Budapest International Research and Critics Institute-Journal (BIRCI-Journal): Humanities and Social Sciences
Vol 4, No 4 (2021): Budapest International Research and Critics Institute November

Garch Modeling for Volatil Data: Air Pollution Standard Index in DKI Jakarta as A Parameter in Secure Smart City Development

Nurul Qomariasih (Unknown)
Herman Kabetta (Unknown)
I Komang Setia Buana (Unknown)
Yogha Restu Pramadi (Unknown)

Article Info

Publish Date
18 Dec 2021

Abstract

The DKI Jakarta government has the Jakarta Kini Application (JAKI) which was developed by the Jakarta smart city management unit. There is a JakISPU feature that displays the air pollution standard index (ISPU) in real-time, but the ISPU forecast value is not presented to prevent the ISPU from worsening in the future. This study presents a model for the concentration value of the ISPU parameter which has high volatility. The model obtained is expected to be used for forecasting the ISPU concentration value in the next few days. The resulting model is the SO2 arch garch model, namely and arch garch. Model NO2 that is . The model formed is free from the assumption of heteroscedasticity.

Copyrights © 2021




Citation Download
RIS
EndNote, Reference Manager, ProCite
BibTex
Latex, Jabref
Original Source
Download Original
Google Scholar
Check in Google Scholar
Journal Info
Budapest International Research and Critics Institute-Journal (BIRCI-Journal): Humanities and Social Sciences
Website

Abbrev

birci

Publisher

Budapest International Research and Critics University Journal

Subject

Religion Arts Humanities Economics, Econometrics & Finance Social Sciences

Description

Budapest International Research and Critics Institute (BIRCI-Journal) : Humanities and Social Sciences is a peer-reviewed journal published in February, May, August and November by Budapest International Research and Critics University Journal (BIRCU-Journal). BIRCI welcomes research papers in ...