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All Journal Media Statistika
Dominique Mustamu
Jurusan Matematika, Universitas Pattimura
Decision Sciences, Operations Research & Management

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ANALISIS CURAH HUJAN BULANAN DI KOTA AMBON MENGGUNAKAN MODEL HETEROSKEDASTISITAS: SARIMA-GARCH Lexy Janzen Sinay; Ferry Kondo Lembang; Salmon Notje Aulele; Dominique Mustamu
MEDIA STATISTIKA Vol 13, No 1 (2020): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (258.724 KB) | DOI: 10.14710/medstat.13.1.68-79

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%.
Co-Authors Aulele, Salmon Notje Ferry Kondo Lembang Lexy Janzen Sinay