Ansari Saleh Ahmar, Suryo Guritno, Abdurakhman, Abdul Rahman, Awi, Alimuddin, Ilham Minggi, M Arif Tiro, M Kasim Aidid, Suwardi Annas, Dian Utami Sutiksno, Dewi S. Ahmar, Kurniawan H. Ahmar, A Abqary Ahmar, Ahmad Zaki, Dahlan Abdullah, Robbi Rahim, Heri Nurdiyanto, Rahmat Hidayat, Darmawan Napitupulu, Janner Simarmata, Nuning Kurniasih, Leon Andretti Abdillah, Andri Pranolo, Haviluddin, Wahyudin Albra, A Nurani M. Arifin
The aim this study is discussed on the detection and correction of data containing the additive outlier (AO) on the model ARIMA (p, d, q). The process of detection and correction of data using an iterative procedure popularized by Box, Jenkins, and Reinsel (1994). By using this method we obtained an ARIMA models were fit to the data containing AO, this model is added to the original model of ARIMA coefficients obtained from the iteration process using regression methods. In the simulation data is obtained that the data contained AO initial models are ARIMA (2,0,0) with MSE = 36,780, after the detection and correction of data obtained by the iteration of the model ARIMA (2,0,0) with the coefficients obtained from the regression Zt = 0,106+0,204Z t-1+0,401Z t-2-329X 1(t)+115X 2(t)+35,9X 3(t) and MSE = 19,365. This shows that there is an improvement of forecasting error rate data. © 2018 Institute of Physics Publishing. All right reserved.
Department of Statistics, Universitas Negeri Makassar, Indonesia; AHMAR Institute, Makassar, Indonesia; Department of Mathematics, Universitas Gadjah Mada, Indonesia; Department of Mathematics, Universitas Negeri Makassar, Indonesia; Department of Business Administration, Politeknik Negeri Ambon, Indonesia; Universitas Malikussaleh, Aceh, Indonesia; School of Computer and Communication Engineering, Universiti Malaysia Perlis, Malaysia; STMIK Dharma Wacana, Lampung, Indonesia; Lembaga Ilmu Pengetahuan Indonesia, Banten, Indonesia; Universitas Negeri Medan, Medan, Indonesia; Universitas Padjadjaran, Bandung, Indonesia; Universitas Bina Darma, Palembang, Indonesia; Department of Informatics, Universitas Ahmad Dahlan, Yogyakarta, Indonesia; Universitas Mulawarman, Samarinda, Indonesia; Faculty of Economics and Bussiness, Universitas Malikussaleh, Aceh, Indonesia
