INDUSTRIAL PRODUCTION INDEX PREDICTION USING TRANSFER FUNCTION TIME SERIES MODEL (ARIMAX)

INDUSTRIAL PRODUCTION INDEX PREDICTION USING TRANSFER FUNCTION TIME SERIES MODEL (ARIMAX)

Industrial Production Index is one of the important indexes which becomes the part of coincident indicator in measuring the economic condition in United States of America. The index uctuation is in uenced by the investment and the vendor performance. Transfer function time series model (ARIMAX) is o...

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Main Author: NUR AZMI (10112012), MUHAMMAD
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/23302
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Institution: Institut Teknologi Bandung
Language: Indonesia
id id-itb.:23302
spelling id-itb.:233022017-09-27T11:43:14ZINDUSTRIAL PRODUCTION INDEX PREDICTION USING TRANSFER FUNCTION TIME SERIES MODEL (ARIMAX) NUR AZMI (10112012), MUHAMMAD Indonesia Final Project INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/23302 Industrial Production Index is one of the important indexes which becomes the part of coincident indicator in measuring the economic condition in United States of America. The index uctuation is in uenced by the investment and the vendor performance. Transfer function time series model (ARIMAX) is one of the model in time series analysis which could explain the linear correlation between the input series with the output series. In this thesis, Koyck model with the main order (b; r; h) is used as the transfer function in modelling the industrial production index based on the in uence of S&P 500 stock price index and vendor performance. Predicting the industrial production index for few years ahead will be performed by using the the transfer function time series model which has been constructed then followed by validating the prediction values. text
institution Institut Teknologi Bandung
building Institut Teknologi Bandung Library
continent Asia
country Indonesia
Indonesia
content_provider Institut Teknologi Bandung
collection Digital ITB
language Indonesia
description Industrial Production Index is one of the important indexes which becomes the part of coincident indicator in measuring the economic condition in United States of America. The index uctuation is in uenced by the investment and the vendor performance. Transfer function time series model (ARIMAX) is one of the model in time series analysis which could explain the linear correlation between the input series with the output series. In this thesis, Koyck model with the main order (b; r; h) is used as the transfer function in modelling the industrial production index based on the in uence of S&P 500 stock price index and vendor performance. Predicting the industrial production index for few years ahead will be performed by using the the transfer function time series model which has been constructed then followed by validating the prediction values.
format Final Project
author NUR AZMI (10112012), MUHAMMAD
spellingShingle NUR AZMI (10112012), MUHAMMAD
INDUSTRIAL PRODUCTION INDEX PREDICTION USING TRANSFER FUNCTION TIME SERIES MODEL (ARIMAX)
author_facet NUR AZMI (10112012), MUHAMMAD
author_sort NUR AZMI (10112012), MUHAMMAD
title INDUSTRIAL PRODUCTION INDEX PREDICTION USING TRANSFER FUNCTION TIME SERIES MODEL (ARIMAX)
title_short INDUSTRIAL PRODUCTION INDEX PREDICTION USING TRANSFER FUNCTION TIME SERIES MODEL (ARIMAX)
title_full INDUSTRIAL PRODUCTION INDEX PREDICTION USING TRANSFER FUNCTION TIME SERIES MODEL (ARIMAX)
title_fullStr INDUSTRIAL PRODUCTION INDEX PREDICTION USING TRANSFER FUNCTION TIME SERIES MODEL (ARIMAX)
title_full_unstemmed INDUSTRIAL PRODUCTION INDEX PREDICTION USING TRANSFER FUNCTION TIME SERIES MODEL (ARIMAX)
title_sort industrial production index prediction using transfer function time series model (arimax)
url https://digilib.itb.ac.id/gdl/view/23302
_version_ 1822020056854298624

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