Journal of Science and Technology
Vol 1, No 1: Maret 2021

Pemodelan Laju Perubahan Nilai Tukar Rupiah (IDR) terhadap Dolar Amerika (USD) dengan Metode Markov Switching Autoregressive (MSAR)

Yurinanda, Sherli (Unknown)
Putri, Darvi Mailisa (Unknown)

Article Info

Publish Date
31 Mar 2021

Abstract

This study aims to determine the modeling of the exchange rate change rate of the Rupiah (IDR) against the US dollar (USD) using the Markov Switching Autoregressive (MSAR) method. The research data is sourced from secondary data through website investing to see the Rupiah exchange rate against the US dollar with a time span from January to December 2020. The results show that the best model obtained is MS(2)AR(3) with parameters = 0.031119 and = -0.000504, where when state = 1, the average rate of change in the rupiah exchange rate against the US dollar is 0.031119 per day, while when state = 2 the average rate of change in the rupiah exchange rate against the US dollar is -0.000504 per day. 

Copyrights © 2021




Citation Download
RIS
EndNote, Reference Manager, ProCite
BibTex
Latex, Jabref
Full PDF
340.907 KB
Original Source
Download Original
Google Scholar
Check in Google Scholar
Journal Info
Journal of Science and Technology
Website

Abbrev

jostech

Publisher

Universitas Islam Negeri Imam Bonjol Padang

Subject

Computer Science & IT Mathematics

Description

JOSTECH focuses on the dissemination of scientific research in the field of Sains and Technology. We invite researchers, academics, practitioners to join us, submitting your original manuscripts. The JOSTECH encourages submission of the manuscript dealing with all sciences and technology aspects, ...