I have read "Interest rate Modelling" book and found the "TSIR Estimation". I would like to know the correct use this software so that estimation yield is close to actual yield. Thank you.
Is "this software" the TSIR Estimate Excel/VBA spreadsheets file as in http://www.fixedincomerisk.com/Web/software.html? According to its "Practical Guide to Term Structure Estimation with Excel" (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1096182) all you need is to collect actual bond data.
For Indonesia data, you may find these useful:
Asian Bonds Online (http://asianbondsonline.adb.org/indonesia/data/marketwatch.php?code=government_bond_yields).
Bank Indonesia (http://www.bi.go.id/en/iru/market-data/bond-yields/Default.aspx)