Jurnal Gaussian
Vol 4, No 4 (2015): Jurnal Gaussian

PERAMALAN INDEKS HARGA KONSUMEN MENGGUNAKAN MODEL INTERVENSI FUNGSI STEP

Dita Ruliana (Unknown)
Sugito Sugito (Unknown)
Dwi Ispriyanti (Unknown)



Article Info

Publish Date
30 Oct 2015

Abstract

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

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Journal Info

Abbrev

gaussian

Publisher

Subject

Other

Description

Jurnal Gaussian terbit 4 (empat) kali dalam setahun setiap kali periode wisuda. Jurnal ini memuat tulisan ilmiah tentang hasil-hasil penelitian, kajian ilmiah, analisis dan pemecahan permasalahan yang berkaitan dengan Statistika yang berasal dari skripsi mahasiswa S1 Departemen Statistika FSM ...