flag1y1+lag1 Pendekatan Space Time Autoregressive (Star) Dan Generalized Space Time Autoregressive (Gstar) Melalui Metode Autoregressive (Ar) Dan Vector Autoregressive (Var).
READ ALL VAR{Y1T Y2T Y3T} INTO Y_DUGA;
e=ABSY_AKTUAL-Y_DUGA; e1=e[,
1 ];
e2=e[, 2
]; e3=e[,
3
]; SSE1=e1`e1;
SSE2=e2`e2; SSE3=e3`e3;
N=NROWY_DUGA; RMSE_LOKASI1=SQRT
1
NSSE1; RMSE_LOKASI2=SQRT
1
NSSE2; RMSE_LOKASI3=SQRT
1 NSSE3;
CREATE RMSE_GSTAR1 VAR{RMSE_LOKASI1 RMSE_LOKASI2 RMSE_LOKASI3};
APPEND; QUIT;
IF UL=
1 THEN
DO ;
DATA HASIL_RMSE_GSTAR1; SET RMSE_GSTAR1;
RUN; END
; ELSE
DO ;
DATA HASIL_RMSE_GSTAR1; SET HASIL_RMSE_GSTAR1 RMSE_GSTAR1;
RUN; END
; DATA GSTAR2;
SET RUANG; PROC MODEL DATA=GSTAR2;
PARMS aa ab ac ba bb bc ca cb cc da db dc;
Y1=aalag1y1+balag1y3+calag2y 1+dalag2y3;
Y2=ablag1y2+bblag1y3+cblag2y 2+dblag2y3;
Y3=aclag1y3+
0.5 bclag1y1+lag
1y2+cclag2y3+ 0.5
dclag2y1 +lag2y2;
FIT Y1 Y2 Y3 NOPRINT OLS OUT=GSTAR_PARAMETER2 OUTPREDICT
OUTEST=KOEFISIEN; RUN;
PROC IML; USE RUANG;
READ ALL VAR {Y1 Y2 Y3} INTO Y_DUGA; T=NROWY_DUGA;
Y1T_1=Y_DUGA[T,
1 ];
Y2T_1=Y_DUGA[T,
2
]; Y3T_1=Y_DUGA[T,
3
]; Y1T_2=Y_DUGA[T-
1 ,
1 ];
Y2T_2=Y_DUGA[T- 1
, 2
]; Y3T_2=Y_DUGA[T-
1 ,
3 ];
CREATE RAMAL VAR {Y1T_1 Y2T_1 Y3T_1 Y1T_2 Y2T_2 Y3T_2};
APPEND; QUIT;
DATA RAMAL_GSTAR2; SET RAMAL;
SET KOEFISIEN; DO i=
1
TO
10
; Y1T=aaY1T_1+baY3T_1+caY1T_2+daY3
T_2; Y2T=abY2T_1+bbY3T_1+cbY2T_2+dbY3
T_2; Y3T=acY3T_1+
0.5 bcY1T_1+Y2T_1+cc
Y3T_2+ 0.5
dcY1T_2+Y2T_2; OUTPUT;
Y1T_2=Y1T_1; Y2T_2=Y2T_1;
Y3T_2=Y3T_1; Y1T_1=Y1T;
Y2T_1=Y2T; Y3T_1=Y3T;
END; RUN;
PROC IML; USE RAMAL_SPACE_1;
USE RAMAL_SPACE_2; USE RAMAL_SPACE_3;
READ ALL VAR{Y1 Y2 Y3} INTO Y_AKTUAL;
USE RAMAL_GSTAR2; READ ALL VAR{Y1T Y2T Y3T} INTO
Y_DUGA; e=ABSY_AKTUAL-Y_DUGA;
e1=e[,
1 ];
e2=e[,
2
]; e3=e[,
3 ];
SSE1=e1`e1; SSE2=e2`e2;
SSE3=e3`e3; N=NROWY_DUGA;
RMSE_LOKASI1=SQRT
1 NSSE1;
RMSE_LOKASI2=SQRT 1
NSSE2; RMSE_LOKASI3=SQRT
1 NSSE3;
CREATE RMSE_GSTAR2 VAR{RMSE_LOKASI1 RMSE_LOKASI2 RMSE_LOKASI3};
APPEND; QUIT;
IF UL=
1 THEN
DO ;
DATA HASIL_RMSE_GSTAR2; SET RMSE_GSTAR2;
RUN; END
; ELSE
DO ;
DATA HASIL_RMSE_GSTAR2; SET HASIL_RMSE_GSTAR2 RMSE_GSTAR2;
RUN; END
; END
; MEND
PERBANDINGAN; PERBANDINGAN;
PROC PRINT
DATA =HASIL_RMSE_AR;
PROC PRINT
DATA =HASIL_RMSE_VAR1;
PROC PRINT
DATA =HASIL_RMSE_VAR2;
PROC PRINT
DATA =HASIL_RMSE_STAR1;
PROC PRINT
DATA =HASIL_RMSE_STAR2;
PROC PRINT
DATA =HASIL_RMSE_GSTAR1;
PROC PRINT
DATA =HASIL_RMSE_GSTAR2;
RUN ;