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All Journal FORUM STATISTIKA DAN KOMPUTASI Media Statistika Statistika JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI IPTEK The Journal for Technology and Science CAUCHY: Jurnal Matematika Murni dan Aplikasi Sosioinforma International Journal of Advances in Intelligent Informatics Scientific Journal of Informatics JOIN (Jurnal Online Informatika) Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi) Jurnal Penelitian Pertanian Tanaman Pangan BAREKENG: Jurnal Ilmu Matematika dan Terapan SINTECH (Science and Information Technology) Journal MIND (Multimedia Artificial Intelligent Networking Database) Journal Jurnal Aplikasi Statistika & Komputasi Statistik FIBONACCI: Jurnal Pendidikan Matematika dan Matematika Inferensi International Journal of Advances in Data and Information Systems InPrime: Indonesian Journal Of Pure And Applied Mathematics Majalah Ilmiah Matematika dan Statistika (MIMS) Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Enthusiastic : International Journal of Applied Statistics and Data Science Prosiding Seminar Nasional Official Statistics Jurnal Natural Eduvest - Journal of Universal Studies Xplore: Journal of Statistics PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON DATA SCIENCE AND OFFICIAL STATISTICS Parameter: Jurnal Matematika, Statistika dan Terapannya Scientific Journal of Informatics Journal of Mathematics, Computation and Statistics (JMATHCOS) Advance Sustainable Science, Engineering and Technology (ASSET) Indonesian Journal of Statistics and Its Applications Journal on Mathematics Education
Kusman Sadik
Departemen Statistika, IPB University
Aerospace Engineering Agriculture, Biological Sciences & Forestry Humanities Astronomy Biochemistry, Genetics & Molecular Biology Chemistry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Health Professions Immunology & microbiology Industrial & Manufacturing Engineering Mathematics Mechanical Engineering Neuroscience Physics Social Sciences Transportation Other

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Journal : Jurnal Penelitian Pertanian Tanaman Pangan

 1 
Pemodelan Pengukuran Luas Panen Padi Nasional Menggunakan Generalized Autoregressive Conditional Heteroscedastic Model (GARCH) Iqbal, Teuku Achmad; Sadik, Kusman; Sumertajaya, I Made
Jurnal Penelitian Pertanian Tanaman Pangan Vol 33, No 1 (2014): April 2014
Publisher : Pusat Penelitian dan Pengembangan Tanaman Pangan

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (220.304 KB) | DOI: 10.21082/jpptp.v33n1.2014.p17-26

Abstract

This study was aimed to build a model for the estimation of national harvested area of rice by incorporating element of variant heterogeneity and the influence of asymmetry factors on time series data using five types of GARCH models, namely: symmetric GARCH, exponential asymmetric GARCH, quadratic asymmetric GARCH, Threshold GARCH, and non-linear asymmetric GARCH. Those models were compared and evaluated, and then the best model was used to predict the accuracy of the national rice harvested area. The results showed that two types of GARCH had significant coefficient, indicating the validity of the model. Those models were symmetric GARCH and quadratic GARCH models. Based on the value of mean absolute percentage error (MAPE) for the twelve month periods ahead, quadratic GARCH model was better than the symmetric GARCH model. Furthermore, based on the value of mean absolute deviation (MAD) and mean square error (MSE), quadratic GARCH model also seemed to be a better model than symmetric GARCH model. The best model can be used to predict the harvested area in the subsequent year.
Co-Authors . Erfiani . Indahwati A.Tuti Rumiati Aam Alamudi Abdullah, Adib Roisilmi Achmad Fauzan Agus Mohamad Soleh Ahmad Rifai Nasution Aji Hamim Wigena Akbar Rizki Akbar Rizki Akbar Rizki Akmala Firdausi Amalia, Rahmatin Nur Anadra, Rahmi Ananda Shafira Anang Kurnia Andespa, Reyuli Andi Okta Fengki ASEP SAEFUDDIN Astari, Reka Agustia Astari, Reka Agustia Aulya Permatasari Azka Ubaidillah Bagus Sartono Budi Susetyo Budi Susetyo Cici Suhaeni Cici Suhaeni Dito, Gerry Alfa Dwi Agustin Nuriani Sirodj Efriwati Efriwati Embay Rohaeti Eminita, Viarti EVITA PURNANINGRUM FARDILLA RAHMAWATI Farit Mochamad Afendi Fitrianto, Anwar Haikal, Husnul Aris Hari Wijayanto Hasnataeni, Yunia Hazan Azhari Zainuddin Hermawati, Neni I Gusti Ngurah, Sentana Putra I Made Sumertajaya I Wayan Mangku Indahwati Indahwati Indahwati Intan Arassah, Fradha Iqbal, Teuku Achmad Isnanda, Eriski Khairi A N Khairil Anwar Notodiputro Khikmah, Khusnia Nurul Khusnul Khotimah Kusni Rohani Rumahorbo Latifah, Leli Lili Puspita Rahayu Logananta Puja Kusuma M Soleh, Agus Mochamad Ridwan Mochamad Ridwan, Mochamad Mohammad Masjkur Muh Nur Fiqri Adham Muhammad Yusran Mulianto Raharjo Naima Rakhsyanda Nisrina Az-Zahra, Putri Nur Khamidah NURADILLA, SITI Nusar Hajarisman Pangestika, Dhita Elsha Parwati Sofan, Parwati Purnama Sari Rifqi Aulya Rahman Rizki, Akbar Rizqi, Tasya Anisah ROCHYATI ROCHYATI Sahamony, Nur Fitriyani Saleh, Agus Muhammad Satriyo Wibowo Siregar, Jodi jhouranda Siti Raudlah Sitti Nurhaliza Soleh, Agus M Suhaeni, Cici Supriatin, Febriyani Eka Tendi Ferdian Diputra Titin Suhartini Titin Suhartini, Titin Tri Wahyuni Uswatun Hasanah Utami Dyah Syafitri Viarti Eminita Widhiyanti Nugraheni Yenni Angraini Yenni Kurniawati Yuli Eka Putri