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NI KADEK YUNI DEWIANTARI
Udayana University
Mathematics

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PETA KENDALI EWMA RESIDUAL PADA DATA BERAUTOKORELASI NI KADEK YUNI DEWIANTARI; I WAYAN SUMARJAYA; G.K. GANDHIADI
E-Jurnal Matematika Vol 8 No 1 (2019)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/MTK.2019.v08.i01.p236

Abstract

Control charts with autocorrelation can be overcome by creating control chart with residuals from the best forecasting model. EWMA control chart is a alternative to the Shewhart control chart when detecting small shifts. The purpose of this study is to make the best forecasting model to obtain residual, and see the stability of the rupiah exchange rate against US dollar using EWMA control chart with residual. The best model of the case is ARIMA (1,1,1). The results of the EWMA residual control chart with ? = 0.1 there is a pattern that makes the process unstable.
Co-Authors G. K. GANDHIADI I Wayan Sumarjaya