Peramalan Indeks Harga Konsumen dengan Metode Singular Spectral Analysis (SSA) dan Seasonal Autoregressive Integrated Moving Average (SARIMA)
DOI:
https://doi.org/10.15642/mantik.2017.3.2.74-82Keywords:
ARIMA, CPI, Seasonal, Singular Spectral AnalysisAbstract
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.
Downloads
References
[2] No Kang Myung, Singular Spectrum Analysis, Graduate Thesis, University of California, Los Angeles, 2009
[3] BPS Sumatera Utara, Sumatera Utara Dalam Angka 2016. Medan: BPS SUMUT, (2016)
[4] Hassani, H., Singular Spectrum Analysis: Methodology and Comparison, Journal of Data Science 5(2007), 239-257
[5] Akhter Tahsina, Short-Term Forecasting Inflation of Inflation in Bangladesh with Seasonal ARIMA Processes, Munich Personal RePec Archive No. 43729, 2013, diakses melalui https://mpra.ub.uni-muenchen.de/43729/1/MPRA_paper_43729.pdf pada 15 Februari 2017
[6] Wei, W.W.S, Time Series Analysis Univariate and Multivariate Methods, 2nd Edition, Pearson Education Inc. (2006)
[7] Darmawan,G, Identifikasi Pola Data Curah Hujan Pada Proses Grouping Dalam Metode Singular Spectrum Analysis. Seminar Nasional Pendidikan Matematika 2016
[8] Lewis, C.D, Industrial and business forecasting methods, Butterworths (1982)
[9] Abraham, Bovas and Johannes Ledolter, Statistical Methods for Forecasting, Wiley (1983)
[10] www.padangsidimpuankota.bps.go.id diakses pada 1 Februari 2017
[11] Sakinah, A. M., Perbandingan Stabilitas Hasil Peramalan Suhu Dengan R-Forecasting Dan V-Forecasting SSA Untuk Long Horizon, Tesis, Departemen Statistika, FMIPA UNPAD (2013)
Downloads
Published
How to Cite
Issue
Section
License
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons License that allows others to share the work with an acknowledgment of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgment of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work