E-Jurnal Matematika
Vol 4 No 3 (2015)

ANALISIS KOINTEGRASI JUMLAH WISATAWAN, INFLASI, DAN NILAI TUKAR TERHADAP PRODUK DOMESTIK REGIONAL BRUTO (PDRB) PROVINSI BALI

MADE ARISTIAWAN JIWA ATMAJA (Faculty of Mathematics and Natural Sciences, Udayana University)
I PUTU EKA N. KENCANA (Faculty of Mathematics and Natural Sciences, Udayana University)
G. K. GANDHIADI (Faculty of Mathematics and Natural Sciences, Udayana University)



Article Info

Publish Date
27 Jun 2015

Abstract

This paper aimed to determine long-run equilibrium the tourist arrivals, inflation, exchange rate and gross domestic regional product (GDRP) of Bali Province used Johansen’s cointegration test. First examined whether each stationary variables using augmented dickey fuller (ADF) test. ADF test showed GDRP of Bali, tourist arrivals, and exchange rate are not stationary, so it is assumed stationary in first lag or I(1). While inflation is stationary in level or I(0). Johansen’s cointegration test showed the tourist arrivals, inflation, exchange rate and GDRP of Bali are not cointegrated. Notice that there is no long-run equilibrium, it can not be concluded for structural equation models.

Copyrights © 2015






Journal Info

Abbrev

mtk

Publisher

Subject

Mathematics

Description

E-Jurnal Matematika merupakan salah satu jurnal elektronik yang ada di Universitas Udayana, sebagai media komunikasi antar peminat di bidang ilmu matematika dan terapannya, seperti statistika, matematika finansial, pengajaran matematika dan terapan matematika dibidang ilmu lainnya. Jurnal ini lahir ...