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Supandi, Agus
Universitas Indraprasta PGRI
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Journal : literatus

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Pemodelan Ketergantungan antara Foreign Directed Investment (FDI) dengan Gross Domestic Product (GDP) Menggunakan Kopula Agus Supandi; Wulan Anggraeni; Arief Nugroho Wibowo
LITERATUS Vol 3 No 1 (2021): Jurnal Literatus
Publisher : Neolectura

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37010/lit.v3i1.315

Abstract

The purpose of this study is to model the dependence of FDI and GDP. The method of this research is copula. The steps are stationary test, ARIMA model determination, heteroscedasticity test, data residue transformation, normality test, tau Kendal correlation coefficient test, calculation of Archimedean class parameter values, MSE calculation. From the series carried out, it was found that the clayton copula was selected in modeling the dependence of FDI and GDP.
Co-Authors Ali Muktarom Andri Andri Arief Nugroho Wibowo Arief Nugroho Wibowo Arief Nugroho Wibowo Armi Bakar Aster Pujaning Ati Bado Riyono Budi Purnomo Burhanudin Burhanudin Desy Septariani Dhio Rezky Budheci Dwi Narsih Hawa Liberna Hugo Aries Suprapto Iin Asikin Indah Purnama Sari Jacky S. B. Sumarauw Johan, Ria Susanti Johan, Ria Susanti Johan, Ria Susuanti Lin Mas Eva Mailizar Martha Ayerza Esra Muhamad Farhan Nuraini Habibah Nurlela Nurlela Nurul Hikmah Oktaviani, Fitri Pascal Hendrawan Wahyudi RETNO NENGSIH Ria Susanti Johan Rita Ningsih Rita Ningsih Rita Ningsih, Rita Sadjab, Muhammad Reza Septariani, Desy Sigit Widiyarto Sigit Widiyarto Siti Dewi Afriliani Susanti Johan, Ria Susanti, Ria Johan Tony Margiyanto Adi Tony Renhard Sinambela Vernia, Dellia Mila Widiyarini, Widiyarini Witri Lestari Wulan Anggraeni