Pemodelan Spasial Data Panel Dinamis Laju Pertumbuhan Produk Domestik Bruto Industri Manufaktur

Putri, Nikita Permana (2024) Pemodelan Spasial Data Panel Dinamis Laju Pertumbuhan Produk Domestik Bruto Industri Manufaktur. Diploma thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Sektor industri manufaktur konsisten memberikan kontribusi terbesar terhadap perekonomian nasional. Meskipun dalam keadaan krisis, sektor ini mampu bertahan dan stabil dalam produksi. Kondisi pertumbuhan ekonomi pada sektor industri manufaktur dapat diukur melalui laju pertumbuhan Produk Domestik Bruto (PDB) industri manufaktur. Terdapat beberapa faktor yang diduga mempengaruhi laju pertumbuhan PDB industri manufaktur, yaitu pertumbuhan industri sedang dan besar, keterbukaan ekonomi, PMA, TPT, dan APK PT. Laju pertumbuhan PDB industri manufaktur pada suatu wilayah pasti akan mempengaruhi pertumbuhan di wilayah lainnya, serta mayoritas variabel ekonomi bersifat dinamis. Berdasarkan permasalahan tersebut, maka perlu dilakukan pemodelan spasial panel dinamis pada laju pertumbuhan PDB industri manufaktur dengan menggunakan metode estimasi parameter Generalized method of Moment (GMM) yang mempertimbangkan adanya efek heteroskedastisitas untuk menghasilkan estimator yang yang tidak bias, konsisten, serta efisien. Hasil analisis menunjukkan bahwa provinsi di Indonesia maksimal bersinggungan secara spasial dengan lima provinsi, terdapat autokorelasi spasial positif, dengan model terbaik GMM heteroskedastisitas yang terbentuk menunjukkan bahwa variabel laju pertumbuhan PDB industri manufaktur pada satu periode sebelumnya, variabel pertumbuhan PDB industri manufaktur di Provinsi yang bersinggungan secara spasial pada periode saat ini dan satu periode sebelumnya, keterbukaan ekonomi, PMA, dan APK PT berpengaruh positif terhadap nilai laju pertumbuhan PDB industri manufaktur, sedangkan variabel TPT berpengaruh negatif. Asumsi normal dan identik telah terpenuhi, sedangkan asumsi independen belum terpenuhi. Model terbaik yang terbentuk tergolong baik karena semua tanda parameter sesuai dengan teori ekonomi, berpengaruh signifikan, memiliki dependensi spasial, efek heteroskedastisitas sudah tertangani, memiliki nilai RMSE yang kecil yaitu mendekati nilai nol, dan nilai R2 cukup tinggi.
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The consistent manufacturing sector makes the biggest contribution to the national economy. Despite the crisis, the sector is sustainable and stable in production. The conditions of economic growth in the manufacturing industry sector can be measured by the growth rate of the Gross Domestic Product (GDP) of manufacturing industries. There are several factors that are supposed to influence the growth rate of manufacturing industry GDP, i.e. medium and large industrial growth, deep openness, PMA, TPT, and APK PT. The rate of GDP growth of manufacture industry in one region will definitely affect growth in other regions, as well as the majority of economic variables are dynamic. Based on this problem, it is necessary to model the spatial dynamic panel of the manufacturing industry's GDP growth rate using the Generalized Method of Moment (GMM) parameter estimation method that takes into account the effects of heteroscedasticity to produce non-biased, consistent, and efficient estimators. The results of the analysis showed that the provinces in Indonesia are maximally spatially adjacent to the five provinces, there is a positive spatial autocorrelation, with the best GMM model heterocadastisity formed showing that the variable rate of growth of manufacturing industry GDP in a previous period, the GDP growth variable in manufacturing industries in the province that is spacely adjacent in the current period and a previous one period, deep openness, PMA, and PT APK have a positive influence on the value of the growth rate of GDP manufacture industry, while the TPT variable has a negative influence. The normal and identical assumptions have been fulfilled, while the independent assumption has not been. The best model that has been formed belongs well because all the parameter marks are consistent with economic theory, have significant influence, have spatial dependencies, the effects of heteroscedasticity have been dealt with, have small RMSE values that are close to zero, and R2 values are quite high.

Item Type:	Thesis (Diploma)
Uncontrolled Keywords:	GMM, Heteroskedastisitas, Industri Manufaktur, Produk Domestik Bruto, Spasial Data Panel Dinamis, Heteroscedasticity, Manufacturing Industry, Gross Domestic Product, Spatial Dynamic Panel Data
Subjects:	T Technology > TS Manufactures
Divisions:	Faculty of Vocational > 49501-Business Statistics
Depositing User:	Nikita Permana Putri
Date Deposited:	14 Feb 2024 20:58
Last Modified:	14 Feb 2024 20:58
URI:	http://repository.its.ac.id/id/eprint/107036

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