JAMBURA JOURNAL OF PROBABILITY AND STATISTICS
Vol 1, No 1 (2020): Jambura Journal of Probability and Statictics

PERBANDINGAN METODE AUTOREGRESSIVE INTEGRATED MOVING AVERAGE DAN METODE DOUBLE EXPONENTIAL SMOOTHING DARI HOLT DALAM MERAMALKAN NILAI IMPOR DI INDONESIA

YULINAR I. AJUNU (Universitas Negeri Gorontalo)
NOVIANITA ACHMAD (UNIVERSITAS NEGERI GORONTALO)
MUHAMMAD REZKY FRIESTA PAYU (UNIVERSITAS NEGERI GORONTALO)



Article Info

Publish Date
31 May 2020

Abstract

As a form of purchased goods from other state’s imports have impacts both positive and negative to the states’s condition; therefore, prediction is required. Employing Autoregressive Integrated Moving Average (ARIMA) and Holt’s Double Exponential Smoothing (DES) methods, this study intends to identify which of the methods is the most accurate to predict Indonesia’s import value.  The ARIMA method stage involved: data ploting, data stasioneriation, temporary model identification, parameter estimation, test residual assumption, and prediction. Moreover, the Holt’s DES method involved: data plotting, initial value determination, optimal parameter identification, Level Lt and Trend Tt value quantification, andprediction. The result shows that ARIMA method is the most accurate method to predict Indonesia’s import value.

Copyrights © 2020






Journal Info

Abbrev

jps

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Environmental Science Social Sciences

Description

Probability Theory Mathematical Statistics Computational Statistics Stochastic Processes Financial Statistics Bayesian Analysis Survival Analysis Time Series Analysis Neural Network Another field which is related to statistics and the applications Another field which is related to Probability and ...