Time Series Analysis

Topics: Time series, Sampling, Economic growth Pages: 35 (2601 words) Published: February 24, 2014
Secondary Research Time Series Analysis
VARIABLE FACTOR THAT INCREASING MALAYSIA GDP

Prepared by:
Dina Maya Avinati
Wery Astuti

UNIVERSITAS SISWA BANGSA INTERNATIONAL
Mulia Business Park, JL. MT. Haryono Kav. 58-60 Pancoran- South Jakarta

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CONTENT
I.

Introduction
1.1

Back Ground of Study

1.2

Problem

1.3

Research Problem

1.4

Research Objective

1.5

Scope and Limitation

1.6

Significant of Study

II.

Literature Review

III.

Methodology
2.1

Time and Place

2.2

Research Framework

2.3

Research Question and Hypothesis

2.4

Data
2.4.1

Type and Source of Data

2.4.2

Data Collection Method

2.4.3

Sampling Method

2.4.4

Data Analysis

2.4.5

Hypothesis Testing

IV.

Research and Discussion

V.

Conclusion and Recommendation
References
Appendix
Letter of Performance

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INTRODUCTION
1.1

Back Ground of Study
Time Series Analysis (TSA) is one name of specific subjects that must be studied by college students majoring in Management at University of

Siswa Bangsa

International. Time Series can define as a sequence of numbers collected at regular intervals over a period of time. In addition, Time Series Analysis is method for analyzing time series data in order to extract meaningful statistics and other characteristics of the data. However, TSA is really needed to interpret statistic data to forecast the event in the future such as forecast demand, sales, consumer preference, micro and macro-economic data. Further, time series forecasting is the use of a model to predict future values based on previously observed values. Finally, time series can become media interpretation use data plotting and regression.

Through this paper, students will try to find out the best method to analyze the GDP of Malaysia based on time series data from secondary source. There are about seven different time-series forecasting models: moving averages, exponential smoothing, the linear trend, the quadratic trend, the exponential trend, the autoregressive, and the leastsquares models for seasonal data. Fortunately, regarding this case, student only allowed to use three basic model of its; least square (OLS), autoregressive (AR), and moving average (MA).

Malaysia as young country which was declaring their independence in 1957, but their economic growth is very fast. Malaysia's public enterprises (PEs) account for almost one-third of the country's gross domestic product (GDP). This share is among the highest in the world, and clearly surpasses the importance of PEs in other ASEAN countries (Abdul, 2013). Student believe that that GDP growth is affected by several factors such as final consumption expenditure, government expenditure, exports of goods and services, imports of goods and services, and investment.

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1.2

Problem Identified
According to ASEAN Economic Bulletin Vol. 9, No. 2, Malaysia's Public Enterprises is the most factors that really effect on GDP growth. However, increasing Malaysia’s GDP is relay on many factors, especially in term of macroeconomic. In this paper, student would like to find out the best forecasting model to analyze dominant factor that effect on its GDP.

Traddingeconomic.com stated that from 1960 until 2012, Malaysia GDP averaged 65.6 USD Billion reaching an all-time high of 303.5 USD Billion in December of 2012 and a record low of 2.4 USD Billion in December of 1961. However, the figure bellow shows us that during 2010 up to 2013, Malaysia GDP positively growth.

Source; http://www.tradingeconomics.com/malaysia/gdp | World Bank Group

1.3

Research Problem
The problem that should fix in this paper is why the trend of GDP of Malaysia is increasing. The student also should find the best forecasting model to know what factor that really affects in its trend.

1.4

Research Objective
The aims for this paper are such:

Finding out the...

References: (Abdul, 2013). Student believe that that GDP growth is affected by several factors such
as final consumption expenditure, government expenditure, exports of goods and