CD Skripsi
Penerapan Model Var Dan Tv-Var Untuk Memprediksi Ekspor, Impor Dan Ihk Provinsi Riau Tahun 2010-2020
The economy of a country is a very important factor to achieve people's welfare.
There are many influencing aspects including exports, imports and CPI which are
time series data where the resulting data is not always stationary. Therefore, the
data will be analyzed using the VAR model which pays attention to the data and
the TV-VAR model without paying attention to the data. This study aims to
compare the performance of the VAR model and the TV-VAR model, then evaluate
the model using Mean Absolute Percentage Error (MAPE). The data used in this
study were sourced from the publications of the Central Statistics Agency of Riau
Province in 2010-2020. The results showed that the VAR model and the TV-VAR
model were the best models for forecasting export data and CPI. Meanwhile, for
imported data the TV-VAR model is the best model for predicting data in the next
period.
Keywords : export, import, CPI, vector autoregressive, time-varying vector auto
regressive.
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