PEMODELAN AUTOREGRESIF SPASIAL MENGGUNAKAN BAYESIAN MODEL AVERAGING UNTUK DATA PDRB JAWA

Authors

  • Sarimah Sarimah Department of Statistics, IPB University, Indonesia
  • Anik Djuraidah Department of Statistics, IPB University, Indonesia
  • Aji H Wigena Department of Statistics, IPB University, Indonesia

DOI:

https://doi.org/10.29244/ijsa.v3i3.376

Keywords:

bayesian model averaging, posterior probability, spatial autoregressive

Abstract

Economic data always contains spatial effects. Gross Regional Domestic Product (GRDP) in Java is one of economic data that describes spatial dependence between adjacent districts/cities. The method that is suitable for modeling GDRP is spatial regression with spatial dependence on lags that is spatial autoregressive. GDRP prediction used the Bayesian Model Averaging (BMA) method. The ten autoregressive spatial model that have highest posterior probability was chosen to determined the BMA model by posterior probability. The explanatory variables used in this study were (1) mean years of schooling (2) life expectancy (3) income per capita (4) local revenue (5) number of workers (6) district minimum salary. The results showed that the number of workers was chosen as a predictor for the ten models. The model that have highest posterior probability probability is 0.54 which contains five explanatory variables that are mean years of schooling, income per capita, local revenue, number of workers and district minimum salary and the pseudo R2 of the model is 0.696.

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References

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Published

2019-10-31

How to Cite

Sarimah, S., Djuraidah, A., & Wigena, A. H. (2019). PEMODELAN AUTOREGRESIF SPASIAL MENGGUNAKAN BAYESIAN MODEL AVERAGING UNTUK DATA PDRB JAWA. Indonesian Journal of Statistics and Its Applications, 3(3), 287–294. https://doi.org/10.29244/ijsa.v3i3.376

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