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PERBANDINGAN BOBOT LOKASI SERAGAM, INVERS

JARAK, DAN NORMALISASI KORELASI SILANG


MODEL GENERALIZED SPACE TIME AUTOREGRESSIVE
(GSTAR)
(Studi Kasus: Harga Sayuran pada Lima Pasar Tradisional di
Kota Malang)

SKRIPSI

oleh :
IKE FITRIYANINGSIH
0810950045-95

PROGRAM STUDI STATISTIKA


JURUSAN MATEMATIKA
FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM
UNIVERSITAS BRAWIJAYA
MALANG
2012

PERBANDINGAN BOBOT LOKASI SERAGAM, INVERS


JARAK, DAN NORMALISASI KORELASI SILANG
MODEL GENERALIZED SPACE TIME AUTOREGRESSIVE
(GSTAR)
(Studi Kasus: Harga Sayuran pada Lima Pasar Tradisional di
Kota Malang)
ABSTRAK
Model Generalized Space Time Autoregressive (GSTAR)
digunakan untuk memodelkan data deret waktu yang juga
mempunyai keterikatan antar lokasi (space time). Bobot lokasi pada
model GSTAR menunjukan hubungan antar lokasi. Terdapat lima
cara menentukan bobot lokasi dalam membentuk model GSTAR.
Tiga diantaranya adalah bobot seragam, invers jarak dan berdasarkan
normalisasi korelasi silang. Tujuan penelitian ini yaitu mendapatkan
model GSTAR terbaik harga sayur (kol/kubis, kentang dan wortel)
lima pasar berdasarkan tiga bobot lokasi tersebut dan membandingkan ketiganya. Data yang digunakan adalah data hasil survey
Disperindag Kota Malang setiap Kamis selama 7 Juli 2011 sampai 3
Maret 2012 dari Pasar Blimbing, Oro-Oro Dowo, Klojen,
Tawangmangu dan Dinoyo. Model yang sesuai untuk data tersebut
adalah model GSTAR(11). Pendugaan parameter dilakukan dengan
metode kuadrat terkecil umum pada persamaan SUR (Seemingly
unrelated Regression). Bobot yang menghasilkan model terbaik
untuk harga kol/kubis adalah bobot berdasarkan normalisasi, untuk
harga kentang model dengan bobot seragam sedangkan untuk harga
wortel adalah bobot invers jarak. Hasil tersebut mengindikasikan
bahwa penerapan bobot lokasi pada model GSTAR untuk kasus
harga sayur di Kota Malang tidak memberikan pengaruh yang
konsisten terhadap kelayakan model maupun ketepatan ramalan
(yang diukur dengan nilai RMSE). Oleh karena itu, bobot lokasi
dapat digunakan sesuai informasi hubungan antar lokasi sedangkan
kelayakan model dan ketepatan ramalanya berkaitan dengan data
empiris yang ada.
Kata kunci : GSTAR, space time, bobot lokasi, harga sayur, SUR,
RMSE

ii

COMPARISON OF WEIGHT OF LOCATION BASED ON


UNIFORM WEIGHT, DISTANCE INVERSE, AND CROSS
CORRELATION NORMALIZATION IN GSTAR MODEL
(Case Study: Vegetables Price of Five Traditional Markets
in Malang City)
ABSTRACT
GSTAR model is used to model time series data that also has
correlation inter-location (space time). Weight of location in
GSTAR model shows relation inter-location. There are five ways to
determine weight of location in forming GSTAR model. Three of the
ways are based on uniform weight, distance inverse, and cross
correlation normalization. The purpose of this study is to obtain the
best GSTAR model of vegetables price (cabbage, potato, and carrot)
in five markets based on three weights of the location, and then
compare them. The data used is data resulted from Disperindag
survey of Malang City every Thursday during July 7, 2012 until
March 3, 2012 from markets in Blimbing, Oro-oro Dowo, Klojen,
Tawangmangu and Dinoyo. The appropriate model for the data is
GSTAR(11) model. Parameter estimation is conducted by using
general smallest quadrate method of SUR (Seemingly unrelated
Regression) equation. Weight that results the best model for cabbage
price is based on normalization, for tomato price is based on uniform
weight and for carrot price is based on weight of distance inverse.
The result indicates that the implementation of weight of location in
GSTAR model for the case of vegetables price in Malang city does
not give consistent influence towards feasibility of model and
accuracy of prediction (measured with RMSE value). As a result,
weight of location can be used according to information of
correlation inter-location whereas its feasibility of model and
accuracy of prediction is related with the empiric data.
Keywords: GSTAR, space time, weight of location, vegetables
price, SUR, RMSE

iii

DAFTAR ISI

Hal.
HALAMAN JUDUL....................................................................... i
HALAMAN PENGESAHAN ....................................................... ii
HALAMAN PERNYATAAN ...................................................... iii
ABSTRAK..................................................................................... iv
ABSTRACT ................................................................................... v
KATA PENGANTAR .................................................................. vi
DAFTAR ISI ................................................................................ vii
DAFTAR GAMBAR .................................................................... ix
DAFTAR TABEL ......................................................................... xi
DAFTAR LAMPIRAN ............................................................... xii
BAB I. PENDAHULUAN
1.1 Latar Belakang .......................................................................... 1
1.2 Perumusan Masalah................................................................... 2
1.3 Batasan Masalah ........................................................................ 3
1.4 Tujuan Penelitian....................................................................... 3
1.5 Manfaat Penelitian..................................................................... 3
BAB II. TINJAUAN PUSTAKA
2.1 Analisis Deret Waktu ............................................................... 5
2.2 Stasioneritas Data Deret Waktu ............................................... 5
2.2.1 Stasioneritas Univariate Time Series ............................... 5
2.2.2 Stasioneritas Multivariate Time Series .......................... 10
2.3 Model ARIMA ....................................................................... 11
2.4 Model VAR ............................................................................ 13
2.5 Model STAR .......................................................................... 14
2.6 Model GSTAR ....................................................................... 15
2.7 Uji Keheterogenan Lokasi dengan Indeks Gini ...................... 17
2.8 Tahap Pembentukan GSTAR ................................................. 18
2.8.1 Identifikasi Model ......................................................... 18
2.8.2 Menduga Parameter Model GSTAR ............................. 19
1. Penentuan Bobot Lokasi Spasial ............................... 19
2. Estimasi Parameter Autoregressive dari GSTAR ....... 24
2.8.3 Pemeriksaan Diagnostik ................................................ 26

iv

2.9 Pemilihan Model Terbaik ....................................................... 27


2.10 Tinjauan non-statistika .......................................................... 27
2.10.1 Pasar Blimbing ............................................................. 28
2.10.2 Pasar Oro-Oro Dowo .................................................... 28
2.10.3 Pasar Klojen ................................................................. 28
2.10.4 Pasar Tawangmangu..................................................... 29
2.10.5 Pasar Dinoyo ................................................................ 29
BAB III. METODOLOGI PENELITIAN
3.1 Sumber Data .......................................................................... 31
3.2 Metode Penelitian ................................................................... 31
3.3 Diagram Alir ......................................................................... 33
BAB IV. HASIL DAN PEMBAHASAN
4.1 Data ....................................................................................... 35
4.2 Indeks Gini ............................................................................. 38
4.3 Korelasi Harga antar Pasar .................................................... 38
4.4 Stasioneritas Data Harga Sayur ............................................. 40
4.5 Identifikasi Model ................................................................ 41
4.6 Perhitungan Bobot Lokasi
4.6.1 Bobot Lokasi Seragam ................................................. 42
4.6.2 Bobot Lokasi Invers Jarak ............................................ 43
4.6.1 Bobot Lokasi berdasar Normalisasi Korelasi Silang ..... 43
4.7 Model GSTAR Harga Kol/Kubis .......................................... 44
4.8 Model GSTAR Harga Kentang ............................................. 54
4.9 Model GSTAR Harga Wortel................................................ 63
4.10 Perbandingan Bobot Lokasi yang membentuk Model
terbaik Harga Sayur di Kota Malang ..................................... 71
BAB V. KESIMPULAN
5.1 Kesimpulan ........................................................................... 31
5.2 Saran ...................................................................................... 31
DAFTAR PUSTAKA .................................................................. 75
LAMPIRAN ................................................................................. 79

DAFTAR TABEL

Tabel 2.1
Tabel 2.2
Tabel 4.1
Tabel 4.2
Tabel 4.3
Tabel 4.4

Tabel 4.5
Tabel 4.6
Tabel 4.7
Tabel 4.8
Tabel 4.9
Tabel 4.10
Tabel 4.11
Tabel 4.12
Tabel 4.13
Tabel 4.14
Tabel 4.15
Tabel 4.16
Tabel 4.17
Tabel 4.18
Tabel 4.19
Tabel 4.20
Tabel 4.21
Tabel 4.22

Hal
Nilai dugaan Lambda dan Transformasi ..................... 8
Perhitungan untuk Bobot Lokasi Invers Jarak .......... 21
Data Harga Kol/Kubis (Kg) ...................................... 79
Data Harga Kentang (Kg) ......................................... 80
Data Harga Wortel (Kg) ........................................... 81
Statistik Deskriptif Data Harga Sayur di Lima
Pasar Kota Malang 7 Juli 2011 - 3 Maret 2012
(Rp/Kg) ..................................................................... 35
Korelasi Harga Kol/Kubis antar Pasar ...................... 39
Korelasi Harga Kentang antar Pasar ......................... 39
Korelasi Harga Wortel antar Pasar ........................... 40
Transformasi Box-Cox Data Harga Kol/Kubis......... 39
Transformasi Box-Cox Data Harga Kentang ............ 39
Transformasi Box-Cox Data Harga Wortel .............. 39
Perhitungan untuk Bobot Lokasi Invers Jarak ........ 113
Perhitungan Bobot Berdasar Normalisasi Korelasi
Silang ...................................................................... 114
Kode dan Keterangan Makro Minitab untuk
Menata Data Pendugaan Parameter ........................ 115
Hasil Pendugaan Parameter Harga Kol/Kubis
dengan Bobot Seragam ............................................. 44
Uji Portmanteau model GSTAR Harga Kubis
dengan Bobot Seragam ............................................. 46
Hasil Pendugaan Parameter Harga Kol/Kubis
dengan Bobot Invers Jarak ........................................ 47
Uji Portmanteau model GSTAR Harga Kubis
dengan Bobot Invers jarak ........................................ 48
Hasil Pendugaan Parameter Harga Kol/Kubis
dengan Bobot Normalisasi ........................................ 49
Uji Portmanteau model GSTAR Harga Kubis
dengan Bobot Normalisasi ........................................ 50
RMSE Model GSTAR Harga Kol/Kubis .................. 52
Hasil Pendugaan Parameter Data Harga Kentang..... 54
Uji Portmanteau model GSTAR Harga Kentang
dengan Bobot Seragam ............................................. 56

vi

Tabel 4.23 Uji Portmanteau model GSTAR Harga Kentang


dengan Bobot Invers Jarak ........................................ 58
Tabel 4.24 Uji Portmanteau model GSTAR Harga Kentang
dengan Bobot Normalisasi ........................................ 59
Tabel 4.25 RMSE Model GSTAR Harga Kentang per-Lokasi
berdasar Bobot Lokasi .............................................. 61
Tabel 4.26 Pendugaan Parameter Model GSTAR Harga
Wortel ....................................................................... 64
Tabel 4.27 Uji Portmanteau model GSTAR Harga Wortel
dengan Bobot Seragam ............................................. 65
Tabel 4.28 Uji Portmanteau model GSTAR Harga Wortel
dengan Bobot Invers Jarak ........................................ 67
Tabel 4.29 Uji Portmanteau model GSTAR Harga Wortel
dengan Bobot Normalisasi ........................................ 68
Tabel 4.30 RMSE Model GSTAR Harga Wortel per-Lokasi
berdasar Bobot Lokasi .............................................. 69
Tabel 4.31 Transformasi Balik Hasil Ramalan untuk masingmasing Pasar ............................................................. 71

vii

DAFTAR GAMBAR
Hal
Gambar 2.1
Gambar 3.1
Gambar 4.1
Gambar 4.2
Gambar 4.3
Gambar 4.4
Gambar 4.5
Gambar 4.6
Gambar 4.7
Gambar 4.8
Gambar 4.9
Gambar 4.10
Gambar 4.11
Gambar 4.12
Gambar 4.13
Gambar 4.14
Gambar 4.15
Gambar 4.16

Ilustrasi Perhitungan Bobot Lokasi ........................ 21


Diagram Alir Peemilihan Model GSTAR Terbaik
berdasar Bobot Lokasi ............................................ 33
Plot Data Harga Sayur Lima Pasar di Kota
Malang.................................................................... 37
Transformasi Box-Cox Harga Kol/Kubis Pasar
Blimbing, Oro-oro Dowo dan Klojen..................... 82
Transformasi Box-Cox Harga Kol/Kubis Pasar
Tawangmangu dan Dinoyo .................................... 83
Transformasi Box-Cox Harga Kentang Pasar
Blimbing, Oro-oro Dowo dan Klojen..................... 84
Transformasi Box-Cox Harga Kentang Pasar
Tawangmangu dan Dinoyo .................................... 85
Transformasi Box-Cox Harga Wortel Pasar
Blimbing, Oro-oro Dowo dan Klojen..................... 86
Transformasi Box-Cox Harga Wortel Pasar
Tawangmangu dan Dinoyo .................................... 87
Plot ACF Data Harga Kol Kubis yang telah
Stasioner terhadap Ragam .................................... 110
Plot ACF Data Harga Kentang yang telah
Stasioner terhadap Ragam .................................... 111
Plot ACF Data Harga Wortel yang telah
Stasioner terhadap Ragam .................................... 112
MPACF Data Harga Kol/Kubis ............................. 41
MPACF Data Harga Kentang (kiri) dan Wortel
(kanan).................................................................... 42
MACF Galat Model dengan Bobot Seragam
Harga Kol/Kubis .................................................... 45
MACF Galat Model dengan Bobot Invers Jarak
Harga Kol/Kubis .................................................... 48
MACF Galat Model dengan Bobot Normalisasi
Harga Kol/Kubis .................................................... 50
Plot p-value Uji Kelayakan Model Harga
Kol/Kubis berdasarkan Tiga Bobot Lokasi ............ 51

viii

Gambar 4.17 MACF Galat Model dengan Bobot Seragam


Harga Kentang........................................................ 56
Gambar 4.18 MACF Galat Model dengan Bobot Invers Jarak
Harga Kentang........................................................ 57
Gambar 4.19 MACF Galat Model dengan Bobot Normalisasi
Harga Kentang........................................................ 59
Gambar 4.20 Plot p-value Uji Kelayakan Model Harga
Kentang .................................................................. 60
Gambar 4.21 MACF Galat Model dengan Bobot Seragam
Harga Wortel .......................................................... 65
Gambar 4.22 MACF Galat Model dengan Bobot Invers Jarak
Harga Wortel .......................................................... 66
Gambar 4.23 MACF Galat Model dengan Bobot Normalisasi
Harga Wortel .......................................................... 68
Gambar 4.24 Plot p-value Uji Kelayakan Model Harga Wortel .. 69

ix

DAFTAR LAMPIRAN
Hal
Lampiran 1
Lampiran 2
Lampiran 3
Lampiran 4
Lampiran 5
Lampiran 6
Lampiran 7
Lampiran 8
Lampiran 9
Lampiran 10
Lampiran 11
Lampiran 12
Lampiran 13
Lampiran 14
Lampiran 15
Lampiran 16
Lampiran 17

Data dan Indeks Gini .............................................. 79


Transformasi Box-Cox ........................................... 82
Syntax SAS Proses VARMAX Harga Sayur
Lima Pasar .............................................................. 88
Output SAS VARMAX harga Kol/kubis ............... 89
Output SAS VARMAX harga Kentang ................. 96
Output SAS VARMAX harga Wortel .................. 103
Plot ACF Harga Kol/Kubis .................................. 110
Plot ACF Harga Kentang ..................................... 111
Plot ACF Harga Wortel ........................................ 112
Perhitungan Bobot Invers Jarak ........................... 113
Perhitungan Bobot Berdasar Normalisasi
Korelasi Silang ..................................................... 114
Listing Program untuk Pendugaan Parameter ...... 115
Output SAS untuk Pendugaan Parameter
Autoregressive ...................................................... 119
Output SAS Kovarian dan Korelasi Silang Galat 128
Makro Minitab untuk menghitung RMSE dan
Galat ..................................................................... 149
Makro Minitab untuk Pemeriksaan Kenormalan
Sisaan (Diagnostik Model) ................................... 151
Output Minitab untuk Pemeriksaan Diagnostik
Model ................................................................... 153

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