IPTEK Journal of Proceedings Series
No 1 (2015): 1st International Seminar on Science and Technology (ISST) 2015

Simulation of Generalized Space-Time Autoregressive with Exogenous Variables Model with X Variable of Type Metric

Reza Mubarak (Institut Teknologi Sepuluh Nopember, Surabaya)
Suhartono Suhartono (Institut Teknologi Sepuluh Nopember, Surabaya)

Article Info

Publish Date
29 Jan 2016

Abstract

One of the models time series which also involves spatial aspects (spatio-temporal) is Generalized Space Time Autoregressive (GSTAR). Until now, GSTAR modelling don’t involve metric-type, which is called GSTARX. Parameter estimation for spatio temporal modeling is still limited by using Ordinary Least Square (OLS) which is less efficient because the residuals are correlated. Generalized Least Square (GLS) is one of the alternative methods for parameter estimation residuals are correlated. In this study would like to looking at the efficiency of GLS estimation method is compared with OLS to correlated data in GSTARX model. Simulation results show that the estimation GLS method is more efficient than using OLS if residual correlated.

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Journal Info
IPTEK Journal of Proceedings Series
Website

Abbrev

jps

Publisher

Institut Teknologi Sepuluh Nopember Surabaya

Subject

Computer Science & IT

Description

IPTEK Journal of Proceedings Series publishes is a journal that contains research work presented in conferences organized by Institut Teknologi Sepuluh Nopember. ISSN: 2354-6026. The First publication in 2013 year from all of full paper in International Conference on Aplied Technology, Science, and ...