BibTex Citation Data :
@article{Medstat22804, author = {Lexy Sinay and Ferry Lembang and Salmon Aulele and Dominique Mustamu}, title = {ANALISIS CURAH HUJAN BULANAN DI KOTA AMBON MENGGUNAKAN MODEL HETEROSKEDASTISITAS: SARIMA-GARCH}, journal = {MEDIA STATISTIKA}, volume = {13}, number = {1}, year = {2020}, keywords = {Ambon City; Heteroscedasticity; Rainfall; SARIMA-GARCH volatility clustering}, abstract = {Non-linear characteritics in rainfall allow volatility clustering. This condition occurs in Ambon City with seasonal rainfall patterns. The aims of this research are to find the best model and to forecast monthly rainfall in Ambon City using heteroscedasticity model. This research examines secondary data from BMKG for monthly rainfall data in Ambon City from January 2005 – December 2018. The data is divided into two parts. First part, is called in-sample data, consist of data form January 2005 – December 2017. Second part, is called out-sample data, consist data from Januari 2018 – December 2018. The research used SARIMA–GARCH to model the data. The results are the is the best model and the residual model satisfied assumptions of normality, white noise, and there is no ARCH effect. The MAPE value in simulation using in-sample data is 0.73%. On the other side, the MAPE value of forecast results is 30%.}, issn = {2477-0647}, pages = {68--79} doi = {10.14710/medstat.13.1.68-79}, url = {https://ejournal.undip.ac.id/index.php/media_statistika/article/view/22804} }
Refworks Citation Data :
Note: This article has supplementary file(s).
Article Metrics:
Last update:
Perceptions and Learning Motivation of Indonesian Students: Multiple Regression Analysis of The Practice of Organizing Film Festivals in Indonesia
Indonesian rupiah exchange rate prediction using a hybrid ARIMA and neural network model
Last update: 2024-11-02 16:35:07
The Authors submitting a manuscript do so on the understanding that if accepted for publication, copyright of the article shall be assigned to Media Statistika journal and Department of Statistics, Universitas Diponegoro as the publisher of the journal. Copyright encompasses the rights to reproduce and deliver the article in all form and media, including reprints, photographs, microfilms, and any other similar reproductions, as well as translations.
Media Statistika journal and Department of Statistics, Universitas Diponegoro and the Editors make every effort to ensure that no wrong or misleading data, opinions or statements be published in the journal. In any way, the contents of the articles and advertisements published in Media Statistika journal are the sole and exclusive responsibility of their respective authors and advertisers.
The Copyright Transfer Form can be downloaded here: [Copyright Transfer Form Media Statistika]. The copyright form should be signed originally and send to the Editorial Office in the form of original mail, scanned document or fax :
Dr. Di Asih I Maruddani (Editor-in-Chief) Editorial Office of Media StatistikaDepartment of Statistics, Universitas DiponegoroJl. Prof. Soedarto, Kampus Undip Tembalang, Semarang, Central Java, Indonesia 50275Telp./Fax: +62-24-7474754Email: maruddani@live.undip.ac.id
Media Statistika
Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro
Gedung F Lantai 3, Jalan Prof Jacub Rais, Kampus Tembalang
Semarang 50275
Indexing:
