?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=PERBANDINGAN+MODEL+SELF-EXCITING+THRESHOLD%0D%0AAUTOREGRESSIVE+(SETAR)+DAN+MARKOV+SWITCHING%0D%0AAUTOREGRESSIVE+(MSAR)+DALAM+MEMODELKAN+DATA+INFLASI%0D%0ADI+INDONESIA&rft.creator=Edwan+%2C+Dio+Prayuda%09&rft.subject=500+ilmu+pengetahuan+alam+dan+matematika&rft.subject=510+Matematika&rft.description=This+study+aims+to+compare+the+performance+of+Self-Exciting+Threshold%0D%0AAutoregressive+(SETAR)+and+Markov+Switching+Autoregressive+(MSAR)+models%0D%0Ain+modeling+and+predicting+inflation+data+in+Indonesia.+Inflation+is+one+of+the%0D%0Aimportant+economic+indicators+that+requires+accurate+forecasting+methods+to+make%0D%0Athe+right+policy+decisions.+In+this+study%2C+both+models+are+applied+to+monthly+inflation%0D%0Adata+in+Indonesia.+The+SETAR+model+is+a+nonlinear+autoregressive+model+that+takes%0D%0Ainto+account+regime+changes+in+the+inflation+rate+based+on+a+certain+threshold+value.%0D%0AMeanwhile%2C+the+MSAR+model+assumes+that+inflation+data+can+move+between%0D%0Aregimes+with+a+certain+probability+governed+by+a+Markov+process.+Both+models+are%0D%0Aevaluated+based+on+the+Akaike+Information+Criterion+(AIC)+and+Mean+Absolute%0D%0APercentage+Error+(MAPE)+values%2C+with+the+aim+of+finding+the+model+that+provides%0D%0Athe+best+forecasting+results.+The+results+show+that+the+SETAR+model+has+a+lower%0D%0AAIC+value+of+-1658+with+a+MAPE+of+18.19%25+compared+to+the+MSAR+model+of+-%0D%0A832.6177+and+MAPE+of+25.46%25%2C+which+indicates+that+SETAR+is+superior+in%0D%0Amodeling+and+predicting+inflation+data+in+Indonesia.+This+finding+makes+a%0D%0Asignificant+contribution+in+choosing+a+more+accurate+forecasting+method+for%0D%0Ainflation+data+and+can+help+in+planning+better+economic+policies.%0D%0AKeywords%3A+Inflation%2C+Forecasting%2C+Nonlinear%2C+SETAR%2C+MSAR%0D%0APenelitian+ini+bertujuan+untuk+membandingkan+kinerja+model+Self-Exciting%0D%0AThreshold+Autoregressive+(SETAR)+dan+Markov+Switching+Autoregressive+(MSAR)%0D%0Adalam+memodelkan+dan+memprediksi+data+inflasi+di+Indonesia.+Inflasi+merupakan%0D%0Asalah+satu+indikator+ekonomi+penting+yang+membutuhkan+metode+peramalan+yang%0D%0Aakurat+untuk+mengambil+keputusan+kebijakan+yang+tepat.+Pada+penelitian+ini%2C+kedua%0D%0Amodel+tersebut+diaplikasikan+pada+data+inflasi+bulanan+di+Indonesia.+Model+SETAR%0D%0Amerupakan+model+autoregressive+nonlinier+yang+memperhitungkan+perubahan%0D%0Arezim+pada+tingkat+inflasi+berdasarkan+nilai+ambang+batas+tertentu.+Sementara+itu%2C%0D%0Amodel+MSAR+mengasumsikan+bahwa+data+inflasi+dapat+berpindah+antar+rezim%0D%0Adengan+probabilitas+tertentu+yang+diatur+oleh+proses+Markov.+Kedua+model+tersebut%0D%0Adievaluasi+berdasarkan+nilai+Akaike+Information+Criterion+(AIC)+dan+Mean%0D%0AAbsolute+Percentage+Error+(MAPE)%2C+dengan+tujuan+untuk+menemukan+model+yang%0D%0Amemberikan+hasil+peramalan+terbaik.+Hasil+penelitian+menunjukkan+bahwa+model%0D%0ASETAR+memiliki+nilai+AIC+yang+lebih+rendah+yaitu+sebesar+-1658+dengan+MAPE%0D%0Asebesar+18%2C19%25+dibandingkan+dengan+model+MSAR+sebesar+-832%2C6177+dan+MAPE%0D%0Asebesar+25%2C46%25%2C+yang+mengindikasikan+bahwa+SETAR+lebih+unggul+dalam%0D%0Amemodelkan+dan+meramalkan+data+inflasi+di+Indonesia.+Temuan+ini+memberikan%0D%0Akontribusi+yang+signifikan+dalam+memilih+metode+peramalan+yang+lebih+akurat%0D%0Auntuk+data+inflasi+dan+dapat+membantu+dalam+perencanaan+kebijakan+ekonomi+yang%0D%0Alebih+baik.%0D%0AKata+Kunci%3A+Inflasi%2C+Peramalan%2C+Nonlinier%2C+SETAR%2C+MSAR&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM+&rft.date=2024-08-01&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F88231%2F3%2FABSTRAK%2520-%2520Edwan%2520Dio%2520Prayuda.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F88231%2F1%2FSKRIPSI%2520FULL%2520-%2520Edwan%2520Dio%2520Prayuda.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F88231%2F2%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN%2520-%2520Edwan%2520Dio%2520Prayuda.pdf&rft.identifier=++Edwan+%2C+Dio+Prayuda+++(2024)+PERBANDINGAN+MODEL+SELF-EXCITING+THRESHOLD+AUTOREGRESSIVE+(SETAR)+DAN+MARKOV+SWITCHING+AUTOREGRESSIVE+(MSAR)+DALAM+MEMODELKAN+DATA+INFLASI+DI+INDONESIA.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM+%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F88231%2F