Forecasting The Price of Red Bird's Eye Chili in Southeast Sulawesi Province Containing Outlier Data Using ARIMA Method with Iterative Procedure

Astrid Widyaningsih; Makkulau Makkulau; Lilis Laome

doi:10.20956/j.v22i2.47549

Authors

Astrid Widyaningsih Department of Statistics, Halu Oleo University, Kendari, Indonesia
Makkulau Makkulau Department of Statistics, Halu Oleo University, Kendari, Indonesia
Lilis Laome Department of Statistics, Halu Oleo University, Kendari, Indonesia

DOI:

https://doi.org/10.20956/j.v22i2.47549

Keywords:

ARIMA, Forecasting, Red Bird's Eye Chili, Ourlier, Innovation Outlier, MSE

Abstract

The price of red bird's eye chili in Southeast Sulawesi Province often experiences fluctuations that are detrimental to farmers. This study aims to forecast the price of red bird's eye chili using the ARIMA model and to correct outliers that affect the model’s accuracy. The ARIMA(2,1,1) model was selected as the best-fitting model after detecting and correcting four innovational outliers (IO). The correction process resulted in a decrease in the Mean Squared Error (MSE) from 50,602,363 to 38,245,864. The 20-week-ahead forecast indicates a downward trend in prices, with increasingly stable prediction intervals. This method proves effective in improving model accuracy and providing more reliable information for decision-making.

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