ANALISIS CURAH HUJAN BULANAN DI KOTA AMBON MENGGUNAKAN MODEL HETEROSKEDASTISITAS: SARIMA-GARCH

Abstract

Non-linear characteritics in rainfall allow volatility clustering. This condition occurs in Ambon City with seasonal rainfall patterns. The aims of this research are to find the best model and to forecast monthly rainfall in Ambon City using heteroscedasticity model. This research examines secondary data from BMKG for monthly rainfall data in Ambon City from January 2005 – December 2018. The data is divided into two parts. First part, is called in-sample data, consist of data form January 2005 – December 2017. Second part, is called out-sample data, consist data from Januari 2018 – December 2018. The research used SARIMA–GARCH to model the data. The results are the  is the best model and the residual model satisfied assumptions of normality, white noise, and there is no ARCH effect. The MAPE value in simulation using in-sample data is 0.73%. On the other side, the MAPE value of forecast results is 30%.