Kurniawati, Sofi (2018) Estimasi Parameter Model Seasonal Autoregressive Integrated Moving Average menggunakan Metode Ordinary Least Square. Undergraduate thesis, Universitas Islam Negeri Maulana Malik Ibrahim.
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Abstract
ABSTRAK
Times series adalah serangkaian nilai-nilai variabel yang disusun berdasarkan waktu. Di dalam times series terdapat metode-metode yang dapat digunakan untuk memprediksi, salah satunya adalah Seasonal Autoregressive Integrated Moving Average (SARIMA) atau ARIMA(p,d,q)(P,D,Q)S. Pada penelitian ini akan dilakukan estimasi parameter model SARIMA, metode eatimasi yang sering digunakan adalah metode Ordinary Least Square (OLS). Ordinary Least Square (OLS) adalah metode estimasi dengan meminimumkan kuadrat terkecil. Berdasarkan hal tersebut akan dilakukan proses dan hasil estimasi parameter model ARIMA(p,d,q) (P,D,Q)^S menggunakan metode Ordinary Least Square pada data pendaftaran siswa Lembaga Bimbingan Belajar (LBB) Sony Sugema College (SSC). Model SARIMA yang akan diestimasi adalah ARIMA〖(1,0,1)(1,0,0)〗^12, dengan menggunakan metode Ordinary Least Square diperoleh hasil estimasi parameter:
ABSTRACT
The Times series is a series of variable values arranged according to time. In the times series there are methods that can be used to predict, one of which is Seasonal Autoregressive Integrated Moving Average (SARIMA) or ARIMA(p,d,q)(P,D,Q)S. In this study, we will estimate the SARIMA model parameters, the eatimation method that is often used is the Ordinary Least Square (OLS) method. Ordinary Least Square (OLS) is an estimation method by minimizing the least square. Based on this, the process and the parameter estimation results of the ARIMA(p,d,q)(P,D,Q)S parameter are used using the Ordinary Least Square method on the student registration data of the Sony Sugema College (SSC) Tutoring Institute. The SARIMA model that will be estimated is ARIMA〖(1,0,1)(1,0,0)〗^12, by using the Ordinary Least Square method, the ARIMA model estimation is obtained, that is:
Item Type: | Thesis (Undergraduate) | |||||||||
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Supervisor: | Aziz, Abdul and Rahman, Hairur | |||||||||
Contributors: |
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Keywords: | Ordinary Least Square (OLS); SARIMA Ordinary Least Square (OLS); SARIMA | |||||||||
Departement: | Fakultas Sains dan Teknologi > Jurusan Matematika | |||||||||
Depositing User: | Moch. Nanda Indra Lexmana | |||||||||
Date Deposited: | 17 Mar 2023 13:24 | |||||||||
Last Modified: | 17 Mar 2023 13:24 | |||||||||
URI: | http://etheses.uin-malang.ac.id/id/eprint/48560 |
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