Modelling the Impact of Government Policies on Import on Domestic Price of Indian Gold Using ARIMA Intervention Method

Unnikrishnan, Jyothi; Suresh, K. K.

doi:10.1155/2016/6382926

Cited by 10 publications

(7 citation statements)

References 6 publications

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“…In this study, only one external dummy variable is considered for the MERS outbreak. This method has become a standard model for evaluating the impact of intervention from time-dependent data, irrespective of whether an external shock is planned or unexpected, [75][76][77]. That is, it is useful for identifying the net impact and its duration after controlling for trends and seasonal factors.…”

Section: Methodology and Research Processmentioning

confidence: 99%

“…That is, it is useful for identifying the net impact and its duration after controlling for trends and seasonal factors. This model has been employed to investigate external intervention effects such as flood control policy [74], institutional urban transition [76], stock price change [73], financial crisis [75], and government policy on importing Indian gold [77]. Therefore, we finally employ the ARIMA with intervention model to determine the heterogeneous net impacts and their duration on sales of retail goods in both offline and online markets.…”

Section: Methodology and Research Processmentioning

confidence: 99%

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The Influence of the Middle East Respiratory Syndrome Outbreak on Online and Offline Markets for Retail Sales

eunae

Sung

2017

Sustainability

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This study investigates whether the Middle East Respiratory Syndrome (MERS) outbreak in Korea affected online and offline retail sales and determines the presence of a substitution or delay effect between the two. We analyze the monthly retail sales of electronic goods, semi-luxury goods, and groceries using an autoregressive integrated moving average (ARIMA) model with intervention. The findings are as follows. First, offline sales of electronic goods declined by 7.9%, while online sales increased by 7.03%, indicating that these markets can act as substitutes. Second, the offline sales of semi-luxury goods decreased for two months, while online sales remained the same, indicating that there can be a delay effect in the offline market. Finally, despite the slight increase in online sales and the moderate decrease in offline sales, the MERS outbreak did not have a statistically significant effect on grocery sales. Our research findings imply that stakeholders such as the government and retail provided useful information on how to deal with the unexpected outbreak.

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Section: Methodology and Research Processmentioning

confidence: 99%

Section: Methodology and Research Processmentioning

confidence: 99%

The Influence of the Middle East Respiratory Syndrome Outbreak on Online and Offline Markets for Retail Sales

eunae

Sung

2017

Sustainability

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“…Model deret waktu AR memiliki mean, variansi white noise dan parameter p. Bentuk umum dari proses Autoregressive didefinisikan sebagai berikut: (Tsay, 2000)…”

Section: Kajian Teori Autoregressive (Ar)unclassified

Peramalan Jumlah Keberangkatan Penumpang Pelayaran Dalam Negeri di Pelabuhan Tanjung Perak Menggunakan Metode ARIMA dan SARIMA

Putri

Sofro

2022

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Seiring berkembangnya zaman, Indonesia memiliki perkembangan yang pesat dalam bidang tranportasi, khusunya transportasi laut yaitu kapal terbang. Arus transportasi laut yang ramai juga dirasakan oleh Pelabuhan Tanjung Perak yang berada di Surabaya. Adanya fluktuasi dan terjadi penurunan jumlah penumpang di Pelabuhan Tanjung Perak pada bulan Februari 2020 akibat munculnya virus COVID-19 yang memberi akibat pada bidang pariwisata dan bidang transportasi untuk menutup sementara beroperasinya sektor tersebut. Adapaun penelitian ini bertujuan untuk memprediksi jumlah penumpang pelayaran dengan metode Autoregressive Integrated Moving Average (ARIMA) dan metode Seasonal Autoregressive Integrated Moving Average (SARIMA). Metode ARIMA dan SARIMA memiliki data berfluktuasi yang berbeda pola. Metode ARIMA dengan pola yang menunjukkan fluktuasi yang tidak tetap dan metode SARIMA dengan pola musiman. Dengan prediksi ini diharapkan dapat membantu sektor yang ada di Pelabuhan untuk mengantisipasi kenaikan dan penuruna penumpang, mempersiapkan sarana prasarana, dan menyediakan fasilitas yang memadai. Penelitian ini menganalisis jumlah keberangkatan penumpang pelayaran di Pelabuhan Tanjung Perak sebagai data sekunder dari situs resmi Badan Pusat Statistik dengan periode Januari 2014 sampai dengan November 2021. Model yang terpilih pada metode ARIMA yaitu ARIMA(1,1,1) sedangkan pada metode SARIMA yaitu SARIMA(1,1,1)(2,0,0)12. Hasil penelitian menunjukkan analisis dengan metode ARIMA mempunyai nilai akurasi lebih kecil daripada analisis dengan menggunakkan metode SARIMA yaitu sebesar 16.15% dan merupakan metode terbaik untuk peramalan ini. Kata Kunci: Peramalan, ARIMA, SARIMA

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“…The ARIMA ( , , ) model of a time series refers to the model which is stationary at level with autoregressive term and moving average term. It can be defined as [15]:…”

Section: ) Autoregressive Integrated Moving Average (Arima)mentioning

confidence: 99%

Forest Plantation Pest and Disease Forecast Model

Pranolo¹,

Widyastuti²,

Azhari³

2018

Proceedings of the 2017 International Conference on Education and Technology (2017 ICEduTech)

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This research aims to propose a forecast model of pest and disease plantation. The data sample collected by Laboratory of forest health and protection -Faculty of Forestry Universitas Gadjah Mada in the periods of times, so we have time series data of Powdery mildew disease growth which has observed from Acacia mangium nursery. This model combined with the expert system model, and the identification and calculation of damage size and the intensity of damage model. The expert system used for identification of pest and disease on plantation, model of identification used for collecting the data and calculting of a size and the intensity of plantation damage, and forecasting model will be used for seeing a disease growing without treatment. In this manuscript, the forecast model is using Auto-Regressive (AR), Moving Average (MA), and ARIMA method to see how the data sample are suitable and the model is working. We are using order (2,1,0) for AR, MA (0,1,2), and combined method ARIMA (2,1,1) which has better RSS value (0.6219). The model may be used by policymakers to take action if there any disease or pest in the nursery or plantation.

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Modelling the Impact of Government Policies on Import on Domestic Price of Indian Gold Using ARIMA Intervention Method

Cited by 10 publications

References 6 publications

The Influence of the Middle East Respiratory Syndrome Outbreak on Online and Offline Markets for Retail Sales

The Influence of the Middle East Respiratory Syndrome Outbreak on Online and Offline Markets for Retail Sales

Peramalan Jumlah Keberangkatan Penumpang Pelayaran Dalam Negeri di Pelabuhan Tanjung Perak Menggunakan Metode ARIMA dan SARIMA

Forest Plantation Pest and Disease Forecast Model

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