ESTIMASI INFLASI DI INDONESIA DENGAN MENGGUNAKAN METODOLOGI BOX JENKINS

Bunyamin, Nevi Danila
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引用次数: 4

Abstract

The objective of this paper is to predict Indonesia's inflation rate in 2009 by employing BOX-JENKINS (ARIMA) model. The prediction of inflation rate is very important since the inflation affects us in economy aspect. Moreover, by knowing the approximate inflation in the future will help companies to plan the operational cost better. It also will help the government to anticipate the predicted inflation by making good policies, thus the prosperity of Indonesia people will be achieved. AR (2) is the best ARIMA model that we obtain. By employing AR (2), we predict the inflation rate in 2009 is 10.48%. This number is not surprising since inflation rate in Indonesia is mainly affected by exchange rate. As we know that the global crisis will start recovering in early 2010 (Yearly Bank Indonesia Report, 2008). The impact is that exchange rate pressure will be still high in 2009, it is due to non-optimal export and limited foreign fund's inflow. 
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用方法论詹金斯博士来估计印尼的通货膨胀
本文的目的是利用BOX-JENKINS (ARIMA)模型预测印度尼西亚2009年的通货膨胀率。由于通货膨胀对经济的影响,对通货膨胀率的预测是非常重要的。此外,通过了解未来的大致通货膨胀率,将有助于公司更好地规划运营成本。这也将有助于政府通过制定良好的政策来预测通货膨胀,从而实现印度尼西亚人民的繁荣。AR(2)是我们得到的最好的ARIMA模型。利用AR(2),我们预测2009年的通货膨胀率为10.48%。这个数字并不令人惊讶,因为印尼的通货膨胀率主要受汇率影响。正如我们所知,全球危机将在2010年初开始复苏(印度尼西亚银行年度报告,2008年)。影响是2009年汇率压力仍将较大,这是由于出口非最优和外资流入有限。
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