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All Journal E-Jurnal Ekonomi dan Bisnis Universitas Udayana Science and Technology Indonesia AFEBI Economic and Finance Review ECOPLAN : JOURNAL OF ECONOMICS AND DEVELOPMENT STUDIES Jurnal Ekonomi Pembangunan Bubungan Tinggi: Jurnal Pengabdian Masyarakat Jurnal Riset Ilmu Ekonomi Indonesian Community Journal Aptekmas : Jurnal Pengabdian Kepada Masyarakat Jurnal Perspektif Pembiayaan dan Pembangunan Daerah Media Ekonomi Neraca: Jurnal Ekonomi, Manajemen dan Akuntansi Optimum: Jurnal Ekonomi dan Pembangunan Sasambo: Jurnal Abdimas (Journal of Community Service)
Nairobi
Fakultas Ekonomi Dan Bisnis, Universitas Lampung
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Journal : Science and Technology Indonesia

 1 
Dynamic Modeling and Forecasting Data Energy Used and Carbon Dioxide (CO2) Edwin Russel; Wamiliana; Nairobi Saibi; Warsono; Mustofa Usman; Jamal I. Daoud
Science and Technology Indonesia Vol. 7 No. 2 (2022): April
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1425.261 KB) | DOI: 10.26554/sti.2022.7.2.228-237

Abstract

The model of Vector Autoregressive (VAR) with cointegration is able to be modified by Vector Error Correction Model (VECM). Because of its simpilicity and less restrictions the VECM is applied in many studies. The correlation among variables of multivariate time series also can be explained by VECM model, which can explain the effect of a variable or set of variables on others using Granger Causality, Impulse Response Function (IRF), and Forecasting. In this study, the relationship of Energy Used and CO2 will be discussed. The data used here were collected over the year 1971 to 2018. Based on the comparison of some criteria: Akaike Information Criterion Corrected (AICC), Hannan-Quin Information Criterion (HQC), Akaike Information Criterion (AIC) and Schwarz Bayesian Criterion (SBC) for some VAR(p) model with p= 1,2,3,4,5, the best model with smallest values of AICC, HQC, AIC and SBC is at lag 2 (p= 2). Then the best model found is VECM (2) and further analysis such as Granger Causality, IRF, and Forecasting will be based on this model.
Analysis Multivariate Time Series Using State Space Model for Forecasting Inflation in Some Sectors of Economy in Indonesia Edwin Russel; Wamiliana Wamiliana; Warsono; Nairobi; Mustofa Usman; Faiz AM Elfaki
Science and Technology Indonesia Vol. 8 No. 1 (2023): January
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26554/sti.2023.8.1.144-150

Abstract

Many analytical methods can be utilized for multivariate time series modeling. One of the analytical models for modeling time series data with multiple variables is the State Space Model. The data to be analyzed in this study is inflation data from expenditure groups such as processed foods, beverages, cigarettes, and tobacco; and housing inflation for water, electricity, gas, and fuel from January 2001 to December 2021. The aim is to determine the best State Space Model that fits the data for forecasting. In this study, the State Space method will be utilized further with multivariate time series data and represent State Space in Vector Autoregressive (VAR) to determine the relationship between groups of observed variables.
Co-Authors . Wamiliana Alin Hafiza Amanda Ambya, Ambya Arif Darmawan Arif Darmawan Artie Ardihta Rachman Austine Rahmadiani Debby Anggun Kenita Edwin Russel Edwin Russel Ernie Hendrawaty Fadeli Yusuf Afif Faiz AM Elfaki Ghania Atiqasani Harsono Edwin Puspita I Wayan Suparta . Igo Febrianto Jamal I. Daoud Komalasari, Agrianti Muhammad Afif Firdaus Mustofa Usman Mustofa Usman Novriyanti Novriyanti Nur Amelia Nurdiono Nurdiono Prayudha Ananta Sri Hasnawati Sri Suningsih Tedy Rusman Warsono Warsono Widia Anggi Palupi Widia Anggi Palupi