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All Journal JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI
Farin Cyntiya Garini
Universitas Padjadjaran
Mathematics

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The Penerapan Metode Peramalan GARCH dalam Memprediksi Jumlah Penumpang Kereta Api (Ribu Orang) di Wilayah Jabodetabek Farin Cyntiya Garini; Warosatul Anbiya
Jurnal Matematika, Statistika dan Komputasi Vol. 18 No. 2 (2022): JANUARY 2022
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v18i2.18382

Abstract

PT. Kereta Api Indonesia and PT. KAI Commuter Jabodetabek records time series data in the form of the number of train passengers (thousand people) in Jabodetabek Region in 2011-2020. One of the time series methods that can be used to predict the number of train passengers (thousand people) in Jabodetabek area is ARIMA method. ARIMA or also known as Box-Jenkins time series analysis method is used for short-term forecasting and does not accommodate seasonal factors. If the assumption of residual homoscedasticity is violated, the ARCH / GARCH method can be used, which explicitly models changes in residual variety over time. This study aims to model and forecast the number of train passengers (thousand people) in Jabodetabek area in 2021. Based on data analysis and processing using ARIMA method, the best model is ARIMA (1,1,1) with an AIC value of 2,159.87 and with ARCH / GARCH method, the best model is GARCH (1,1) with an AIC value of 18.314. Forecasting results obtained based on the best model can be used as a reference for related parties in managing and providing public transportation facilities, especially trains.
Co-Authors Warosatul Anbiya