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One of the issues that triggers worlds lately is the increasing rate of the unemployment rate. Consequently, this research objective is to compare the most accurate forecast method and to find the most suitable period to predict the future of Malaysia's unemployment rate in 2016. There are five sets of Malaysia's unemployment rate and three forecasting methods being used which are Naïve, Simple Exponential Smoothing (SES) and Holt's method. The forecasting model was then selected based on thedoi:10.14419/ijet.v7i4.30.22365 fatcat:sumopqo4t5fwzmmrdbfenv6kpy