ANALISIS KOINTEGRASI JUMLAH WISATAWAN, INFLASI, DAN NILAI TUKAR TERHADAP PRODUK DOMESTIK REGIONAL BRUTO (PDRB) PROVINSI BALI

  • MADE ARISTIAWAN JIWA ATMAJA Faculty of Mathematics and Natural Sciences, Udayana University
  • I PUTU EKA N. KENCANA Faculty of Mathematics and Natural Sciences, Udayana University
  • G. K. GANDHIADI Faculty of Mathematics and Natural Sciences, Udayana University

Abstract

This paper aimed to determine long-run equilibrium the tourist arrivals, inflation, exchange rate and gross domestic regional product (GDRP) of Bali Province used Johansen’s cointegration test. First examined whether each stationary variables using augmented dickey fuller (ADF) test. ADF test showed GDRP of Bali, tourist arrivals, and exchange rate are not stationary, so it is assumed stationary in first lag or I(1). While inflation is stationary in level or I(0). Johansen’s cointegration test showed the tourist arrivals, inflation, exchange rate and GDRP of Bali are not cointegrated. Notice that there is no long-run equilibrium, it can not be concluded for structural equation models.

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Author Biographies

MADE ARISTIAWAN JIWA ATMAJA, Faculty of Mathematics and Natural Sciences, Udayana University
Mathematics Depatment, Faculty of Mathematics and Natural Sciences, Udayana University
I PUTU EKA N. KENCANA, Faculty of Mathematics and Natural Sciences, Udayana University
Mathematics Depatment, Faculty of Mathematics and Natural Sciences, Udayana University
G. K. GANDHIADI, Faculty of Mathematics and Natural Sciences, Udayana University
Mathematics Depatment, Faculty of Mathematics and Natural Sciences, Udayana University
Published
2015-06-27
How to Cite
JIWA ATMAJA, MADE ARISTIAWAN; N. KENCANA, I PUTU EKA; GANDHIADI, G. K.. ANALISIS KOINTEGRASI JUMLAH WISATAWAN, INFLASI, DAN NILAI TUKAR TERHADAP PRODUK DOMESTIK REGIONAL BRUTO (PDRB) PROVINSI BALI. E-Jurnal Matematika, [S.l.], v. 4, n. 3, p. 83 - 89, june 2015. ISSN 2303-1751. Available at: <https://ojs.unud.ac.id/index.php/mtk/article/view/13846>. Date accessed: 21 nov. 2024. doi: https://doi.org/10.24843/MTK.2015.v04.i03.p093.
Section
Articles

Keywords

ADF test; tourist arrivals; exchange rate; inflation; gross domestic regional product; Johansen’s cointegration test