Lampiran 2 Program SAS 9.3 pembangkitan data ordo waktu berbeda
DATA Lokasi_1;
Zt_1=RANNOR 1
; Zt_2=RANNOR
2 ;
DO i= -
50
TO
100
; TIME=i;
et=RANNORi; Zt1=
1.3 Zt_1 -
0.5 Zt_2 +
et; IF
i THEN
OUTPUT ;
Zt_2=Zt_1; Zt_1=Zt1;
END ;
RUN ;
DATA Lokasi_2;
Zt_1=RANNOR 123
; DO
i= - 50
TO 100
; TIME=i;
et=RANNORi; Zt2=
0.2
Zt_1+et; IF
i THEN
OUTPUT ;
Zt_1=Zt2; END
; RUN
; DATA
Lokasi_3; Zt_1=RANNOR
13 ;
Zt_2=RANNOR 3
; DO
i= -
50
TO
100
; TIME=i;
et=RANNORi; Zt3=
1.6 Zt_1 -
0.8 Zt_2 +
et; IF
i THEN
OUTPUT ;
Zt_2=Zt_1; Zt_1=Zt3;
END ;
RUN ;
DATA LOKASI_KORELASI;
MERGE LOKASI_1 LOKASI_2 LOKASI_3;
RUN ;
PROC IML
; USE
LOKASI_KORELASI; READ
ALL VAR
{Zt1 Zt2 Zt3} INTO
Zt; K={
1.00 0.25
0.85 ,
0.25 1.00
0.70
,
0.85 0.70
1.00
}; C=rootK;
Y=ZtC; N=NROWY;
T=
1 :N;
Y1=Y[, 1
]; Y2=Y[,
2 ];
Y3=Y[, 3
]; CREATE
SPACE VAR
{T Y1 Y2 Y3}; APPEND
; QUIT
;
Lampiran 3 Program Macro SAS 9.3 Perbandingan Kinerja Model Ordo Waktu Sama
MACRO PERBANDINGAN;
DO UL=
1 TO
100 ;
DATA Lokasi_1; Zt_1=RANNOR
; DO i= -
50 TO
100 ;
TIME=i; et=RANNOR
; Zt1=
0.6
Zt_1+et; IF i
THEN OUTPUT; Zt_1=Zt1;
END; RUN;
DATA Lokasi_2; Zt_1=RANNOR
; DO i= -
50 TO
100 ;
TIME=i; et=RANNOR
; Zt2=
0.7
Zt_1+et; IF i
THEN OUTPUT; Zt_1=Zt2;
END; RUN;
DATA Lokasi_3; Zt_1=RANNOR
; DO i= -
50 TO
100 ;
TIME=i; et=RANNOR
; Zt3=
0.8 Zt_1+et;
IF i THEN OUTPUT;
Zt_1=Zt3; END;
RUN; DATA LOKASI_KORELASI;
MERGE LOKASI_1 LOKASI_2 LOKASI_3;
RUN; PROC IML;
USE LOKASI_KORELASI; READ ALL VAR{Zt1 Zt2 Zt3} INTO
Zt; K={
1.00 0.25
0.85 ,
0.25 1.00
0.70 ,
0.85 0.70
1.00
}; C=rootK;
Y=ZtC; N=NROWY;
T=
1 :N;
Y1=Y[, 1
]; Y2=Y[,
2
]; Y3=Y[,
3 ];
CREATE SPACE VAR{T Y1 Y2 Y3}; APPEND;
QUIT; DATA SPACE_1;
SET SPACE; IF
1 = T =
90 THEN OUTPUT SPACE_1;
RUN; DATA RAMAL_SPACE_1;
SET SPACE; IF
91 = T =
100 THEN OUTPUT
RAMAL_SPACE_1; RUN;
PROC ARIMA DATA=SPACE_1; IDENTIFY VAR=Y1 MINIC
STATIONARITY=adf=
1
NLAG=
15
SCAN; ESTIMATE P=
1 NOINT NOPRINT;
FORECAST LEAD= 10
OUT=DUGAAN1 NOPRINT;
RUN; PROC IML;
USE RAMAL_SPACE_1; READ ALL VAR{Y1} INTO Y_AKTUAL;
USE DUGAAN1; 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_LOKASI1=SQRT
1
NSSE; CREATE RMSE_AR_LOK1
VAR{RMSE_LOKASI1}; APPEND;
QUIT; DATA SPACE_2;
SET SPACE; IF
1 = T =
90 THEN OUTPUT SPACE_2;
RUN; DATA RAMAL_SPACE_2;
SET SPACE; IF
91 = T =
100 THEN OUTPUT
RAMAL_SPACE_2; RUN;
PROC ARIMA DATA=SPACE_2; IDENTIFY VAR=Y2 MINIC
STATIONARITY=adf=
1 NLAG=
15 SCAN;
ESTIMATE P=
1
NOINT NOPRINT; FORECAST LEAD=
10 OUT=DUGAAN2
NOPRINT; RUN;
