Perbandingan Kinerja Model Arimax dan Glarma dengan Efek Variasi Kalender Dalam Peramalan Infasi Di Kota Jambi dan Muaro Bungo

Dwi Satria Firmansyah (BPS Kabupaten Batang Hari)

Media Edukasi Data Ilmiah dan Analisis (MEDIAN)
Vol 6 No 01 (2023): Media Edukasi Data Ilmiah dan Analisis (MEDIAN)

Inflation is one of the macroeconomic indicators that has become the focus of attention of countries in the world. This is because inflation has a large and significant influence on economic conditions. Therefore, it is important to forecast inflation in future periods as a material consideration in determining the policies and economic decisions to be chosen. Indonesia is a multicultural country that has religious holidays, one of which is Idul Fitri. Eid al-Fitr is expected to affect inflation through increased demand for goods and services. This study aims to establish a comparison between two monthly inflation forecasting models in Jambi City and Muara Bungo, namely the ARIMAX model with a numerical response variable and the GLARMAmodel with a categorical response variable. The results obtained are that the ARIMAX model has a better ability to predict monthly inflation in Jambi City, while the GLARMA model has a better ability to predict monthly inflation in Muara Bungo City.