Mukhlisin, Zaenal (2022) PERBANDINGAN AKURASI PERAMALAN INDEKS HARGA KONSUMEN DENGAN MENGGUNAKAN METODE GARCH DAN ANN. Fakultas Matematika dan Ilmu Pengetahuan Alam, Universitas Lampung.
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Abstrak (Berisi Bastraknya saja, Judul dan Nama Tidak Boleh di Masukan)
The Consumer Price Index (CPI) is the most widely used indicator in determining inflation rate. Therefore, it is essential to discover the value of CPI in the future to become the basis of government in making the appropriate and accurate policies. The CPI data used in the current study was obtained from BPS-Statistics Indonesia (BPS) from the period of January 2006 – December 2021. The pattern of CPI data used in this study indicates the presence of heteroskedasticity. Consequently, as a means to overcome the heteroskedasticity indication, researchers applied GARCH and ANN methods to determine the value of CPI in the future. The GARCH method is a method that capable of overcoming heteroskedasticity indication in time series forecasting process whereas ANN method is an effective method for time series forecasting process considering its high accuracy level. The research finding shows that MAPE error calculation through ARIMA (4,2,2)~GARCH(1,1) model is 3,19% or with 96,81% accuracy, and ANN with 2 hidden layers is 1,24% or with 98,76% accuracy. Hence, the result of this study is that ANN method is the most appropriate method in forecasting Consumer Price Index (CPI)
| Jenis Karya Akhir: | Skripsi |
|---|---|
| Subyek: | 500 ilmu pengetahuan alam dan matematika > 510 Matematika |
| Program Studi: | FAKULTAS MIPA > Prodi Matematika |
| Pengguna Deposit: | 2203286590 . Digilib |
| Date Deposited: | 15 Jun 2022 04:36 |
| Terakhir diubah: | 15 Jun 2022 04:36 |
| URI: | http://digilib.unila.ac.id/id/eprint/62977 |
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