EN 
IN
Journal article
Peramalan Jumlah Kunjungan Wisatawan Australia yang Berkunjung ke Bali Menggunakan Model Time Varying Parameter (TVP)
I Putu Gede Dian Gerry Suwedayana I Wayan Sumarjaya Ni Luh Putu Suciptawati
Volume : 5 Nomor : 3 Published : 2016, August
E-JURNAL MATEMATIKA - Jurusan Matematika, Fakultas MIPA Universitas Udayana
Abstrak
The purpose of this research is to forecast the number of Australian tourists arrival to Bali (yt) using Time Varying Parameter (TVP) model based on inflation of Indonesia (x1t) and exchange rate AUD to IDR (x2t) 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 yt = 201.8253x1t + 8.903399x2t. This model has a value of mean absolute percentage error (MAPE) is equal to 1.77 percent and root mean square percentage error (RMSPE) is equal to 2.3418 percent. The number of Australian tourists arrival to Bali for the next five periods is predicted: 87534, 86708,88864,90651 and 88077 (January - May 2016).