Toda-Yamamoto Approximation For the Granger Causality Analysis of Climate Attributes in Yogyakarta
Penulis/Author
Dr. Herni Utami, S.Si., M.Si. (1); Prof. Dr. Fajar Adi Kusumo, S.Si., M.Si. (2); Prof. Dr. Drs. Gunardi, M.Si. (3); Dr. Emilya Nurjani, S.Si., M.Si. (4)
Tanggal/Date
2017
Kata Kunci/Keyword
Abstrak/Abstract
The objective of this paper is to investigate causes of climate attributes. These are temperature, rainfall, SunGlobe ratio, air-pressure, average humidity, average wind speed and the direction of the wind. We apply Toda-Yamamoto methods to study causality of the climate attributes. The methods are more accurate as compared with Granger methods. The augmented Dickey-Fuller (ADF) unit root test proposed by Dickey and Fuller [4] has been employed to find out whether the data needs to be differenced or not to make it stationary.
Toda-Yamamoto approximation for the granger causality analysis of climate attributes in Yogyakarta. Available from: https://www.researchgate.net/publication/316697050_Toda-Yamamoto_approximation_for_the_granger_causality_analysis_of_climate_attributes_in_Yogyakarta [accessed Dec 04 2017].
Rumpun Ilmu
Matematika
Bahasa Asli/Original Language
English
Level
Internasional
Status
Dokumen Karya
No
Judul
Tipe Dokumen
Aksi
1
Toda Yamamoto_jurnal_2023102_d8583bbf92da9c780057f905d80e20ca.pdf
[PAK] Full Dokumen
2
Similarity_TODA-YAMAMOTO APPROXIMATION FOR THE GRANGER CAUSALITY ANALYSIS OF CLIMATE ATTRIBUTES IN YOGYAKARTA.pdf