Peramalan Indeks Harga Konsumen dengan Metode Singular Spectral Analysis (SSA) dan Seasonal Autoregressive Integrated Moving Average (SARIMA)

  • Deltha Airuzsh Lubis Universitas Padjajaran, Bandung
  • Muhamad Budiman Johra Universitas Padjajaran, Bandung
  • Gumgum Darmawan Universitas Padjajaran, Bandung

Abstract

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.

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References

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Published
2017-10-27
How to Cite
LUBIS, Deltha Airuzsh; JOHRA, Muhamad Budiman; DARMAWAN, Gumgum. Peramalan Indeks Harga Konsumen dengan Metode Singular Spectral Analysis (SSA) dan Seasonal Autoregressive Integrated Moving Average (SARIMA). Jurnal Matematika: MANTIK, [S.l.], v. 3, n. 2, p. 74-82, oct. 2017. ISSN 2527-3167. Available at: <http://jurnalsaintek.uinsby.ac.id/index.php/mantik/article/view/166>. Date accessed: 24 nov. 2017. doi: https://doi.org/10.15642/mantik.2017.3.2.74-82.