# VECTOR AUTOREGRESSIVE WITH OUTLIER DETECTION ON RAINFALL AND WIND SPEED DATA

• Lisa Lestari Statistic Study Program, Faculty of Mathematics and Natural Sciences, Tanjungpura University, Indonesia
• Evy Sulistianingsih Statistic Study Program, Faculty of Mathematics and Natural Sciences, Tanjungpura University, Indonesia
• Hendra Perdana Statistic Study Program, Faculty of Mathematics and Natural Sciences, Tanjungpura University, Indonesia
Keywords: VAR, Outliers, Rainfall, Wind Speed

### Abstract

Vector Autoregressive (VAR) is a multivariate time series model that analyzes more than one variable where each variable in the model is endogenous. VAR is one of the models used in forecasting rainfall and wind speed. In observations of rainfall and wind speed, there are usually a series of events whose values are far from other observations or can be said to be outliers. The purpose of this study is to compare the VAR model on rainfall and wind speed data before and after outlier detection. This study uses secondary data, namely monthly data on rainfall and wind speed from 2019 to 2021. From the analysis results, the smallest AIC value obtained in the VAR model before outlier detection was 4.94, then the smallest AIC value in the VAR model after outlier detection was 0.25. Thus, it can be concluded that the best model is obtained in the VAR model after outlier detection seen from the smallest AIC value of the two VAR models.

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Published
2024-03-01
How to Cite
[1]
L. Lestari, E. Sulistianingsih, and H. Perdana, “VECTOR AUTOREGRESSIVE WITH OUTLIER DETECTION ON RAINFALL AND WIND SPEED DATA”, BAREKENG: J. Math. & App., vol. 18, no. 1, pp. 0117-0128, Mar. 2024.
Section
Articles