Main Article Content
Abstract
This article examines the problem of determining the future value of the dependent variable in the distributed lagged subset model. Unlike a distributed lag model in general, which assumes that all coefficients are not zero. In a distributed lagged subset model, some coefficients may be zero. The purpose of this study was to determine the predictive value of the dependent variable in a distributed lagged subset model. The approach used to estimate the parameters of a distributed lagged subset model is the least square method and Ck statistic. Least squares method is used to determine the estimators of the coefficient of a distributed lagged subset model. Ck Statistic is used to select the best distributed lagged subset model. Some simulations are delivered and prove the efficiency of this approach. Furthermore, this approach is implemented in real economic data.
Keywords : Distributed lagged subset model, Prediction, Least square method, Ck Statistic.
Keywords : Distributed lagged subset model, Prediction, Least square method, Ck Statistic.
Article Details
License
Authors who publish with this journal agree to the following terms:
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgment of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgment of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).
How to Cite
Suparman, S. (2012). Prediction Using Distributed Lagged Subset Model. EKSAKTA: Journal of Sciences and Data Analysis, 12(1). Retrieved from https://journal.uii.ac.id/Eksakta/article/view/2440