install.packages("forecast")
install.packages("tseries")
install.packages("foreign")
install.packages("readxl")
install.packages("normwhn.test")
install.packages("tsoutliers")


library('ggplot2')
library('forecast')
library('tseries')
library("foreign")
library("readxl")
library("tsoutliers")
library("normwhn.test")


#1. Persiapan Data
inf<-read.csv(choose.files(),sep=";",header=TRUE)

#summary statistik
summary(inf)
(inf)
#2. Stationerity
adf.test(inf$Inflasi, alternative = "stationary")
Acf(inf$Inflasi, main='')
Pacf(inf$Inflasi, main='')

#3. Diferensiasi
Inf1 = diff(inf$Inflasi, differences = 1)
plot(Inf1,type="o")
adf.test(Inf1, alternative = "stationary")


#4 Orderlag
Acf(Inf1, main='')
Pacf(Inf1, main='')

#5. Estimation
fit_1 <- arima(inf$Inflasi, order = c(1,0,1))
fit_2 <- arima(inf$Inflasi, order = c(1,0,2))
fit_3 <- arima(inf$Inflasi, order = c(2,0,1))
fit_4 <- arima(inf$Inflasi, order = c(2,0,2))

summary(fit_1)
summary(fit_2)
summary(fit_3)
summary(fit_4)

#evaluation Model
jarque.bera.test(residuals(fit_1))
jarque.bera.test(residuals(fit_2))
jarque.bera.test(residuals(fit_3))
jarque.bera.test(residuals(fit_4))

whitenoise.test(residuals(fit_1))
whitenoise.test(residuals(fit_2))
whitenoise.test(residuals(fit_3))
whitenoise.test(residuals(fit_4))

Box.test (residuals(fit_1), lag = 1, type = "Ljung")
Box.test (residuals(fit_2), lag = 1, type = "Ljung")
Box.test (residuals(fit_3), lag = 1, type = "Ljung")
Box.test (residuals(fit_4), lag = 1, type = "Ljung")

Acf(residuals(fit_1), main='')
Pacf(residuals(fit_1), main='')
Acf(residuals(fit_2), main='')
Pacf(residuals(fit_2), main='')
Acf(residuals(fit_3), main='')
Pacf(residuals(fit_3), main='')
Acf(residuals(fit_4), main='')
Pacf(residuals(fit_4), main='')

#7. Forecast
fcast <- forecast(fit_4, h=12)
plot(fcast)
fcast

fcast1<-data.frame(fcast)
install.packages("writexl")
library("writexl")
write_xlsx(fcast1,"D:\\file name.xlsx")