Peramalan inflow dan outflow peredaran uang kwartal di Bank Indonesia cabang Jember

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. ================================================================================================================= 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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