• Soekardi Hadi Prabowo Program Studi Matematika Fakultas Sains dan Teknologi Universiatas Islam As­-Syafi’iyah Jakarta
  • - Hardyaningwati Program Studi Matematika Fakultas Sains dan Teknologi Universiatas Islam As­-Syafi’iyah Jakarta
Keywords: autoregressive vector model, software R, OLS, contemporaeous


Citarum is one of the river that become the source of supply of clean water quality standard for society of West Java and DKI Jakarta. But it is currently experiencing pollution is worrying, because it is contaminated by liquid waste disposal, one of which is Chemical Oxygen Demand (COD) chemical parmeter as the most dominant pollutant indicator. This contributes to the decline in the quality of Citarum river water. To overcome. One model to solve the problem In this research developed Vector Autoregressive model (VAR). one of the multivariate analysis for time series data that can see the relation between the variables. The purpose of this study is to predict the contamination load level of COD River Citarum in three locations, with parameter estimation using ordinary least square method (OLS). Through data processing using Software R for the identification stage, VAR (1) model is selected and can be applied to COD COD prediction. While based on test result of lagrange multiplier shows estimation of model parameter obtained by efficient estimator by showing no contemporaeous correlation problem. This resulted estimator obtained from efficient OLS method. The result of VAR (1) -OLS model implementation on secondary data of Kada COD concluded that the model gives prediction of COD contamination load in three locations which are included in the seriously polluted category.


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