LAPORAN PROYEKSI INFLASI Malang-Probolinggo.docx
Transcript of LAPORAN PROYEKSI INFLASI Malang-Probolinggo.docx
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LAPORAN PROYEKSI INFLASI
DI MALANG DAN PROBOLINGGO, PROVINSI JAWA TIMUR
Malang, 03/08/0!" # D$%&'($'a(an la)* $n+la$ %a-a B*lan Ag*.* $ngga D&&1&'
0!", -$ K2.a Malang a(an 1&'a-a -$ ($a'an 0,3 # 0," %&'&n, &-ang(an -$ P'212l$ngg2 1&'a-a
-$ ($a'an 0,4 5 0,6!7 D&ngan n$la$ .&'&1*. a(an &1aa $n+la$ -$ K2.a Malang -an
P'212l$ngg2 a%a$ a($' .a*n -$ a.a 6 %&'&n7 M&n$ng(a.n9a la)* $n+la$ %a-a 1*lan Ag*.*,
-$-2'2ng 2l& &n$ng(a.n9a 1&1&'a%a a'ga (22-$.a &%&'.$ $n9a(, -ag$ng -an a9a %2.2ng7
:a'ga $n9a( -*n$a &-ang &ngala$ %&n*'*nan, a(an .&.a%$ 1&l* .&n.* a'ga BBM
1$a .*'*n &ng$(*.$ a'ga $n9a( -*n$a, $aln9a a)a a'$ $n$ &1&l$ $n9a( -a'$ %'2-*&n
a(a $n9a( 9ang -$1&l$ a'$ $n$ 1a'* 1$a a%a$ (& (2n*&n !#!," 1*lan (&*-$an &lal*$
%&ng2laan -an -$.'$1*$7 T&'(a-ang (&.$(a a*( (& .ang($ a(an -$($'$ (&%a-a (2n*&n,
a'ga *-a 1&'*1a7 S&la$n $.*, .2( 9ang 1&'a-a %a-a %&'*aaan )*ga 1&l* &n;*(*%$
(a'&na 1&'%&nga'* -ala aln9a *n.*ng '*g$7
:a-$'n9a %&'.al$.& -&ngan a'ga R% 87"00/l$.&', &n)a-$ &1*a
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Malang *la$ &ngala$ (&(&'$ngan -$ 1&1&'a%a -a&'a, (a'&na *-a a%$' 1*lan
.$-a( a-a *)an aa &(al$, &la$n $.* -a%a( -a'$ &l n$n2 *-a *la$ .&'aa a.a (&(&'$ngan
9ang .&')a-$7 A(an .&.a%$ *n.*( %a'a %&.an$ .&1a(a* $n$ 1$a &n)a-$ 2&n. 9ang 1a$( *n.*(
&n-a%a.(an %an&n 1a(a* 9ang 1ag*7
INFLASI KOTA MALANG
infmalang
Year
Month
2015201420132012
JulJanJulJanJulJanJulJan
3
2
1
0
-1
-2
Time Series Plot of infmalang
K&.&'angan >
B&'-aa'(an time series plot-$ a.a, -a%a. -$(&.a*$ 1aa -a.a inflasi kota malang bulan
januari 2012-juli 2015 &$l$($ %2la 2'$?2n.al (a'&na -a.a 21&'
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Lag
Autocorrelation
4035302520151051
1.0
0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0
Autocorrelation Function for diff1(with 5% significance liits for the autocorrelations!
K&.&'angan >
Pl2. ACF -$g*na(an *n.*( &n&n.*(an 2'-& MA @7 Da'$ %l2. ACF -$(&.a*$ 1aa .&'-a%a. !lag (&l*a' 9a$.* lag (&-*a, &$ngga 2'-& *n.*( MA@ a-ala MA@!7
Lag
PartialA
utocorrelation
4035302520151051
1.0
0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0
Partial Autocorrelation Function for diff1(with 5% significance liits for the "artial autocorrelations!
K&.&'angan >
Pl2. PACF -$g*na(an *n.*( &n&n.*(an 2'-& AR @%7 Da'$ %l2. PACF -$(&.a*$ 1aa .&'-a%a.! lag (&l*a' 9a$.* lag (&-*a, &$ngga 2'-& *n.*( AR@% a-ala AR@!7
Da.a $n+la$ .&la -$la(*(an -$+&'&n$ &1an9a( ! (al$7 S&$ngga 2'-& *n.*( d a-ala !7 M2-&l
ARIMA @%,-, 9g -$g*na(an a-ala ARIMA @!,!,!7
UJI SIGNIFIKANSI
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U)$ (&la9a(an 2-&l -a%a. -$la(*(an )$(a 2-&l .&la $gn$+$(an, &$ngga &1&l*
&la(*(an *)$ (&la9a(an a'* -$la(*(an *)$ $gn$+$(an$7
:$%2.&$ 9ang -$g*na(an -ala *)$ $gn$+$(an a-ala>:0 > M2-&l .$-a( $gn$+$(an
:! > M2-&l $gn$+$(an
ARIMA (1,1,1)
Final Estimates of Parameters
Type Coef SE Coef T P
AR 1 0.2650 0.1527 1.74 0.090
A 1 0.9!71 0.0795 12.41 0.000
"ifferen#in$% 1 re$&lar 'ifferen#e
(&m)er of o)ser*ations% +ri$inal series 4,- after 'ifferen#in$ 42
Resi'&als% SS 1!.4179 /)a#fore#asts e#l&'e'
S 0.4604 "F 40
o'ifie' 3oPier#e /&n$3o CiS8&are statisti#
a$ 12 24 ,6 4!
CiS8&are 14.0 4,.1 44.9
"F 10 22 ,4
P:al&e 0.175 0.005 0.100
Ka'&na %#
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Uji kelayakan model
J$(a 2-&l *-a $gn$+$(an, a(a 1$a -$la(*(an *)$ (&la9a(an7 :$%2.&$ 9ang -$g*na(an
-ala *)$ $gn$+$(an a-ala>
:0 > M2-&l la9a( :! > M2-&l .$-a( la9a(
K&la9a(an *a.* 2-&l 1$a -$l$a. -a'$P-value*n.*( &l*'* lag%a-a *)$ ARIMA *n.*(
2-&l 9ang .&la $gn$+$(an, 9a$.* P-value a$ng#a$ng lag %a-a L-Jung Box n$la$n9al&1$ -a'$ 0,0"7
Ka'&na 2-&l $gn$+$(an .&.a%$ 1&l* la9a(, a(a -$la(*(an 2
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M2-&l ARIMA @0,!, *-a $gn$+$(an -an la9a( *n.*( -$la(*(an %&'aalan7
Time
infmalang
454035302520151051
3
2
1
0
-1
-2
Time Series Plot for infmalang(with forecasts an# their $5% confi#ence liits!
%&'()*+, &(' /('
0.531251 -0.6$86 1.6036
0.38$865 -0.$$630 1.603
0.38$865 -0.$$82 1.55
0.38$865 -0.$$$35 1.$08
0.38$865 -1.0008 1.8060
D$'aal(an %a-a 1*lan Ag*.* 0!" $n+la$ -$ K2.a Malang &1&a' 07"3!"! a.a*
-&ngan '&n.ang an.a'a #076486 a%a$ !76036 7
D$'aal(an %a-a 1*lan S&%.&1&' 0!" $n+la$ -$ K2.a Malang &1&a' 0738486" a.a*
-&ngan '&n.ang an.a'a #0744630 a%a$ !7603 7
D$'aal(an %a-a 1*lan O(.21&' 0!" $n+la$ -$ K2.a Malang &1&a' 0738486" a.a*
-&ngan '&n.ang an.a'a #07448 a%a$ !7"" 7
D$'aal(an %a-a 1*lan N2
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IFPR!"!LI##!
Year
Month
2015201420132012
JulJanJulJanJulJanJulJan
4
3
2
1
0
-1
-2
-3
Time Series Plot of IFPR!"!LI##!
K&.&'angan >
B&'-aa'(an time series plot-$ a.a, -a%a. -$(&.a*$ 1aa -a.a inflasi kota probolinggobulan januari 2012-juli 2015 &$l$($ %2la 2'$?2n.al (a'&na -a.a 21&'
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K&.&'angan >
Pl2. ACF -$g*na(an *n.*( &n&n.*(an 2'-& MA @7 Da'$ %l2. ACF -$(&.a*$ 1aa .$-a( a-a
lag (&l*a', &$ngga 2'-& *n.*( MA@ a-ala MA@07
PLOT PACF
Lag
PartialAutocorrelation
4035302520151051
1.0
0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0
Partial Autocorrelation Function for $IFF(with 5% significance liits for the "artial autocorrelations!
Pl2. PACF -$g*na(an *n.*( &n&n.*(an 2'-& AR @%7 Da'$ %l2. PACF -$(&.a*$ 1aa .&'-a%a.
! lag (&l*a' 9a$.* lag (&-*a, &$ngga 2'-& *n.*( AR@% a-ala AR@!7
Da.a $n+la$ .&la -$la(*(an -$+&'&n$ &1an9a( ! (al$7 S&$ngga 2'-& *n.*( d a-ala !7 M2-&l
ARIMA @%,-, 9g -$g*na(an a-ala ARIMA @!,!,07
UJI SIGNIFIKANSI
U)$ (&la9a(an 2-&l -a%a. -$la(*(an )$(a 2-&l .&la $gn$+$(an, &$ngga &1&l*
&la(*(an *)$ (&la9a(an a'* -$la(*(an *)$ $gn$+$(an$7
:$%2.&$ 9ang -$g*na(an -ala *)$ $gn$+$(an a-ala>:0 > M2-&l .$-a( $gn$+$(an
:! > M2-&l $gn$+$(an
Final Estimates of Parameters
Type Coef SE Coef T P
AR 1 0.1!07 0.15,, 1.1! 0.245
"ifferen#in$% 1 re$&lar 'ifferen#e
(&m)er of o)ser*ations% +ri$inal series 4,- after 'ifferen#in$ 42
Resi'&als% SS 4,.567, /)a#fore#asts e#l&'e'
S 1.0626 "F 41
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o'ifie' 3oPier#e /&n$3o CiS8&are statisti#
a$ 12 24 ,6 4!
CiS8&are 26.! 60.4 71.,
"F 11 2, ,5
P:al&e 0.005 0.000 0.000
Ka'&na %#
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Lag
Autocorrelation
4035302520151051
1.0
0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0
Autocorrelation Function for RESI1(with 5% significance liits for the autocorrelations!
S&.&la -$la(*(an 2
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0.4$243$ -1.11302 2.0$$0
0.4$0831 -1.123$ 2.10545
D$'aal(an %a-a 1*lan Ag*.* 0!" $n+la$ -$ K2.a P'212l$ngg2 &1&a' 076!!0"
a.a* -&ngan '&n.ang an.a'a #078"063 a%a$ 70" 7
D$'aal(an %a-a 1*lan S&%.&1&' 0!" $n+la$ -$ K2.a P'212l$ngg2 &1&a' 07"860!8
a.a* -&ngan '&n.ang an.a'a #074086 a%a$ 70806 7
D$'aal(an %a-a 1*lan O(.21&' 0!" $n+la$ -$ K2.a P'212l$ngg2 &1&a' 07"34
a.a* -&ngan '&n.ang an.a'a #!70!34 a%a$ 70!8 7
D$'aal(an %a-a 1*lan N2
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