Pemodelan Data Return Saham PT. Bank Republik Indonesia dengan Self-Exciting Threshold Autoregressive dan Algoritma Genetika
Nonlinear time series model is a time series model applied to data that has the nonlinear pattern. One of the nonlinear time series models is Self-Exciting Threshold Autoregressive (SETAR). The SETAR model is a time series model that data modeling is done by dividing data into multiple regimes, wher...
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| Format: | Article |
| Language: | English |
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Faculty of Science and Technology, UIN Sunan Ampel Surabaya
2018-05-01
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| Series: | Mantik: Jurnal Matematika |
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| Online Access: | http://jurnalsaintek.uinsby.ac.id/index.php/mantik/article/view/286 |