ANALISIS PERAMALAN INFLASI PROVINSI JAMBI DENGAN PENDEKATAN MODEL SEASONAL AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (SARIMA)

Saputra, Aldino (2024) ANALISIS PERAMALAN INFLASI PROVINSI JAMBI DENGAN PENDEKATAN MODEL SEASONAL AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (SARIMA). S1 thesis, Universitas jambi.

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Abstract

Tujuan dari penelitian ini adalah untuk mengetahui dan menganalisis persamaan model Inflasi Provinsi Jambi yang tepat dalam penerapan metode Seasonal Autoregressive Integrated Moving Average (SARIMA). Serta untuk mengetahui dan menganalisis peramalan tingkat Inflasi Provinsi Jambi dengan pendekatan metode Seasonal Autoregressive Integrated Moving Average (SARIMA). Penelitian ini tergolong dalam penelitian kuantitatif dengan menggunakan program software eviews (Econometric Views) untuk mengolah data. Adapun data yang digunakan dalam penelitian ini adalah data inflasi provinsi Jambi periode 2017 - Agustus 2023. Metode penelitian yang digunakan adalah metode Seasonal Autoregressive Integrated Moving Average (SARIMA) yang merupakan pengembangan dari model Auto Regresive Moving Average (ARIMA). Hasil penelitian menunjukan bahwa model potensial yang memenuhi syarat dan layak digunakan untuk melakukan peramalan adalah SARIMA (1,1,0)(0,1,1)12 karena menghasilkan niai AIC dan SIC terkecil yaitu masing masing sebesar 2.16844 dan 2.28841. Adapun hasil peramalan inflasi provinsi Jambi selama periode penelitian akan berfluktuasi namun cenderung akan meningkat disetiap bulannya dengan. Pola grafik hasil peramalan memiliki tren yang meningkat dan pola grafik hasil peramalan tersebut mengikuti pola grafik data aktual yang berarti model ini baik untuk digunakan dan sesuai dengan data aktual yang ada Kata kunci : Inflasi, Seasonal Autoregressive Integrated Moving Average, Eviews. The aim of this research is to discover and analyze the appropriate equation for the Jambi Province Inflation model in applying the Seasonal Autoregressive Integrated Moving Average (SARIMA) method. As well as to find out and analyze forecasting of the inflation level of Jambi Province using the Seasonal Autoregressive Integrated Moving Average (SARIMA) method approach. This research is classified as quantitative research using the eviews (Econometric Views) software program to processing data. The data used in this research is the inflation data for Jambi province for the period 2017 - August 2023. The research method used is the Seasonal Autoregressive Integrated Moving Average (SARIMA) method which is a development of the Auto Regressive Moving Average (ARIMA) model. The result of this research showed that the model had potential that met the requirements and is suitable for use for forecasting is SARIMA (1,1,0)(0,1,1)12 because it produces the smallest AIC and SIC values, each 2.16844 and 2.28841 respectively. The inflation forecasting results for Jambi province during the research period will fluctuate but tend to increase every month. The graph pattern of the forecast results has an increasing trend and the graph pattern of the forecast results follows the graph pattern of the actual data, which means this model is good to use and is in accordance with the actual existing data. Keywords: Inflation, Seasonal Autoregressive Integrated Moving Average, Eviews.

Type:	Thesis (S1)
Uncontrolled Keywords:	Inflasi, Seasonal Autoregressive Integrated Moving Average, Eviews.
Subjects:	L Education > L Education (General)
Divisions:	Fakultas Ekonomi dan Bisnis > Ekonomi Pembangunan
Depositing User:	SAPUTRA
Date Deposited:	23 Jul 2024 07:25
Last Modified:	23 Jul 2024 07:25
URI:	https://repository.unja.ac.id/id/eprint/69459

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