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  • [Tutorial] Uji stasioneritas dengan EViews
  • Salah satu uji untuk deteksi heteroskedastisitas adalah uji park, Uji Park ini dikembangkan oleh Park pada tahun 1966 (Park, 1966). Dengan data yang kita miliki sebagai ilustrasi berikut ini: Untuk langkah input data tidak perlu diterangkan lebih jauh karena telah dibahas pada bahasan regresi dengan eviews, kamu bisa lihat bahasannya disini. 2.
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  • eteksi Stasioneritas Data. Stasioneritas data adalah uji untuk mendeteksi apakah data time series dipengaruhi oleh waktu atau tidak. Sekelompok data disebut stasioner jika nilai rata-rata dan varians dari data time series tidak mengalami perubahan secara teratur/sistematik setiap waktu atau memiliki rata-rata dan varians yang konstan. Penyebab data tidak stasioner yaitu …
  • Regresi Terkointegrasi Misalnya dua peubah Yt dan Xt tidak stationer pada level, tetapi stasioner pada diferensi yg sama (misalnya pd diferensi pertama). Jika et juga stasioner, kedua peubah adalah terkointegrasi dan regresi antara Xt dan Yt disebut sebagai regresi yang terkointegrasi. Meskipun Yt dan Xt stasioner dan mungkin spurious

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