The Best Moving Average Smoothing for GSTAR Model with Missing Value

Authors

DOI:

https://doi.org/10.22437/multiproximity.v3i2.32274

Keywords:

gold prices, imputation techniques, RMSE, weekend

Abstract

This research identified the best imputation technique for the price of gold in Turkey, Saudi Arabia, and Indonesia which has been applied to the GSTAR model based on the smallest RMSE value. The moving average smoothing technique with k = 2, 3, 4, and 5 have been used in this study. However, the moving average smoothing technique with k = 3 is the best technique for importing gold price data during weekends in Turkey, Saudi Arabia, and Indonesia.

Author Biographies

  • Fadhlul Mubarak, Jambi University

    Department of Agribusiness, Universitas Jambi Jambi, Indonesia

  • Vinny Yuliani Sundara, Department of Statistics

    Department of Statistics, UIN Sulthan Thaha Saifuddin Jambi, Indonesia

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Published

2024-10-30

Issue

Vol. 3 No. 2 (2024): Multi Proximity: Jurnal Statistika

Section

Articles

License

Copyright (c) 2024 Fadhlul Mubarak, Vinny Yuliani Sundara, Atilla Aslanargun

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.