ARIMA MODEL OF OUTLIER DETECTION FOR FORECASTING CONSUMER PRICE INDEX (CPI)

The Consumer Price Index (CPI) is a indicator used by Badan Pusat Statistik (BPS) which describes the average change in prices paid urban consumers for market basket of consumer goods and services certain period. case on Probolinggo City, if increase then describe inflation occurs conversely. City not fixed. This study to forecast that results can be as one considerations carrying out economic development future. Research focused data from January 2014 April 2022. Methodology implemented this Autoregressive Integrated Moving Average (ARIMA). Result show ARIMA without an outlier was best model predicting next 8 months. shows value MAPE . forecasting each month has decreased increased so significantly where May 2022 108,391 June became 108,411 until December using 107,845.