REGRESI NONPARAMETRIK KERNEL DAN METODE THEIL DALAM MEMODELKAN HUBUNGAN KURS RUPIAH DENGAN IHSG

Regression analysis is an analysis that is often used to model the relationship between two or more variables. There parametric regression and nonparametric regression. In nonparametric regression, there are many methods for estimating equation models, such as the T...

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Bibliographic Details
Main Authors: , I GB.YOGISWARA PATRA, , Drs. Zulaela, M.Si.
Format: Thesis
Published: [Yogyakarta] : Universitas Gadjah Mada 2014
Subjects:
ETD
Description
Summary:Regression analysis is an analysis that is often used to model the relationship between two or more variables. There parametric regression and nonparametric regression. In nonparametric regression, there are many methods for estimating equation models, such as the Theil�s method and kernel regression. Both will be used to model the data of the exchange rate and the JCI has indicated outliers and do not meet the assumptions of parametric regression. Similarly, the value will be compared to MSE, MAE and MAPE to see which method is better in this case.