TY  - THES
N1  - Pembimbing: Dr. Muhammad Wakhid Musthofa, S.Si., M.Si., dan Arya Fendha Ibnu Shina, M.Si.,
ID  - digilib65639
UR  - https://digilib.uin-suka.ac.id/id/eprint/65639/
A1  - Anindya Hestyning Sekar, NIM.: 20106010015
Y1  - 2024/05/21/
N2  - Regression analysis is a statistical method that aims to analyze the effect of
one or more independent variables (X) on a dependent variable (Y). One example
is the multivariate regression model, which in its modeling often uses panel data.
Panel data is a combination of cross-section data and time-series data. However, in
multivariate models the data used often violates classical assumption tests, such as
autocorrelation. This can be solved using a linear regression model known as
Seemingly Unrelated Regression (SUR). The SUR model has its own parameter
values and it looks like each equation is Seemingly Unrelated, but between the
equations there is a correlation between errors that can be solved by the Generalized
Least Square (GLS) method. This study aims to conduct SUR modeling with the
GLS method on the value of the Consumer Price Index (CPI) in the Cilacap,
Purwokerto and Kudus Cities in 2020-2022 by considering the factors that affect
the CPI, namely the Food Commodity, the Health Commodity and the
Transportation Commodity. The three commodities contribute quite a lot, namely
the SUR model produces a coefficient of determination (
PB  - UIN SUNAN KALIJAGA YOGYAKARTA
KW  - Generalized Least Square (GLS)
KW  -  Indeks Harga Konsumen (IHK)
KW  - 
Ordinary Least Square (OLS)
KW  -  Seemingly Unrelated Regression (SUR).
M1  - skripsi
TI  - PENERAPAN SEEMINGLY UNRELATED REGRESSION (SUR) MENGGUNAKAN METODE ESTIMASI GENERALIZED LEAST SQUARE (GLS) PADA DATA INDEKS HARGA KONSUMEN (IHK) DI KOTA CILACAP, PURWOKERTO DAN KUDUS PROVINSI JAWA TENGAH TAHUN 2020-2022
AV  - restricted
EP  - 134
ER  -