ARIMA METHOD WITH THE SOFTWARE MINITAB AND …

1 Journal ofTheoretical and Applied Information Technology15thDecember2016. 2005-2016 JATIT & LLS. All rights :1817-319561 ARIMA METHOD with THE SOFTWARE MINITAB ANDEVIEWS TOFORECASTINFLATIONINSEMARANGINDONESIA1 WARDONO,2 ARIEF AGOESTANTO,3 SITI ROSIDAH1 Doctor, Department of Mathematics,Semarang State University, Indonesia2 Magister, Department of Mathematics, Semarang State University, Indonesia3 Student, Department of Mathematics, Semarang State University, is one of the indicators to see the economic stability of a region. The value of inflation inSemarang district on January 2014-April 2016 unstable. Inflation whichunstable will impede theeconomic developmentin Semarang district, therefore need to be undertaken against the value of themodeling inflation in the future with a METHOD of ARIMA .

2 The purpose of this study is to find a modelARIMA which appropriate to forecasting inflation in Semarang district and to know the forecastinginflation in Semarang district on May 2016-April 2017 using MINITAB and Eviews andEviews are two statistical packages programs that both can be used to analyze the time series data. Thenext,the authorswanted to know which of these programs ismore accuratethan the otherin estimating thevalue of methods used in this study is a literature METHOD authors collect, select andanalyze readings related to the issues examined and methods documentation the author collected data ininflation on January 2010-April 2016 in Semarang district.

3 Based on the research obtained, the modelappropriate to forecasting inflation in Semarang district is a model ARMA(2,1) or ARIMA (2,0,1). Theresults of the forecasting inflation at Semarang district using MINITAB and Eviews SOFTWARE on May 2016 April 2017 is stable best model to foresee the next period is ARMA(2,1)or ARIMA (2,0,1)model with SOFTWARE Eviews namely with the following equation :=1,3551 0,5756+ 0, highest inflation occurred on September, October, and November 2016 and lowest Inflation occurredon May and June : ARIMA , MINITAB , Eviews, Forecast, the economy of a region, inflationbecame animportant thing that made the benchmark foreconomic growth, a factor of consideration inselecting the type of investment the investor, aswell as the deciding factor for the Government informulating fiscal policy, monetary or is symptoms indicating the increase inthe level to the general price lasting continuously(Mishkin, 2001).

4 According to BPS, as quoted byBerlian, Wilandari & Yasin(2014), inflation is oneof the indicators to see the economic stability of aregion or an area that shows the development ofprices of goods and services in general arecalculated from the consumer price 1. The graph of the Monthly Inflation inSemarang District 2014-2016 Journal ofTheoretical and Applied Information Technology15thDecember2016. 2005-2016 JATIT & LLS. All rights :1817-319562 Source: the graph to see that the value of the monthlyinflation in Semarang District in January 2014 untilApril 2016 is fluctuation. This shows that inflationin Semarang District is stability ofinflation is a prerequisite for sustainable economicgrowth, which in turn provide benefits to anincrease in welfare of society.

5 The importance ofcontrolling inflation is based on the considerationthat the high inflation and unstable give negativeeffects to the socio-economic condition of thecommunity ( ).Because inflation give impact on the economy inSemarang district, then it needs to be done againstthe inflation rate modeling in the future so as todeterminethe steps that need to be prepared in theface of economic conditions ahead are influencedby inflation with ARIMA general model of time series Autoregressive(AR), the Moving Average (MA) andAutoregressive Moving Average (ARMA) is oftenused to model the financial and economic dataassuming stationarityagainst range(homokedastisitas).

6 Therefore, it takes a time seriesmodel that can model the most economic andfinancial data by retaining data heteroskedastisitas(Engle, 2001).Along with theadvancement of informationtechnology with use some help computers allowactivities forecasting at the time of this can beconducted advance of SOFTWARE thethriving now create many SOFTWARE applicationsspecifically appliedforthe forecasting(Santoso,2009).At the moment there are a variety of computerapplications SOFTWARE that can help in the process offorecasting data easily, quickly and accurately,especially if using analysis of time series(Dwitanto, 2011).

7 Technology computer softwarethat can be used to analyse the forecasting usingmethod time series is MINITAB and Eviews and Eviews is SOFTWARE that can be used toanalyze economic forecasting with complete andeasy enough, for example, inflation forecasting,macroeconomic forecasting and sales (Econometric Views) is astatisticalpackageforWindows, used mainly for time-seriesorientedmacro-econometric canbe used for general statistical analysis andeconometricanalyses, such astime seriesestimation and forecasting,cross-section and paneldata analysis. EViewscombinesspreadsheetandrelational database technology found in statisticalsoftware, and uses a reliesheavily on a proprietary and undocumented fileformat for data storage.

8 However, for input andoutput it supports numerous formats, includingdatabank format,Excel formats,PSPP/SPSS,DAP/SAS,Stata,RATS, andTSP. EViews canaccessODBC databases. EViews file formats canbe partially opened bygretl.( )According to Simarmata, as quoted by Hadijah(2013),Minitabis a computer program that isdesigned to perform processing of also provides regression analysis (simpleregression analysis as well as multipleregression),multivariate analysis (factor analysis, discriminananalysis, cluster analysis, principal component),qualitative data analysis, time series analysis, andsome nonparametric analysis (Iriawan, 2006).

9 There are some differencesofability Eviews andMinitab in frame of statisticalanalysis( ) , ie :Table 1. Differences Of Ability Eviews And MINITAB InFrame Of statistical AnalysisANOVAP roductOne-wayTwo-wayMANOVAGLMPost-hocLat insquaresEViewsYesMinitabYesYesYesYesYes YesREGRESSIONP roductOLSWLS2 SLSNLLSL ogisticGLMEV iewsYesYesYesYesYesYesMinitabYesYesNoYes YesNoTIME SERIES ANALYSISP roductLADS tepwiseQuantileProbitPoissonMLREV iewsYesYesYesYesYesYesMinitabNoYesNoTIME SERIES ANALYSISP roductARIMAGARCHU nitroottestCointegration testVARM ulti-variateGARCHEV iewsYesYesYesYesYesYesMinitabYesNoNoNoNo CHARTS AND DIAGRAMSP roductBarchartBoxplotCorrelogramHistogra mLinechartScatterplotEViewsYesYesYesYesY esYesMinitabYesYesYesYesYesYesThere are some advantages and disadvantages ofbothprogramming packages(see)

10 Table 1), thisJournal ofTheoretical and Applied Information Technology15thDecember2016. 2005-2016 JATIT & LLS. All rights :1817-319563paper will discuss the accuracy ofthem (Eviews MINITAB 16packages)in forecasting and Eviews are two statisticalpackages programs that both can be used to analyzethe time series data. The next, the authors wanted toknow which of these programs is more accuratethan the other in estimating the value of and Nugroho , in their studywhichaimstoidentifythe occurrenceoffly paperonthecity andcountygovernment spendinginIndonesia,in this case,thedependentvariableused is the shoppingareawhilethe independent variable isrevenue(R),the GeneralAllocation Fund (GAF) ,theSpecialAllocationFund(SAF) anda dummy,todistinguishthe city/countyJavaandOutsideJava.