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Judul:	Development on Theoretical and Application of Space Time Autoregressive Modeling
Penulis:	Budi Nurani Ruchjana \|\| email: budinr@unpad.ac.id
Jurnal:	Prosiding FMIPA 2015 Vol. 1 no. 1 - hal. 14-17 Tahun 2015 [ MIPA ]
Keywords:	GSTAR, GSTAR-Kriging, GSTARI, GSTAR-X, OLS, SUR, MAPE
Abstract:	In this paper, we studied the development study of space time modeling both of theoretical and applications, especially for the Generalized Space Time Autoregressive (GSTAR) with stationary and non-stationary data. The GSTAR is a special case of multivariate time series model Vector Autoregressive (VAR), with simultaneously combine time series and spatial analysis. We propose Generalized Space Time Integrated (GSTARI), Generalize Space Time Exogenous (GSTAR-X) using parameter estimation method of Ordinary Least Squares (OLS) and also Seemingly Unrelated Regression (SUR) using script of R software. For case study, we use the daily life phenomena in environmental, petroleum, consumer price index in Indonesia
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