EKSIANDAYANI, SANTI (2016) PERAMALAN INFLASI UMUM DAN INFLASI MENURUT KELOMPOK PENGELUARAN DENGAN METODE HIBRIDA ARIMAX-NN. Masters thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Inflasi menjadi salah satu komponen penting dalam perekonomian suatu negara,
merupakan indikator kenaikan harga barang dan jasa secara umum. Inflasi di
Indonesia banyak dipengaruhi oleh faktor-faktor eksternal. Oleh karena itu
penting untuk memodelkan peramalan inflasi dengan memperhitungkan pengaruh
dari faktor-faktor tersebut. Pada penelitian ini hanya dibatasi pada inflasi umum,
inflasi bahan makanan dan inflasi perumahan, air, listrik, gas dan bahan bakar.
Faktor-faktor yang diduga mempengaruhi inflasi antara lain jumlah uang beredar,
nilai tukar rupiah terhadap dolar Amerika dan IHSG. Selain faktor-faktor tersebut,
terdapat kejadian-kejadian yang diduga memberikan intervensi terhadap inflasi,
antara lain kenaikan BBM dan kenaikan TDL. Pemodelan peramalan inflasi pada
penelitian ini akan menggunakan metode hibrida ARIMAX-NN yang merupakan
penggabungan dari model linier dan nonlinier. Peramalan dengan model hibrida
ARIMAX-NN ini akan dibandingkan dengan model klasik ARIMA dan
ARIMAX. Hasil penelitian ini menunjukkan bahwa metode hibrida ARIMAXNN
memberikan hasil terbaik dalam pemodelan peramalan inflasi umum, inflasi
bahan makanan dan inflasi perumahan air, listrik, gas dan bahan bakar. Jumlah
uang beredar berpengaruh signifikan terhadap inflasi umum dan inflasi
perumahan air, listrik, gas dan bahan bakar. Nilai tukar rupiah terhadap dolar
Amerika memberikan pengaruh terhadap inflasi bahan makanan. Sedangkan
IHSG tidak berpengaruh terhadap ketiga inflasi tersebut. Kejadian yang
memberikan intervensi terhadap ketiga inflasi tersebut adalah kenaikan BBM
Oktober 2005, dengan kenaikan bensin premium sebesar 88% dan solar 105%.
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In general, Inflation became an important component in the economy of a country,
is an indicator of the increase in prices of goods and services. There are lots of
external factors to influence the inflation in Indonesia. Therefore it is important to
model the inflation forecasting by taking the influence of these factors. This study
is only discusses about general inflation, foodstuff inflation and housing, water,
electricity, gas and fuel inflation. The money supply, the exchange rate Rupiah to
the US dollar and Jakarta Composite Index (JCI) are estimated to affect the
inflation. In addition to these factors, there are some events that are expected to
provide intervention to the inflation, such as the increase in fuel price and TDL.
This study uses hybrid method ARIMAX-NN which is a combination of linear
and nonlinear models to forecast the inflation. The hybrid model will be compared
with the classical models ARIMA and ARIMAX. The results showed that hybrid
ARIMAX-NN provide the best results in forecasting for general inflation,
foodstuff inflation and housing water, electricity, gas and fuel inflation. The
money supply has significant effect on general inflation and housing, water,
electricity, gas and fuel inflation. The Rupiah exchange rate to the US dollar have
effect to the foodstuff inflation. The increase of fuel prices in October 2005,
gasoline and diesel increased to be 88% and 105%, made the intervention to all of
these inflations.
| Item Type: | Thesis (Masters) |
|---|---|
| Additional Information: | RTSt 519.535 Eks p |
| Uncontrolled Keywords: | Inflasi, hibrida ARIMAX-NN, ARIMAX, Neural Network (NN) |
| Subjects: | Q Science > QA Mathematics Q Science > QA Mathematics > QA278.2 Regression Analysis. Logistic regression |
| Divisions: | Faculty of Mathematics and Science > Statistics > 49101-(S2) Master Thesis |
| Depositing User: | Mr. Tondo Indra Nyata |
| Date Deposited: | 12 Jan 2017 03:13 |
| Last Modified: | 26 Dec 2018 07:23 |
| URI: | http://repository.its.ac.id/id/eprint/1508 |
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