Analisis Intervensi Data Deret Waktu den

Skripsi-R_LaTeX
Kurnia Wanto
July 12, 2016

Contents
1 Libraries and Import Data

1

2 Pemodelan ARIMA

4

2.1

Plot Nt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

4

2.2

Box–Cox Transformation

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

5

2.3

Plot Wt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

6

2.4

Identifikasi Model ARIMA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

7

2.5

Estimasi Parameter ARIMA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

8

2.6

Diagnosis Model ARIMA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

10

3 Analisis Intervensi

11

3.1

Identifikasi Orde Intervensi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

11

3.2

Estimasi Parameter Intervensi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

13

3.3

Diagnosis Model Intervensi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

14

3.4

Peramalan Model Intervensi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

15

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1

Libraries and Import Data

# ------------------------------- Libraries ------------------------------library(forecast)

# --- BoxCox Arima auto.arima function is in forecast package

## Loading required package: zoo
##
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
##
##
as.Date, as.Date.numeric
## Loading required package: timeDate
1

## This is forecast 7.2

library(MASS)
library(FitAR)

# --- boxcox function is in MASS package
# --- LjungBoxTest function is in FitAR package

## Loading required package: lattice
## Loading required package: leaps
## Loading required package: ltsa
## Loading required package: bestglm
##
## Attaching package: 'FitAR'
## The following object is masked from 'package:forecast':
##
##
BoxCox
library(tsoutliers) # --- tso function is in tsoutliers package
library(lmtest)
# --- coeftest function is in lmtest package
library(stargazer) # --- stargazer function is in stargazer package

##
## Please cite as:
##

Hlavac, Marek (2015). stargazer: Well-Formatted Regression and Summary Statistics Tables.

##

R package version 5.2. http://CRAN.R-project.org/package=stargazer

library(TSA)

# --- arimax function is in TSA package

## Loading required package: locfit
## locfit 1.5-9.1

2013-03-22

## Loading required package: mgcv

## Loading required package: nlme
##
## Attaching package: 'nlme'
## The following object is masked from 'package:forecast':
##
##
getResponse
## This is mgcv 1.8-14. For overview type 'help("mgcv-package")'.
2

## Loading required package: tseries
##
## Attaching package: 'TSA'
## The following objects are masked from 'package:forecast':
##
##
fitted.Arima, plot.Arima
## The following objects are masked from 'package:timeDate':
##
##

kurtosis, skewness
## The following objects are masked from 'package:stats':
##
##
acf, arima
## The following object is masked from 'package:utils':
##
##
tar
# ---------------------------- 0_Import_Data.R ---------------------------options(width=80)
raw_data