IDENTIFIKASI BREAKPOINT DAN PEMODELAN AUTOREGRESSIVE STRUCTURAL CHANGE PADA DATA RUNTUN WAKTU (Studi Kasus Indeks Harga Konsumen Umum Kota Semarang Tahun 1994 – 2010)

MAMUROH, MAMUROH (2013) IDENTIFIKASI BREAKPOINT DAN PEMODELAN AUTOREGRESSIVE STRUCTURAL CHANGE PADA DATA RUNTUN WAKTU (Studi Kasus Indeks Harga Konsumen Umum Kota Semarang Tahun 1994 – 2010). Undergraduate thesis, UNIVERSITAS DIPONEGORO.

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Abstract

The growth of Consumer Price Index (CPI) is the economic macro indicator that important to describe the inflation rate of a region and the consumer pattern of inhabitants. The General CPI of Semarang Municipality during the years 1994-2010 has increased continuously. The plot data has shown that the CPI has grown slightly slope before Januari 1998 and after that has increased sharply. To detect whether that era had the structural change of the data pattern and to know the breakpoints (the structural change event point) that occured on the CPI, hence needful to do the stuctural change test, this process use the autoregressive structural change approach. The result of the research show there are structural changes with breakpoints at t=47 Januari 1998 coincided with crisis monetery 1998 and t=79 September 2000 coincided with transportation tarif increment per 1 September so that the data has 3 segment models. This method is suitable identifying breakpoints of IHK, also can be used modeling the General CPI of Semarang Municipality during the years 1994-2010. Key words : the General CPI of Semarang City, breakpoint, autoregressive structural change.

Item Type:Thesis (Undergraduate)
Subjects:H Social Sciences > HA Statistics
Divisions:Faculty of Science and Mathematics > Department of Statistics
ID Code:42325
Deposited By:Mr Hasbi Yasin
Deposited On:19 Feb 2014 14:00
Last Modified:04 Mar 2014 11:38

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