Eksponensial
Vol 8 No 1 (2017)

Peramalan Regarima Pada Data Time Series

Yudha Muhammad Faishol (Mahasiswa Program Studi Statistika FMIPA Universitas Mulawarman)
Ika Purnamasari (Dosen Program Studi Statistika FMIPA Universitas Mulawarman)
Rito Goejantoro (Dosen Program Studi Statistika FMIPA Universitas Mulawarman)



Article Info

Publish Date
21 Dec 2017

Abstract

RegArima method is a modelling technique that combines the ARIMA model with a regression model which uses a dummy variable called regressors or variable regression. The purposes of this study was to determine the calendar variation models and application of the model to predict plane ticket sales in January 2016 - December 2017. Based on the data analysis show that ticket sales have seasonal pattern, ie an increase in ticket sales when Idul Fitri. First determine the regressors which is only affected by one feast day is Eid. Then do the regression model, where the dependent variable (Y) is the volume of plane ticket sales and the independent variable (X) is regressors, so the regression model is Ŷt=1.029+1.335 X. The results of analysis show that all parameters had significant regression model and then do a fit test the model, the obtained residual normal distribution and ineligible white noise, which means that it still contained residual autocorrelation. ARIMA modeling is then performed on the data regression residuals. Results of analysis performed subsequent residual own stationary ARIMA model estimation and obtained ARIMA (0,0,1) with all parameters of the model was already significant and conformance test models had also found and that the residual qualified white noise and residual normal distribution. So the calendar variation model was obtained by the method RegARIMA: Yt = 1.029,5 + 1.337,3 Dt + 0,28712 at-1 + at. Based on the model of those variations could be predicted on plane ticket sales for January 2016-December 2017.

Copyrights © 2017






Journal Info

Abbrev

exponensial

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Mathematics Other

Description

Jurnal Eksponensial is a scientific journal that publishes articles of statistics and its application. This journal This journal is intended for researchers and readers who are interested of statistics and its ...