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All Journal JAMBURA JOURNAL OF PROBABILITY AND STATISTICS
SRIRAPI H LIHAWA
Prodi Statistika, Fakultas Matematika dan IPA, Universitas Negeri Gorontalo
Computer Science & IT Decision Sciences, Operations Research & Management Environmental Science Social Sciences

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DISTRIBUTED LAG MODEL PENGARUH JUMLAH UANG BEREDAR TERHADAP NILAI TUKAR RUPIAH MENGGUNAKAN METODE KOYCK DAN ALMON SRIRAPI H LIHAWA; RESMAWAN RESMAWAN; DEWI RAHMAWATY ISA; LA ODE NASHAR
Jambura Journal of Probability and Statistics Vol 3, No 1 (2022): Jambura Journal Of Probability and Statistics
Publisher : Department of Mathematics, Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34312/jjps.v3i1.11805

Abstract

A regression model that contains the dependent variable which is influenced by the current independent variable, and is also influenced by the independent variable at the previous time is called a distributed lag model. Distributed lag model is a dynamic model in econometrics that is useful in empirical econometrics because it makes a static economic theory dynamic by taking into account the role of time explicitly. There are two distributed lag models, namely the infinite lag model and the finite lag model using the Koyck method and the Almon method in determining the estimated Distributed lag model. This study aims to determine the Distributed lag model for the effect of the money supply on the rupiah exchange rate and determine the best model based on the Koyck method and the Almon method. From the results of selecting the best model based on the SIC value and judging by the more precise R2 of the Koyck method, the resulting model ist  = 7958 + 0.0002Xt + 0.000177Xt-1+ 0.000157Xt-2+ 0.000139Xt-3 + 0.0000123Xt-4
Co-Authors Dewi Rahmawaty Isa La Ode Nashar Resmawan Resmawan