Model arch garch berdasarkan optimasi Kalman filter untuk peramalan inflasi k…

Inflation is one of the important indicators in assessing the economic stability of a region. Fluctuating inflation movements require a forecasting method that can model the nature of its volatility. This study aims to forecast inflation in Pekanbaru City using the ARCH GARCH model which is optimized with the Kalman Filter method. The research analysis begins with building the best ARIMA model.…