Application of GSTARMA Spatial-Temporal Model for Inflation Analysis in South Sulawesi Province

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Published: Nov 13, 2024
DOI: https://doi.org/10.26554/integrajimcs.20241322
Keywords:
GSTARMA, Spatial-temporal Model, Inflation, South Sulawesi Province

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Dede Ratna Sari
Department of Mathematics, Faculty of Mathematics and Natural Sciences, Universitas Lampung, Lampung, 35145, Indonesia
Widiarti
Department of Mathematics, Faculty of Mathematics and Natural Sciences, Universitas Lampung, Lampung, 35145, Indonesia
Dina Eka Nurvazly
Department of Mathematics, Faculty of Mathematics and Natural Sciences, Universitas Lampung, Lampung, 35145, Indonesia
Mustofa Usman
Department of Mathematics, Faculty of Mathematics and Natural Sciences, Universitas Lampung, Lampung, 35145, Indonesia
Luvita Loves
Department of Mathematics, Faculty of Science and Technology, Universitas Pattimura, Ambon, 97233, Indonesia

Abstract

The Generalized Space-Time Autoregressive Moving Average (GSTARMA) model is a development of the time series model that can capture both spatial and temporal dynamics simultaneously. This study uses the GSTARMA model to analyze inflation data in five cities in South Sulawesi Province from January 2017 to October 2024. The GSTARMA model obtained is GSTARMA (1,0,1) with a cross-correlation normalization spatial weight matrix. The results of the analysis indicate a spatial influence between locations and temporal relationships in the inflation data.

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Vol. 1 No. 3 (2024): November
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