Spektrum Gstar(1;1)
| Main Authors: | Nunung Nurhayati; Jurusan Matematika dan Ilmu Pengetahuan Alam, Fakultas Sains dan Teknik, UNSOED, Udjianna Sekteria Pasaribu; Kelompok Keahlian Statistika, Fakultas Matematika dan Ilmu Pengetahuan Alam, Dudung Muhally Hakim; Kelompok Keahlian Inderaja dan Sains Informasi Geografis, Fakultas Ilmu dan Teknologi Kebumian, ITB, Oki Neswan; Kelompok Keahlian Analisis dan Geometri, Fakultas Matematika dan Ilmu Pengetahuan Alam, ITB |
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| Format: | Article application/pdf eJournal |
| Bahasa: | eng |
| Terbitan: |
Institut Teknologi Bandung
, 2009
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| Subjects: | |
| Online Access: |
http://journal.fmipa.itb.ac.id/jms/article/view/206 |
Daftar Isi:
- In this paper we formulate the spectrum (spectral density matrix) of the stationary GSTAR(1;1) model by considering the model as VMA( ∞). The spectrum can be obtained by following steps: represent the model as an VMA( ∞) and convert the model to the backward operator form, then substitute the coefficient model to the spectrum of VMA( ∞) model. The procedure of finding spectrum of GSTAR(1;1) which parameters are given, is illustrated by a two dimensional GSTAR(1;1) model.