Milang Journal of Mathematics and Its Applications
Vol. 8 No. 2 (2009): Journal of Mathematics and Its Applications

PEMODELAN NILAI TUKAR RUPIAH TERHADAP $US MENGGUNAKAN DERET WAKTU HIDDEN MARKOV DUA WAKTU SEBELUMNYA

B. SETIAWATY (Bogor Agricultural University)
S. F. NIKMAH (Bogor Agricultural University)
N. K. K. ARDANA (Bogor Agricultural University)

Article Info

Publish Date
01 Dec 2009

Abstract

Perilaku nilai tukar Rupiah terhadap $US dari tahun 1998 sampai dengan 2008 dicoba dimodelkan dengan menggunakan deret waktu Hidden Markov dua waktu sebelumnya. Pendugaan parameter model dilakukan menggunakan Metode Maximum Likelihood dan pendugaan ulang menggunakan metode Expectation Maximization. Hasil yang diperoleh cukup baik karena sudah menggambarkan secara umum perilaku nilai tukar Rupiah. Galat antara nilai harapan dengan nilai sebenarnya relatif cukup kecil.

Copyrights © 2009




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Journal Info
Milang Journal of Mathematics and Its Applications
Website

Abbrev

jmap

Publisher

Institut Pertanian Bogor

Subject

Agriculture, Biological Sciences & Forestry Computer Science & IT Control & Systems Engineering Earth & Planetary Sciences Mathematics

Description

The name MILANG is a Sundanese word that means “to count”, and is also an acronym of the topics covered in the journal: Mathematics in Informatics, Life Sciences, Actuarial Science, Natural Sciences, and Graph ...