Pemodelan Data Indeks Harga Konsumen Dengan Model Intervensi

Authors

  • Alia Lestari STAIN Palopo, Indonesia

DOI:

https://doi.org/10.24256/jpmipa.v1i2.89

Keywords:

Time Series, Model Intervensi, IHK.

Abstract

Model time series yang paling popular dan banyak digunakan dalam peramalan data time series adalah model Autoregressive Integrated Moving Average atau yang dikenal dengan model ARIMA (Bowerman dan O’Connell, 1995; Makridakis et al., 1998) . Dalam aplikasinya, model ini mengharuskan dipenuhinya asumsi stasioneritas pada nilai rata-rata (mean) dan varians dari time series. Namun dalam praktek, seringkali ditemui data time series yang mengalami perubahan pola mean yang ekstrem yang dikenal dengan perubahan rezim atau perubahan struktural. Makalah ini akan membahas Model Intervensi untuk memodelkan data time series yang dipengaruhi oleh faktor eksternal tersebut. Sebagai aplikasi, digunakan data Indeks Harga Konsumen (IHK) nasional

References

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Published

19-08-2018

How to Cite

Lestari, A. (2018). Pemodelan Data Indeks Harga Konsumen Dengan Model Intervensi. Al-Khwarizmi : Jurnal Pendidikan Matematika Dan Ilmu Pengetahuan Alam, 1(2), 11–22. https://doi.org/10.24256/jpmipa.v1i2.89

Issue

Vol. 1 No. 2 (2013): Al-Khwarizmi: Jurnal Pendidikan Matematika dan Ilmu Pengetahuan Alam

Section

Articles

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