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I PUTU GEDE DIAN GERRY SUWEDAYANA
Faculty of Mathematics and Natural Sciences, Udayana University
Mathematics

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PERAMALAN JUMLAH KUNJUNGAN WISATAWAN AUSTRALIA YANG BERKUNJUNG KE BALI MENGGUNAKAN MODEL TIME VARYING PARAMETER (TVP) I PUTU GEDE DIAN GERRY SUWEDAYANA; I WAYAN SUMARJAYA; NI LUH PUTU SUCIPTAWATI
E-Jurnal Matematika Vol 5 No 3 (2016)
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.2016.v05.i03.p130

Abstract

The purpose of this research is to forecast the number of Australian tourists arrival to Bali using Time Varying Parameter (TVP) model based on inflation of Indonesia and exchange rate AUD to IDR from January 2010 – December 2015 as explanatory variables. TVP model is specified in a state space model and estimated by Kalman filter algorithm. The result shows that the TVP model can be used to forecast the number of Australian tourists arrival to Bali because it satisfied the assumption that the residuals are distributed normally and the residuals in the measurement and transition equations are not correlated. The estimated TVP model is . This model has a value of mean absolute percentage error (MAPE) is equal to dan root mean square percentage error (RMSPE) is equal to . The number of Australian tourists arrival to Bali for the next five periods is predicted: ; ; ; ; and (January - May 2016).
Co-Authors I Wayan Sumarjaya Ni Luh Putu Suciptawati