ARIMA Time Series Modeling with the Addition of Intervention and Outlier Factors on Inflation Rate in Indonesia

Extreme events in a time series model can be detected when the precise timing of the event, known as the intervention, is known. When the exact timing of an event is unknown, it is referred to as an outlier.  If these factors are neglected, the model's accuracy will be affected. To overcome thi...

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Bibliographic Details
Main Authors: Dewi Setyo Utami, Nur'ainul Miftahul Huda, Nurfitri Imro'ah
Format: Article
Language:English
Published: Universitas Muhammadiyah Mataram 2024-01-01
Series:JTAM (Jurnal Teori dan Aplikasi Matematika)
Subjects:
Online Access:http://journal.ummat.ac.id/index.php/jtam/article/view/17487