Regresi Nonparametrik B-Spline dalam Meramalkan Inflasi di Indonesia
| Main Author: | jamilah, Niswatul |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | eng |
| Terbitan: |
, 2018
|
| Subjects: | |
| Online Access: |
http://eprints.unram.ac.id/11111/1/JURNAL%20NISWATUL%20JAMILAH.pdf http://eprints.unram.ac.id/11111/ |
Daftar Isi:
- Inflation is a continuous process of rising public prices which results in a decline in the purchasing power of the people. This is because in real terms the level of community income also decreases. Inflation forecasting is a connecting bridge that can be used to determine the predicted future inflation value. One method for predicting inflation values is B-Spline nonparametric regression. The optimal model of B-Spline regression depends on optimal knots that have a minimum value of Generalized Cross Validation. This study used monthly inflation data in Indonesia, with the optimal model of B-Spline regression obtained at 6 knots point with a coefficient of determination value of 92.85%. Forecasting the value of inflation in Indonesia was obtained with the Mean Absolute Percentage Error value of 7.94%.