skip to main content

HOLT WINTERS EXPONENTIAL SMOOTHING UNTUK MERAMALKAN PRODUK DOMESTIK BRUTO DI INDONESIA

*Iva Rizki Amalia  -  Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro, Indonesia
Tatik widiharih  -  Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro, Indonesia
Tarno Tarno  -  Departemen Statistika, Fakultas Sains dan Matematika, Universitas Diponegoro, Indonesia
Open Access Copyright 2024 Jurnal Gaussian under http://creativecommons.org/licenses/by-nc-sa/4.0.

Citation Format:
Abstract

A country's economic growth will be seen as having grown better or worse than in the past by measuring based on the increase in Gross Domestic Product (GDP). The pattern of Indonesian GDP from 2010 to 2022 shows that the data increases from year to year and there are seasonal fluctuations in the quarter. Holt Winters method is part of the Exponential Smoothing method used for forecasting if the data shows a trend and seasonality in the data pattern. The Holt Winters method has two models, namely additive and multiplicative. Holt Winters Additive is used if the data shows trends and seasonal patterns remain constant. Multiplicative Holt Winter is used if the data shows trends and seasonal patterns proportional to the average rate of the seasonal time series. The data used in this study are GDP Based on Current Prices (Nominal GDP) and GDP on the Basis of Constant Prices (Real GDP). Based on the evaluation of model performance using test data forecasting, the Holt Winters Multiplicative model of Nominal GDP with a MAPE value of 4,767535% is the best model because it has an accuracy value of <10%. While the Holt Winters Additive model of Real GDP with a MAPE value of 4,42387% is also the best model because it has an accuracy value of <10%.

Note: This article has supplementary file(s).

Fulltext View|Download |  Research Instrument
Untitled
Subject
Type Research Instrument
  Download (329KB)    Indexing metadata
Keywords: GDP, Holt Winters, MAPE

Article Metrics:

  1. Asrirawan, Permata, S. U., dan Fausan, M. I. 2022. Pendekatan Univariate Time Series Modelling untuk Prediksi Kuartalan Pertumbuhan Ekonomi Indonesia Pasca Vaksinasi COVID-19. Jambura Journal Of Mathematics, Vol. 4, No. 1, pp. 86-103. doi: https://doi.org/10.34312/jjom.v4i1.11717
  2. BI. 2023. Statistik Ekonomi dan Keuangan Indonesia. Diambil kembali dari Bank Indonesia: https://www.bi.go.id/id/statistik/ekonomi-keuangan/seki/Default.aspx#headingThree. Diakses: 24 Februari 2023
  3. BPS. 6 Februari 2023. Pertumbuhan Ekonomi (Produk Domestik Bruto). Jakarta: Berita Resmi Statistik
  4. Febriyanti, A. N., dan Rifai, N. A. 2022. Metode Triple Exponential Smoothing Holt-Winters untuk Peramalan Jumlah Penumpang Kereta Api di Pulau Jawa. Bandung Conference Series: Statistics, Vol. 2, No. 2, Hal. 152-158
  5. Hildreth, L. 2016. Textbook of Macroeconomics. New York: White Word Publications
  6. Hyndman, R., Koehler, A., Ord, J. K., dan Snyder, R. 2008. Forecasting with Exponential Smoothing. Berlin: Springer
  7. Hyndman, R. J., dan Athanasopoulos, G. 2018. Forecasting: Principles and Practice. Australia: Texts
  8. Lewis, C. D. 1982. Industrial And Business Forecasting Methods: A practical guide to. London: Butterworth Scientific
  9. Makridakis, S., Wheelwright, S. C., Victor E., dan Mcgee. 1999. Forecasting Methods and Applications. Canada: John Wiley dan Sons
  10. Mankiw, N. G. 2016. Macroeconomics. New York: Worth Publishers
  11. Montgomery, D. C., Jennings, C. L., dan Kulahci, M. 2015. Introduction to Time Series Analysis and Forecasting Second Edition. Hoboken: Wiley dan Sons
  12. Muchtolifah. 2010. Ekonomi Makro. Surabaya: Unesa University Press
  13. Romzi, M., Kurniasari, A., Yuniarti, Kusuma, F., Amelia, R., dan Putri, T. E. 2010. Seasonal Adjustment dan Peramalan PDB Triwulanan. Jakarta: Badan Pusat Statistik
  14. Soejoeti, Z. 1987. Materi Pokok Analisis Runtun Waktu. Jakarta: Karunika
  15. Sukirno, S. 2010. Makroekonomi. Jakarta: PT RajaGrafindo Persada
  16. Wei, W. W. 2006. Time Series Anlysis Univariate and Multivariate Methods . Boston: Pearson Addison Wesley

Last update:

No citation recorded.

Last update:

No citation recorded.