STATIONARY OF AUTOREGRESSIVE MODEL THROUGH CHARACTERISTIC EQUATION AND UNIT ROOT TEST

• 主要作者: Herlambang, Wahyu
• 格式: Final Project
• 語言: Indonesia
• 主題: Matematika
• 在線閱讀: https://digilib.itb.ac.id/gdl/view/34153
• 機構: Institut Teknologi Bandung

Autoregressive model (AR) is one of the applications from the stochastic process. This model is aimed to predict the future value using the previous observations. Time series stationary can be described from the model that is dened in the dif- ference equation. On the other hand, the time series...