Jurnal Matematika & Sains
Vol 13, No 4 (2008)

Spektrum Gstar(1;1)

Nunung Nurhayati ( Jurusan Matematika dan Ilmu Pengetahuan Alam, Fakultas Sains dan Teknik, UNSOED)
Udjianna Sekteria Pasaribu ( Kelompok Keahlian Statistika, Fakultas Matematika dan Ilmu Pengetahuan Alam)
Dudung Muhally Hakim ( Kelompok Keahlian Inderaja dan Sains Informasi Geografis, Fakultas Ilmu dan Teknologi Kebumian, ITB)
Oki Neswan ( Kelompok Keahlian Analisis dan Geometri, Fakultas Matematika dan Ilmu Pengetahuan Alam, ITB)

Article Info

Publish Date
07 Oct 2009

Abstract

In this paper we formulate the spectrum (spectral density matrix) of the stationary GSTAR(1;1) model by considering the model as VMA( ∞). The spectrum can be obtained by following steps: represent the model as an VMA( ∞) and convert the model to the backward operator form, then substitute the coefficient model to the spectrum of VMA( ∞) model. The procedure of finding spectrum of GSTAR(1;1) which parameters are given, is illustrated by a two dimensional GSTAR(1;1) model.

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Journal Info
Jurnal Matematika & Sains
Website

Abbrev

Publisher

Institut Teknologi Bandung

Subject

Mathematics

Description

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