creators_name: Mukhlisin, Zaenal
creators_id: 1817031014
type: other
datestamp: 2022-06-15 04:36:12
lastmod: 2022-06-15 04:36:12
metadata_visibility: show
title: PERBANDINGAN AKURASI PERAMALAN INDEKS HARGA KONSUMEN DENGAN MENGGUNAKAN METODE GARCH DAN ANN
ispublished: pub
subjects: 510
full_text_status: restricted
abstract: 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)
date: 2022-05-12
date_type: published
publisher: Fakultas Matematika dan Ilmu Pengetahuan Alam
place_of_pub: Universitas Lampung
id_number: 1817031014
citation:   Mukhlisin, Zaenal  (2022) PERBANDINGAN AKURASI PERAMALAN INDEKS HARGA KONSUMEN DENGAN MENGGUNAKAN METODE GARCH DAN ANN.  Fakultas Matematika dan Ilmu Pengetahuan Alam, Universitas Lampung.     
document_url: http://digilib.unila.ac.id/62977/4/ABSTRAK.pdf
document_url: http://digilib.unila.ac.id/62977/2/SKRIPSI%20FULL.pdf
document_url: http://digilib.unila.ac.id/62977/3/SKRIPSI%20FULL%20TANPA%20BAB%20PEMBAHASAN.pdf