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All Journal Jurnal Sains dan Seni ITS IPTEK Journal of Proceedings Series KARSA: Jurnal Sosial dan Budaya Keislaman (Journal of Social and Islamic Culture) al-Afkar, Journal For Islamic Studies Amwaluna Jurnal Ekonomi dan Keuangan Syariah Dedikasi: Jurnal Pengabdian Masyarakat Shafin: Sharia Finance and Accounting Journal Mabny : Journal of Sharia Management and Business Pena Dimas: Jurnal Pengabdian Masyarakat Reinforce: Journal of Sharia Management Iqtishadia: Jurnal Ekonomi dan Perbankan Syariah Al Ilmu Karaton: Jurnal Riset dan Inovasi Sumenep Al Ilmu
Reza Mubarak
IAIN Madura
Religion Arts Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Languange, Linguistic, Communication & Media Library & Information Science Public Health Social Sciences Other

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Journal : IPTEK Journal of Proceedings Series

 1 
Simulation of Generalized Space-Time Autoregressive with Exogenous Variables Model with X Variable of Type Metric Reza Mubarak; Suhartono Suhartono
IPTEK Journal of Proceedings Series No 1 (2015): 1st International Seminar on Science and Technology (ISST) 2015
Publisher : Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (331.186 KB) | DOI: 10.12962/j23546026.y2015i1.1170

Abstract

One of the models time series which also involves spatial aspects (spatio-temporal) is Generalized Space Time Autoregressive (GSTAR). Until now, GSTAR modelling don’t involve metric-type, which is called GSTARX. Parameter estimation for spatio temporal modeling is still limited by using Ordinary Least Square (OLS) which is less efficient because the residuals are correlated. Generalized Least Square (GLS) is one of the alternative methods for parameter estimation residuals are correlated. In this study would like to looking at the efficiency of GLS estimation method is compared with OLS to correlated data in GSTARX model. Simulation results show that the estimation GLS method is more efficient than using OLS if residual correlated.
Co-Authors Al Humaidy, Muhammad Ali Ali Alhumaidy, Mohammad Alif, Subhan Anis Eliyana Asep Maulana Fatoni, Ilhasul Fithratul Lailiyah Hasan , Mohammad I Nyoman Budiantara Ihlasul Fatoni Indradewa, Rhian Mohammad Hasan Mohammad Muchlis Solichin Mohammad Muchlis Solichin Nor Hasan Nor Hasan Prastika, Alifah Septa R Agoes Kamaroellah, R Agoes Rachman, Titik Herdiana Rendra Erdkhadifa Rita Septiawati Rizqi Wahyuningrum, Sri Rohmatin, Atin Sahirul Alim, Wahab Siti Mariyam Subairi Subairi Suhartono Suhartono Suhartono Tiara Aufa Rafiqi Umarul Faruq Umarul Faruq Umarul Faruq Wahab Sahirul Alim Wahyuningrum, Sri Rizqi