<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA"^^ . "This study aims to compare the performance of Self-Exciting Threshold\r\nAutoregressive (SETAR) and Markov Switching Autoregressive (MSAR) models\r\nin modeling and predicting inflation data in Indonesia. Inflation is one of the\r\nimportant economic indicators that requires accurate forecasting methods to make\r\nthe right policy decisions. In this study, both models are applied to monthly inflation\r\ndata in Indonesia. The SETAR model is a nonlinear autoregressive model that takes\r\ninto account regime changes in the inflation rate based on a certain threshold value.\r\nMeanwhile, the MSAR model assumes that inflation data can move between\r\nregimes with a certain probability governed by a Markov process. Both models are\r\nevaluated based on the Akaike Information Criterion (AIC) and Mean Absolute\r\nPercentage Error (MAPE) values, with the aim of finding the model that provides\r\nthe best forecasting results. The results show that the SETAR model has a lower\r\nAIC value of -1658 with a MAPE of 18.19% compared to the MSAR model of -\r\n832.6177 and MAPE of 25.46%, which indicates that SETAR is superior in\r\nmodeling and predicting inflation data in Indonesia. This finding makes a\r\nsignificant contribution in choosing a more accurate forecasting method for\r\ninflation data and can help in planning better economic policies.\r\nKeywords: Inflation, Forecasting, Nonlinear, SETAR, MSAR\r\nPenelitian ini bertujuan untuk membandingkan kinerja model Self-Exciting\r\nThreshold Autoregressive (SETAR) dan Markov Switching Autoregressive (MSAR)\r\ndalam memodelkan dan memprediksi data inflasi di Indonesia. Inflasi merupakan\r\nsalah satu indikator ekonomi penting yang membutuhkan metode peramalan yang\r\nakurat untuk mengambil keputusan kebijakan yang tepat. Pada penelitian ini, kedua\r\nmodel tersebut diaplikasikan pada data inflasi bulanan di Indonesia. Model SETAR\r\nmerupakan model autoregressive nonlinier yang memperhitungkan perubahan\r\nrezim pada tingkat inflasi berdasarkan nilai ambang batas tertentu. Sementara itu,\r\nmodel MSAR mengasumsikan bahwa data inflasi dapat berpindah antar rezim\r\ndengan probabilitas tertentu yang diatur oleh proses Markov. Kedua model tersebut\r\ndievaluasi berdasarkan nilai Akaike Information Criterion (AIC) dan Mean\r\nAbsolute Percentage Error (MAPE), dengan tujuan untuk menemukan model yang\r\nmemberikan hasil peramalan terbaik. Hasil penelitian menunjukkan bahwa model\r\nSETAR memiliki nilai AIC yang lebih rendah yaitu sebesar -1658 dengan MAPE\r\nsebesar 18,19% dibandingkan dengan model MSAR sebesar -832,6177 dan MAPE\r\nsebesar 25,46%, yang mengindikasikan bahwa SETAR lebih unggul dalam\r\nmemodelkan dan meramalkan data inflasi di Indonesia. Temuan ini memberikan\r\nkontribusi yang signifikan dalam memilih metode peramalan yang lebih akurat\r\nuntuk data inflasi dan dapat membantu dalam perencanaan kebijakan ekonomi yang\r\nlebih baik.\r\nKata Kunci: Inflasi, Peramalan, Nonlinier, SETAR, MSAR"^^ . "2024-08-01" . . . . . "FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM "^^ . . . . . . . "Dio Prayuda\t"^^ . "Edwan "^^ . "Dio Prayuda\t Edwan "^^ . . . . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (File PDF)"^^ . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (File PDF)"^^ . . . "SKRIPSI TANPA BAB PEMBAHASAN - Edwan Dio Prayuda.pdf"^^ . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (File PDF)"^^ . . . "ABSTRAK - Edwan Dio Prayuda.pdf"^^ . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . . "small.jpg"^^ . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . . "small.jpg"^^ . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . . "PERBANDINGAN MODEL SELF-EXCITING THRESHOLD\r\nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING\r\nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI\r\nDI INDONESIA (Other)"^^ . . . . . "HTML Summary of #88231 \n\nPERBANDINGAN MODEL SELF-EXCITING THRESHOLD \nAUTOREGRESSIVE (SETAR) DAN MARKOV SWITCHING \nAUTOREGRESSIVE (MSAR) DALAM MEMODELKAN DATA INFLASI \nDI INDONESIA\n\n" . "text/html" . . . "500 ilmu pengetahuan alam dan matematika" . . . "510 Matematika" . .