Determination of consumer price index with generalized space-time autoregressive

Harini, Sri and Nuronia, N (2020) Determination of consumer price index with generalized space-time autoregressive. Presented at 10th International Conference on Green Technology (ICGT), 2-3 Oktober 2019, UIN Maulana Malik Ibrahim Malang, Indonesia.

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Full text available at: doi:10.1088/1755-1315/456/1/012076

Abstract

Customer Price Index is one way to analyze the level of consumption needs of people for goods and services within a certain time. The development of the current Customer Price Index determination besides being influenced by time is also influenced by spatial heterogeneity between regions. In this study, the determination of the Customer Price Index was carried out in three cities in Probolinggo, Surabaya, and Kediri using the Generalized Space-Time Autoregressive (GSTAR) approach. The GSTAR model is a time-series data analysis model that shows the existence of spatial heterogeneity between time and between regions. Based on the test results of the Matrix Autocorrelation Function and the Matrix Partial Autocorrelation Function, the best model is GSTAR with order 1 with the smallest Akaike Information Criterion
value found in lag 1 which is 90.924.

Item Type: Conference (Paper)
Subjects: 01 MATHEMATICAL SCIENCES > 0104 Statistics > 010401 Applied Statistics
Divisions: Faculty of Mathematics and Sciences > Department of Mathematics
Depositing User: Dr Sri Harini
Date Deposited: 14 Apr 2020 16:00

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