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Udjianna S. Pasaribu
Statistics Research Division, Institut Teknologi Bandung, Jalan Ganesha 10 Bandung, Jawa Barat 40132, Indonesia
Astronomy Chemistry Earth & Planetary Sciences Mathematics Physics

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A New Procedure for Generalized STAR Modeling using IAcM Approach Utriweni Mukhaiyar; Udjianna S. Pasaribu
Journal of Mathematical and Fundamental Sciences Vol. 44 No. 2 (2012)
Publisher : Institute for Research and Community Services (LPPM) ITB

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.5614/itbj.sci.2012.44.2.7

Abstract

A new procedure of space-time modeling through the Invers of Autocovariance Matrix (IAcM) is proposed. By evaluating the IAcM behaviors on behalf of the Generalized Space-Time Autoregressive (GSTAR) process stationarity, we may find an appropriate model to space-time data series. This method can complete the Space-Time ACF and PACF methods for identifying space-time models. For study case, we apply the GSTAR models to the monthly tea production of some plantations in West Java, Indonesia.
Co-Authors Utriweni Mukhaiyar