Xplore: Journal of Statistics
Vol. 8 No. 1 (2019): 30 April 2019

Penerapan Metode VAR-X untuk Pemodelan Data Deret Waktu dengan Calendar effects

Ade Gusalinda (Department of Statistics, IPB)
I Made Sumertajaya (Department of Statistics, IPB University)
Septian Rahardiantoro (Department of Statistics, IPB University)



Article Info

Publish Date
06 Apr 2019

Abstract

One of the commodities that has quite varied price fluctuations is broiler and carcass chicken. The context of forecasting is quite important considering the policies that can be taken by the producer and even the strategies that can be taken by consumers. This study attempts to modeling broiler and carcass prices together with Vector Autoregressive (VAR) which is one method in time series analysis that utilizes more than one time series variable. In addition, the effect of calendar calendar events is also the topic of discussion in this study which is implemented by the VAR-X method. As a result, the calendar effects variables that affect broiler and carcass prices are February, the first week of Ramadan and Eid-ul-Fitr. Furthermore, forecasting with VAR-X produces a pretty good value than VAR with lower MAPE criteria.

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Journal Info

Abbrev

xplore

Publisher

Subject

Decision Sciences, Operations Research & Management Engineering Mathematics

Description

Xplore: Journal of Statistics diterbitkan berkala 3 (tiga) kali dalam setahun yang memuat tulisan ilmiah yang berhubungan dengan bidang statistika. Artikel yang dimuat berupa hasil penelitian atau kajian pustaka dalam bidang statistika dan atau penerapannya. ISSN: 2302-5751 Mulai Desember 2018, ...