PERAMALAN JUMLAH KUNJUNGAN WISATAWAN AUSTRALIA YANG BERKUNJUNG KE BALI MENGGUNAKAN MODEL TIME VARYING PARAMETER (TVP)
ABSTRACT: The purpose of this
research is to forecast the number of Australian tourists arrival to Bali using
Time Varying Parameter (TVP) model based on inflation of Indonesia and exchange
rate AUD to IDR from January 2010 – December 2015 as explanatory variables. TVP
model is specified in a state space model and estimated by Kalman filter
algorithm. The result shows that the TVP model can be used to forecast the
number of Australian tourists arrival to Bali because it satisfied the assumption
that the residuals are distributed normally and the residuals in the
measurement and transition equations are not correlated. The estimated TVP
model is ̂ . This model has a value of mean absolute percentage error (MAPE) is
equal to dan root mean square percentage error (RMSPE) is equal to . The number
of Australian tourists arrival to Bali for the next five periods is predicted:
; ; ; ; and (January - May 2016).
Keywords: time varying
parameter model, state space model, Kalman filter, Australian tourists arrival
to Bali
Penulis: I Putu Gede Dian
Gerry Suwedayana
Kode Jurnal: jpmatematikadd160174
