CD Skripsi

Peramalan Nilai Ekspor Migas Dan Non-Migas Di Indonesia Menggunakan Model Autoregressive Fractional Integrated Moving Average

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ABSTRACT
The autoregressive fractional integrated moving average model is a development of the Autoregressive integrated moving average model which is used for data containing elements of long memory. This model uses differencing decimal numbers. In this study, the ARFIMA model is used for modeling data on the value of oil and gas and non-oil exports in Indonesia with a monthly period from 2000 to 2020 and then forecasting for the next 12 periods. The first step is to identify long memory using hurst statistics. The result of the estimation of parameter d using the Rescaled Range Statistics (R/S) method, the value of d=0.4 is obtained. The best ARFIMA model obtained is ARFIMA(2, d, 1) with d=0.4 having an AIC value of 3457,114 and a MAPE value of 16.6% so that it is able to predict well.
Keyword: Oil and Gas and Non-oil Exports, Long Memory, ARFIMA, Rescaled Range Satistics, Hurst.

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

1803110038

Penerbit

Pekanbaru : Universitas Riau - FMIPA - STATISTIKA., 2023

Deskripsi Fisik

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Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

1803110038

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

STATISTIKA

Info Detail Spesifik

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Pernyataan Tanggungjawab

tethi

Versi lain/terkait

Lampiran Berkas

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