blag1y1+lag1 bY1T_1+Y2T_1;
DATA STAR2; SET RUANG;
PROC MODEL DATA=STAR2; PARMS a b c d;
Y1=alag1y1+blag1y3+clag2y1+ dlag2y3;
Y2=alag1y2+blag1y3+clag2y2+ dlag2y3;
Y3=alag1y3+
0.5 blag1y1+lag1
y2+clag2y3+ 0.5
dlag2y1+la g2y2;
FIT Y1 Y2 Y3 NOPRINT OLS OUT=STAR_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_STAR2;
SET RAMAL; SET KOEFISIEN;
DO i=
1 TO
10 ;
Y1T=aY1T_1+bY3T_1+cY1T_2+dY3T_2; Y2T=aY2T_1+bY3T_1+cY2T_2+dY3T_2;
Y3T=aY3T_1+
0.5
bY1T_1+Y2T_1+cY3 T_2+
0.5 dY1T_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_STAR2;
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_STAR2 VAR{RMSE_LOKASI1 RMSE_LOKASI2 RMSE_LOKASI3};
APPEND; QUIT;
IF UL=
1
THEN DO
; DATA HASIL_RMSE_STAR2;
SET RMSE_STAR2; RUN;
END ;
ELSE DO
; DATA HASIL_RMSE_STAR2;
SET HASIL_RMSE_STAR2 RMSE_STAR2; 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
; 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 ;