METODE GENERALIZED SPACE-TIME AUTOREGRESSIVE UNTUK PERAMALAN PERTUMBUHAN EKONOMI DI KAWASAN TIMUR INDONESIA
DOI:
https://doi.org/10.34151/technoscientia.v11i1.117Keywords:
Eastern Indonesia, economic growth, Generalized Space Time Autoregressive (GSTAR)Abstract
Generalized Method of Space Time Autoregressive (GSTAR) is one of spatio temporal method. This method modifies the spatial dependencies among location by using the time series data or time lags. This research applies the GSTAR for forecasting economic growth in Eastern Indonesia. The economic development of some provinces in the region, which is far from state of capital, is highly dependent on access to the facility centers of economic activity, access to education, access to health facility, and others. Thus forecasting information by taking into account the spatial aspect (the relationship between the provinces) and time is needed to assess the economic development of several periods ahead. GSTAR (1;1) was selected for the forecasting. Parameter estimation using least squares build the different parameter in each province. Based on comparisons with ARIMA method, GSTAR provide better forecasting results.
References
Anselin, L., 1988, Spatial Econometrics: Methods and Models, Ist Edn., Kluwer Academic Publishers, Netherlands, ISBN-10: 9024737354, pp. 304.
Bekti, R. D., Sutikno, 2011, Spatial Modeling on the Relationship between Asset Society and Poverty in East Java, Jurnal Matematika dan Sains, vol. 16 no. 3, pp. 140-146
Bekti, R. D., Sutikno, 2012, Spatial Durbin Model to Identify Influential Factors of Diarrhea, Journal of Mathematics and Statistics, vol. 8, no. 3, pp. 396-402, DOI: 10.3844/jmssp. 2012.396.402.
Bekti, R. D., 2012, Prediksi dan Interpolasi Melalui Ordinary Kriging (Studi Kasus: Kemiskinan di Provinsi Jawa Timur), Journal of Mathematics and Statistics, vol. 12, pp. 123-132.
Bekti, R. D., Andiyono, & Irwansyah, E., 2014, Mapping Of Illiteracy And Information and Communication Tech-nology Indicators Using Geographi-cally Weighted Regression, Journal of Mathematics and Statistics, vol. 10, no. 2, pp.130.
BPS, 2016, Laju Pertumbuhan Produk Domestik Regional Bruto Atas Dasar Harga Konstan 2000 Menurut Pro-vinsi, 2000-2013, http://bps.go.id/ linkTabelStatis/view/id/1624, diakses 25 Maret 2016.
BPS, 2011, Analisis Dampak Spasial pada Peramalan Perekonomian dan Ketenagakerjaan Provinsi, Jakarta: BPS.
Curran, D., 2009, British Regional Growth and Sectoral Trends–Global and Local Spatial Econometric Approaches (NIRSA), Working Paper Series, No. 49.
Gumanti, N. D, Sutikno, Setiawan, 2011, Penerapan Metode GSTAR dengan Pendekatan Spatio-Temporal untuk Memodelkan Kejadian Demam Berda-rah, Skripsi, Surbaya: ITS.
Lee, C. Y., 2005, Space-Time Modeling and Application To Emerging Infectious Diseases, Doctoral Disser-tation, Michigan State University.
LeSage, J., 2009, Introduction to Spatial Econometrics,1st Edition, Taylor and Francis Group, Boca Raton.
Makridakis, S., Wheelwright, S. C., Hyndman, R. J., 1998, Forecasting: Method and Applications, New York: Wiley & Sons.
Nurhayati, N., Pasaribu, U. S., Neswan, O., 2012, Application of Generalized Space-Time Autoregressive Model on GDP Data in West European Countries, Journal of Probability and Statistics.
Pao, H. T., Tsai, C. M., 2011, Modeling and Forecasting The CO 2 Emissions, Energy Consumption, and Economic Growth in Brazil, Energy, vol. 36, no. 5, pp. 2450-2458.
Pao, H. T., Fu, H. C., Tseng, C. L., 2012, Forecasting of CO 2 Emissions, Energy Consumption and Economic Growth in China Using An Improved Grey Model, Energy, vol. 40, no. 1, pp. 400-409.
Perkins, D. H., Rawski, T. G., 2008, Forecasting China’s Economic Growth to 2025, China’s Great Economic Transformation, pp. 829-86.
Resende, G. M., 2013, Spatial Dimen-sions of Economic Growth in Brazil, ISRN Economics.
Reynolds, K. M., Madden, L. V., 1988, Analysis of Epidemics Using Spatio-Temporal Autocorrelation, Phytopa-thology, vol. 78, no. 2, pp. 240-246.
Semwal, D., Patil, S., Galhotra, S., Arora, A., Unny, N., 2015, STAR: Real-time Spatio-Temporal Analysis and Prediction of Traffic Insights using Social Media, Proceedings of The 2nd IKDD Conference on Data Sciences, pp. 7.
Walker, A. M., 1931, On the Periodicity in Series of Related Terms, Proceedings of the Royal Society of London, Series A.
Wutsqa, D. U., Suhartono, Sutijo, B., 2010, Generalized Space-Time Auto-regressive Modeling, Procee-dings of the 6th IMT-GT Conference on Mathematics, Statistics and its Application (ICMSA 2010, University Tunku Abdul Rahman, Malaysia.
Yildirim, J. U. L. I. D. E., Ocal, N. A. D. I. R., Keskin, H. A. L. I. L., 2011, Military Expenditures, Economic Growth and Spatial Spillovers: A Global Perspec-tive, Proceedings of International Conference on Applied Economics-ICOAE.
Yule, G. U., 1926, Why do We Sometime Get Nonsense Correlations Between Time Series?, Journal of the Royal Statistical Society.
Bekti, R. D., Sutikno, 2011, Spatial Modeling on the Relationship between Asset Society and Poverty in East Java, Jurnal Matematika dan Sains, vol. 16 no. 3, pp. 140-146
Bekti, R. D., Sutikno, 2012, Spatial Durbin Model to Identify Influential Factors of Diarrhea, Journal of Mathematics and Statistics, vol. 8, no. 3, pp. 396-402, DOI: 10.3844/jmssp. 2012.396.402.
Bekti, R. D., 2012, Prediksi dan Interpolasi Melalui Ordinary Kriging (Studi Kasus: Kemiskinan di Provinsi Jawa Timur), Journal of Mathematics and Statistics, vol. 12, pp. 123-132.
Bekti, R. D., Andiyono, & Irwansyah, E., 2014, Mapping Of Illiteracy And Information and Communication Tech-nology Indicators Using Geographi-cally Weighted Regression, Journal of Mathematics and Statistics, vol. 10, no. 2, pp.130.
BPS, 2016, Laju Pertumbuhan Produk Domestik Regional Bruto Atas Dasar Harga Konstan 2000 Menurut Pro-vinsi, 2000-2013, http://bps.go.id/ linkTabelStatis/view/id/1624, diakses 25 Maret 2016.
BPS, 2011, Analisis Dampak Spasial pada Peramalan Perekonomian dan Ketenagakerjaan Provinsi, Jakarta: BPS.
Curran, D., 2009, British Regional Growth and Sectoral Trends–Global and Local Spatial Econometric Approaches (NIRSA), Working Paper Series, No. 49.
Gumanti, N. D, Sutikno, Setiawan, 2011, Penerapan Metode GSTAR dengan Pendekatan Spatio-Temporal untuk Memodelkan Kejadian Demam Berda-rah, Skripsi, Surbaya: ITS.
Lee, C. Y., 2005, Space-Time Modeling and Application To Emerging Infectious Diseases, Doctoral Disser-tation, Michigan State University.
LeSage, J., 2009, Introduction to Spatial Econometrics,1st Edition, Taylor and Francis Group, Boca Raton.
Makridakis, S., Wheelwright, S. C., Hyndman, R. J., 1998, Forecasting: Method and Applications, New York: Wiley & Sons.
Nurhayati, N., Pasaribu, U. S., Neswan, O., 2012, Application of Generalized Space-Time Autoregressive Model on GDP Data in West European Countries, Journal of Probability and Statistics.
Pao, H. T., Tsai, C. M., 2011, Modeling and Forecasting The CO 2 Emissions, Energy Consumption, and Economic Growth in Brazil, Energy, vol. 36, no. 5, pp. 2450-2458.
Pao, H. T., Fu, H. C., Tseng, C. L., 2012, Forecasting of CO 2 Emissions, Energy Consumption and Economic Growth in China Using An Improved Grey Model, Energy, vol. 40, no. 1, pp. 400-409.
Perkins, D. H., Rawski, T. G., 2008, Forecasting China’s Economic Growth to 2025, China’s Great Economic Transformation, pp. 829-86.
Resende, G. M., 2013, Spatial Dimen-sions of Economic Growth in Brazil, ISRN Economics.
Reynolds, K. M., Madden, L. V., 1988, Analysis of Epidemics Using Spatio-Temporal Autocorrelation, Phytopa-thology, vol. 78, no. 2, pp. 240-246.
Semwal, D., Patil, S., Galhotra, S., Arora, A., Unny, N., 2015, STAR: Real-time Spatio-Temporal Analysis and Prediction of Traffic Insights using Social Media, Proceedings of The 2nd IKDD Conference on Data Sciences, pp. 7.
Walker, A. M., 1931, On the Periodicity in Series of Related Terms, Proceedings of the Royal Society of London, Series A.
Wutsqa, D. U., Suhartono, Sutijo, B., 2010, Generalized Space-Time Auto-regressive Modeling, Procee-dings of the 6th IMT-GT Conference on Mathematics, Statistics and its Application (ICMSA 2010, University Tunku Abdul Rahman, Malaysia.
Yildirim, J. U. L. I. D. E., Ocal, N. A. D. I. R., Keskin, H. A. L. I. L., 2011, Military Expenditures, Economic Growth and Spatial Spillovers: A Global Perspec-tive, Proceedings of International Conference on Applied Economics-ICOAE.
Yule, G. U., 1926, Why do We Sometime Get Nonsense Correlations Between Time Series?, Journal of the Royal Statistical Society.
Downloads
Published
01-08-2018
How to Cite
Bekti, R. D., Pratiwi, N., & Melati, P. M. (2018). METODE GENERALIZED SPACE-TIME AUTOREGRESSIVE UNTUK PERAMALAN PERTUMBUHAN EKONOMI DI KAWASAN TIMUR INDONESIA. JURNAL TEKNOLOGI TECHNOSCIENTIA, 11(1), 64–76. https://doi.org/10.34151/technoscientia.v11i1.117
Issue
Section
Articles
