Moving Average for Harga Lada

Method
Data Harga Lada
Length 120
NMissing 0
Moving Average
Length 2
Accuracy Measures
MAPE 2
MAD 1452
MSD 8618625
Forecasts
Period Forecast Lower Upper
121 99124 93370,0 104878
122 99124 93370,0 104878
Moving Average Plot for Harga Lada

Moving Average for Harga Lada

Method
Data Harga Lada
Length 120
NMissing 0
Moving Average
Length 3
Accuracy Measures
MAPE 3
MAD 1816
MSD 10992431
Forecasts
Period Forecast Lower Upper
121 99660,7 93162,4 106159
122 99660,7 93162,4 106159
Moving Average Plot for Harga Lada

Moving Average for Harga Lada

Method
Data Harga Lada
Length 120
NMissing 0
Moving Average
Length 4
Accuracy Measures
MAPE 3
MAD 2149
MSD 13534309
Forecasts
Period Forecast Lower Upper
121 100134 92923,0 107344
122 100134 92923,0 107344
Moving Average Plot for Harga Lada

Moving Average for Harga Lada

Method
Data Harga Lada
Length 120
NMissing 0
Moving Average
Length 5
Accuracy Measures
MAPE 3
MAD 2472
MSD 16220804
Forecasts
Period Forecast Lower Upper
121 100614 92720,6 108508
122 100614 92720,6 108508
Moving Average Plot for Harga Lada

Single Exponential Smoothing for Harga Lada

Method
Data Harga Lada
Length 120
Smoothing Constant
α 0,1
Accuracy Measures
MAPE 7
MAD 5216
MSD 52972754
Forecasts
Period Forecast Lower Upper
121 98657,3 85878,3 111436
122 98657,3 85878,3 111436
Single Exponential Smoothing Plot for Harga Lada

Single Exponential Smoothing for Harga Lada

Method
Data Harga Lada
Length 120
Smoothing Constant
α 0,2
Accuracy Measures
MAPE 4
MAD 3028
MSD 22006987
Forecasts
Period Forecast Lower Upper
121 100994 93575,3 108412
122 100994 93575,3 108412
Single Exponential Smoothing Plot for Harga Lada

Single Exponential Smoothing for Harga Lada

Method
Data Harga Lada
Length 120
Smoothing Constant
α 0,3
Accuracy Measures
MAPE 3
MAD 2308
MSD 14382694
Forecasts
Period Forecast Lower Upper
121 100713 95057,8 106368
122 100713 95057,8 106368
Single Exponential Smoothing Plot for Harga Lada

Single Exponential Smoothing for Harga Lada

Method
Data Harga Lada
Length 120
Smoothing Constant
α 0,4
Accuracy Measures
MAPE 3
MAD 1926
MSD 11070664
Forecasts
Period Forecast Lower Upper
121 100123 95406,0 104841
122 100123 95406,0 104841
Single Exponential Smoothing Plot for Harga Lada

Single Exponential Smoothing for Harga Lada

Method
Data Harga Lada
Length 120
Smoothing Constant
α 0,5
Accuracy Measures
MAPE 2
MAD 1668
MSD 9265274
Forecasts
Period Forecast Lower Upper
121 99640,6 95552,9 103728
122 99640,6 95552,9 103728
Single Exponential Smoothing Plot for Harga Lada

Single Exponential Smoothing for Harga Lada

Method
Data Harga Lada
Length 120
Smoothing Constant
α 0,6
Accuracy Measures
MAPE 2
MAD 1494
MSD 8169377
Forecasts
Period Forecast Lower Upper
121 99295,4 95635,2 102955
122 99295,4 95635,2 102955
Single Exponential Smoothing Plot for Harga Lada

Single Exponential Smoothing for Harga Lada

Method
Data Harga Lada
Length 120
Smoothing Constant
α 0,7
Accuracy Measures
MAPE 2
MAD 1366
MSD 7473078
Forecasts
Period Forecast Lower Upper
121 99047,3 95701,4 102393
122 99047,3 95701,4 102393
Single Exponential Smoothing Plot for Harga Lada

Single Exponential Smoothing for Harga Lada

Method
Data Harga Lada
Length 120
Smoothing Constant
α 0,8
Accuracy Measures
MAPE 2
MAD 1269
MSD 7034347
Forecasts
Period Forecast Lower Upper
121 98861,2 95753,1 101969
122 98861,2 95753,1 101969
Single Exponential Smoothing Plot for Harga Lada

Single Exponential Smoothing for Harga Lada

Method
Data Harga Lada
Length 120
Smoothing Constant
α 0,9
Accuracy Measures
MAPE 2
MAD 1205
MSD 6782779
Forecasts
Period Forecast Lower Upper
121 98715,8 95763,2 101668
122 98715,8 95763,2 101668
Single Exponential Smoothing Plot for Harga Lada

Autocorrelation Function: TRANS2

Autocorrelations
Lag ACF T LBQ
1 0,975932 10,69 117,17
2 0,953607 6,13 230,00
3 0,930180 4,69 338,26
4 0,907080 3,91 442,11
5 0,883131 3,40 541,39
6 0,859639 3,03 636,29
7 0,835696 2,74 726,77
8 0,809932 2,51 812,52
9 0,783463 2,31 893,48
10 0,756370 2,13 969,62
11 0,727887 1,98 1040,78
12 0,705885 1,86 1108,32
13 0,686043 1,76 1172,72
14 0,666926 1,67 1234,15
15 0,646052 1,58 1292,35
16 0,625058 1,50 1347,35
17 0,603948 1,42 1399,19
18 0,581855 1,35 1447,78
19 0,560338 1,28 1493,29
20 0,538165 1,21 1535,70
21 0,516606 1,15 1575,16
22 0,494119 1,09 1611,63
23 0,471009 1,02 1645,12
24 0,448196 0,97 1675,75
25 0,420095 0,90 1702,95
26 0,391891 0,83 1726,87
27 0,363379 0,77 1747,65
28 0,334250 0,70 1765,43
29 0,305220 0,64 1780,42
30 0,276086 0,58 1792,82
Autocorrelation for TRANS2
 HARGA LADA
1,0

0,8

0,6

0,4
Autocorrelation

0,2

0,0

-0,2

-0,4

-0,6

-0,8

-1,0

2 4 6 8 10 12 14 16 18 20 22 24 26 28 30
Lag

Autocorrelation Function: DIFF1

Autocorrelations
Lag ACF T LBQ
1 -0,186490 -2,03 4,24
2 0,055470 0,59 4,62
3 -0,086944 -0,91 5,56
4 0,000953 0,01 5,56
5 -0,007141 -0,07 5,57
6 0,014232 0,15 5,59
7 0,046708 0,49 5,87
8 -0,054881 -0,57 6,26
9 0,000847 0,01 6,26
10 -0,012294 -0,13 6,28
11 -0,030411 -0,32 6,41
12 0,056972 0,59 6,84
13 -0,046421 -0,48 7,14
14 -0,024818 -0,26 7,22
15 0,004440 0,05 7,22
16 -0,059576 -0,62 7,72
17 0,023746 0,24 7,80
 18 -0,017173 -0,18 7,84
19 0,028716 0,30 7,96
20 -0,080588 -0,83 8,91
21 -0,028083 -0,29 9,02
22 -0,020762 -0,21 9,09
23 -0,041980 -0,43 9,35
24 0,223074 2,27 16,89
25 -0,010501 -0,10 16,91
26 0,002747 0,03 16,91
27 -0,025928 -0,25 17,02
28 -0,006910 -0,07 17,02
29 -0,015500 -0,15 17,06
30 0,018139 0,18 17,11
Autocorrelation for DIFF1

HARGA LADA
1,0

0,8

0,6

0,4
Autocorrelation

0,2

0,0

-0,2

-0,4

-0,6

-0,8

-1,0

2 4 6 8 10 12 14 16 18 20 22 24 26 28 30
Lag

Partial Autocorrelation Function: DIFF1

Partial Autocorrelations
Lag PACF T
1 -0,186490 -2,03
2 0,021437 0,23
 3 -0,075482 -0,82
4 -0,030517 -0,33
5 -0,007803 -0,09
6 0,006465 0,07
7 0,050338 0,55
8 -0,040842 -0,45
9 -0,018012 -0,20
10 -0,005033 -0,05
11 -0,041004 -0,45
12 0,044240 0,48
13 -0,031612 -0,34
14 -0,050344 -0,55
15 0,005302 0,06
16 -0,066265 -0,72
17 -0,003981 -0,04
18 -0,011573 -0,13
19 0,005764 0,06
20 -0,068025 -0,74
21 -0,063440 -0,69
22 -0,035838 -0,39
23 -0,059171 -0,65
24 0,197552 2,16
25 0,067897 0,74
26 -0,007615 -0,08
27 0,005763 0,06
28 -0,003887 -0,04
29 -0,022519 -0,25
30 0,001759 0,02
Partial Autocorrelation for DIFF1
 HARGA LADA
1,0

0,8

0,6
Partial Autocorrelation

0,4

0,2

0,0

-0,2

-0,4

-0,6

-0,8

-1,0

2 4 6 8 10 12 14 16 18 20 22 24 26 28 30
Lag

ARIMA Model: Harga Lada

Estimates at Each Iteration
Iteration SSE Parameters
0 777456552 0,100 478,678
1 766210373 -0,015 540,442
2 766180984 -0,021 543,292
3 766180909 -0,021 543,425
4 766180909 -0,021 543,431
Relative change in each estimate less than 0,001

Final Estimates of Parameters

Type Coef SE Coef T-Value P-Value
AR 1 -0,0215 0,0926 -0,23 0,817
Constant 543 235 2,32 0,022
Differencing: 1 regular difference
Number of observations: Original series 120, after differencing 119
Residual Sums of Squares
DF SS MS
117 766180880 6548555
Back forecasts excluded

Modified Box-Pierce (Ljung-Box) Chi-Square Statistic

Lag 12 24 36 48
 Chi-Square 1,24 19,51 22,48 28,15
DF 10 22 34 46
P-Value 1,000 0,614 0,935 0,982

ARIMA Model: Harga Lada

Estimates at Each Iteration
Iteration SSE Parameters
0 770556032 0,100 531,865
1 766222031 0,031 531,768
2 766165492 0,023 531,995
3 766164981 0,023 532,021
4 766164977 0,022 532,023
5 766164977 0,022 532,024
Relative change in each estimate less than 0,001

Final Estimates of Parameters

Type Coef SE Coef T-Value P-Value
MA 1 0,0225 0,0926 0,24 0,809
Constant 532 229 2,32 0,022
Differencing: 1 regular difference
Number of observations: Original series 120, after differencing 119
Residual Sums of Squares
DF SS MS
117 766164945 6548418
Back forecasts excluded

Modified Box-Pierce (Ljung-Box) Chi-Square Statistic

Lag 12 24 36 48
Chi-Square 1,24 19,50 22,48 28,15
DF 10 22 34 46
P-Value 1,000 0,614 0,935 0,982

ARIMA Model: Harga Lada

Estimates at Each Iteration
Iteration SSE Parameters
0 800183728 0,100 0,100
1 799717130 0,111 0,088
2 799577661 0,261 0,238
 3 799400247 0,411 0,388
4 799103930 0,560 0,538
5 798472454 0,709 0,688
6 796641073 0,856 0,838
7 780247673 1,000 0,988
8 779170048 1,000 0,987
Relative change in each estimate less than 0,001
* WARNING * Back forecasts not dying out rapidly
Back Forecasts (After Differencing)
Lag (-98; -91) 142,385 142,332 142,280 142,228 142,175 142,123 142,071 142,019
Lag (-90; -83) 141,967 141,914 141,862 141,810 141,758 141,706 141,654 141,602
Lag (-82; -75) 141,550 141,498 141,446 141,394 141,342 141,290 141,238 141,186
Lag (-74; -67) 141,134 141,082 141,031 140,979 140,927 140,875 140,823 140,772
Lag (-66; -59) 140,720 140,668 140,617 140,565 140,513 140,462 140,410 140,359
Lag (-58; -51) 140,307 140,255 140,204 140,152 140,101 140,049 139,998 139,946
Lag (-50; -43) 139,895 139,844 139,792 139,741 139,690 139,638 139,587 139,536
Lag (-42; -35) 139,484 139,433 139,382 139,331 139,280 139,228 139,177 139,126
Lag (-34; -27) 139,075 139,024 138,973 138,922 138,871 138,820 138,769 138,718
Lag (-26; -19) 138,667 138,616 138,565 138,514 138,463 138,412 138,361 138,310
Lag (-18; -11) 138,260 138,209 138,158 138,107 138,057 138,006 137,955 137,904
Lag (-10; -3) 137,854 137,803 137,752 137,702 137,651 137,601 137,550 137,500
Lag (-2; 0) 137,449 137,399 137,348
Back Forecast Residuals
Lag (-98; -91) -0,105 -0,208 -0,310 -0,411 -0,510 -0,608 -0,705 -0,801
Lag (-90; -83) -0,895 -0,988 -1,080 -1,171 -1,260 -1,349 -1,436 -1,522
Lag (-82; -75) -1,607 -1,691 -1,774 -1,856 -1,937 -2,016 -2,095 -2,172
Lag (-74; -67) -2,249 -2,325 -2,399 -2,473 -2,546 -2,617 -2,688 -2,758
Lag (-66; -59) -2,827 -2,895 -2,962 -3,028 -3,094 -3,158 -3,222 -3,285
Lag (-58; -51) -3,347 -3,408 -3,469 -3,528 -3,587 -3,645 -3,703 -3,759
Lag (-50; -43) -3,815 -3,870 -3,925 -3,978 -4,031 -4,083 -4,135 -4,186
Lag (-42; -35) -4,236 -4,286 -4,334 -4,383 -4,430 -4,477 -4,524 -4,569
Lag (-34; -27) -4,614 -4,659 -4,703 -4,746 -4,789 -4,831 -4,873 -4,914
Lag (-26; -19) -4,954 -4,994 -5,033 -5,072 -5,111 -5,148 -5,186 -5,223
Lag (-18; -11) -5,259 -5,295 -5,330 -5,365 -5,399 -5,433 -5,467 -5,500
Lag (-10; -3) -5,532 -5,564 -5,596 -5,627 -5,658 -5,689 -5,719 -5,748
Lag (-2; 0) -5,777 -5,806 -5,834
Final Estimates of Parameters
Type Coef SE Coef T-Value P-Value
AR 1 1,0004 0,0205 48,75 0,000
MA 1 0,9875 0,0159 62,13 0,000
Differencing: 1 regular difference
Number of observations: Original series 120, after differencing 119
Residual Sums of Squares
DF SS MS
117 779168518 6659560
Back forecasts excluded

Modified Box-Pierce (Ljung-Box) Chi-Square Statistic

Lag 12 24 36 48
Chi-Square 1,62 19,96 23,10 28,84
DF 10 22 34 46
P-Value 0,999 0,586 0,921 0,978
Forecasts from period 120
95% Limits
Period Forecast Lower Upper Actual
121 99084,4 94025,3 104143
122 99569,9 92369,2 106771