Seasonal Multivariat Time Series Forecasting On Tourism Data by Using Var-Gstar Model

Seasonal Multivariat Time Series Forecasting On Tourism Data by Using Var-Gstar Model

This research intends to study a new approach VAR-GSTAR (Vector Autoregressive-General Space-Time Autoregressive) model for forecasting seasonal multivariate time series. The parameters of the model are estimated by Least Squares method. In this research, we also derive the asymptotic properties of...

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Bibliographic Details
Main Authors: Dhoriva Urwatul Wutsqa, suhartono Suhartono
Format: Article
Language:English
Published: Fakultas MIPA Universitas Jember 2010-01-01
Series:Jurnal Ilmu Dasar
Subjects:
var-gstar model
varma model
seasonal
tourism data
Online Access:https://jurnal.unej.ac.id/index.php/JID/article/view/122

Internet

https://jurnal.unej.ac.id/index.php/JID/article/view/122

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