MENGATASI MASALAH HETEROSKEDASTISITAS DENGAN MENGASUMSIKAN VARIANS VARIABEL GANGGUANNYA PROPORSIONAL DENGAN X_i^2 DAN [E(Y_i)]^2
The volatilities of time series data often experience heteroscedastic problems. Heteroscedasticity is a nuisance variable in the regression equation having a variance that is not constant. Therefore, methods to analyze the problem of heteroscedasticity are needed. This study aims to demonstrate how...
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| Format: | Article |
| Language: | English |
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Universitas Udayana
2014-01-01
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| Series: | E-Jurnal Matematika |
| Subjects: | |
| Online Access: | https://ojs.unud.ac.id/index.php/mtk/article/view/9603 |
| _version_ | 1819200376888360960 |
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| author | MADE ADI GUNAWAN LUH PUTU IDA HARINI MADE ASIH |
| author_facet | MADE ADI GUNAWAN LUH PUTU IDA HARINI MADE ASIH |
| author_sort | MADE ADI GUNAWAN |
| collection | DOAJ |
| description | The volatilities of time series data often experience heteroscedastic problems. Heteroscedasticity is a nuisance variable in the regression equation having a variance that is not constant. Therefore, methods to analyze the problem of heteroscedasticity are needed. This study aims to demonstrate how to eliminate the problem of heteroscedasticity. The method used is, GoldFeld-Quandt. As for eliminating the problem of heteroscedasticity by assuming the variance of interference variables proportional to E(Yi)2 |
| first_indexed | 2024-12-23T03:31:15Z |
| format | Article |
| id | doaj.art-ec169af15b7c46bf8cd65ccb9946aa02 |
| institution | Directory Open Access Journal |
| issn | 2303-1751 |
| language | English |
| last_indexed | 2024-12-23T03:31:15Z |
| publishDate | 2014-01-01 |
| publisher | Universitas Udayana |
| record_format | Article |
| series | E-Jurnal Matematika |
| spelling | doaj.art-ec169af15b7c46bf8cd65ccb9946aa022022-12-21T18:01:41ZengUniversitas UdayanaE-Jurnal Matematika2303-17512014-01-0131333710.24843/MTK.2014.v03.i01.p0639603MENGATASI MASALAH HETEROSKEDASTISITAS DENGAN MENGASUMSIKAN VARIANS VARIABEL GANGGUANNYA PROPORSIONAL DENGAN X_i^2 DAN [E(Y_i)]^2MADE ADI GUNAWAN0LUH PUTU IDA HARINI1MADE ASIH2Faculty of Mathematics and Natural Sciences, Udayana UniversityFaculty of Mathematics and Natural Sciences, Udayana UniversityFaculty of Mathematics and Natural Sciences, Udayana UniversityThe volatilities of time series data often experience heteroscedastic problems. Heteroscedasticity is a nuisance variable in the regression equation having a variance that is not constant. Therefore, methods to analyze the problem of heteroscedasticity are needed. This study aims to demonstrate how to eliminate the problem of heteroscedasticity. The method used is, GoldFeld-Quandt. As for eliminating the problem of heteroscedasticity by assuming the variance of interference variables proportional to E(Yi)2https://ojs.unud.ac.id/index.php/mtk/article/view/9603Arbitrage Pricing TheoryGranger causality testoptimal lag testPortmanteau teststationary testVector Autoregression |
| spellingShingle | MADE ADI GUNAWAN LUH PUTU IDA HARINI MADE ASIH MENGATASI MASALAH HETEROSKEDASTISITAS DENGAN MENGASUMSIKAN VARIANS VARIABEL GANGGUANNYA PROPORSIONAL DENGAN X_i^2 DAN [E(Y_i)]^2 E-Jurnal Matematika Arbitrage Pricing Theory Granger causality test optimal lag test Portmanteau test stationary test Vector Autoregression |
| title | MENGATASI MASALAH HETEROSKEDASTISITAS DENGAN MENGASUMSIKAN VARIANS VARIABEL GANGGUANNYA PROPORSIONAL DENGAN X_i^2 DAN [E(Y_i)]^2 |
| title_full | MENGATASI MASALAH HETEROSKEDASTISITAS DENGAN MENGASUMSIKAN VARIANS VARIABEL GANGGUANNYA PROPORSIONAL DENGAN X_i^2 DAN [E(Y_i)]^2 |
| title_fullStr | MENGATASI MASALAH HETEROSKEDASTISITAS DENGAN MENGASUMSIKAN VARIANS VARIABEL GANGGUANNYA PROPORSIONAL DENGAN X_i^2 DAN [E(Y_i)]^2 |
| title_full_unstemmed | MENGATASI MASALAH HETEROSKEDASTISITAS DENGAN MENGASUMSIKAN VARIANS VARIABEL GANGGUANNYA PROPORSIONAL DENGAN X_i^2 DAN [E(Y_i)]^2 |
| title_short | MENGATASI MASALAH HETEROSKEDASTISITAS DENGAN MENGASUMSIKAN VARIANS VARIABEL GANGGUANNYA PROPORSIONAL DENGAN X_i^2 DAN [E(Y_i)]^2 |
| title_sort | mengatasi masalah heteroskedastisitas dengan mengasumsikan varians variabel gangguannya proporsional dengan x i 2 dan e y i 2 |
| topic | Arbitrage Pricing Theory Granger causality test optimal lag test Portmanteau test stationary test Vector Autoregression |
| url | https://ojs.unud.ac.id/index.php/mtk/article/view/9603 |
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