论文信息 - Implementation of the ARIMA(p,d,q) method to forecasting CPI Data using forecast package in R Software

Implementation of the ARIMA(p,d,q) method to forecasting CPI Data using forecast package in R Software

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).

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