?url_ver=Z39.88-2004&rft_id=1817031014&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=PERBANDINGAN+AKURASI+PERAMALAN+INDEKS+HARGA+KONSUMEN+DENGAN+MENGGUNAKAN+METODE+GARCH+DAN+ANN&rft.creator=Mukhlisin%2C+Zaenal&rft.subject=510+Matematika&rft.description=The+Consumer+Price+Index+(CPI)+is+the+most+widely+used+indicator+in+determining+%0D%0Ainflation+rate.+Therefore%2C+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.+%0D%0AThe+CPI+data+used+in+the+current+study+was+obtained+from+BPS-Statistics+Indonesia+%0D%0A(BPS)+from+the+period+of+January+2006+%E2%80%93+December+2021.+The+pattern+of+CPI+data+%0D%0Aused+in+this+study+indicates+the+presence+of+heteroskedasticity.+Consequently%2C+as+a+%0D%0Ameans+to+overcome+the+heteroskedasticity+indication%2C+researchers+applied+GARCH+%0D%0Aand+ANN+methods+to+determine+the+value+of+CPI+in+the+future.+The+GARCH+method+%0D%0Ais+a+method+that+capable+of+overcoming+heteroskedasticity+indication+in+time+series+%0D%0Aforecasting+process+whereas+ANN+method+is+an+effective+method+for+time+series+%0D%0Aforecasting+process+considering+its+high+accuracy+level.+The+research+finding+shows+%0D%0Athat+MAPE+error+calculation+through+ARIMA+(4%2C2%2C2)~GARCH(1%2C1)+model+is+3%2C19%25+or+with+96%2C81%25+accuracy%2C+and+ANN+with+2+hidden+layers+is+1%2C24%25+or+with+98%2C76%25+accuracy.+Hence%2C+the+result+of+this+study+is+that+ANN+method+is+the+most+appropriate+method+in+forecasting+Consumer+Price+Index+(CPI)&rft.publisher=Fakultas+Matematika+dan+Ilmu+Pengetahuan+Alam&rft.date=2022-05-12&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F62977%2F4%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F62977%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F62977%2F3%2FSKRIPSI%2520FULL%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++Mukhlisin%2C+Zaenal++(2022)+PERBANDINGAN+AKURASI+PERAMALAN+INDEKS+HARGA+KONSUMEN+DENGAN+MENGGUNAKAN+METODE+GARCH+DAN+ANN.++Fakultas+Matematika+dan+Ilmu+Pengetahuan+Alam%2C+Universitas+Lampung.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F62977%2F