Penerapan Model SARIMA untuk Memprediksi Tingkat Inflasi di Indonesia

Abstract

Inflation is an overall and sustainable increase in the price of goods or services, which causes a decrease in the rupiah exchange rate and affects the purchasing power of raw materials or the industry in which these materials are imported. This of course can be a threat and is characterized by a financial phenomenon that describes excessive and unstable financial growth. The effort that can be obtained in dealing with this problem is the inflation forecast in Indonesia. This study aims to obtain a monthly inflation forecast model in Indonesia and find out when to increase the forecast in the form of adaptation efforts to stabilize inflation. The data used is monthly inflation data for the period January 2003 to November 2020. The method used in this study is the SARIMA model which is an evolution of the ARIMA model which can be adjusted to the seasonal inflation data model. Based on the few months there will be an increase in the inflation rate according to the model that has been made. Based on this, this research is expected to be a reference for the government in determining anticipatory steps for the occurrence of problems in the economy. processing results, the best model with the lowest AIC value was obtained, SARIMA (1,0,1)(1,1,1)12 with a value of MAPE 5.19%. The prediction results show that in the next