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.

Keywords: Intervention, Inflation in Transportation, Communication and services sector, ARIMA

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[1]
*, S., Prahutama, A., Santoso, R. and Rahmawati, R. 2019. Modeling Inflation of Transportation, Communication, and Service Sectors in Indonesia Using Intervention Model. International Journal of Science and Engineering Invention. (Jan. 2019), 34 to 38. DOI:https://doi.org/10.23958/ijsei/vol05-i01/127.

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