Jurnal Matematika: MANTIK
Vol. 3 No. 2 (2017): Mathematics and Applied Mathematics

Peramalan Indeks Harga Konsumen dengan Metode Singular Spectral Analysis (SSA) dan Seasonal Autoregressive Integrated Moving Average (SARIMA)

Deltha Airuzsh Lubis (Universitas Padjajaran, Bandung)
Muhamad Budiman Johra (Universitas Padjajaran, Bandung)
Gumgum Darmawan (Universitas Padjajaran, Bandung)



Article Info

Publish Date
27 Oct 2017

Abstract

Consumer Price Index (CPI) are the indicators used to measure the inflation and deflation of a group of goods and services in general. Forecasting CPI to be important as early detection in facing price hikes. This study uses the SSA and SARIMA. SARIMA a parametric model that requires various assumptions while SSA is a nonparametric technique that is free from a variety of assumptions, but both methods require seasonal patterns in the data. Based on the research results, methods of SSA with length window(L) of 24 and a grouping of 4 (1 group of seasonal and 3 groups of trends) and SARIMA models of order (0,1,1), (0,1,1) 6 is the most accurate and reliable models in forecasting CPI to the value Padang Sidempuan City. Forecasting CPI Padang Sidempuan City for the next 5 months with SSA method and SARIMA (0,1,1), (0,1,1) 6 shows the pattern of a trend is likely to increase but forecasting the 5th month with SSA method showed a surge in the value of CPI high or high inflation will occur.

Copyrights © 2017






Journal Info

Abbrev

mantik

Publisher

Subject

Mathematics

Description

Jurnal Matematika MANTIK is a mathematical journal published biannually by the Mathematics Department, Faculty of Science and Technology, UIN Sunan Ampel Surabaya. Journal includes research papers, literature studies, analysis, and problem-solving in Mathematics (Algebra, Analysis, Statistics, ...