Jurnal Statistika Industri dan Komputasi
Vol. 6 No. 01 (2021): Jurnal Statistika Industri dan Komputasi

UJI STASIONERITAS DATA INFLASI KOTA PADANG PERIODE 2014-2019

Sherly Aktivani (BPS Kota Padang)



Article Info

Publish Date
30 Jan 2021

Abstract

The stationarity of a time series can have a significant influence on its properties and forecasting behavior. A time series is therefore said to be stationary is its mean, variance, and covariances remain constant over time. A problem associated with nonstationary variabels, and frequently faced by econometricians when dealing with time series data, is the spurious regression. An apparent indicator of such spurious regression was a particularly low level for the Durbin-Watson statistics, combined with an acceptable R2. Statistical test for stationarity have proposed by Dickey and Fuller (1979). The distribution theory supporting the Dickey-Fuller test assumes that the errors are statistically independent and have a constant variance. Phillips and Peron (1988) developed a generalization of the Dickey-Fuller procedure that the error terms are correlated and not have constant variance. In this paper, we use Augemented Dickey Fuller test and Phillips-Peron test for inflation data in Padang Municipality for the time period 2014-2019. The data showed upward trend and the error terms are correlated. The empirical results showed that the inflation data in Padang Municipality is a stationary series

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Journal Info

Abbrev

STATISTIKA

Publisher

Subject

Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Mathematics

Description

Jurnal Statistika Industri dan Komputasi memfasilitasi peneliti, baik dosen, mahasiswa, maupun praktisi untuk mempublikasikan hasil penelitian. Selain itu juga memberikan fasilitas bagi peneliti lain untuk mendapatkan referensi-referensi terkait bidang statistika, aplikasi statistika pada industri, ...