Febrianti, Putri (2019) Pemodelan Vector Error Correction Model (VECM) – Constant Conditional Correlation Generalized Autoregressive Conditional Heteroscedasticity (CCC GARCH). Sarjana thesis, Universitas Brawijaya.
Abstract
Vector Error Correction Model (VECM) merupakan salah satu pengembangan dari model VAR(
English Abstract
Vector Error Correction Model (VECM) is one of the developments of the VAR model (
Other obstract
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Item Type: | Thesis (Sarjana) |
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Identification Number: | SKR/MIPA/2019/278/051911058 |
Uncontrolled Keywords: | VECM, CCC, GARCH, Tingkat Inflasi, Suku Bunga Kebijakan, VECM, CCC, GARCH, Inflation Rate, Interest Rate Policy |
Subjects: | 500 Natural sciences and mathematics > 519 Probabilities and applied mathematics > 519.5 Statistical mathematics > 519.53 Descriptive statistics, multivariate analysis, analysis of variance and covariance > 519.536 Regression analysis |
Divisions: | Fakultas Matematika dan Ilmu Pengetahuan Alam > Statistika |
Depositing User: | Budi Wahyono Wahyono |
Date Deposited: | 10 Aug 2020 07:59 |
Last Modified: | 10 Aug 2020 07:59 |
URI: | http://repository.ub.ac.id/id/eprint/179657 |
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