Model ARIMA-GARCH pada Data Kurs JISDOR selama Masa Pandemi COVID-19
نویسندگان
چکیده
Kurs JISDOR selama pandemi COVID-19 berpengaruh terhadap perekonomian Indonesia, sehingga tujuan penelitian ini adalah memodelkan data kurs pandemi. Model dibentuk mengikuti sifat- sifat yang dimiliki tersebut. Data memiliki tren dan non stasioner, maka di differencing 1, menjadi stasioner setelah uji ADF. Kemudian sesuai plot ACF, PACF, nilai minimum AIC SIC didapatkan model tepat ARIMA(1,1,1). heteroscedasticity, dilanjutkan membentuk ARCH-GARCH, hasil diperoleh ARIMA(1,1,1)-GARCH(1,1) merupakan paling menggambarkan data.
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ژورنال
عنوان ژورنال: Vygotsky : Jurnal Pendidikan Matermatika dan Matematika
سال: 2022
ISSN: ['2656-2286', '2656-5846']
DOI: https://doi.org/10.30736/voj.v4i2.616