GSTARI-ARCH MODEL AND APPLICATION ON POSITIVE CONFIRMED DATA FOR COVID-19 IN WEST JAVA

• Published in: Media statistika (Online) 2022-01, Vol.14 (2), p.146-157
• Main Authors: Alawiyah, Mutik, Kusuma, Dianne Amor, Ruchjana, Budi Nurani
• Format: Article
• Language: English
• Subjects: arch; gstari; positive covid-19 confirmed cases; rmse
• ISSN: 1979-3693; 2477-0647
• DOI: 10.14710/medstat.14.2.146-157

Time series model that is commonly used is the Box-Jenkins based time series model. Time series data phenomena based on Box-Jenkins can be combined with spatial data, it is called the space time model One model based on Box-Jenkins model with heterogeneous location characteristics is the Generalized Space Time Autoregressive Integrated (GSTARI) model for a model that assumes data is not stationary or has a trend. This paper discusses the development of the GSTARI model with the assumption that the error variance is not constant which is applied to positive data confirmed by Covid-19 in West Java Province, especially in 4 regencies/cities that have cases in the high category from 6 March 2020 until 31 December 2020. Four regencies/cities are Depok City, Bekasi City, Bekasi Regency, and Karawang Regency. Parameter estimation method for the assumption of non-constant error variance can use Autoregressive Conditional Heteroscedasticity (ARCH) method. GSTARI-ARCH modeling procedure followed three Box-Jenkins stages, namely the identification process, parameter estimation and checking diagnostic. Application of the GSTARI-ARCH Model to Covid-19 positive confirmed data in 4 regencies/cities has a minimum value of RMSE in Bekasi City. The plot of forecast results for the four regencies/cities has a similar pattern to the actual data only applicable for a short time for 1-2 days.