Pemodelan Time Series Multivariat secara Automatis
This research aims at establishing model of multivariate time series by means of econometric instruments. Four instruments in use are vector auto regressive (VAR), structural vector auto regressive (SVAR), vector error correction model (VECM), and structural vector error correction (SVEC). VAR and V...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Petra Christian University
2011-01-01
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| Series: | Jurnal Teknik Industri |
| Subjects: | |
| Online Access: | http://puslit2.petra.ac.id/ejournal/index.php/ind/article/view/18150 |