JAMBURA JOURNAL OF PROBABILITY AND STATISTICS
Vol 3, No 1 (2022): Jambura Journal Of Probability and Statistics

DISTRIBUTED LAG MODEL PENGARUH JUMLAH UANG BEREDAR TERHADAP NILAI TUKAR RUPIAH MENGGUNAKAN METODE KOYCK DAN ALMON

SRIRAPI H LIHAWA (Prodi Statistika, Fakultas Matematika dan IPA, Universitas Negeri Gorontalo)
RESMAWAN RESMAWAN (Prodi Matematika, Fakultas Matematika dan IPA, Universitas Negeri Gorontalo)
DEWI RAHMAWATY ISA (Jurusan Matematika, Fakultas Matematika dan IPA, Universitas Negeri Gorontalo)
LA ODE NASHAR (Prodi Statistika, Fakultas Matematika dan IPA, Universitas Negeri Gorontalo)



Article Info

Publish Date
31 May 2022

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

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Journal Info

Abbrev

jps

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Environmental Science Social Sciences

Description

Probability Theory Mathematical Statistics Computational Statistics Stochastic Processes Financial Statistics Bayesian Analysis Survival Analysis Time Series Analysis Neural Network Another field which is related to statistics and the applications Another field which is related to Probability and ...