Tugas Analisis Time Series

Nama Kelompok;

Hubertus Hami (182400003)

Dimas Pramana Putra (182400012)

Program Studi Statistika

Fakultas Matematika dan Ilmu Pengetahuan Alam
Universitas PGRI Adi Buana Surabaya
2020
 Square
T Airline Passangger At Tt ramalan Error Abs. Value Error % Error
Jan-49 112 112 6 0        
Feb-49 118 118 6 118 0 0    
Mar-49 132 125.6 6.5 124.0 8 8 64 0.06
Apr-49 129 131.5 6.3 132.1 -3.1 3.1 9.5 0.02
Mei-49 121 134.4 5.3 137.8 -16.8 16.8 280.9 0.14
Jun-49 135 138.8 5.0 139.7 -4.7 4.7 22.1 0.03
Jul-49 148 144.6 5.3 143.8 4.2 4.2 17.9 0.03
Agu-49 148 149.5 5.1 149.9 -1.9 1.9 3.5 0.01
Sep-49 136 150.9 4.0 154.6 -18.6 18.6 347.8 0.14
Okt-49 119 147.8 1.9 154.9 -35.9 35.9 1292.4 0.30
Nov-49 104 140.5 -0.9 149.6 -45.6 45.6 2082.4 0.44
Des-49 118 135.3 -2.2 139.6 -21.6 21.6 468.4 0.18
Jan-50 115 129.5 -3.3 133.2 -18.2 18.2 329.4 0.16
Feb-50 126 126.2 -3.3 126.3 -0.3 0.3 0.1 0.00
Mar-50 141 126.6 -2.2 122.9 18.1 18.1 325.9 0.13
Apr-50 135 126.5 -1.5 124.4 10.6 10.6 112.9 0.08
Mei-50 135 127.0 -0.9 125.0 10.0 10.0 101.0 0.07
Jun-50 149 130.6 0.4 126.0 23.0 23.0 528.3 0.15
Jul-50 170 138.8 2.8 131.0 39.0 39.0 1517.3 0.23
Agu-50 170 147.3 4.5 141.6 28.4 28.4 806.0 0.17
Sep-50 158 153.0 4.8 151.8 6.2 6.2 38.9 0.04
Okt-50 133 152.9 3.4 157.9 -24.9 24.9 618.0 0.19
Nov-50 114 147.8 0.8 156.2 -42.2 42.2 1784.7 0.37
Des-50 140 146.9 0.3 148.6 -8.6 8.6 74.3 0.06
Jan-51 145 146.8 0.2 147.2 -2.2 2.2 4.8 0.02
Feb-51 150 147.5 0.4 146.9 3.1 3.1 9.4 0.02
Mar-51 178 153.9 2.2 147.9 30.1 30.1 905.7 0.17
Apr-51 163 157.5 2.6 156.1 6.9 6.9 47.8 0.04
Mei-51 172 162.4 3.3 160.0 12.0 12.0 142.8 0.07
Jun-51 178 168.2 4.0 165.7 12.3 12.3 150.5 0.07
Jul-51 199 177.6 5.6 172.2 26.8 26.8 717.3 0.13
Agu-51 199 186.4 6.6 183.2 15.8 15.8 249.2 0.08
Sep-51 184 191.2 6.0 193.0 -9.0 9.0 80.2 0.05
Okt-51 162 190.2 3.9 197.2 -35.2 35.2 1239.9 0.22
Nov-51 146 184.5 1.0 194.1 -48.1 48.1 2314.1 0.33
Des-51 166 181.6 -0.1 185.5 -19.5 19.5 381.5 0.12
Jan-52 171 179.4 -0.8 181.5 -10.5 10.5 110.3 0.06
Feb-52 180 178.9 -0.7 178.6 1.4 1.4 1.8 0.01
Mar-52 193 181.2 0.2 178.2 14.8 14.8 217.6 0.08
Apr-52 181 181.3 0.2 181.4 -0.4 0.4 0.2 0.00
Mei-52 183 181.8 0.3 181.5 1.5 1.5 2.2 0.01
Jun-52 218 189.3 2.4 182.1 35.9 35.9 1289.5 0.16
Jul-52 230 199.4 4.7 191.7 38.3 38.3 1466.5 0.17
Agu-52 242 211.7 7.0 204.1 37.9 37.9 1436.9 0.16
Sep-52 209 216.7 6.4 218.7 -9.7 9.7 93.7 0.05
Okt-52 191 216.7 4.5 223.2 -32.2 32.2 1034.7 0.17
Nov-52 172 211.4 1.5 221.2 -49.2 49.2 2423.2 0.29
Des-52 194 209.1 0.4 212.9 -18.9 18.9 358.0 0.10
Jan-53 196 206.8 -0.4 209.5 -13.5 13.5 183.4 0.07
Feb-53 196 204.3 -1.0 206.4 -10.4 10.4 108.7 0.05
Mar-53 236 209.8 0.9 203.3 32.7 32.7 1068.9 0.14
Apr-53 235 215.6 2.4 210.8 24.2 24.2 586.9 0.10
Mei-53 229 220.2 3.0 218.0 11.0 11.0 121.0 0.05
Jun-53 243 227.2 4.2 223.2 19.8 19.8 390.4 0.08
Jul-53 264 237.9 6.2 231.4 32.6 32.6 1061.4 0.12
Agu-53 272 249.7 7.9 244.1 27.9 27.9 777.4 0.10
Sep-53 237 253.4 6.6 257.5 -20.5 20.5 422.3 0.09
Okt-53 211 250.2 3.7 260.1 -49.1 49.1 2407.0 0.23
Nov-53 180 239.1 -0.8 253.9 -73.9 73.9 5465.3 0.41
Des-53 201 230.9 -3.0 238.4 -37.4 37.4 1397.6 0.19
Jan-54 204 223.1 -4.4 227.9 -23.9 23.9 571.5 0.12

Square Error sebesar 40065.2

Mean of SUM Square = 40065.2/60= 667.8

t Airline Passangger YL+1-Y At Trend SNL Season Ft Error Square Error
Jan-49 112 3       0.884211     0
Feb-49 118 8       0.931579     0
Mar-49 132 9       1.042105     0
Apr-49 129 6       1.018421     0
Mei-49 121 14       0.955263     0
Jun-49 135 14       1.065789     0
Jul-49 148 22       1.168421     0
Agu-49 148 22       1.168421     0
Sep-49 136 22       1.073684     0
Okt-49 119 14       0.939474     0
Nov-49 104 10       0.821053     0
Des-49 118 22 126.6667 1.152778   0.931579     0
Jan-50 115   103.1516 -1.31401 0.884211 0.884211 113.0193 1.980702 3.9232
Feb-50 126   94.83673 -2.01409 0.931579 0.931579 94.86974 31.13026 969.09
Mar-50 141   91.25027 -2.17133 1.042105 1.042105 96.73095 44.26905 1959.75
Apr-50 135   88.65483 -2.21374 1.018421 1.018421 90.71986 44.28014 1960.73
Mei-50 135   91.10536 -1.74731 0.955263 0.955263 82.57399 52.42601 2748.49
Jun-50 149   91.66421 -1.5167 1.065789 1.065789 95.23687 53.76313 2890.47
Jul-50 170   94.2572 -1.10573 1.168421 1.168421 105.3302 64.66975 4182.18
Agu-50 170   95.45879 -0.875 1.168421 1.168421 108.8401 61.15986 3740.53
Sep-50 158   96.69626 -0.66375 1.073684 1.073684 101.5531 56.44688 3186.25
Okt-50 133   95.04046 -0.76296 0.939474 0.939474 90.22002 42.77998 1830.13
Nov-50 114   93.24946 -0.86576 0.821053 0.821053 77.40679 36.59321 1339.06
Des-50 140   97.06648 -0.39748 0.931579 0.931579 86.06271 53.93729 2909.23
Jan-51 145   104.2628 0.361902 0.884211 0.884211 85.47574 59.52426 3543.14
Feb-51 150   106.2567 0.525096 0.931579 0.931579 97.4662 52.5338 2759.80
Mar-51 178   111.0359 0.950513 1.042105 1.042105 111.2778 66.72215 4451.85
Apr-51 163   108.8153 0.633393 1.018421 1.018421 114.0494 48.95064 2396.16
Mei-51 172   115.8015 1.268678 0.955263 0.955263 104.5523 67.44774 4549.20
Jun-51 178   113.633 0.924961 1.065789 1.065789 124.7722 53.22784 2833.20
Jul-51 199   113.9493 0.864096 1.168421 1.168421 133.8519 65.14806 4244.27
Agu-51 199   114.0515 0.787904 1.168421 1.168421 134.1504 64.84959 4205.47
Sep-51 184   114.4848 0.752442 1.073684 1.073684 123.3012 60.69876 3684.34
Okt-51 162   115.0697 0.735688 0.939474 0.939474 108.2623 53.73767 2887.74
Nov-51 146   117.4504 0.900187 0.821053 0.821053 95.0823 50.9177 2592.61
Des-51 166   118.6171 0.926838 0.931579 0.931579 110.2529 55.74713 3107.74
Jan-52 171   125.1747 1.489919 0.884211 0.884211 105.702 65.29803 4263.83
Feb-52 180   127.954 1.618855 0.931579 0.931579 117.9981 62.00191 3844.24
Mar-52 193   125.9099 1.252566 1.042105 1.042105 135.0285 57.97146 3360.69
Apr-52 181   121.9554 0.731859 1.018421 1.018421 129.505 51.49502 2651.74
Mei-52 183   125.703 1.033431 0.955263 0.955263 117.1987 65.80134 4329.82
Jun-52 218   132.5119 1.610972 1.065789 1.065789 135.0744 82.92562 6876.66
 Jul-52 230   132.3879 1.437476 1.168421 1.168421 156.7119 73.28805 5371.14
Agu-52 242   136.377 1.69264 1.168421 1.168421 156.3644 85.63564 7333.46
Sep-52 209   133.0906 1.194737 1.073684 1.073684 148.2432 60.75682 3691.39
Okt-52 191   135.0363 1.26983 0.939474 0.939474 126.1575 64.84246 4204.55
Nov-52 172   138.3173 1.470951 0.821053 0.821053 111.9145 60.08552 3610.27
Des-52 194   139.2147 1.413599 0.931579 0.931579 130.2238 63.7762 4067.40
Jan-53 196   144.918 1.842566 0.884211 0.884211 124.3451 71.65494 5134.43
Feb-53 196   142.8624 1.452751 0.931579 0.931579 136.7191 59.28094 3514.23
Mar-53 236   148.3119 1.852426 1.042105 1.042105 150.3916 85.6084 7328.80
Apr-53 235   152.3655 2.072539 1.018421 1.018421 152.9305 82.06946 6735.40
Mei-53 229   157.665 2.395239 0.955263 0.955263 147.529 81.47105 6637.53
Jun-53 243   155.2241 1.911624 1.065789 1.065789 170.5905 72.40947 5243.13
Jul-53 264   153.2327 1.521318 1.168421 1.168421 183.6007 80.39931 6464.05
Agu-53 272   155.0187 1.54779 1.168421 1.168421 180.8178 91.18218 8314.2
Sep-53         1.073684   183.9356 -183.936 33832.3
Okt-53         0.939474   186.7441 -186.744 34873.3
Nov-53         0.821053   189.5525 -189.553 35930.2
Des-53         0.931579   192.361 -192.361 37002.8
Jan-54         0.884211   195.1695 -195.169 38091.1

SUM OF Sguare 351682.00

Mean of SUM Square = 351682/60 = 5861.366585

Berdasarkan besarnya nilai MSE maka

Metode Peramalan
MSE Double Exponential Smoothing Triple Winter’s
667.8 5861.366585