Analisis pada Data Harga Cabai Merah Keriting Indonesia menggunakan Model ARIMAX

  • Muhammad Ali Umar Department of Statistics, IPB
  • Farit Mochamad Afendi, Department of Statistics, IPB
  • Akbar Rizki, Department of Statistics, IPB
  • Budi Waryanto, PUSDATIN, Kementerian Pertanian

Abstract

The model used to analyze the time series data with one variable is Autoregresive Integrated Moving Average (ARIMA). In some cases, ARIMA model is not good enough in modeling. For instance, the time series data influenced by the outside patterns of observed variable that affect the variable. One way to capture the other patterns is with Autoregressive Integrated Moving Average Exogenous (ARIMAX). The model principle of ARIMAX is by making the other variables as the independent variables in the model used. Calender  variation effects are independent variables which are often used in the modeling. In this research, ARIMAX model is applied on the weekly data of red curly chili in the period of Januari 1, 2011 to April 30, 2018. The evaluation result is there are some influential variables such as the peak of rainy season, election campaign, Eid Fitr, Eid al-Adha, and also Imlek. The best ARIMAX model gained  is ARIMAX(1,1,2) model  with the MAPE value of 5.054 ℅.

Published
2018-08-11