IMPLEMENTATION OF ARIMA MODELS ON DEMAND FORECASTING AT PT WORLD YAMATEX SPINNING MILLS

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IMPLEMENTATION OF ARIMA MODELS ON DEMAND FORECASTING AT PT WORLD YAMATEX SPINNING MILLS

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Title: IMPLEMENTATION OF ARIMA MODELS ON DEMAND FORECASTING AT PT WORLD YAMATEX SPINNING MILLS
Author: Nurhakim, Rachman; Rochman, Didit Damur
Abstract: Company activities are in uncertain circumtances so need for tool or method to predict or forecast the future is deeply needed. This research, forecasting method, uses Autoregressive Integrated Moving Average (ARIMA). ARIMA have ability to solve the forecasting problem by applying Autocorrelation And Partial Autocorrelation Coefficients. Temporary model are (2,2,1)(1,1,1)15, (1,1,2)(1,1,1)15, and (2,1,2)(1,1,1)15. Checking for Ljung-Box Q Statistics by Chi-Square (X2), one of the result are p-value at lag 12 is 0.01, 0.039, and 0.024 for each model, because the closest value to 0.05, so the chosen model is ARIMA(1,1,2)(1,1,1)15
URI: http://repository.widyatama.ac.id/xmlui/handle/123456789/1311
Date: 2009-12-10


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