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- library(tseries)
- library(forecast)
- Data = DATA_EMONEY
- #tsData = ts(as.numeric(Data$Jumlah), start=c(2009, 1), end=c(2019,10), frequency=12)
- tsData = ts(as.numeric(Data$Jumlah), start=c(2009, 1), end=c(2019,10), frequency=12)
- summary(tsData)
- boxplot(tsData)
- t.test(tsData, conf.level = 0.95)
- sd(tsData)
- var(tsData)
- ts.plot(tsData, ylab='Jumlah Transaksi (satuan Transaksi)', xlab='Waktu (Bulan)', main='Jumlah Transaksi Uang Elektronik di Indonesia')
- #par(new=TRUE)
- #ts.plot(tsData)
- adf.test(tsData)
- tsDatadiff = diff(tsData, difference = 50)
- ts.plot(tsDatadiff,ylab='Jumlah Transaksi (satuan Transaksi)', xlab='Waktu (Bulan)',main='Differensiasi 1 Jumlah Transaksi Uang Elektronik di Indonesia')
- adf.test(tsDatadiff)
- model = arima(tsData, order = c(4,2,3))
- model
- arima(tsData, order = c(4,2,3))
- model = arima(tsData, order = c(6,4,2))
- #arima(tsData, order = c(3, 50, 0))
- modelauto = auto.arima(tsData)
- acf(tsDatadiff, main='Plot ACF Data Differensiasi 2')
- pacf(tsDatadiff, main='Plot PACF Data Differensiasi 2')
- fcast = forecast(modelauto, h = 14, level = 0.95)
- plot(fcast)
- Box.test(resid(modelauto), type = c("Ljung-Box"))
- shapiro.test(resid(modelauto))
- jarque.bera.test(resid(model))
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