Journal article

Analisis Kointegrasi Jumlah Wisatawan, Inflasi, dan Nilai Tukar Terhadap PDRB Provinsi Bali

Made Aristiawan Jiwa Atmaja I Putu Eka Nila Kencana G.K. Gandhiadi

Volume : 4 Nomor : 3 Published : 2015, August

E-JURNAL MATEMATIKA - Jurusan Matematika, Fakultas MIPA Universitas Udayana

Abstrak

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 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 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.