DEWA AYU DWI ASTUTI
Udayana University

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

PENDEKATAN REGRESI NONPARAMETRIK DENGAN MENGGUNAKAN ESTIMATOR KERNEL PADA DATA KURS RUPIAH TERHADAP DOLAR AMERIKA SERIKAT DEWA AYU DWI ASTUTI; I GUSTI AYU MADE SRINADI; MADE SUSILAWATI
E-Jurnal Matematika Vol 7 No 4 (2018)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/MTK.2018.v07.i04.p218

Abstract

Nonparametric regression can be applied for some data types one of them is time series data. The technique of this method is called smoothing technique. There are several smoothing techniques however this study used kernel estimator with seven kernel functions in data of rupiah exchange rate to US dollar. The analysis with R shows that by using minimum Generalized Cross Validation (GCV) criteria, seven functions produce various optimal bandwidth value but has similar curves estimation. The conclusion is that by using kernel estimator in time series data support that choosing the optimal bandwidth is more important than choosing the kernel functions.