IMPLEMENTASI METODE SEASONAL AUTOREGRESSIVE INTEGRATED MOVING AVERAGE WITH EXOGENOUS VARIABLE PADA PERAMALAN INFLASI DI INDONESIA

LESTARI, INDAH and Hanum, Herlina and Suprihatin, Bambang (2025) IMPLEMENTASI METODE SEASONAL AUTOREGRESSIVE INTEGRATED MOVING AVERAGE WITH EXOGENOUS VARIABLE PADA PERAMALAN INFLASI DI INDONESIA. Undergraduate thesis, Sriwijaya University.

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Abstract

Forecasting is a structured process used to predict future events. One method capable of handling seasonal data and incorporating exogenous variables is the SARIMAX model. Inflation refers to a condition where there is a general and continuous increase in the prices of goods and services. The objective of this study is to obtain the best SARIMAX model for forecasting inflation in Indonesia by taking into account the prices of red chili peppers and chicken eggs as exogenous variables. Inflation refers to a condition where there is a general and continuous increase in the prices of goods and services. This study forecasts inflation by considering food commodities that affect inflation in Indonesia as exogenous variables, specifically red chili peppers and chicken eggs. These two commodities were selected based on correlation tests showing a positive relationship with inflation. The results indicate that the SARIMAX(2,2,1)(1,1,1)12 model, with one significant exogenous variable, namely the price of red chili peppers, provides the best fit. This model yields a MAPE of 0.170% and an MSE of 5.54, indicating a high level of accuracy and a relatively low average squared error between the forecasted and actual data. Thus, the SARIMAX model used in this study is highly effective and accurate in forecasting short-term inflation in Indonesia.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Peramalan, Deret waktu, SARIMAX, Inflasi
Subjects:	Q Science > QA Mathematics > QA1-43 General
Divisions:	08-Faculty of Mathematics and Natural Science > 44201-Mathematics (S1)
Depositing User:	Indah Lestari
Date Deposited:	17 Jul 2025 07:58
Last Modified:	17 Jul 2025 07:58
URI:	http://repository.unsri.ac.id/id/eprint/179027

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