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Dudung Muhally Hakim
Kelompok Keahlian Inderaja dan Sains Informasi Geografis, Fakultas Ilmu dan Teknologi Kebumian, ITB
Mathematics

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Spektrum Gstar(1;1) Nunung Nurhayati; Udjianna Sekteria Pasaribu; Dudung Muhally Hakim; Oki Neswan
Jurnal Matematika & Sains Vol 13, No 4 (2008)
Publisher : Institut Teknologi Bandung

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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.
Co-Authors Nunung Nurhayati Oki Neswan Udjianna Sekteria Pasaribu