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Lampiran 3.

Syntax SAS ARIMA Identifikasi,


Estimasi Parameter, Deteksi Outlier,
Uji Normalitas, Uji Lagrange
Multiplier dan Peramalan
data bdg;
input y;
datalines;
1.10882
1.02891
1.04672

1.31648
1.29858
1.22990
;
/*Proses Identifikasi*/
proc arima data = bdg;
identify var=y(12,1) nlag=24;
run;
/*Proses Estimasi*/
estimate p=(23) q=(1,3)(12) method=cls noconstant;
run;
/*Pendeteksian Outlier*/
outlier maxnum=5;
run;
/*Uji Asumsi Normal*/
forecast out=bdg2 lead = 24;
run;
proc univariate data=bdg2 normal;
var residual;
run;
/*Uji Lagrange Multiplier*/
proc autoreg data=bdg2;
model residual=/archrest noint;
run;
/*Tahap Menyimapan Output*/
proc export data=bdg2
outfile="E:\data_bdg.xls"
dbms=excel97
replace;
sheet="1";
run;

Lampiran 4. Syntax SAS Variasi Kalender


Identifikasi, Estimasi Parameter,
Deteksi Outlier Dan Uji Normalitas
data bdg;
input y Trend P2 P3
... W4t W4t1 ;
cards;
1,74
1
0
0
1
1,16
2
0
0
5
1,27
3
0
0
8

P2t P3t ... M1t M2t ... M12t W1t W1t1 W2t

3,72
2

27

13

1,63
6

4,06
13
13
0
1
0

0
0

0
0
0
0

5
1
1
3,03
13
13
0
1
0

0
0

1
0
0
0

7
2
2
;
/*Proses Identifikasi*/
proc arima data = bdg;
identify var=y crosscorr=(Trend P2 P3 P2t P3t ... M1t
M2t ... M12t W1t W1t1 W2t ... W4t W4t1) nlag=24;
run;
/*Proses Estimasi*/
estimate input =(Trend P2 P3 P2t P3t PW2t PW2t1 PW3t PW3t1
PW4t PW4t1 M1t M2t M3t M4t M5t M6t M7t M8t M9t M10t M11t
M12t W1t W1t1 W2t W2t1 W3t W3t1 W4t W4t1) noconstant
method=cls;
run;
/*Pendeteksian Outlier*/
outlier maxnum=5;
run;
/*Uji Asumsi Normal*/
forecast out=bdg2 lead = 24;
run;
proc univariate data=bdg2 normal;
var residual;
run;

Lampiran 5. Syntax SAS Variasi Kalender


Peramalan

data bdg;
input y Trend P2
... W4t W4t1 ;
cards;
1,74
1
0 0
1
1,16
2
0 0
5
1,27
3
0 0
8

P3 P2t P3t ... M1t M2t ... M12t W1t W1t1 W2t

3,72
2

13

1,63
6

27

4,06
5
3,03
7

13
1
13
2

13
1
13
2

15
6

15
6

;
/*Proses Identifikasi*/
proc arima data = bdg;
identify var=y crosscorr=(Trend P2 P3 P2t P3t ... M1t
M2t ... M12t W1t W1t1 W2t ... W4t W4t1) nlag=24;
run;
/*Proses Estimasi*/
estimate input =( Trend P2 P3 P2t P3t PW2t PW2t1 PW3t PW3t1
PW4t PW4t1 M1t M2t M3t M4t M5t M6t M7t M8t M9t M10t M11t
M12t W1t W1t1 W2t W2t1 W3t W3t1 W4t W4t1) noconstant
method=cls;
run;
/*Peramalan*/
forecast out=bdg2 lead = 24;
run;
proc univariate data=bdg2 normal;
var residual;
run;
/*Tahap Menyimapan Output*/
proc export data=bdg2
outfile="D:\bdg-inflow.xls"

Lampiran 6. Syntax SAS Setelah Outlier


Dimasukkan

data cire;
input y Trend P2
... W4t W4t1 ;
cards;
0,92
1
0 0
5
0,72
2
0 0
4
0,70
3
0 0
6

P3 P2t P3t ... M1t M2t ... M12t W1t W1t1 W2t

0,94
8

13

0.86
7

27

1,07
5
0,81
2

13
1
13
2

13
1
13
2

15
6

15
6

;
/*input data outlier*/
data cire;
set cire;
if _n_=11 then OA11=1;else OA11=0;
if _n_=105 then OA105=1;else OA105=0;
if _n_>=48 then LS48=1;else LS48=0;
if _n_>=71 then LS71=1;else LS71=0;
run;
/*Proses Identifikasi*/
proc arima data = cire;
identify var=y crosscorr=(Trend P2 P3 P2t P3t... M1t M2t
... M12t W1t W1t1 W2t ... W4t W4t1) nlag=24;
run;
/*Proses Estimasi*/
estimate input =( Trend P2 P3 P2t P3t M1t M2t ... M12t W1t
W1t1 W2t ... W4t W4t1 OA11...LS71)noconstant method=cls;
run;
/*Peramalan*/
forecast out= cire 2 lead = 24;
run;
proc univariate data= cire 2 normal;
var residual;
run;

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