INDEKS HARGA KONSUMEN KOTA PEKANBARU BERDASARKAN PENDEKATAN ARIMA DAN ERROR CORRECTION MODEL
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Date
2020-10
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Abstract
The Consumer Price Index (CPI) is an important macroeconomic indicator. In this
study, the Pekanbaru City CPI modeling 2014-2019 is discussed based on the
Autoregressive Integrated Moving Average (ARIMA) approach and the Error
Correction Model (ECM) approach. The first step is to check the stationarity of the data,
then it is processed to form a model based on the two approaches. Furthermore, the
accuracy level of the ARIMA and ECM model equation is compared. This study shows
that ECM approach is better than ARIMA for modelling Pekanbaru City CPI.
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Keywords
Consumer Price Index, Autoregressive Integrated Moving Average, Error Correction Model