Peramalan Inflasi Kota Malang Menggunakan Autoregressive Integrated Moving Average Exogenous dengan Efek Variasi Kalender
DOI:
https://doi.org/10.24256/jpmipa.v10i2.2988Keywords:
ARIMAX, Inflasi, Kestabilan Nilai Rupiah, Variasi Kalender.Abstract
Abstract:
Bank Indonesia aims to achieve and maintain rupiah stability where the prices of goods and services are reflected in the development of inflation. The development of inflation must always be considered in determining monetary policy. This study used inflation data from Malang City from January 2012 to May 2019. This time series data was analyzed using the Autoregressive Intergrated Moving Average with Exogenous (ARIMAX) method. The modeling results show that inflation that occurs this month, is influenced by the previous 1 to 4 months. This is due to seasonal effects, and variations in the calendar before Idul Fitri.
Abstrak:
Bank Indonesia memiliki tujuan untuk mencapai dan memelihara kestabilan nilai rupiah. Kestabilan nilai rupiah adalah kestabilan terhadap harga-harga barang dan jasa yang tercermin dari perkembangan laju inflasi. Perkembangan inflasi harus selalu diperhatikan dalam penentuan kebijakan moneter. Penelitian ini menggunakan data inflasi Kota Malang bulan Januari 2012 hingga Mei 2019. Data time series ini dianalisis dengan metode Autoregressive Intergrated Moving Average with Exogenous (ARIMAX). Hasil pemodelan menunjukkan inflasi yang terjadi pada bukan yang berjalan, dipengaruhi 1 hingga 4 bulan sebelumnya. Hal ini disebabkan efek musiman, dan variasi kalender sebelum hari raya Idul Fitri.
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