Analisis Critical Root Value pada Data Nonstasioner
A stationery process can be done t-test, on the contrary at non stationery process t-test cannot be done again because critical value of this process isn’t t-distribution. At this research, we will do simulation of time series AR(1) data in four non stationery models and doing unit root test to know...
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| Format: | Article |
| Language: | English |
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Mathematics Department UIN Maulana Malik Ibrahim Malang
2011-11-01
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| Series: | Cauchy: Jurnal Matematika Murni dan Aplikasi |
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| Online Access: | https://ejournal.uin-malang.ac.id/index.php/Math/article/view/1794 |