文章基本信息

标题：GSTARI-ARCH MODEL AND APPLICATION ON POSITIVE CONFIRMED DATA FOR COVID-19 IN WEST JAVA
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作者：Mutik Alawiyah ; Dianne Amor Kusuma ; Budi Nurani Ruchjana 等
期刊名称：MEDIA STATISTIKA
印刷版ISSN：1979-3693
电子版ISSN：2477-0647
出版年度：2022
卷号：14
期号：2
页码：146-157
DOI：10.14710/medstat.14.2.146-157
语种：English
出版社：MEDIA STATISTIKA
摘要：Time series model that is commonly used is the Box-Jenkins based time series model. Time series data phenomena based on Box-Jenkins can be combined with spatial data, it is called the space time model One model based on Box-Jenkins model with heterogeneous location characteristics is the Generalized Space Time Autoregressive Integrated (GSTARI) model for a model that assumes data is not stationary or has a trend. This paper discusses the development of the GSTARI model with the assumption that the error variance is not constant which is applied to positive data confirmed by Covid-19 in West Java Province, especially in 4 regencies/cities that have cases in the high category from 6 March 2020 until 31 December 2020. Four regencies/cities are Depok City, Bekasi City, Bekasi Regency, and Karawang Regency. Parameter estimation method for the assumption of non-constant error variance can use Autoregressive Conditional Heteroscedasticity (ARCH) method. GSTARI-ARCH modeling procedure followed three Box-Jenkins stages, namely the identification process, parameter estimation and checking diagnostic. Application of the GSTARI-ARCH Model to Covid-19 positive confirmed data in 4 regencies/cities has a minimum value of RMSE in Bekasi City. The plot of forecast results for the four regencies/cities has a similar pattern to the actual data only applicable for a short time for 1-2 days.