Jurnal Gaussian
Vol 11, No 1 (2022): Jurnal Gaussian

PEMODELAN INDEKS HARGA PROPERTI RESIDENSIAL DI INDONESIA MENGGUNAKAN METODE GENERALIZED SPACE TIME AUTOREGRESSIVE

Syazwina Aufa (Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro)
Rukun Santoso (Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro)
Suparti Suparti (Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro)



Article Info

Publish Date
13 May 2022

Abstract

Generalized Space Time Autoregressive (GSTAR) is a model used for space time data analysis. Space time data is data related to events at previous times and different locations. GSTAR is an expansion of the Space Time Autoregressive (STAR) method. The STAR method is only suitable for homogeneous locations while GSTAR can be used for heterogeneous locations. This research uses Residensial Property Price Index (IHPR) data. IHPR data is in the form of a multivariate time series consisting of 18 cities/regions with a certain time span. In this study, the analysis of IHPR data is carried out by looking at the relationship between the previous time and other cities/regions. Therefore, the method that can be used is GSTAR method. Analysis of IHPR data in each city/region can help increase the supply of housing, thereby reducing the number of backlogs. The backlog of houses in Indonesia is still relatively high. Backlog is an indicator that is often used by the government to measure the number of housing needs in Indonesia. Based on the fulfillment of the assumptions and the smallest MSE value, the best model obtained is GSTAR(4;1,1,1,1) using cross-correlation normalized weight. The largest IHPR data on forcasting results is in the cities of Makassar, Manado, and Surabaya while the smallest IHPR data is in the city of Balikpapan. The GSTAR method produces forcasted data that is close to the actual data so it is good to use.Keywords : GSTAR, OLS, IHPR

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Journal Info

Abbrev

gaussian

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Other

Description

Jurnal Gaussian terbit 4 (empat) kali dalam setahun setiap kali periode wisuda. Jurnal ini memuat tulisan ilmiah tentang hasil-hasil penelitian, kajian ilmiah, analisis dan pemecahan permasalahan yang berkaitan dengan Statistika yang berasal dari skripsi mahasiswa S1 Departemen Statistika FSM ...