Joint Workshop KO2PI and The 1st International Conference on Advance & Scientific Innovation

Research Article

Implementation of Bootstrap ARIMA Method to Forecasting Gross Domestic Products (GDP)

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  • @INPROCEEDINGS{10.4108/eai.23-4-2018.2277579,
        author={Ansari Saleh Ahmar and Suwardi Annas and TP. Nurhikma Seniwati MS},
        title={Implementation of Bootstrap ARIMA Method to Forecasting Gross Domestic Products (GDP)},
        proceedings={Joint Workshop KO2PI and The 1st International Conference on Advance \& Scientific Innovation},
        publisher={EAI},
        proceedings_a={ICASI},
        year={2018},
        month={7},
        keywords={please list your keywords in this section},
        doi={10.4108/eai.23-4-2018.2277579}
    }
    
  • Ansari Saleh Ahmar
    Suwardi Annas
    TP. Nurhikma Seniwati MS
    Year: 2018
    Implementation of Bootstrap ARIMA Method to Forecasting Gross Domestic Products (GDP)
    ICASI
    EAI
    DOI: 10.4108/eai.23-4-2018.2277579
Ansari Saleh Ahmar1,*, Suwardi Annas1, TP. Nurhikma Seniwati MS1
  • 1: Department of Statistics, Universitas Negeri Makassar, Daeng Tata Street, Makassar, Indonesia
*Contact email: ansarisaleh@unm.ac.id

Abstract

This study examines the application of bootstrap ARIMA method to forecasting the GDP of West Sulawesi Province. GDP data is time series data so to predict GDP of West Sulawesi Province for some future period used time series analysis technique. One method often used in time series modeling in forecasting data is ARIMA Box-Jenkins. A nonparametric approach that is free of assumptions, one of which is the bootstrap method. The bootstrap method is a computer-based method that is very potential to be used on accuracy problems where the method is based on data simulations for statistical inference purposes. From result of research obtained that model of GDP data is ARIMA Bootstrap (0,2,1).