Peramalan ARIMA

Model ARIMA di R

David Stoffer

Professor of Statistics at the University of Pittsburgh

Meramal Proses ARIMA

  • Model menjelaskan dinamika deret waktu dari waktu ke waktu

  • Peramalan melanjutkan dinamika model ke masa depan

  • Gunakan sarima.for() untuk meramal di astsa-package

Model ARIMA di R

Meramal Proses ARIMA

oil  <- window(astsa::oil, end = 2006)
oilf <- window(astsa::oil, end = 2007)
sarima.for(oil, n.ahead = 52, 1, 1, 1)

lines(oilf)

ch3_3.008.png

Model ARIMA di R

Ayo berlatih!

Model ARIMA di R

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