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Abstract

Penelitian ini bertujuan membandingkan performa model Autoregresif Integrated Moving Average (ARIMA) dan eksponensial smoothing Error, Trend, Seasonal (ETS) pada peramalan harga bulanan Crude Palm Oil (CPO). Data yang digunakan dari Juni 1992 sampai Juni 2022. Data harga CPO tidak stationer pada data level tetapi stationer pada data difference pertama. Berdasarkan kriteria AIC, BIC, RMSE dan MAPE terkecil model ARIMA lebih baik dalam menggambarkan pola harga CPO dibandingkan model ETS. Diperlukan kebijakan yang komprehensif sehingga harga CPO tetap stabil.

Article Details

How to Cite
Sihombing, P. R., Lestari, W. P., Nursaskiawati, M. A., & Indryani, E. (2022). Perbandingan Performa ETS dan ARIMA dalam Pemodelan Harga CPO. Jurnal Ekonomi Dan Statistik Indonesia, 2(2), 207-211. Retrieved from http://jurnaljesi.com/index.php/jurnaljesi/article/view/91

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