Analisis Runtun Waktu

MINITAB
Stat  Time Series  Time Series Plot
Stat  Time Series  Trend Analysis
Stat  Time Series  Differences
Stat  Time Series  Autocorrelation (MA)
Stat  Time Series  Partial Autocorrelation (AR)
Stat  Time Series  ARIMA
Stat  Basic Statistics  Normality Test

EVIEWS
View  Graph
View  Unit Root Test (Uji Stasioner: Augmented Dickey-Fuller test) Stasioner jika terima
H0
View  Correlogram
Proc  Automatic ARIMA Forecasting
Quick  Estimate Equation
View  Residual Diagnostic  Correlogram Q-statistics
Forecast
View  Residual Diagnostic  Heteroskedasticity Tests

 ARCH
 GARCH
 ARCHM
 AGARCH
 NGARCH
 NAGARCH
 APARCH
 APGARCH
 TARCH
 TGARCH
 EGARCH
  QGARCH
 GJR-GARCH
Deteksi ARCH
 Correlogram
1. ACF dan PACF
2. Ljung-Box
 ARCH-LM

ARCH  Varian residual (σ 2t ) dipengaruhi oleh residual periode sebelumnya (e 2t −1 )

GARCH  Varian residual (σ 2t ) dipengaruhi oleh residual periode sebelumnya (e 2t −1 ) dan
varian residual periode sebelumnya (σ 2t−1 )
Model ARCH adalah kasus khusus model GARCH

 Uji Signifikansi Parameter

 Uji Normaitas Residual
 Uji Independensi
 MSE
Pola
 Stasioner
 Tren
 Musiman
 Siklis
 Random