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Barep Adji Widhi/06211540000084

PERAMALAN IHK, INFLASI INDONESIA DAN KEBERANGKATAN, KEDATANGAN PENUMPANG DI JUANDA TAHUN 2017 DENGAN DATA 2012-2016

A.

IHK

Pola data dan periode musiman dapat diketahui dengan menggunakan time series plot. Berikut adalah time series plot untuk data IHK.

IHK 3 2 1 0 -1 Month Jan Jul Jan Jul Jan Jul Jan Jul
IHK
3
2
1
0
-1
Month
Jan
Jul
Jan
Jul
Jan
Jul
Jan
Jul
Jan
Jul
Year
2012
2013
2014
2015
2016
2012-2016

Berdasarkan time series plot terlihat bahwa pola data jumlah penumpang pesawat bulan Januari tahun 2012 - bulan Desember 2016 secara visual menunjukan data seasonal. Untuk memastikan maka perlu dilakukan pengujian.

1.

Trend Analyse

Linier

Trend Analysis Plot for 2012-2016 Linear Trend Model Yt = 135.32 - 0.283323*t 150 Variable
Trend Analysis Plot for 2012-2016
Linear Trend Model
Yt = 135.32 - 0.283323*t
150
Variable
Actual
Fits
Forecasts
140
Accuracy Measures
MAPE
5.7286
MAD
7.1789
MSD
81.8929
130
120
110
1
7
14
21
28
35
42
49
56
63
70
Index
2012-2016

Quadratic Model

Trend Analysis Plot for 2012-2016 Quadratic Trend Model Yt = 141.46 - 0.877*t + 0.00974*t**2
Trend Analysis Plot for 2012-2016
Quadratic Trend Model
Yt = 141.46 - 0.877*t + 0.00974*t**2
150
Variable
Actual
Fits
Forecasts
140
Accuracy Measures
MAPE
5.0397
MAD
6.4421
MSD
75.0767
130
120
110
1
7
14
21
28
35
42
49
56
63
70
Index
2012-2016

S-Curve Model

Trend Analysis Plot for 2012-2016 Growth Curve Model Yt = 134.922 * (0.997828**t) 150 Variable
Trend Analysis Plot for 2012-2016
Growth Curve Model
Yt = 134.922 * (0.997828**t)
150
Variable
Actual
Fits
Forecasts
140
Accuracy Measures
MAPE
5.6860
MAD
7.1483
MSD
81.6161
130
120
110
1
7
14
21
28
35
42
49
56
63
70
Index
2012-2016

2. Moving Average

Moving Average Plot for 2012-2016 150 Variable Actual Fits Moving Average 140 Length 1 Accuracy
Moving Average Plot for 2012-2016
150
Variable
Actual
Fits
Moving Average
140
Length
1
Accuracy Measures
MAPE
1.0250
MAD
1.2215
MSD
22.7120
130
120
110
1
6
12
18
24
30
36
42
48
54
60
Index
2012-2016
Moving Average Plot for 2012-2016 150 Variable Actual Fits Moving Average 140 Length 2 Accuracy
Moving Average Plot for 2012-2016
150
Variable
Actual
Fits
Moving Average
140
Length
2
Accuracy Measures
MAPE
1.4834
MAD
1.7647
MSD
28.7063
130
120
110
1
6
12
18
24
30
36
42
48
54
60
Index
2012-2016
Moving Average Plot for 2012-2016 150 Variable Actual Fits Moving Average 140 Length 3 Accuracy
Moving Average Plot for 2012-2016
150
Variable
Actual
Fits
Moving Average
140
Length
3
Accuracy Measures
MAPE
1.9545
MAD
2.3244
MSD
36.2204
130
120
110
1
6
12
18
24
30
36
42
48
54
60
Index
2012-2016

3. Single Exponential Smoothing

Smoothing Plot for 2012-2016 Single Exponential Method 150 Variable Actual Fits Forecasts 95.0% PI 140
Smoothing Plot for 2012-2016
Single Exponential Method
150
Variable
Actual
Fits
Forecasts
95.0% PI
140
Smoothing Constant
Alpha
0.2
Accuracy Measures
130
MAPE
3.4141
MAD
4.0980
MSD
52.8216
120
110
1
7
14
21
28
35
42
49
56
63
70
Index
2012-2016

4. Double Exponential Smoothing

Smoothing Plot for 2012-2016 Double Exponential Method 150 Variable Actual Fits Forecasts 140 95.0% PI
Smoothing Plot for 2012-2016
Double Exponential Method
150
Variable
Actual
Fits
Forecasts
140
95.0% PI
Smoothing Constants
Alpha (level)
0.2
130
Gamma (trend)
0.2
Accuracy Measures
MAPE
4.3591
120
MAD
5.1714
MSD
73.7094
110
100
1
7
14
21
28
35
42
49
56
63
70
Index
162012-20

5.

Decomposition

Seasonal Analysis for 2012-2016 Multiplicative Model Seasonal Indices Detrended Data by Season 1.01 1.1 1.0
Seasonal Analysis for 2012-2016
Multiplicative Model
Seasonal Indices
Detrended Data by Season
1.01
1.1
1.0
1.00
0.9
0.99
1
2
3
4
5
6
7
8
9
10
11
12
1 4
2
3
5
6
7
8
9
10
11
12
Percent Variation by Season
Residuals by Season
10
7.5
0
5.0
-10
2.5
-20
0.0
1
2
3
4
5
6
7
8
9
10
11
12
1 4
2
3
5
6
7
8
9
10
11
12

Jika dilihat dari grafik maka metode moving average denan mv length 1 meruapakan metode yang paling mendekati kebenaran (paling sesuai dengan peramalan) karena nilai errornya (MAPE) sebesar 1.0250 dan pola merah sudah mendekati pola hitam.

Metode

MAPE

MAD

MSD

Naive

0,484

0,734

1,165

Trend Linear

0,697

1,164

1,591

Moving Average m=3

0,901

1,361

3,322

Winters

0,629

0,951

1,623

Double Exponential Smoothing =0,1

0,380

0,564

0,761

Pada tabel hasil perbandingan metode peramaln diperoleh bahwa metode Double

Exponential Smoothing =0,1 menghasilkan nilai MAD dan MSD terkecil dan hasil pola ramalannya menyerupai data asli sehingga metode tersbeut dianggap metode terbaik yang dapat digunakan untuk meramalkan inflasi. Berikut hasil ramalannya.

B. INFLASI

Pola data dan periode musiman dapat diketahui dengan menggunakan time series plot. Berikut adalah time series plot untuk data Inflasi.

Berdasarkan time series plot terlihat bahwa pola data inflasi bulan Januari tahun 2012 - bulan

Berdasarkan time series plot terlihat bahwa pola data inflasi bulan Januari tahun 2012 - bulan Desember 2016 secara visual menunjukan stasioner dalam mean dan varians. Untuk memastikan apakah data stasioner atau tidak maka perlu dilakukan pengujian stasioner dalam varian dan dalam mean.

1. Trend Analysis Linier Trend Model

Trend Analysis Plot for 2012-2016 Linear Trend Model Yt = 0.557 - 0.003652*t Variable Actual
Trend Analysis Plot for 2012-2016
Linear Trend Model
Yt = 0.557 - 0.003652*t
Variable
Actual
3
Fits
Forecasts
Accuracy Measures
2
MAPE
352.314
MAD
0.415
MSD
0.369
1
0
-1
1
7
14
21
28
35
42
49
56
63
70
Index
2012-2016

Quadratic Model

Trend Analysis Plot for 2012-2016 Quadratic Trend Model Yt = 0.347 + 0.0167*t - 0.000334*t**2
Trend Analysis Plot for 2012-2016
Quadratic Trend Model
Yt = 0.347 + 0.0167*t - 0.000334*t**2
Variable
Actual
3
Fits
Forecasts
Accuracy Measures
2
MAPE
338.763
MAD
0.419
MSD
0.361
1
0
-1
1
7
14
21
28
35
42
49
56
63
70
Index
2012-2016

S Curve Model

Trend Analysis Plot for 2012-2016 S-Curve Trend Model Yt = (10**2) / (-471.495 + 1817.27*(0.957724**t))
Trend Analysis Plot for 2012-2016
S-Curve Trend Model
Yt = (10**2) / (-471.495 + 1817.27*(0.957724**t))
Variable
20
Actual
Fits
Forecasts
15
Curve Parameters
Intercept
0.074306
10
Asymptote
-0.212091
Asym. Rate
0.957724
5
Accuracy Measures
MAPE
474.734
MAD
1.289
0
MSD
8.887
-5
-10
1
7
14
21
28
35
42
49
56
63
70
Index
2012-2016
2. Decompo Seasonal dan Multiple Seasonal Analysis for 2012-2016 Multiplicative Model Seasonal Indices Detrended Data
2. Decompo
Seasonal dan Multiple
Seasonal Analysis for 2012-2016
Multiplicative Model
Seasonal Indices
Detrended Data by Season
8
2
4
1
0
0
1
2
3
4
5
6
7
8
9
10
11
12
1
2
3
4
5
6
7
8
9
10
11
12
Percent Variation by Season
Residuals by Season
2
15
1
10
0
5
-1
0
1
2
3
4
5
6
7
8
9
10
11
12
1
2
3
4
5
6
7
8
9
10
11
12
Component Analysis for 2012-2016 Multiplicative Model Original Data Detrended Data 8 5 4 0 0
Component Analysis for 2012-2016
Multiplicative Model
Original Data
Detrended Data
8
5
4
0
0
-5
1
12
24
36
48
60
1
12
24
36
48
60
Index
Index
Seasonally Adjusted Data
Seas. Adj. and Detr. Data
2
5
1
0
0
-5
-1
1
12
24
36
48
60
1
12
24
36
48
60
Index
Index
3. Moving Average
Moving Average Plot for 2012-2016 Variable Actual 3 Fits Forecasts 95.0% PI Moving Average 2
Moving Average Plot for 2012-2016
Variable
Actual
3
Fits
Forecasts
95.0% PI
Moving Average
2
Length
2
Accuracy Measures
MAPE
295.970
MAD
0.391
1
MSD
0.321
0
-1
1
7
14
21
28
35
42
49
56
63
70
Index
2012-2016
Moving Average Plot for 2012-2016 Variable Actual 3 Fits Forecasts 95.0% PI Moving Average 2
Moving Average Plot for 2012-2016
Variable
Actual
3
Fits
Forecasts
95.0% PI
Moving Average
2
Length
1
Accuracy Measures
MAPE
401.744
MAD
0.495
1
MSD
0.531
0
-1
1
7
14
21
28
35
42
49
56
63
70
Index
2012-2016
Moving Average Plot for 2012-2016 Variable Actual 3 Fits Forecasts 95.0% PI Moving Average 2
Moving Average Plot for 2012-2016
Variable
Actual
3
Fits
Forecasts
95.0% PI
Moving Average
2
Length
3
Accuracy Measures
MAPE
278.509
MAD
0.371
1
MSD
0.282
0
-1
1
7
14
21
28
35
42
49
56
63
70
Index
2012-2016

4. Single Exponential Smoothing

Smoothing Plot for 2012-2016 Single Exponential Method Variable Actual 3 Fits Forecasts 95.0% PI Smoothing
Smoothing Plot for 2012-2016
Single Exponential Method
Variable
Actual
3
Fits
Forecasts
95.0% PI
Smoothing Constant
2
Alpha
0.2
Accuracy Measures
MAPE
348.830
1
MAD
0.452
MSD
0.423
0
-1
1
7
14
21
28
35
42
49
56
63
70
Index
2012-2016

5. Double Exponential Smoothing

Smoothing Plot for 2012-2016 Double Exponential Method Variable Actual 3 Fits Forecasts 95.0% PI 2
Smoothing Plot for 2012-2016
Double Exponential Method
Variable
Actual
3
Fits
Forecasts
95.0% PI
2
Smoothing Constants
Alpha (level)
0.2
Gamma (trend)
0.2
1
Accuracy Measures
MAPE
358.553
MAD
0.488
MSD
0.474
0
-1
1
7
14
21
28
35
42
49
56
63
70
Index
2012-2016

Jika dilihat dari grafik maka metode moving average dengan mv length 3 merupakan metode yang paling mendekati kebenaran (paling sesuai dengan peramalan) karena nilai errornya (MAPE) sebesar 278.509 dan pola merah sudah mendekati pola hitam.

Metode

MAPE

MAD

MSD

Naive

119,776

0,495

0,531

Trend Linear

352,314

0,415

0,369

Simple Average

144,737

0,443

0,402

Moving Average m=3

451, 495

0,586

0,640

Winters

181,032

0,415

0,322

Single Exponential Smoothing =0,1

329,871

0,439

0,400

Pada tabel hasil perbandingan metode peramaln diperoleh bahwa metode winters menghasilkan nilai MAD dan MSD terkecil dan hasil pola ramalannya menyerupai data asli sehingga metode tersbeut dianggap metode terbaik yang dapat digunakan

C.

JUANDA

JUANDA 850000 800000 750000 700000 650000 600000 550000 500000 450000 Month Jan Jul Jan Jul
JUANDA
850000
800000
750000
700000
650000
600000
550000
500000
450000
Month
Jan
Jul
Jan
Jul
Jan
Jul
Jan
Jul
Jan
Jul
Year
2012
2013
2014
2015
2016
JUANDA

Berdasarkan time series plot terlihat bahwa pola data inflasi bulan Januari tahun 2012 - bulan

Desember 2016 secara visual menunjukan pola cyclic/siklus. Untuk memastikan apakah data cyclic atau tidak maka perlu dilakukan pengujian

1. Trend Analysis

Linier

Trend Analysis Plot for JUANDA Linear Trend Model Yt = 542276 + 1826*t 850000 Variable
Trend Analysis Plot for JUANDA
Linear Trend Model
Yt = 542276 + 1826*t
850000
Variable
Actual
800000
Fits
Forecasts
750000
Accuracy Measures
MAPE
9
700000
MAD
55395
MSD
4819939772
650000
600000
550000
500000
450000
1
7
14
21
28
35
42
49
56
63
70
Index
JUANDA

Quadratic

Trend Analysis Plot for JUANDA Quadratic Trend Model Yt = 576442 - 1480*t + 54.2*t**2
Trend Analysis Plot for JUANDA
Quadratic Trend Model
Yt = 576442 - 1480*t + 54.2*t**2
850000
Variable
Actual
800000
Fits
Forecasts
750000
Accuracy Measures
MAPE
9
700000
MAD
55684
MSD
4608708256
650000
600000
550000
500000
450000
1
7
14
21
28
35
42
49
56
63
70
Index
NDAJUA

S-Curve

Trend Analysis Plot for JUANDA S-Curve Trend Model Yt = (10**7) / (17.6340 - 0.00202697*(1.13788**t))
Trend Analysis Plot for JUANDA
S-Curve Trend Model
Yt = (10**7) / (17.6340 - 0.00202697*(1.13788**t))
20000000
Variable
Actual
Fits
Forecasts
15000000
Curve Parameters
Intercept
567021
10000000
Asymptote
567086
Asym. Rate
1
Accuracy Measures
5000000
MAPE
9
MAD
54476
MSD
4419954617
0
-5000000
1
7
14
21
28
35
42
49
56
63
70
Index
JUANDA

2. Moving Average

Moving Average Plot for JUANDA 900000 Variable Actual Fits Forecasts 800000 95.0% PI Moving Average
Moving Average Plot for JUANDA
900000
Variable
Actual
Fits
Forecasts
800000
95.0% PI
Moving Average
Length
1
700000
Accuracy Measures
MAPE
11
MAD
67973
MSD
8275669847
600000
500000
400000
1
7
14
21
28
35
42
49
56
63
70
Index
JUANDA
Moving Average Plot for JUANDA 850000 Variable Actual Fits 800000 Forecasts 95.0% PI 750000 Moving
Moving Average Plot for JUANDA
850000
Variable
Actual
Fits
800000
Forecasts
95.0% PI
750000
Moving Average
Length
2
700000
Accuracy Measures
MAPE
7
650000
MAD
41669
MSD
3486786104
600000
550000
500000
450000
1
7
14
21
28
35
42
49
56
63
70
Index
JUANDA
Moving Average Plot for JUANDA 850000 Variable Actual Fits 800000 Forecasts 95.0% PI 750000 Moving
Moving Average Plot for JUANDA
850000
Variable
Actual
Fits
800000
Forecasts
95.0% PI
750000
Moving Average
Length
3
700000
Accuracy Measures
MAPE
6
650000
MAD
36157
MSD
2578444029
600000
550000
500000
450000
1
7
14
21
28
35
42
49
56
63
70
Index
JUANDA

3. Single Exponential Smoothing

Smoothing Plot for JUANDA Single Exponential Method 850000 Variable Actual 800000 Fits Forecasts 95.0% PI
Smoothing Plot for JUANDA
Single Exponential Method
850000
Variable
Actual
800000
Fits
Forecasts
95.0% PI
750000
Smoothing Constant
700000
Alpha
0.2
Accuracy Measures
650000
MAPE
9
MAD
52680
600000
MSD
5031662920
550000
500000
450000
1
7
14
21
28
35
42
49
56
63
70
Index
JUANDA

4. Double Exponential Smoothing

Smoothing Plot for JUANDA Double Exponential Method 1100000 Variable Actual Fits 1000000 Forecasts 95.0% PI
Smoothing Plot for JUANDA
Double Exponential Method
1100000
Variable
Actual
Fits
1000000
Forecasts
95.0% PI
900000
Smoothing Constants
Alpha (level)
0.2
800000
Gamma (trend)
0.2
Accuracy Measures
MAPE
9
700000
MAD
54962
MSD
5305150501
600000
500000
400000
1
7
14
21
28
35
42
49
56
63
70
Index
JUANDA

Jika dilihat dari grafik maka metode moving average dengan mv length 3 merupakan metode yang paling mendekati kebenaran (paling sesuai peramalan) karena nilai errornya(MAPE) sebesar 6 dan pola merah sudah mendekati pola hitam.