Modeling Inflation of Transportation, Communication, and Service Sectors in Indonesia Using Intervention Model

Article Date Accepted: !dateAccepted; | Article Date Published : 26 January 2019 | Page No.: 34 to 38

Abstract

Modeling Inflation in the value of transportation, communication and financial services in Indonesia is experiencing fluctuating high. Fluctuation is possible due to changes in fuel prices and the presidential election of 2009. However, modeled with ARIMA will get a model that does not fit. In this research, analysis of intervention of inflation value caused by changed in fuel prices. Interventions in this study occurred twice, in June 2013 and November 2014. The first intervention model was ARIMA (1,0,0) with step function b = 2, r = 0, s = 1, while the second intervention model was ARIMA (2,0,0) follows by Pulse function with b = 1, r = 0, and s = 0.


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Issue: Vol 5 No 01 (2019)
Page No.: 34 to 38
Section: Articles
DOI: https://doi.org/10.23958/ijsei/vol05-i01/127



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