Teguh Santoso Primary Author mixed material bibliography Bagian Serial Jurnal Organisasi & Manajemen. Lembaga Penelitian dan Pengabdian Kepada Masyarakat. Universitas Terbuka ind Indonesia

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Sumber artikel:Jurnal. Halaman: 38-52 In econometric time series analysis data which have high volatility would be very risky to be used as a basis for forecasting including the volatility of food prices in Indonesia. Time series data have a tendency to have a constant confounding error variance over time. Appropriate econometric model to estimate such behavior is called the Autoregressive Conditional Heteroscedasticity (ARCH) model and the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model. This paper attempts to use ARCH/GARCH models to explain the behavior of food price inflation in Indonesia in time period of 2005.1 to 2010.6. It is explained that by incorporating elements of ARCH/GARCH better estimates will be achieved. BAHAN MAKANAN - INFLASI 378.006 ORG UPT Perpustakaan UM Koleksi Bahan Pustaka Perpustakaan UM 2 -65116 2017-09-11 00:00:00 2017-09-11 00:00:00 machine generated