MILANG Journal of Mathematics and Its Applications
Vol. 10 No. 1 (2011): Journal of Mathematics and Its Applications

PEMODELAN NILAI TUKAR RUPIAH TERHADAP DOLLAR AMERIKA MENGGUNAKAN DERET WAKTU HIDDEN MARKOV TIGA WAKTU SEBELUMNYA

SETIAWATY, B. (Unknown)
PURNOMO, S. A. (Unknown)
ARDANA, N. K. K. (Unknown)

Article Info

Publish Date
01 Jul 2011

Abstract

Perilaku nilai tukar Rupiah terhadap Dollar Amerika dari tahun 1998 sampai dengan 2009 dicoba dimodelkan dengan menggunakan deret waktu Hidden Markov tiga 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 © 2011




Citation Download
RIS
EndNote, Reference Manager, ProCite
BibTex
Latex, Jabref
Original Source
Download Original
Google Scholar
Check in Google Scholar
Journal Info
MILANG Journal of Mathematics and Its Applications
Website

Abbrev

jmap

Publisher

Institut Pertanian Bogor

Subject

Mathematics

Description

MILANG Journal of Mathematics and Its Applications, originally established in 2002 as the Journal of Mathematics and Its Applications (ISSN 1412-677X), transitioned to online publishing in 2018 and was renamed in 2022 to reflect its broadened scope. The name MILANG, a Sundanese word meaning “to ...