Peramalan Nilai Ekspor Migas di Indonesia Menggunakan Model Fungsi Transfer dan ARIMAX

Misik, Nisrina Syadza (2025) Peramalan Nilai Ekspor Migas di Indonesia Menggunakan Model Fungsi Transfer dan ARIMAX. Other thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Perdagangan internasional memiliki peran penting dalam menunjang pertumbuhan ekonomi suatu negara, termasuk Indonesia yang memiliki potensi besar dalam ekspor migas. Namun, fluktuasi nilai ekspor migas sering kali dipengaruhi oleh faktor eksternal seperti harga komoditas, volume ekspor, nilai tukar mata uang, permintaan global, dan efek kalender. Oleh karena itu, diperlukan suatu metode peramalan yang dapat secara akurat memprediksi nilai ekspor migas di masa depan dengan mempertimbangkan faktor-faktor yang terjadi di pasar global. Penelitian ini bertujuan untuk menerapkan model peramalan nilai ekspor migas di Indonesia dengan menggunakan dua pendekatan utama, yaitu model fungsi transfer dan model ARIMAX. Model fungsi transfer digunakan untuk menganalisis hubungan antara volume ekspor migas sebagai variabel input dan nilai ekspor sebagai variabel output. Sementara itu, model ARIMAX digunakan untuk menangkap hubungan antara variabel dependen dengan variabel eksogen berupa variabel dummy variasi kalender akhir tahun yang dapat memengaruhi fluktuasi nilai ekspor migas. Beberapa penelitian terdahulu telah membandingkan kinerja model ARIMA, ARIMAX, fungsi transfer, dan beberapa pendekatan lainnya dalam konteks peramalan penjualan maupun indeks ekonomi. Penelitian ini melanjutkan pendekatan tersebut dengan menggunakan variabel input dan eksogen yang berbeda pada masing-masing model, untuk mengidentifikasi faktor yang paling signifikan memengaruhi nilai ekspor migas. Hasil dari penelitian menunjukkan bahwa model ARIMAX memberikan akurasi peramalan yang lebih baik dengan nilai MAPE sebesar 15,435% dibandingkan dengan model fungsi transfer yang memiliki nilai MAPE 16,633%. Oleh karena itu, nilai ekspor migas di Indonesia lebih dipengaruhi oleh tren waktu daripada volume ekspor migas.
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International trade plays a vital role in supporting the economic growth of a country, including Indonesia, which holds great potential in oil and gas exports. However, fluctuations in oil and gas export values are often influenced by external factors such as commodity prices, export volume, exchange rates, global demand, and calendar effects. Therefore, it is necessary to apply a forecasting method that can accurately predict the future value of oil and gas exports by considering the dynamics occurring in the global market. This study aims to implement a forecasting model for Indonesia’s oil and gas export values using two main approaches: the transfer function model and the ARIMAX model. The transfer function model is employed to analyze the relationship between oil and gas export volume as the input variable and export value as the output variable. Meanwhile, the ARIMAX model is used to capture the relationship between the dependent variable and an exogenous variable in the form of a calendar variation dummy representing year-end effects, which may influence export fluctuations. Previous studies have compared the performance of ARIMA, ARIMAX, transfer function models, and other forecasting approaches in the context of sales and economic index forecasting. This study builds upon those approaches by employing different input and exogenous variables in each model to identify which factors most significantly affect Indonesia's oil and gas export values. The results indicate that the ARIMAX model provides better forecasting accuracy, with a MAPE value of 15.435\%, compared to the transfer function model, which yields a MAPE of 16.633\%. This suggests that Indonesia’s oil and gas export values are more influenced by time-based trends than by export volume.

Item Type:	Thesis (Other)
Uncontrolled Keywords:	Ekspor migas, Peramalan, Fungsi Transfer, ARIMAX, Migas exports, Forecasting, Transfer Function, ARIMAX
Subjects:	Q Science Q Science > QA Mathematics Q Science > QA Mathematics > QA276 Mathematical statistics. Time-series analysis. Failure time data analysis. Survival analysis (Biometry) Q Science > QA Mathematics > QA280 Box-Jenkins forecasting
Divisions:	Faculty of Science and Data Analytics (SCIENTICS) > Mathematics > 44201-(S1) Undergraduate Thesis
Depositing User:	Nisrina Syadza Misik
Date Deposited:	31 Jul 2025 08:58
Last Modified:	31 Jul 2025 08:58
URI:	http://repository.its.ac.id/id/eprint/124904

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