ACADSTAFF UGM
| Title | : | Toda-Yamamoto Approximation For the Granger Causality Analysis of Climate Attributes in Yogyakarta |
| Author | : |
Dr. Herni Utami, S.Si., M.Si. (1) Dr. Fajar Adi Kusumo, S.Si., M.Si. (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Emilya Nurjani, S.Si., M.Si. (4) |
| Date | : | 0 2017 |
| Keyword | : | - - |
| 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]. |
| Group of Knowledge | : | Matematika |
| Original Language | : | English |
| Level | : | Internasional |
| Status | : |
Published
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