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All Journal Integra: Journal of Integrated Mathematics and Computer Science
Sari, Dede Ratna
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Computer Science & IT Mathematics

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Application of GSTARMA Spatial-Temporal Model for Inflation Analysis in South Sulawesi Province Sari, Dede Ratna; Widiarti; Nurvazly, Dina Eka; Usman, Mustofa; Loves, Luvita
Integra: Journal of Integrated Mathematics and Computer Science Vol. 1 No. 3 (2024): November
Publisher : Magister Program of Mathematics, Universitas Lampung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26554/integrajimcs.20241322

Abstract

The Generalized Space-Time Autoregressive Moving Average (GSTARMA) model is a development of the time series model that can capture both spatial and temporal dynamics simultaneously. This study uses the GSTARMA model to analyze inflation data in five cities in South Sulawesi Province from January 2017 to October 2024. The GSTARMA model obtained is GSTARMA (1,0,1) with a cross-correlation normalization spatial weight matrix. The results of the analysis indicate a spatial influence between locations and temporal relationships in the inflation data.
Co-Authors Dina Eka Nurvazly, Dina Eka Loves, Luvita Mustofa Usman Widiarti