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SELAMAT DATANG DI

TIME SERIES ANALYSISProf. Dr. Sukiyono

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1.Proses

2.Tn! !n conto"ny

#.De$nisi Deret %ktu

&.Tu'un n(is !eret %ktu

TOPIK 1: PENDAHULUAN

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)"t Do )e Stu!y* A++un yn ter'!i sekitr kit !(" sutu +roses

yn ter'!i !(- sutu siste- tertentu. e/er+conto" !("0

Peru/"n cuc siste-0 At-os+"ere /u-i

Peru/"n ni(i tukr ru+i" ti+ "ri siste-0 Psr$nnsi(

Peru/"n +ro!uksi +!i -usi-n siste-0 +ertnin

Proses !(" +eru/"n /er/sis %ktu !ri sutusiste-.

3ttn0 /entuk !ri sutu siste- yn s- !+t !icirikno(e" stu tu /e/er+ 4ri/e(0

3uc !icirikn o(e" te-+ertur u!r, teknnt"-os+"ere, r" nin !n se/iny.

Pertnin !icirikn o(e" (us ("n, +u+uk, /i/it, +estisi!,!n ten ker'.

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3onto" Pe-srnPen'u(n Minu-n Anu

-ont"s

Siste-0 Perus"nStte 4ri/(e0 Pen'u(n /u(nn nur

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3onto" i!n kese"tn05u-n E(ectrocr!ior--e E3G

Pengkuran aktiiftias elektrik pada jantumanusia

)ktu

     4     o

       (      t          s     e

~ 1 detik

Siste-0 cr!io4scu(r syste- of "u-n

Proses0 Detk 6ntunStte 4ri/(e0 4o(tse ntr 2 titik +! /in -nusi

Time Series Analysis by N. Jan

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Siste-, Proses !n Sin(

Sistem

State variable 1

State variable 2

Signals

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)"t is Ti-e Series*)"t is Ti-e Series*

Set !t nu-erik yn -e-i(iki 'rk -ert

Penu-+u(n sutu o/ser4si sutu 4ri/e( yntu !i(kukn secr /erurutn -enurut %ktu. Di+ero(e" !enn cr o/ser4si sutu 4ri/e( +! +er

%ktu yn reu(r.

Per-(n 7orecst !i!srkn "ny +! ni(i((u se/e(u-ny Denn su-si /"% fktor yn -e-+enru"i -s (

sekrn !n kn !tn kn /er(n'ut.

conto" T"un 0 1889188:188;188< 1888

+en'u(n0 ;

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Ti-e Series 4s. 3ross Section(Dt 

Ti-e series !t is a sequencof observationsDiku-+u(kn !ri sutu +roses 

Denn 'rk +erio!e %ktu yns-.

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  Se/(ikny, /tsn !ite-+tkn +!!t on cross-sectional , tu'un ut-+er-(n !enn !t !eret %ktu !

ektr+o(si -e(e/i"i /ts kisrn 4rie=+(ntoryny

Ti-e Series 4s. 3ross Section(Dt 

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Ti-e Series 4s. 3ross SectionDt  Ti-e series !(" !in-is, yn /eru/"

se+n'n %ktu.

Ketik /eker' !enn !t !eret %ktu,+unckny !(" ketik !t !i+(otse"in +ene(iti !+t -enn(is !t

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Ko-+onen Deret)ktu

Ko-+onen Deret)ktu

Trend

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Ko-+onen Deret )ktuKo-+onen Deret )ktu

Trend Cyclical

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Ko-+onen Deret )ktuKo-+onen Deret )ktu

Trend

Seasonal

Cyclical

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Ti-e Series3o-+onents

Ti-e Series3o-+onents

Trend

Seasonal

Cyclical

Irregular 

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Ko-+onen Tren Tren!3o-+onent

Ko-+onen Tren Tren!3o-+onent

Persistent, secr u-u- /er+o( u+%r! tu!o%n%r!

Dise//kn o(e" +o+u(si, tekno(oi !nse/iny

Dursiny /e/er+ t"un

Mo., Qtr., Yr.

Response

© 1984-1994 T/Maker

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Tren! 3o-+onent

Pererknny >+%r! tu Do%n%r! Dt !i-/i( (e/i" !ri stu t"un

Sales

Time

 U p w a rd  

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Ko-+onen sik(is 3yc(ic(3o-+onent

Ko-+onen sik(is 3yc(ic(3o-+onent

Pererkn nik turun yn /eru(n u(Dise/e/kn o(e" interksi fktor fktor y

-e-+enru"i ekono-i

isny /er!ursi 2 ? 1@ t"un

Mo., Qtr., Yr.

Response

Cycle

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Ko-+onen sik(is 3yc(ic(3o-+onent

>+%r! or Do%n%r! S%ins Munkin +nn'nny /er4risi

isny /erk"ir !(- 2 ? 1@ t"un

Sales

Tim

 C yc le

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Ko-+onen -usi-n Seson(3o-+onent

Ko-+onen -usi-n Seson(3o-+onent

Po( uktusi nik !n turun yn reu(e

Dise//kn o(e" -usi-, ke/isn, !nse/iny.

Ter'!i !(- 1 t"un

Mo., Qtr.

Response

Summer 

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Ko-+onen -usi-n

Upward or Downward Swings

Regular Patterns

Obsered !it"in One #ear

Sales

Time (Monthly or Quarterly)

 ! i n te r

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Irreu(r 3o-+onentIrreu(r 3o-+onent

$rratic% unsystematic% &residual' (uctuations Due to random ariation or unforeseen eents

)ogok buru"

Perang

*ecelakaan

+lam ,bencana alam- S"ort duration . nonrepeating

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T"t B s A(( ....