Image of IMPLEMENTASI METODE SEASONAL AUTOREGRESSIVE INTEGRATED MOVING AVERAGE WITH EXOGENOUS VARIABLE PADA PERAMALAN INFLASI DI INDONESIA

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IMPLEMENTASI METODE SEASONAL AUTOREGRESSIVE INTEGRATED MOVING AVERAGE WITH EXOGENOUS VARIABLE PADA PERAMALAN INFLASI DI INDONESIA

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Forecasting is a structured process used to predict future events. One method capable of handling seasonal data and incorporating exogenous variables is the SARIMAX model. Inflation refers to a condition where there is a general and continuous increase in the prices of goods and services. The objective of this study is to obtain the best SARIMAX model for forecasting inflation in Indonesia by taking into account the prices of red chili peppers and chicken eggs as exogenous variables. Inflation refers to a condition where there is a general and continuous increase in the prices of goods and services. This study forecasts inflation by considering food commodities that affect inflation in Indonesia as exogenous variables, specifically red chili peppers and chicken eggs. These two commodities were selected based on correlation tests showing a positive relationship with inflation. The results indicate that the SARIMAX(2,2,1)(1,1,1)12 model, with one significant exogenous variable, namely the price of red chili peppers, provides the best fit. This model yields a MAPE of 0.170% and an MSE of 5.54, indicating a high level of accuracy and a relatively low average squared error between the forecasted and actual data. Thus, the SARIMAX model used in this study is highly effective and accurate in forecasting short-term inflation in Indonesia.

Availability
Inventory Code Barcode Call Number Location Status
2507004199T179027T1790272025Central Library (REFERENCE)Available but not for loan - Not for Loan
Detail Information
Series Title
-
Call Number
T1790272025
Publisher
Indralaya : Prodi Ilmu Matematika, Fakultas Matematika Dan Ilmu Pengetahuan Alam Universitas Sriwijaya.,
Collation
xxi, 358 hlm.; ilus.; tab.; 29 cm.
Language
Indonesia
ISBN/ISSN
-
Classification
510.07
Content Type
-
Media Type
-
Carrier Type
-
Edition
-
Subject(s)
Matematika
Specific Detail Info
-
Statement of Responsibility
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