PERAMALAN INDEKS HARGA KONSUMEN MENGGUNAKAN MODEL INTERVENSI FUNGSI STEP
Intervention model is a model for time series data in which practically there is an extreme fluctuation, whether it's anupward or downward fluctuation. Consumer price index is one of economic data which plot has a fluctuation, the data that will being used for analyze is consumer price index of...
Saved in:
| Main Author: | |
|---|---|
| Format: | Academic Paper |
| Published: |
2015-10-30.
|
| Subjects: | |
| Online Access: | http://eprints.undip.ac.id/47281/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | Intervention model is a model for time series data in which practically there is an extreme fluctuation, whether it's anupward or downward fluctuation. Consumer price index is one of economic data which plot has a fluctuation, the data that will being used for analyze is consumer price index of Indonesia in January 2009 until March 2015, on data detectable downward fluctuation significantly on January 2014 (T=61). Intervention in data was occurred in long time period (T=61 until T=75), so the model of intervention's assumption is step function. Based on the result and analysis, the obtaining best model of intervention is ARIMA (2,1,3) with intervention order b=0 s=15 and r=0 which later on being used for predicting Indonesian consumer price index in six periods ahead. Keywords: consumer price index, stationery, ARIMA, step function intervention analysis, forecasting |
|---|---|
| Item Description: | http://eprints.undip.ac.id/47281/1/Dita_Ruliana.pdf |