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ITS » Master Theses » Statistika - S2
Posted by aguss at 19/12/2008 17:54:04  •  4356 Views


THE ANALYSIS OF THE EFFECT OF IMPORT WPI CHANGES TO THE SEVEN CPI GROUPS IN INDONESIA BY IMPLEMENTING TRANSFER FUNCTION MODEL WITH OUTLIER DETECTION

Author :
SUDARMADI, DADAN 




ABSTRAK

Hasil penelitian ini menunjukkan bahwa IHPB impor hanya mempengaruhi enam dari tujuh kelompok IHK. Satu kelompok IHK yang tidak dipengaruhi IHPB impor yaitu IHK kelompok transportasi. Efek perubahan IHPB impor dirasakan oleh IHK bahan makanan pada lag pertama kelompok makanan jadi pada lag ke-tiga kelompok perumahan pada lag ke-lima kelompok sandang pada saat itu juga diikuti lag pertama kelompok kesehatan pada lag ke-dua dan kelompok pendidikan pada lag ke-tiga. Efek terbesar dari perubahan IHPB impor dirasakan oleh IHK kelompok bahan makanan. IHPB impor dan tujuh kelompok IHK merupakan variabel deret waktu dimana jenis hubungannya hanya satu arah yaitu IHPB impor mempengaruhi tujuh kelompok IHK. Lonjakan harga yang tidak semestinya menyebabkan outlier pada data IHK pada saat tertentu yang menyebabkan hasil analisis menjadi tidak reliable dan tidak valid. Berdasarkan pertimbangan tersebut maka penelitian ini menggunakan model fungsi transfer dengan deteksi outlier. Penelitian ini dimaksudkan untuk mengetahui hubungan antara harga impor dengan harga barang di tingkat konsumen serta besarnya efek yang diberikan. Analisis yang lebih spesifik sampai pada tingkat kelompok IHK menginformasikan kelompok mana yang paling rentan terhadap perubahan harga impor tersebut. Selama ini belum ada penelitian mengenai pengaruh harga barang impor terhadap harga barang di tingkat konsumen sampai pada kelompoknya. Keterkaitan pasar keuangan Indonesia dengan internasional menyebabkan perekonomian Indonesia sangat rentan terhadap guncangan faktor eksternal misalnya kenaikan harga minyak dunia melemahnya kurs dan masalah transportasi dapat menaikkan harga barang impor lambat laun akan mempengaruhi harga konsumen dalam negeri..


ABSTRACT

The results of this research show that Wholesale Prices Indices WPI of import only affect six groups of Consumer Price Indices CPI. One group not affected is transportation group. Changes effect received by foodstuff group at lag one prepared food group at third lag housing group at fifth lag clothing group at this time health group at second lag dan education group at third lag. The best effect received by foodstuff group. Import WPI and the seven groups of CPI are time series variables that only have one way relation in which the change of import WPI would affect to the seven groups of CPI. The price fluctuation due to the increasing of oil price in Indonesia lead to the emergent of outliers in CPI data in special circumstances. The outliers would make the analysis relatively not reliable and invalid. In order to overcome the problem this research implements Transfer Function Model with Outlier detection . The purpose of this research is to identify relationship between import price and consumer goods price as well as the effect of price changes of imported goods to the goods price in consumer level. The changes of imported goods price could diverse affects on each CPI groups thus the more specific analysis up to the groups is required in order to identify the susceptible group that most affected by the import price changing. So far there is only few research on the affect of the imported goods price towards consumer goods price up to its groups has been conducted. The connection between Indonesia and international financial market lead to the instability in Indonesias economy especially on external factor amazement example the increasing of world oil price the decreasing of the currency and transportation problems could increase the imported goods price which in long term would affect domestic consumer goods price.



KeywordsIHPB impor, IHK, model fungsi transfer, outlier
 
Subject:  Transformasi (matematika)
Contributor
  1. Drs. Kresnayana Yahya, M.Sc.
    Dr. Ir. Sasmito Hadi Wibowo, M.Sc.
Date Create: 19/12/2008
Type: Text
Format: pdf
Language: Indonesian
Identifier: ITS-Master-1306201716
Collection ID: 1306201716
Call Number: RTSt 511.326 Sud a


Source
Master Theses, Statistics, RTSt 511.326 Sud a, 2008

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