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INDONESIA
Jurnal Organisasi Dan Manajemen
Published by Universitas Terbuka
ISSN : 20859686     EISSN : 24429155     DOI : -
Core Subject : Economy, Science, Social,
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences
Merupakan media informasi dan komunikasi para praktisi, peneliti, dan akademisi yang berkecimpung dan menaruh minat serta perhatian pada pengembangan organisasi dan manajemen. Diterbitkan oleh Lembaga Penelitian dan Pengabdian kepada Masyarakat, Universitas Terbuka.
Arjuna Subject : -
Articles 1 Documents
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Search results for , issue "Vol. 7 No. 1 (2011)" : 1 Documents clear
APLIKASI MODEL GARCH PADA DATA INFLASI BAHAN MAKANAN INDONESIA PERIODE 2005.1- 2010.6 Teguh Santoso; Maruto Umar Basuki
Jurnal Organisasi dan Manajemen Vol. 7 No. 1 (2011)
Publisher : LPPM Universitas Terbuka

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (590.227 KB) | DOI: 10.33830/jom.v7i1.84.2011

Abstract

In econometric time series analysis, data which have high volatility would be very risky to be used as a basis for forecasting, including the volatility of food prices in Indonesia. Time series data have a tendency to have a constant confounding error variance over time. Appropriate econometric model to estimate such behavior is called the Autoregressive Conditional Heteroscedasticity (ARCH) model and the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model. This paper attempts to use ARCH/GARCH models to explain the behavior of food price inflation in Indonesia in time period of 2005.1 to 2010.6. It is explained that by incorporating elements of ARCH/GARCH, better estimates will be achieved.

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