First Order Space Time Autoregressive Stationary Model on Petroleum Data

  • Khafsah Joebaedi Mathematics Department, FMIPA Universitas Padjadjaran, Indonesia
  • K Parmikanti Mathematics Department, FMIPA Universitas Padjadjaran, Indonesia
  • Badrulfalah Badrulfalah Mathematics Department, FMIPA Universitas Padjadjaran, Indonesia
Keywords: autoregressive, petroleum data, STAR, first order


First order Space-Time Autoregressive model is one of the models which involves location and time. STAR(1;1) model stationary can be used to forecast future observation at a location based on one previous time of its own location and the spatial neighborhood. STAR(1;1) model on petroleum productivity data in Balongan, Indramayu, West Java with eigenvalue less than 1. It indicates that STAR (1;1) model on petroleum productivity data in Balongan, Indramayu, West Java meets the stationary requirement


[1] Jacob BG, Morris JA, Caamano EX, Griffith DA, Novak RJ. 2011. Geomapping generalized eigenvalue frequency distributions for predicting prolific Aedes albopictus and Culex quinquefasciatus habitats based on spatiotemporal field-sampled count data. Acta tropica 117:61-8
[2] Jin X, Carlin BP. 2005. Multivariate parametric spatiotemporal models for county level breast cancer survival data. Lifetime data analysis 11:5-27
[3] Li W, Ma X, Zhu Y, Yang J, Hou C. 2008. Detection in reverberation using space time adaptive prewhiteners. The Journal of the Acoustical Society of America 124:EL236-42
[4] Tang W, Malanson GP, Entwisle B. 2009. Simulated village locations in Thailand: A multi-scale model including a neural network approach. Landscape ecology 24:557-75
[5] Shim J, Hwang C. 2018. Kernel-based geographically and temporally weighted autoregressive model for house price estimation. PloS one 13:e0205063
[6] Garthe RC, Sullivan TN, Farrell A. 2018. Dating violence perpetration and perceived parental support for fighting and nonviolent responses to conflict: An autoregressive cross-lagged model. Journal of adolescence 68:221-31
[7] Yang Y, Arias G. 2018. Identification of hinging hyperplane autoregressive exogenous model using efficient mixed-integer programming. ISA transactions 81:18-31
[8] Fu TC, Chen CC, Chang CM, Chang HH, Chu HT. 2018. Analysis of Exercise-Induced Periodic Breathing Using an Autoregressive Model and the Hilbert-Huang Transform. Computational and mathematical methods in medicine 2018:4860204
[9] Ebhuoma O, Gebreslasie M, Magubane L. 2018. A Seasonal Autoregressive Integrated Moving Average (SARIMA) forecasting model to predict monthly malaria cases in KwaZulu-Natal, South Africa. South African medical journal = Suid-Afrikaanse tydskrif vir geneeskunde 108:573-8
[10] Wen Y, Shen X, Lu Q. 2018. Genetic risk prediction using a spatial autoregressive model with adaptive lasso. Statistics in medicine 37:3764-75
[11] Bringmann LF, Ferrer E, Hamaker EL, Borsboom D, Tuerlinckx F. 2018. Modeling Nonstationary Emotion Dynamics in Dyads using a Time-Varying Vector-Autoregressive Model. Multivariate behavioral research 53:293-314
[12] Box, G.E.P and Jenkins, G. M. 1976. Time Series Analysis, Forecasting and Control. San Fransisco: Holden-Day, Inc.
[13] Ruchjana, B. N. 2002. The Stationary of The Space Time Autoregressive Model. Majalah Ilmiah Himpunan Matematika Indonesia (MIHMI), Vol. 8 No. 2, ISSN: 0854-1380, hal. 151-159.
[14] Ruchjana, B. N, 2002. Suatu Model Generalisasi Space Time Autoregresi (GSTAR) Orde1 dan Aplikasinya pada Data Produksi Minyak Bumi. Disertasi Program S3 Matematika ITB. Indah Dipublikasikan. Bandung; ITB
[15] Pfeifer, P.E., 1979. Spasial Dynamic Modeling, unpublished Ph.D Dissertation, Georgia Institute of Technology, Georgia.
[16] Hannan,E.j, 1970. Multiple Time Series. John Wiley and Sons. Inc. New York
[17] Wei, W. W. S, 1994, Time Series Analysis, Addison Wesley Publishing Company, Inc.
How to Cite
Joebaedi K, Parmikanti K, Badrulfalah B. First Order Space Time Autoregressive Stationary Model on Petroleum Data. EKSAKTA [Internet]. 30Oct.2018 [cited 18Jan.2019];19(2):62-9. Available from:

Most read articles by the same author(s)

Obs.: This plugin requires at least one statistics/report plugin to be enabled. If your statistics plugins provide more than one metric then please also select a main metric on the admin's site settings page and/or on the journal manager's settings pages.