PETA KENDALI EWMA RESIDUAL PADA DATA BERAUTOKORELASI

Abstract

Control charts with  autocorrelation can be overcome by creating control chart with residuals from the best forecasting model. EWMA control chart is a alternative to the Shewhart control chart when detecting small shifts. The purpose of this study is to make the best forecasting model to obtain residual, and see the stability of the rupiah exchange rate against US dollar using EWMA control chart with residual. The best model of the case is ARIMA (1,1,1). The results of the EWMA residual control chart with ? = 0.1 there is a pattern that makes the process unstable.

Downloads

Download data is not yet available.

Author Biographies

NI KADEK YUNI DEWIANTARI, Udayana University

Program Studi Matematika, Fakultas MIPA - Universitas Udayana

I WAYAN SUMARJAYA, Udayana University

Program Studi Matematika, Fakultas MIPA - Universitas Udayana

G.K. GANDHIADI, Udayana University

Program Studi Matematika, Fakultas MIPA - Universitas Udayana

Published
2019-02-02
How to Cite
DEWIANTARI, NI KADEK YUNI; SUMARJAYA, I WAYAN; GANDHIADI, G.K.. PETA KENDALI EWMA RESIDUAL PADA DATA BERAUTOKORELASI. E-Jurnal Matematika, [S.l.], v. 8, n. 1, p. 64-73, feb. 2019. ISSN 2303-1751. Available at: <https://ojs.unud.ac.id/index.php/mtk/article/view/46515>. Date accessed: 29 sep. 2022. doi: https://doi.org/10.24843/MTK.2019.v08.i01.p236.
Section
Articles

Most read articles by the same author(s)

1 2 3 > >>