Jurnal Gaussian
Vol 11, No 2 (2022): Jurnal Gaussian

PEMILIHAN MODEL ARFIMA-GPH DAN INTERVENSI MULTI INPUT PADA INDEKS HARGA PERDAGANGAN BESAR INDONESIA

Vivi Dina Melani (Universitas Syiah Kuala)
Miftahuddin Miftahuddin (Universitas Syiah Kuala (USK))
Muhammad Subianto (Universitas Syiah Kuala)



Article Info

Publish Date
28 Aug 2022

Abstract

IHPBI is an early indicator in consumer price analysis. When the IHPBI increases, it results in inflation. When inflation occurs, Indonesia's economic stability begins to be disturbed, so in order to suppress inflation, the government raises interest rates and when the circulation of money begins to decrease, the prices of goods and services will return to normal. This research to see IHPBI in the next 3 years through the ARFIMA method and multi-input intervention with the condition that the data must contain long memory and have an intervention pattern. This is done to determine the selected model, namely ARFIMA (1,d,0) with a d value of 0.1579, intervention in January 2009 with ARIMA (1,1,1) of order (b=0, s=1, r=1) and November 2013 intervention with ARIMA (1,1,2) order(b=1, s=1, r=0).

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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 ...