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Nama: Agun Muliyadi Aritonang NIM: 4183230012 Kelas: PSM B 2018 Mata Kuliah: Analisis Runtun Waktu (UTS)

This document contains information about a student named Agun Muliyadi Aritonang from class PSM B 2018. It discusses time series analysis (UTS) and contains the following: 1) Forecasting the next 5 periods using 3 methods: moving average, simple exponential smoothing, and double exponential smoothing. 2) Descriptive analysis of 48 observations of stock market index data including measures of central tendency, dispersion, shape, and confidence interval. 3) Forecasting the next 12 days of data.

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Wahyudi Yhose Simanjuntak
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58 views6 pages

Nama: Agun Muliyadi Aritonang NIM: 4183230012 Kelas: PSM B 2018 Mata Kuliah: Analisis Runtun Waktu (UTS)

This document contains information about a student named Agun Muliyadi Aritonang from class PSM B 2018. It discusses time series analysis (UTS) and contains the following: 1) Forecasting the next 5 periods using 3 methods: moving average, simple exponential smoothing, and double exponential smoothing. 2) Descriptive analysis of 48 observations of stock market index data including measures of central tendency, dispersion, shape, and confidence interval. 3) Forecasting the next 12 days of data.

Uploaded by

Wahyudi Yhose Simanjuntak
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Nama : Agun Muliyadi Aritonang

NIM : 4183230012
Kelas : PSM B 2018
Mata Kuliah : Analisis Runtun Waktu (UTS)

1. Peramalan 5 periode mendatang


A. Moving Average 3 periode

B. Simple Exponential smothing dengan bobot pemulusan taraf 𝛼 = 0,1


C. Double Exponential smothing dengan bobot pemulusan taraf 𝛼 = 0,1 dan 𝛾 = 0,1

2. Moving Average 3 periode

Simple Exponential smothing dengan bobot pemulusan taraf alpha=0,1


Double Exponential smothing dengan bobot pemulusan taraf alpha=0,1 dan Gamma
=0,1

4) Analisis Deskriptif

HARI IHSG
1 240
2 250
3 240
4 220
5 210
6 150
7 230
8 230
9 250
10 200
11 190
12 170
13 220
14 180
15 320
16 320
17 270
18 220
19 220
20 190
21 190
22 180
23 270
24 300
25 230
26 200
27 200
28 290
29 290
30 270
31 270
32 230
33 260
34 240
35 180
36 170
37 150
38 140
39 210
40 330
41 350
42 350
43 210
44 260
45 210
46 340
47 300
48 290

400

350

300

250

200
Series1
150

100

50

0
1 4 7 10 13 16 19 22 25 28 31 34 37 40 43 46

Column1

Mean 238,125
Standard Error 7,8474837
Median 230
Mode 220
Standard Deviation 54,368962
Sample Variance 2955,984
-
Kurtosis 0,5624431
Skewness 0,3628776
Range 210
Minimum 140
Maximum 350
Sum 11430
Count 48
Confidence Level(95,0%) 15,787101

14000
12000
10000
8000
6000
4000
2000 Series1
0
Confidence…
Mode

Skewness

Minimum
Median
Column1

Count
Standard Deviation

Sum
Kurtosis
Standard Error

Range

Maximum
Mean

Sample Variance

-2000

5.
Peramalan 12 hari kedepan

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