Page 224 - Contributed Paper Session (CPS) - Volume 2
P. 224

CPS1834 Gumgum D. et al.
                  4.  Result
                      <The result of fit SARIMA modeling based on two calendars can be seen below.

                          Tabel 1. List of fit SARIMA models for Gregorian and Hijri Calendar
                                                      Gregorian                Hijri
                     No          Model         Independency  Normality  Independency  Normality
                     1     SARIMA(0,0,1)(1,0,0)12   X           X           X          √
                     2     SARIMA(1,0,0)(0,0,1)12   X           X           X          X
                     3     SARIMA(1,1,0)(1,0,0)12   X           X           X          X
                     4     SARIMA(0,1,1)(1,0,0)12   X           X           X          X
                     5     SARIMA(0,0,1)(1,1,0)12   X           X           X          √
                     6     SARIMA(1,0,1)(1,0,0)12   X           X           X          X
                     7     SARIMA(1,0,1)(1,0,1)12   √           √           √          √
                     8     SARIMA(2,0,2)(2,0,2)12   √           √           X          X
                     9     SARIMA(1,0,2)(1,0,1)12   √           √           X          X
                     10    SARIMA(2,0,1)(1,0,1)12   √           √           X          X
                     11    SARIMA(1,0,1)(1,0,2)12   √           √           X          X
                     12    SARIMA(2,0,1)(2,0,0)12   √           √           √          √

                      Symbol  “x”  is  not  fit  and  symbol  “ ”  fit,  according  to  that  tracking
                  processes there are two models that fit for two models SARIMA(1,0,1)(1,0,1)12
                  and SARIMA(2,0,1)(2,0,0)12. However, after calculating the data, the fit models
                  are  SARIMA(1,0,1)(1,0,1)12 and  SARIMA(2,0,1)(2,0,2)12,  so  we  compare  two
                  models. The result can be seen below;

                           Table 2. Best models based on Gregorian and Hijri Calendar
                                          SARIMA(1,0,1)(1,0,1)12  SARIMA(1,0,1)(1,0,2)12
                       Criteria  Horizon  Gregorian      Hijri     Gregorian      Hijri
                                  P=3       2760.57     2382.6      2412.94     2451.28
                                  P=6       1412.11     1476.63     1627.12     1825.7
                        MSE       P=12      4333.97     5192.83     5090.02     5425.61
                                  P=3        50.93       30.81      5090.02      48.71
                                  P=6        33.36       30.81       36.6        37.69
                        MAD       P=12       47.8        41.36       36.6        48.71
                                  P=3        23.14       19.36       19.84       23.1
                                  P=6        17.32       17.43       19.91       21.78
                        MAPE      P=12       21.01       25.41       31.64       27.86
                                  P=3       2358.52     2451.28     2376.38     2458.03
                                  P=6       2419.8      2419.8      2345.07     2426.24
                         AIC      P=12      2256.55     2451.28     2458.03     2353.68


                                                                     213 | I S I   W S C   2 0 1 9
   219   220   221   222   223   224   225   226   227   228   229