecast multivariate time series data is the Vector Autoregressive (VAR) model. However, when the variables have cointegration and stationary at the first...

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Bibliographic Details
Main Authors: Mustofa Usman, Luvita Loves, Edwin Russel, Muslim Ansori, Warsono Warsono, Widiarti Widiarti, Wamiliana Wamiliana
Format: Article
Language:English
Published: EconJournals 2022-03-01
Series:International Journal of Energy Economics and Policy
Subjects:
VAR model
VECMX
time series
Granger causality
Impulse response function
Online Access:https://econjournals.com/index.php/ijeep/article/view/11897

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