Anggraini, Riza Safitri Dwi (2022) Peramalan harga emas di PT. X menggunakan metode ARIMAX dengan model intervensi. Other thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Bagi sebagian masyarakat yang ingin berinvestasi jangka panjang, emas merupakan salah satu pilihan yang cukup menjanjikan karena harga emas akhir-akhir ini terus mengalami kenaikan dan memiliki risiko yang relatif rendah. Faktor-faktor yang memengaruhi harga emas meliputi faktor jangka pendek, seperti permintaan dan penawaran. Untuk meminimalkan kerugian, mengurangi keraguan pelaku bisnis terhadap nilai investasi emas, serta membantu pedagang emas dalam mengetahui waktu yang tepat untuk membeli emas saat harga rendah dan menjual emas saat harga tinggi, penelitian ini memberikan informasi berupa pemodelan dan hasil peramalan harga emas PT X di masa mendatang berdasarkan data harga sebelumnya menggunakan metode ARIMAX dengan model intervensi. Kenaikan harga emas pada tahun 2020 akibat terjadinya resesi ekonomi di Indonesia yang disebabkan oleh COVID-19 digunakan sebagai variabel prediktor. Hasil penelitian menunjukkan bahwa setelah terjadi resesi ekonomi di Indonesia pada Maret 2020, terdapat waktu tunda selama 4 hari hingga harga emas mengalami kenaikan, sedangkan pada Juni 2020 terdapat waktu tunda selama 7 hari hingga harga emas mengalami kenaikan. Hasil peramalan harga emas di PT X untuk tahun 2022 selama 14 hari ke depan menunjukkan bahwa harga emas relatif konstan pada kisaran Rp900.000.
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For some people who want to make long-term investments, gold is a promising option because its price has recently continued to increase and it carries relatively low risk. Factors that affect the price of gold include short-term factors such as supply and demand. To minimize losses, reduce business actors' uncertainty regarding the value of gold investments, and help gold traders determine the right time to buy gold when prices are low and sell gold when prices are high, this study provides information in the form of modeling and forecasting the future gold prices of PT X based on previous price data using the ARIMAX method with an Intervention Model, in which the increase in gold prices in 2020 due to the economic recession in Indonesia caused by COVID-19 is used as a predictor variable. The results of this study indicate that following the economic recession in Indonesia in March 2020, there was a 4-day time lag before gold prices increased, while in June 2020, there was a 7-day time lag before gold prices increased. The results of forecasting PT X's gold prices for the following 14 days in 2022 indicate that the price remained relatively constant at around Rp900,000.
| Item Type: | Thesis (Other) |
|---|---|
| Additional Information: | 519.535 Ang p-1 |
| Uncontrolled Keywords: | ARIMAX, COVID-19, Emas, Model Intervensi, ARIMAX, COVID-19, Gold, Intervention Model. |
| Subjects: | Q Science > QA Mathematics > QA280 Box-Jenkins forecasting |
| Divisions: | Faculty of Vocational > 49501-Business Statistics |
| Depositing User: | magang . |
| Date Deposited: | 06 Oct 2026 04:12 |
| Last Modified: | 06 Oct 2026 04:12 |
| URI: | http://repository.its.ac.id/id/eprint/145316 |
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