Analysis Multivariate Time Series Using State Space Model for Forecasting Inflation in Some Sectors of Economy in Indonesia
Many analytical methods can be utilized for multivariate time series modeling. One of the analytical models for modeling time series data with multiple variables is the State Space Model. The data to be analyzed in this study is inflation data from expenditure groups such as processed foods, beverag...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Magister Program of Material Sciences, Graduate School of Universitas Sriwijaya
2023-01-01
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| Series: | Science and Technology Indonesia |
| Subjects: | |
| Online Access: | https://sciencetechindonesia.com/index.php/jsti/article/view/640/297 |