Jakaria, Rio Primary Author mixed material bibliography Bandung Magister Statistika Terapan 2010 id Indonesia

xii,;51hlm,;29 cm Transfer function model identification method that widely used is the prewhitening method that proposed by Box and Jenkins (1976) but still has several backward, such as subjectivity in determining ARIMA order of input, its noise and lag order of the transfer function. The purpose of this paper is to apply automatic modeling for ARIMA that proposed by Gomez-Maravall on the prewhitening method of transfer function identification that proposed by Box and Jenkins. The automatic mode ling means that the mode ling process is fully computerize include process to determine differencing order and ARMA order of both regular and seasonal model so can eliminate subjectivity element when investigating ACF, PACF plot in determining ARMA order. At the end of this paper, a case study on modeling of inflation with one input, one-month SBI interest rate, using the identification stage that has been applied automatic method on ARIMA modeling were done. The purpose of this modeling is to determine lag of the one-month SBI interest rate policy on inflation. Jakaria, Rio Automatic Modeling, ARIMA, Transfer Functions, Ide 519.53 Jak i/.14.116 Perpustakaan Universitas Padjadjaran Kementerian Riset Teknologi dan Pendidikan Tinggi 519.53 Jak i/.14.116 01001100700152 Perpustakaan Pusat (REF.14.116) 519.53 Jak i/.14.116 20%252Fscan0001.jpg.jpg 10991 2017-04-01 15:44:34 2018-06-29 10:47:40 machine generated