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Comparison of ARIMA, SSA, and ARIMA – SSA hybrid model performance in Indonesian economic growth forecasting

Fajar, Muhammad and Hartini, Sri (2020): Comparison of ARIMA, SSA, and ARIMA – SSA hybrid model performance in Indonesian economic growth forecasting. Published in: The 2020 Asia-Pacific Statistics Week (16 June 2020)

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Abstract

The aim of this research is to compare among the performance of ARIMA, Singular Spectrum Analysis (SSA), and ARIMA-SSA hybrid model which is applied to Indonesian economic growth forecasting. Data used in this research is economic growth (quarter to quarter, q to q) 1983 Q2 – 2018Q2 taken from Badan Pusat Statistik (BPS). The result of this research concludes that ARIMA-SSA hybrid method shows a better performance in economic growth forecasting compared to ARIMA and SSA based on the RMSE results.

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