BibTex Citation Data :
@article{J.Gauss33116, author = {Vivi Melani and Miftahuddin Miftahuddin and Muhammad Subianto}, title = {PEMILIHAN MODEL ARFIMA-GPH DAN INTERVENSI MULTI INPUT PADA INDEKS HARGA PERDAGANGAN BESAR INDONESIA}, journal = {Jurnal Gaussian}, volume = {11}, number = {2}, year = {2022}, keywords = {IHPBI, ARFIMA, intervention, forecasting}, abstract = { IHPBI is an early indicator in consumer price analysis. When the IHPBI increases, it results in inflation. When inflation occurs, Indonesia's economic stability begins to be disturbed, so in order to suppress inflation, the government raises interest rates and when the circulation of money begins to decrease, the prices of goods and services will return to normal. This research to see IHPBI in the next 3 years through the ARFIMA method and multi-input intervention with the condition that the data must contain long memory and have an intervention pattern. This is done to determine the selected model, namely ARFIMA (1,d,0) with a d value of 0.1579, intervention in January 2009 with ARIMA (1,1,1) of order (b=0, s=1, r=1) and November 2013 intervention with ARIMA (1,1,2) order(b=1, s=1, r=0). }, issn = {2339-2541}, pages = {163--172} doi = {10.14710/j.gauss.v11i2.33116}, url = {https://ejournal3.undip.ac.id/index.php/gaussian/article/view/33116} }
Refworks Citation Data :
IHPBI is an early indicator in consumer price analysis. When the IHPBI increases, it results in inflation. When inflation occurs, Indonesia's economic stability begins to be disturbed, so in order to suppress inflation, the government raises interest rates and when the circulation of money begins to decrease, the prices of goods and services will return to normal. This research to see IHPBI in the next 3 years through the ARFIMA method and multi-input intervention with the condition that the data must contain long memory and have an intervention pattern. This is done to determine the selected model, namely ARFIMA (1,d,0) with a d value of 0.1579, intervention in January 2009 with ARIMA (1,1,1) of order (b=0, s=1, r=1) and November 2013 intervention with ARIMA (1,1,2) order(b=1, s=1, r=0).
Article Metrics:
Last update:
The Authors submitting a manuscript do so on the understanding that if accepted for publication, copyright of the article shall be assigned to Media Statistika journal and Department of Statistics, Universitas Diponegoro as the publisher of the journal. Copyright encompasses the rights to reproduce and deliver the article in all form and media, including reprints, photographs, microfilms, and any other similar reproductions, as well as translations.
Jurnal Gaussian and Department of Statistics, Universitas Diponegoro and the Editors make every effort to ensure that no wrong or misleading data, opinions or statements be published in the journal. In any way, the contents of the articles and advertisements published in Jurnal Gaussian journal are the sole and exclusive responsibility of their respective authors and advertisers.
The Copyright Transfer Form can be downloaded here: [Copyright Transfer Form Jurnal Gaussian]. The copyright form should be signed originally and send to the Editorial Office in the form of original mail, scanned document or fax :
Dr. Rukun Santoso (Editor-in-Chief) Editorial Office of Jurnal GaussianDepartment of Statistics, Universitas DiponegoroJl. Prof. Soedarto, Kampus Undip Tembalang, Semarang, Central Java, Indonesia 50275Telp./Fax: +62-24-7474754Email: jurnalgaussian@gmail.com
Jurnal Gaussian by Departemen Statistika Undip is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Visitor Number:
View statistics
