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...
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Format: | Academic Paper |
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2015-10-30.
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Online Access: | http://eprints.undip.ac.id/47281/ |
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LEADER | 01405 am a22001693u 4500 | ||
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001 | repository_undip_47281_ | ||
042 | |a dc | ||
100 | 1 | 0 | |a SARI, DITA RULIANA |e author |
245 | 0 | 0 | |a PERAMALAN INDEKS HARGA KONSUMEN MENGGUNAKAN MODEL INTERVENSI FUNGSI STEP |
260 | |c 2015-10-30. | ||
500 | |a http://eprints.undip.ac.id/47281/1/Dita_Ruliana.pdf | ||
520 | |a 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 | ||
690 | |a HA Statistics | ||
655 | 7 | |a Thesis |2 local | |
655 | 7 | |a NonPeerReviewed |2 local | |
787 | 0 | |n http://eprints.undip.ac.id/47281/ | |
856 | 4 | 1 | |u http://eprints.undip.ac.id/47281/ |