Article Per Year (5 Year)
p-Index From 2019 - 2024
0.23
P-Index
This Author published in this journals
All Journal Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika
Elsa Wahyuni
Universitas Andalas
Decision Sciences, Operations Research & Management Education Mathematics

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
PEMODELAN DATA HARGA CABAI DENGAN PENDEKATAN DERET WAKTU FRAKSIONAL ARFIMA Elsa Wahyuni; Dodi Devianto; Maiyastri Maiyastri
Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Vol. 4 No. 2 (2023): Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistik
Publisher : LPPM Universitas Bina Bangsa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46306/lb.v4i2.399

Abstract

Long-memory is a type of time series data that has a high correlation between long observation times. This can be seen from the autocorrelation function where the lag falls slowly over a long period. Such long-memory data can be modeled in the form of an Autoregressive Fractionally Integrated Moving Average (ARFIMA). One of the data that meets the long-memory criteria is the monthly chili price from March 2017 to April 2023 as much as 73 data. ARFIMA model selection is done by comparing the AIC and BIC values of each candidate model, so that the best model is ARFIMA (1;0.22785;0), this means that the movement of chili prices is influenced by previous prices in the long term
Co-Authors Devianto, Dodi Maiyastri, Maiyastri