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Journal : JAMBURA JOURNAL OF PROBABILITY AND STATISTICS

Model Markov Switching Autoregressive pada Data Covid-19 di Indonesia Rizki, Setyo Wira; Martha, Shantika; Bartolomius, Bartolomius; Apriliyanti, Rita
Jambura Journal of Probability and Statistics Vol 5, No 1 (2024): Jambura Journal Of Probability and Statistics
Publisher : Department of Mathematics, Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37905/jjps.v5i1.19429

Abstract

The Covid-19 pandemic has had a very influential impact on socio-economic conditions in Indonesia. Forecasting the number of Covid-19 cases is needed to support taking preventive action. The method that can be used to determine the number of Covid-19 cases is a forecasting method using the Markov Switching Autoregressive (MSAR) time series data model as an alternative for analyzing structural change data. This research uses Covid-19 confirmation data in Indonesia for the period March 2020-June 2021, with the aim of designing an MSAR model and calculating the magnitude of the transition opportunity in each state in the Covid-19 confirmation data in Indonesia. The MSAR model begins by describing the data and checking the stationarity of the data. After that, Box-Jenkins modeling was carried out to test heteroskedasticity and structural changes. Next, the MSAR model parameters were estimated and the transition matrix was formed. This research shows that the best MSAR model formed is the MS (2)-AR (5) model, with a static transition probability value in state 1 of 0.981330. However, it appears that there is a chance of 0.018670 for the Covid-19 confirmation condition to move to state 2. Testing in the case of state 2 produces a transition chance of 0.980991 in state 2, with a transition chance of Covid-19 confirmation changing to state 1 of 0.019009.
Co-Authors , Syahru Rahmayuda, Haris Febriyanto Ramadhan , Sampe Hotlan Sitorus Adinda, Dian Tri Agustono, Hendri Al Azizi, Fudhail Azzam Thoriqi Amarrullah, Rido Andani, Wirda Anggria, Vini Anjelika, Seselia Apriliyanti, Rita Aprizkiyandari, Siti Arsanti, Resti Asmara, Mira AYU ASTUTI, AYU Ayuni, Anisa Putri Bartolomius, Bartolomius Cahyani, Cristy Framedia Calissta, Leanna Belva Clarenda Siboro, Viren Marcellya Cornellia, Amanda Dadan Kusnandar Deanovela, Adelea Delvi Debataraja, Naomi Nessyana Dwi Marisa Midyanti Dyaherawati, Oktavia Ersawahyuni, Aisna Evy Sulistianingsih Fadhila, Aisya Raihan Fallah, Khalishah Ghina Fiqriah, Isnaini Firnanda, Firnanda Gunawan, Risky Hamdari, Ela Hariadi, Wahyudio Shaney Fikri Hendra Perdana hidayatullah, Hidayatullah hidayatullah Huda, Nur’ainul Miftahul Idilla, Leona Ilhamsyah Imro'ah, Nurfitri IMRO’AH, NURFITRI Imro’ah, Nurfitri Indriani, Maria Meilinda Istighfarani, Ridha Maharani, Cinta Priscillia Mori, Stepanus Armadi Muhtadi, Radhi Mulia Tsani, Dien Permata Neva Satyahadewi Novi Safitri Nurhaliza, Sy. Farini Oktitannia, Dea Pebriyandi, Rifki Pramesti, Surya Adinda Fitria Prianti, Sabrina Eka Purwanty, Purwanty Puspita, Risma Putri Naya, Adellia Ayu Radinasari, Nur Ismi Rahmadanti, Putri Rahmawati, Fenti Nurdiana Regita, Luna Amara Rezaldi, Muhammad Fachri Riovani, Vriska Dwi Rivaldi, Syahrul Rizki, Setyo Wira Robbiati, Dian Sadikin, Utin Azwa Sayhani Salsabila, Salsabila Salsabila, Yumna Hanum Sindia, Eri Tamtama, Ray Umiati, Wiji Vebriyanti, Lo Mei Ly Wuri, Hastri Sastia Yogi, Vinsensius Yudhi Yundari, Yundari Zaria, Della