0.70 Pendekatan Space Time Autoregressive (Star) Dan Generalized Space Time Autoregressive (Gstar) Melalui Metode Autoregressive (Ar) Dan Vector Autoregressive (Var).
PROC IML; USE RAMAL_SPACE_2;
READ ALL VAR{Y2} INTO Y_AKTUAL; USE DUGAAN2;
READ ALL VAR{FORECAST} INTO Y_DUGA; Y_DUGA=Y_DUGA[
91 :
100 ,];
e=ABSY_AKTUAL-Y_DUGA; SSE=e`e;
N=NROWY_DUGA; RMSE_LOKASI2=SQRT
1 NSSE;
CREATE RMSE_AR_LOK2 VAR{RMSE_LOKASI2};
APPEND; QUIT;
DATA SPACE_3; SET SPACE;
IF
1 = T =
90 THEN OUTPUT SPACE_3;
RUN; DATA RAMAL_SPACE_3;
SET SPACE; IF
91 = T =
100 THEN OUTPUT
RAMAL_SPACE_3; RUN;
PROC ARIMA DATA=SPACE_3; IDENTIFY VAR=Y3 MINIC
STATIONARITY=adf=
1
NLAG=
15
SCAN; ESTIMATE P=
1 NOINT NOPRINT;
FORECAST LEAD= 10
OUT=DUGAAN3 NOPRINT;
RUN; PROC IML;
USE RAMAL_SPACE_3; READ ALL VAR{Y3} INTO Y_AKTUAL;
USE DUGAAN3; READ ALL VAR{FORECAST} INTO Y_DUGA;
Y_DUGA=Y_DUGA[
91
:
100
,]; e=ABSY_AKTUAL-Y_DUGA;
SSE=e`e; N=NROWY_DUGA;
RMSE_LOKASI3=SQRT
1
NSSE; CREATE RMSE_AR_LOK3
VAR{RMSE_LOKASI3}; APPEND;
QUIT; DATA RMSE_AR;
MERGE RMSE_AR_LOK1 RMSE_AR_LOK2 RMSE_AR_LOK3;
RUN; IF
UL= 1
THEN DO
; DATA HASIL_RMSE_AR;
SET RMSE_AR; RUN;
END ;
ELSE DO
; DATA HASIL_RMSE_AR;
SET HASIL_RMSE_AR RMSE_AR; RUN;
END ;
DATA RUANG; MERGE SPACE_1 SPACE_2 SPACE_3;
RUN; DATA VAR1;
SET RUANG; PROC VARMAX DATA=VAR1;
MODEL y1 y2 y3 P=
1
MINIC=p=
3
q= 3
DFTEST COINTTEST=JOHANSEN=IORDER=
1
LAGMAX= 3
PRINT=ESTIMATES DIAGNOSE ROOTS CORRY PCORR NOINT NOPRINT;
OUTPUT OUT=MODEL_VAR1 lead=
10
NOPRINT; 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 MODEL_VAR1; READ ALL VAR{FOR1 FOR2 FOR3} INTO
Y_DUGA; Y_DUGA=Y_DUGA[
91
:
100
,]; 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_VAR1 VAR{RMSE_LOKASI1
RMSE_LOKASI2 RMSE_LOKASI3}; APPEND;
QUIT;
IF UL=
1
THEN DO
; DATA HASIL_RMSE_VAR1;
SET RMSE_VAR1; RUN;
END ;
ELSE DO
; DATA HASIL_RMSE_VAR1;
SET HASIL_RMSE_VAR1 RMSE_VAR1; RUN;
END ;
DATA STAR1; SET RUANG;
PROC MODEL DATA=STAR1; PARMS a b;
Y1=alag1y1+blag1y3; Y2=alag1y2+blag1y3;
Y3=alag1y3+
0.5 blag1y1+lag1
y2; FIT Y1 Y2 Y3 NOPRINT OLS
OUT=STAR_PARAMETER1 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
]; CREATE RAMAL VAR {Y1T_1 Y2T_1
Y3T_1}; APPEND;
QUIT; DATA RAMAL_STAR1;
SET RAMAL; SET KOEFISIEN;
DO i=
1 TO
10 ;
Y1T=aY1T_1+bY3T_1; Y2T=aY2T_1+bY3T_1;
Y3T=aY3T_1+
0.5 bY1T_1+Y2T_1;
OUTPUT; 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_STAR1; 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_STAR1 VAR{RMSE_LOKASI1
RMSE_LOKASI2 RMSE_LOKASI3}; APPEND;
QUIT;
IF UL=
1 THEN
DO ;
DATA HASIL_RMSE_STAR1; SET RMSE_STAR1;
RUN; END
; ELSE
DO ;
DATA HASIL_RMSE_STAR1; SET HASIL_RMSE_STAR1 RMSE_STAR1;
RUN; END
; DATA GSTAR1;
SET RUANG; PROC MODEL DATA=GSTAR1;
PARMS a b c d e f; Y1=alag1y1+dlag1y3;
Y2=blag1y2+elag1y3; Y3=clag1y3+
0.5 flag1y1+lag1
y2; FIT Y1 Y2 Y3 NOPRINT OLS
OUT=GSTAR_PARAMETER1 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
]; CREATE RAMAL VAR {Y1T_1 Y2T_1
Y3T_1}; APPEND;
QUIT;
DATA RAMAL_GSTAR1; SET RAMAL;
SET KOEFISIEN; DO i=
1 TO
10 ;
Y1T=aY1T_1+dY3T_1; Y2T=bY2T_1+eY3T_1;
Y3T=cY3T_1+
0.5
fY1T_1+Y2T_1; OUTPUT;
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_GSTAR1;
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
; END
; MEND
PERBANDINGAN; PERBANDINGAN;
PROC PRINT
DATA =HASIL_RMSE_AR;
PROC PRINT
DATA =HASIL_RMSE_VAR1;
PROC PRINT
DATA =HASIL_RMSE_STAR1;
PROC PRINT
DATA =HASIL_RMSE_GSTAR1;
RUN ;