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Sherly Aktivani
BPS Young Expert Statistician Padang City, Indonesia
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Study of Inflation using Stationary Test with Augmented Dickey Fuller & Phillips-Peron Unit Root Test (Case in Bukittinggi City Inflation for 2014-2019) Afnita Roza; Evony Silvino Violita; Sherly Aktivani
EKSAKTA: Berkala Ilmiah Bidang MIPA Vol. 23 No. 02 (2022): Eksakta : Berkala Ilmiah Bidang MIPA (E-ISSN : 2549-7464)
Publisher : Faculty of Mathematics and Natural Sciences (FMIPA), Universitas Negeri Padang, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (724.209 KB) | DOI: 10.24036/eksakta/vol23-iss02/303

Abstract

This classical regression model is designed to handle the relationship between stationary variables and should not be applied to non-stationary series. A time series data is said to be stationary if the mean, variance, and covariance remain constant over time. The problem associated with non-stationary variables, and often encountered by researchers when dealing with time series data, is spurious regression. A clear indicator of false regression is the low Durbin-Watson statistic but has a higher coefficient of determination (R2). Therefore, before doing modeling or forecasting using time series data, it is very important to do a stationary test. In this study, we use inflation data in the City of Bukittinggi from January 2014 to December 2019 as a case study. The data shows an uptrend and correlated error terms. Empirical results show that inflation data in Bukittinggi City is a stationary series.
Co-Authors Afnita Roza Silvino Violita, Evony