scholarly journals ANALISIS CURAH HUJAN BULANAN DI KOTA AMBON MENGGUNAKAN MODEL HETEROSKEDASTISITAS: SARIMA-GARCH

2020 ◽  
Vol 13 (1) ◽  
pp. 68-79
Author(s):  
Lexy Janzen Sinay ◽  
Ferry Kondo Lembang ◽  
Salmon Notje Aulele ◽  
Dominique Mustamu

Non-linear characteritics in rainfall allow volatility clustering. This condition occurs in Ambon City with seasonal rainfall patterns. The aims of this research are to find the best model and to forecast monthly rainfall in Ambon City using heteroscedasticity model. This research examines secondary data from BMKG for monthly rainfall data in Ambon City from January 2005 – December 2018. The data is divided into two parts. First part, is called in-sample data, consist of data form January 2005 – December 2017. Second part, is called out-sample data, consist data from Januari 2018 – December 2018. The research used SARIMA–GARCH to model the data. The results are the  is the best model and the residual model satisfied assumptions of normality, white noise, and there is no ARCH effect. The MAPE value in simulation using in-sample data is 0.73%. On the other side, the MAPE value of forecast results is 30%.

2021 ◽  
Vol 11 (20) ◽  
pp. 9566
Author(s):  
Tommaso Caloiero ◽  
Gaetano Pellicone ◽  
Giuseppe Modica ◽  
Ilaria Guagliardi

Landscape management requires spatially interpolated data, whose outcomes are strictly related to models and geostatistical parameters adopted. This paper aimed to implement and compare different spatial interpolation algorithms, both geostatistical and deterministic, of rainfall data in New Zealand. The spatial interpolation techniques used to produce finer-scale monthly rainfall maps were inverse distance weighting (IDW), ordinary kriging (OK), kriging with external drift (KED), and ordinary cokriging (COK). Their performance was assessed by the cross-validation and visual examination of the produced maps. The results of the cross-validation clearly evidenced the usefulness of kriging in the spatial interpolation of rainfall data, with geostatistical methods outperforming IDW. Results from the application of different algorithms provided some insights in terms of strengths and weaknesses and the applicability of the deterministic and geostatistical methods to monthly rainfall. Based on the RMSE values, the KED showed the highest values only in April, whereas COK was the most accurate interpolator for the other 11 months. By contrast, considering the MAE, the KED showed the highest values in April, May, June and July, while the highest values have been detected for the COK in the other months. According to these results, COK has been identified as the best method for interpolating rainfall distribution in New Zealand for almost all months. Moreover, the cross-validation highlights how the COK was the interpolator with the best least bias and scatter in the cross-validation test, with the smallest errors.


2020 ◽  
Vol 6 (2) ◽  
pp. 177
Author(s):  
Candra Febryanto Patandean

Extreme weather in this case heavy rains is common in the city of Makassar, both of which resulted in a flood or no flood.  This type of research is descriptive research that aims to describe the incidence of rain in the transition season in Makassar. The source of data used in obtaining data on research in Makassar is secondary data. His research methods such as analysis method is based on monthly rainfall data to determine the monthly rainfall pattern using the Log Pearson III distribution methods and daily rainfall data duration of 3 hours early to analyze the frequency of rain by using Gumbel distribution methods. Based on the results in a graph of monthly rainfall patterns in the city of Makassar in the year (1985-2014) for 30 years and chart the frequency of daily rainfall duration 3 hours late in the year (2005 to 2014) for 10 years in the transition season in the city of Makassar, we can conclude that monthly rainfall patterns in Makassar is a monsoonal pattern with the second-largest peak intensity of rainfall occurs in January and December and the smallest intensity of rainfall occurs in August.


2019 ◽  
Vol 3 (02) ◽  
pp. 91
Author(s):  
Nung Harjanto ◽  
Rahmawati Rahmawati

<pre><em>Although the BPR's growth rate is very good, most BPRs </em><em>of</em><em> 1,184 (68%) </em><em>are </em><em>with limited core capital (CC) of less than IDR 6 billion</em><em>s</em><em>. </em><em>One of t</em><em>he main problem</em><em>s</em><em> with BPRs with core capital below IDR 6 billion</em><em>s</em><em> is that the </em><em>credit</em><em> performance</em><em>s</em><em> of those </em><em>Indonesian Rural Banks</em><em> tend to deteriorate</em><em>. In the other hand, </em><em>according to OJK in </em><em>POJK No.4/POJK.03/2015</em><em>, the existence of independent commissioner is only compulsory for BPRs with core capital IDR 50 billion</em><em>s</em><em>s</em><em> and above</em><em>. </em></pre><p><em>This research is concentrated to the empirically analyze of the worsening cause of the lack of governance, especially the effects of the existence of independent commissioner and independent commissioner’s expertise on the credit performance of BPRs with core capital below IDR 50 billions. Using purposive sampling, the sample data are taken from BPRs in Central Java Province and Yogyakarta Special Region Province. The secondary data related to these research variables are processed and analyzed by cross-sectional linear regression using SPSS </em><em>statistic</em><em> software </em><em>with</em><em> a significance level of 5%. This research result shows that independent commissioners' existence and independent commissioner’s expertise have positive significant effects on the credit performance of BPRs with core capital below IDR 50 billions.</em><em></em></p><strong><em>Keywords</em></strong><em>: Credit Performance, Expertise, Internal Governance, Independent Commissioner, and Rural Bank</em>


Author(s):  
Seema Rani

Climate change is one of the very significant apprehension argued in the recent two decades. Its influence on rainfall has brought in considerable attention worldwide. Hence, this chapter focuses on assessing the trends in the rainfall during 1901-2012 in the Dehradun, Haridwar, Uttarkashi, Tehri-Garhwal, Pauri-Garhwal, Rudraprayag and Chamoli districts of the Garhwal Himalayas by applying non-parametric Mann-Kendall and the Theil-Sen's Slope Estimator tests for the determination of trend and its magnitude. The findings revealed a statistically significant positive trend in annual and monthly rainfall (May and July) of Dehradun district. Rainfall shows a statistically significant positive trend in May (Haridwar and Tehri Garhwal) and a significant negative trend in January (Uttarkashi and Chamoli). On the other hand, Pauri Garhwal and Rudraprayag indicates no significant trend in monthly rainfall. An insignificant trend has also been observed in seasonal rainfall of most of the districts. Annual, monthly and seasonal rainfall shown no particular pattern in the region.


2015 ◽  
Vol 76 (15) ◽  
Author(s):  
Ng Jing Lin ◽  
Samsuzana Abd Aziz ◽  
Huang Yuk Feng ◽  
Aimrun Wayayok ◽  
Md Rowshon Kamal

Good quality of rainfall data is required for the hydrological studies, water resources planning and sustainable environmental management. Consequently, the assessment of the homogeneity of rainfall data at different region is becoming increasing popular in the past few decades. In this study, the homogeneity analysis of rainfall data was carried out in Kelantan River Basin, Malaysia. The methods, namely standard normal homogeneity test (SHNT), Buishand range test, Pettitt test and von Neumann ratio test were applied to the monthly, yearly and seasonal data. The historical rainfall data from 10 rainfall stations covering the study period from 28 to 60 years were selected. The four tests were applied to 120 monthly series, 10 yearly series and 40 seasonal series. ‘Useful’, ‘doubtful’ and ‘suspect’ were used to classify the results of the four tests. The results showed that 94.17% of the monthly rainfall series, 70% of yearly rainfall series and 97.5% of seasonal rainfall series are labelled ‘useful’. There is 5% of monthly rainfall series, 30% of yearly rainfall series and 1% of seasonal rainfall series are classified as ‘doubtful’. Meanwhile, there is only 0.83% of monthly rainfall series and no yearly rainfall series and seasonal rainfall series detected in the class ‘suspect’. Overall, the percentage of inhomogeneity detected in the monthly, yearly and seasonal rainfall data series of Kelantan River Basin is very small, thus most of the data is suitable to be used for further hydrological and variability analysis.


Author(s):  
Tiara Kurnia Dewi ◽  
Sri Adji Prabawa

Tiara Kania Dewi, Sri Adji Prabawa; This research analysis the influence of financial crisis indicators to Jakarta Composite Index (JCI) at the Indonesia Stock Exchange. The research was done by collecting the secondary data. The data from Bank Indonesia, Indonesia Stock Exchange and other institution which published IHSG. The data was analysed using the statistic. The regression of multiple regression analysis model was used in analysing data. F test, t test and determination test was found from the sampel of this research. The sample data were 18 months. The result found all indicators of financial crisis namely exchange rate US$, rate of SBI, volume trading, and inflation, influence IHSG. Influence of four variables are 56.6%. The influence of indicator crisis finance of IHSG is shown by Adjusted R2 = 0.566 or 56.6%, and 43.4% other is influenced by the other variable. The result show that the proposition of IHSG are influenced by exchange rate US$, rate of SBI, except volume trading, and inflation Key words: Exchange rate US$, rate of SBI, volume trading, inflation, IHSG


2019 ◽  
Vol 1 (5) ◽  
Author(s):  
Ida Susilowati ◽  
Zahrotunnimah Zahrotunnimah ◽  
Nur Rohim Yunus

AbstractPresidential Election in 2019 has become the most interesting executive election throughout Indonesia's political history. People likely separated, either Jokowi’s or Prabowo’s stronghold. Then it can be assumed, when someone, not a Jokowi’s stronghold he or she certainly within Prabowo’s stronghold. The issue that was brought up in the presidential election campaign, sensitively related to religion, communist ideology, China’s employer, and any other issues. On the other side, politics identity also enlivened the presidential election’s campaign in 2019. Normative Yuridis method used in this research, which was supported by primary and secondary data sourced from either literature and social phenomenon sources as well. The research analysis concluded that political identity has become a part of the political campaign in Indonesia as well as in other countries. The differences came as the inevitability that should not be avoided but should be faced wisely. Finally, it must be distinguished between political identity with the politicization of identity clearly.Keywords. Identity Politics, 2019 Presidential Election


2019 ◽  
Vol 118 (1) ◽  
pp. 114-124
Author(s):  
Mrs Nithya Sambamoorthy ◽  
Mr Subhash Kodiyil Raman ◽  
Mr Bhraguram Thayyil

This research is an examination and a study on the influence of rewards on job satisfaction of lecturers at Shinas College of Technology (ShCT). In academic industry, rewards are one of the factors that affecting job satisfaction of the employees and this will lead to affect their performance in their jobs. So, when rewards are more the job satisfaction will be high and when rewards are less the job satisfaction will be less. On the other hand, the age will not affect the job satisfaction. Previous research reveals that Job satisfaction is very important to success the industry and the rewards are the main factors which affect job satisfaction. The main purpose of this study is to know the influence of rewards in job satisfaction among the lecturers in ShCT. Moreover, this research attempts to identify how much rewards affect the job satisfaction in ShCT.  For this study used two types of data which are: primary data and secondary data. The sources of primary data is the response from lecturers at ShCT. It is collected through structured questionnaire and distributed such to 60 respondents. Secondary data, collected from internet, books, journals, articles etc.


2018 ◽  
Vol 9 (2) ◽  
pp. 33-49
Author(s):  
Karina Harjanto

The purpose of this research is to examine the effect of company’s size, profitability, solvability, and the size of the accounting firm towards audit delay. The object in this research are property and real estate companies listed in Bursa Efek Indonesia (BEI) for the period 2013-2015. The sample is selected by purposive sampling method. There are 42 companies selected as sample. Data used in this research is a secondary data such as audited financial reports. Data analysis uses multiple linear regression. The result of this research shows that company’s size, profitability, and solvability have no influence on audit delay, while the size of accounting firm has significant positive influences on audit delay. The result also shows that company’s size, profitability, solvability, and the size of of the accounting firm simultaneously influence audit delay. Keywords: audit delay, company’s size, profitability, solvability, size the accounting firm


1984 ◽  
Vol 16 (1) ◽  
pp. 11-12
Author(s):  
Yoshifusa Ito

Since the late 1960s Wiener's theory on the non-linear functionals of white noise has been widely applied to the construction of mathematical models of non-linear systems, especially in the field of biology. For such applications the main part is the measurement of Wiener's kernels, for which two methods have been proposed: one by Wiener himself and the other by Lee and Schetzen. The aim of this paper is to show that there is another method based on Hida's differential operator.


Sign in / Sign up

Export Citation Format

Share Document