Literatus
Vol 3 No 1 (2021): Jurnal Literatus

Pemodelan Ketergantungan antara Foreign Directed Investment (FDI) dengan Gross Domestic Product (GDP) Menggunakan Kopula

Agus Supandi (Universitas Indraprasta PGRI)
Wulan Anggraeni (Universitas Indraprasta PGRI)
Arief Nugroho Wibowo (Universitas Indraprasta PGRI)

Article Info

Publish Date
29 Apr 2021

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.

Copyrights © 2021




Citation Download
RIS
EndNote, Reference Manager, ProCite
BibTex
Latex, Jabref
Original Source
Download Original
Google Scholar
Check in Google Scholar
Journal Info
Literatus
Website

Abbrev

Literatus

Publisher

Neolectura

Subject

Humanities Education Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Social Sciences

Description

Literatus adalah jurnal yang diterbitkan oleh Neolectura, diterbitkan dua kali dalam satu tahun. Literatus adalah media publikasi ilmiah dalam bentuk makalah konseptual dan penelitian lapangan yang terkait dengan bidang kajian sosial dan budaya. Diharapkan Literatus dapat menjadi media bagi ...