Penzary, Arlyn Sekar (2015) Peramalan inflow dan outflow peredaran uang kwartal di Bank Indonesia cabang Jember. Diploma thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Hampir setiap negara mempunyai lembaga yang bertugas untuk
melaksanakan fungsi otoritas moneter. Di Indonesia fungsi tersebut
dilaksanakan oleh Bank Indonesia. Agar dapat menentukan kebijakan
terhadap proses uang keluar dan uang masuk pada Bank Indonesia,
maka dilakukan pemantauan terhadap inflow dan outflow uang kartal di
Bank Indonesia. Salah satu cara pemantauan tersebut dilakukan dengan
meramalkan inflow dan outflow uang kartal Bank Indonesia. Maka
dilakukan peramalan inflow dan outflow uang kartal untuk
mengoptimalkan peredaran uang di Bank Indonesia cabang Jember. Dari
hasil penelitian ini diharapkan mampu memberikan tambahan informasi
kepada Bank Indonesia dalam meramalkan inflow dan outflow uang
kartal. Selain itu juga dapat berfungsi untuk mengoptimalkan peredaran
uang di Bank Indonesia cabang Jember. Metode yang digunakan dalam
penelitian ini adalah ARIMA dan Regresi Time Series. Dari kedua
metode tersebut dipilih model terbaik berdasarkan kriteria kebaikan
model menggunakan RMSE. Rata-rata inflow uang kartal yang paling
tinggi terjadi pada hari Selasa. Rata-rata outflow uang kartal mengalami
kenaikkan paling tinggi pada hari Jumat. Untuk meramalkan inflow
tahun 2015 digunakan model 2 Regresi Time Series dan untuk
meramalkan outflow tahun 2015 digunakan model 1 Regresi Time
Series.
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Almost every country has institutions that carry out the functions
assigned to the monetary authority. In Indonesia, the function is
implemented by Bank Indonesia. In order to determine the policy of the
process of money out and money coming in Bank Indonesia, then
monitoring the inflow and outflow of currency in Bank Indonesia. One
way of monitoring is carried out by predicting the inflow and outflow of
currency Bank Indonesia. In this research only focused on Bank
Indonesia, Jember region. Then made forecasting the inflow and outflow
of currency to optimize the circulation of money in Bank Indonesia
branch of Jember. From the results of this research are expected to
provide information to Bank Indonesia in predicting the inflow and
outflow of currency. It can also serve to optimize the circulation of
money in Bank Indonesia branch of Jember. The method used in this
research are ARIMA and Time Series Regression. Of both methods is
selected the best model based on criteria of goodness model using
RMSE. The average inflow of currency which is highest on Tuesday. On
average outflow of currency experienced the highest rise on Friday. To
forecast the inflow in 2015 used model of inflow in 2014 with Time
Series Regression models 2 and to predict outflow in 2015 used the
model 2014 with Time Series Regression models 1.
| Item Type: | Thesis (Diploma) |
|---|---|
| Additional Information: | RSSt 511.326 Pen p |
| Uncontrolled Keywords: | ARIMA; Bank Indonesia; Inflow; Outflow; Time Series Regresi; Uang Kartal |
| Subjects: | Q Science > QA Mathematics > QA353.K47 Kernel functions (analysis) |
| Divisions: | Faculty of Mathematics and Science > Statistics > 49401-(D3) Diploma 3 |
| Depositing User: | - Taufiq Rahmanu |
| Date Deposited: | 24 Jun 2019 08:05 |
| Last Modified: | 24 Jun 2019 08:05 |
| URI: | http://repository.its.ac.id/id/eprint/63209 |
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