Causal Influence between the JSX Composite Index and the FTSE Straits Times Index in Time Series
نویسندگان
چکیده
This research analyzes the causal influence between JSX Composite Index and FTSE Straits Times Index. The data used in this study is a monthly period time series data. for JCI to be observed January 2015 June 2022. VAR method was analyze of two indices. analysis results show that appropriate model ( 1,4,5), RMSE value 212.15 123.76 Based on using model, information obtained indices each other. formed current controlled by previous period. Likewise, Index, influenced
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ژورنال
عنوان ژورنال: Jurnal ekonomi pembangunan
سال: 2022
ISSN: ['1829-5843', '2685-0788']
DOI: https://doi.org/10.22219/jep.v21i02.22451