Lampiran 4: Hasil Uji Model ARIMA
1. Inflasi
Model AR1 ARIMA Model: inflasi
Estimates at each iteration Iteration SSE Parameters
0 260.800 0.100 0.354 1 232.296 -0.050 0.362
2 214.687 -0.200 0.379 3 207.904 -0.350 0.407
4 207.813 -0.368 0.417 5 207.813 -0.369 0.418
6 207.813 -0.369 0.418
Relative change in each estimate less than 0.0010 Final Estimates of Parameters
Type Coef SE Coef T P AR 1 -0.3694 0.1594 -2.32 0.027
Constant 0.4179 0.4119 1.01 0.318 Mean 0.3051 0.3008
Number of observations: 36 Residuals: SS = 207.661 backforecasts excluded
MS = 6.108 DF = 34 Modified Box-Pierce Ljung-Box Chi-Square statistic
Lag 12 24 36 48 Chi-Square 12.2 15.6
DF 10 22 P-Value 0.271 0.835
Forecasts from period 31 95 Percent Limits
Period Forecast
Lower Upper Actual 32
0.45545 -4.38941 5.30031 0.03828 33
0.24960 -4.91532 5.41453 -0.02765 34
0.32565 -4.88144 5.53274 0.02370 35
0.29756 -4.91526 5.51037 -0.14661 36
0.30794 -4.90566 5.52153 -0.06691 37
0.30410 -4.90960 5.51780 38
0.30552 -4.90820 5.51923 39
0.30499 -4.90872 5.51871 40
0.30519 -4.90853 5.51891 41
0.30512 -4.90860 5.51884 42
0.30514 -4.90858 5.51886 43
0.30513 -4.90859 5.51885 44
0.30514 -4.90858 5.51886 45
0.30513 -4.90858 5.51885 46
0.30514 -4.90858 5.51885 47
0.30514 -4.90858 5.51885 48
0.30514 -4.90858 5.51885 49
0.30514 -4.90858 5.51885 50
0.30514 -4.90858 5.51885 51
0.30514 -4.90858 5.51885 52
0.30514 -4.90858 5.51885 53
0.30514 -4.90858 5.51885 54
0.30514 -4.90858 5.51885 55
0.30514 -4.90858 5.51885 56
0.30514 -4.90858 5.51885 57
0.30514 -4.90858 5.51885 58
0.30514 -4.90858 5.51885 59
0.30514 -4.90858 5.51885 60
0.30514 -4.90858 5.51885
61 0.30514 -4.90858 5.51885
62 0.30514 -4.90858 5.51885
63 0.30514 -4.90858 5.51885
64 0.30514 -4.90858 5.51885
65 0.30514 -4.90858 5.51885
66 0.30514 -4.90858 5.51885
67 0.30514 -4.90858 5.51885
68 0.30514 -4.90858 5.51885
69 0.30514 -4.90858 5.51885
70 0.30514 -4.90858 5.51885
71 0.30514 -4.90858 5.51885
72 0.30514 -4.90858 5.51885
73 0.30514 -4.90858 5.51885
74 0.30514 -4.90858 5.51885
75 0.30514 -4.90858 5.51885
76 0.30514 -4.90858 5.51885
77 0.30514 -4.90858 5.51885
78 0.30514 -4.90858 5.51885
79 0.30514 -4.90858 5.51885
2. Bunga