Matematika Sains: Jurnal Ilmu Matematika
Vol 1 No 2 (2023): JURNAL MATEMATIKA SAINS VOLUME 1 NOMOR 2 TAHUN 2023

SEEMINGLY UNRELATED REGRESSION (SUR) ESTIMATION OF GSTARX(1,1) MODEL USING R

Soekardi Hadi Prabowo (Program Studi Matematika Universitas Islam As Syafiiyah)
Lisana Sumarah Pratignyo (Program Studi Matematika Universitas Islam As Syafiiyah)

Article Info

Publish Date
04 Dec 2023

Abstract

In this paper we studied SUR estimation parameter of GSTARX(1,1) Model, which used overcome the weakness Ordinary Least Square (OLS) ignoring the information Errors between the equations of each location are correlated so that there is a problem Contemporaneous correlation, which willresult in inefficient estimators SUR. We built the script using R software to estimate the parameter using seemingly unrelated regression Method. This case study to apply the GSTARX model to Contaminant Load of BOD With Exogenous Variable of COD in Watershed Citarum River is significance for the result test hypothesis simultaneous model.

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Journal Info
Matematika Sains: Jurnal Ilmu Matematika
Website

Abbrev

matematika

Publisher

Universitas Islam As-Syafi'iyah

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Education Mathematics Other

Description

Pure Mathematics, Applied Mathematics and Computation, Statistics and Probability, and Mathematics Education : Pure Mathematics, include analysis and applied analysis, algebra and applied algebra, logic, geometry, differential equations, dynamical system, fuzzy set, and fuzzy logic, etc. Graph and ...