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All Journal JKPM (Jurnal Kajian Pendidikan Matematika) Literatus KANGMAS: Karya Ilmiah Pengabdian Masyarakat NUCLEUS: Jurnal Sains dan Teknologi Aptekmas : Jurnal Pengabdian Kepada Masyarakat
Wulan Anggraeni
Universitas Indraprasta PGRI
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Journal : Literatus

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Pemodelan Ketergantungan antara Foreign Directed Investment (FDI) dengan Gross Domestic Product (GDP) Menggunakan Kopula Agus Supandi; Wulan Anggraeni; Arief Nugroho Wibowo
LITERATUS Vol 3 No 1 (2021): Jurnal Literatus
Publisher : Neolectura

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37010/lit.v3i1.315

Abstract

The purpose of this study is to model the dependence of FDI and GDP. The method of this research is copula. The steps are stationary test, ARIMA model determination, heteroscedasticity test, data residue transformation, normality test, tau Kendal correlation coefficient test, calculation of Archimedean class parameter values, MSE calculation. From the series carried out, it was found that the clayton copula was selected in modeling the dependence of FDI and GDP.
Co-Authors Adhi Susano Andri Suryana Arief Nugroho Wibowo Indra Suyahya Nunu Kustian Siti Julaeha Supandi, Agus