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GSTARI-ARCH MODEL AND APPLICATION ON POSITIVE CONFIRMED DATA FOR COVID-19 IN WEST JAVA

Mutik Alawiyah  -  Master of Mathematics Study Program, Faculty of Mathematics and Natural Sciences, Universitas Padjadjaran, Indonesia
Dianne Amor Kusuma  -  Department of Mathematics, Faculty of Mathematics and Natural Sciences, Universitas Padjadjaran, Indonesia
*Budi Nurani Ruchjana orcid scopus publons  -  Department of Mathematics, Faculty of Mathematics and Natural Sciences, Universitas Padjadjaran, Indonesia
Open Access Copyright (c) 2021 MEDIA STATISTIKA under http://creativecommons.org/licenses/by-nc-sa/4.0.

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Abstract

Time series model that is commonly used is the Box-Jenkins based time series model. Time series data phenomena based on Box-Jenkins can be combined with spatial data, it is called the space time model One model based on Box-Jenkins model with heterogeneous location characteristics is the Generalized Space Time Autoregressive Integrated (GSTARI) model for a model that assumes data is not stationary or has a trend. This paper discusses the development of the GSTARI model with the assumption that the error variance is not constant which is applied to positive data confirmed by Covid-19 in West Java Province, especially in 4 regencies/cities that have cases in the high category from 6 March 2020 until 31 December 2020. Four regencies/cities are Depok City, Bekasi City, Bekasi Regency, and Karawang Regency. Parameter estimation method for the assumption of non-constant error variance can use Autoregressive Conditional Heteroscedasticity (ARCH) method. GSTARI-ARCH modeling procedure followed three Box-Jenkins stages, namely the identification process, parameter estimation and checking diagnostic. Application of the GSTARI-ARCH Model to Covid-19 positive confirmed data in 4 regencies/cities has a minimum value of RMSE in Bekasi City. The plot of forecast results for the four regencies/cities has a similar pattern to the actual data only applicable for a short time for 1-2 days.

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Keywords: ARCH; GSTARI; Positive Covid-19 Confirmed Cases; RMSE
Funding: Academic Leadership Grant Universitas Padjadjaran 2021 under contract 1959/UN6.3.1/PT.00/2021

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