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Jurnal

Ekuitas: Jurnal Ekonomi dan Keuangan

Keyword

Keyword: Auto Regression Integrated Moving Average (ARIMA), Inflation, Consumer Price Index (CPI).

Pengarang

Djawoto

Subject

  1. ECONOMIC
  2. FINANCE

    [Abstrak]

    ABSTRACT


    Auto Regression Integrated Moving
    Average (ARIMA) or the combination model of Auto Regression with moving
    average, is a linier model which is able to represent the stationary time
    series or non stationary time series. The purpose of this research is to
    forecast the inflation rate in November 2010 with the Consumer Price Index
    (CPI) by using ARIMA. The inflation indicator is very important to anticipate
    in making the Government’s policy and decision as well as for the citizen is
    for the information to determine what to do in related with savings and
    investment. By looking at the existing criteria, it is determined that the best
    model is ARIMA (1,1,0) or AR (1). Model ARIMA (1,1,0), the coefficient value AR
    (1) is significant, which has the most minimum value of Akaike Info Criterion
    (AIC) and Schwars Criterion (SC) compare to ARIMA (1,1,0) or MA (1)and ARIMA
    (1,1,1) or AR (1) MA (1). In summarize, the ARIMA model used to forecast the
    value of IHK is ARIMA (1,1,0).

    Periode

    Vol 14, Nomor 04, Tahun 2010

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