ESTIMASI: Journal of Statistics and Its Application
Vol. 6, No. 2, Juli, 2025 : Estimasi

Perbandingan Model Threshold Generalized utoregressive Conditional Heteroscedasticity dan Exponential Generalized Autoregressive Conditional eteroscedasticity pada Peramalan Curah Hujan

Andrianingrum, Amalia (Unknown)
Sahriman, Sitti (Unknown)
Jaya, Andi Kresna (Unknown)



Article Info

Publish Date
04 Aug 2025

Abstract

Rainfall plays an important role in life and is closely related to other weather elements. Rainfall data is used for various purposes, including flood and drought risk mitigation and water resource planning. Makassar City has significant rainfall variability and requires accurate forecasting to manage its negative impacts. This study aims to predict rainfall in Makassar City from January 2021 to May 2023. The methods used are Threshold Generalized Autoregressive Conditional Heteroscedasticity (TGARCH) and Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH). The results showed that the ARMA (2,1)-GARCH (1,2) model had MAPE and RMSEP values ​​of 1.234 and 33.411, respectively. The ARMA (2,1)-TGARCH (2,1) model had MAPE and RMSEP values ​​of 1.330 and 29.357, respectively. The ARMA (2,1)-EGARCH (1,2) model has MAPE and RMSEP values ​​of 0.924 and 32.641, respectively. The smallest MAPE and RMSEP values ​​are in the ARMA (2,1)-EGARCH (1,2) model. Thus, the ARMA (2,1)-EGARCH (1,2) model was selected as the best or optimal model for rainfall forecasting in Makassar City.

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Journal Info

Abbrev

ESTIMASI

Publisher

Subject

Mathematics

Description

ESTIMASI: Journal of Statistics and Its Application, is a journal published by the Department of Statistics, Faculty of Mathematics and Natural Sciences, Hasanuddin University. ESTIMASI is a peer – reviewed journal with the online submission system for the dissemination of statistics and its ...