UJI LINEARITAS BERDASARKAN ESTIMASI MEAN DAN VARIANSI BERSYARAT UNTUK PROSES RUNTUN WAKTU
ABSTRACT: This study aims to
examine the benefits of testing linearity in the case of live test data.
Bootstrap procedure is used to form the estimators of the statistics. Hypothetical
form is used to follow the linear model. And compare the value of criticism from
the distribution of this value with the test statistics that have been
calculated based on the observed time series data existing. This procedure
starts with a model determines autoregression to the data. By using the Akaike
information criterion, order estimation obtained from the autoregression models.
Keywords: lag, kernel method,
heteroscedastic procedure, autoregresi
linear autoregression, Akaike information
Penulis: Supriyanto, Herni
Utami
Kode Jurnal: jpmatematikadd090059
