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Implementation of the ARIMA(p,d,q) method to forecasting CPI Data using forecast package in R Software
- Source :
- Journal of Physics: Conference Series. 1028:012189
- Publication Year :
- 2018
- Publisher :
- IOP Publishing, 2018.
-
Abstract
- The Consumer Price Index is an index which calculates the average change in prices over a period, of a set of goods and services consumed by the population/households within a specific time. In this paper will be discussed about the forecasting of consumer price index of Indonesia using forecast package with R Software. The forecasting process this data using algorithms popularized by Rob J. Hyndman and Yeasmin Khandakar in 2008. By using this method, it is obtained a suitable ARIMA model to forecast CPI data Indonesia. The model most suitable time series is ARIMA (1,0,0).
- Subjects :
- History
education.field_of_study
R software
050208 finance
Index (economics)
05 social sciences
Specific time
Population
0211 other engineering and technologies
02 engineering and technology
Computer Science Applications
Education
Set (abstract data type)
Goods and services
0502 economics and business
Econometrics
Consumer price index
021108 energy
Autoregressive integrated moving average
education
Mathematics
Subjects
Details
- ISSN :
- 17426596 and 17426588
- Volume :
- 1028
- Database :
- OpenAIRE
- Journal :
- Journal of Physics: Conference Series
- Accession number :
- edsair.doi...........0175adfbc429f8e755f8f202bd648ac5