Pratiwi, Nurafisa Primadina (2019) Identifikasi Parameter Yang Berpengaruh Terhadap Peramalan Harga Emas Menggunakan Metode Arima (Autoregressive Integrated Moving Average). Other thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Investasi merupakan penanaman modal yang diharapkan dapat menghasilkan tambahan dana pada masa mendatang. Salah satu investasi yang sering digunakan adalah emas. Tugas Akhir ini menghasilkan ramalan harga emas menggunakan metode ARIMA (Autoregressive Integrated Moving Average) dengan data yang diperoleh dari World Gold Council. Selain memperoleh peramalan harga emas, hasil dari Tugas Akhir ini adalah untuk memodelan harga emas terhadap lima parameter yang mempengaruhi yaitu : permintaan emas, suku bunga sertifikat bank Indonesia, inflasi, harga minyak dunia, serta kurs dollar dengan menggunakan metode regresi linier berganda. Transformasi Cochrane Orcutt dilakukan untuk mengatasi residu yang tidak independen sehingga diperoleh model regresi linier berganda, dari model didapatkan bahwa harga emas dipengaruhi oleh Permintaan emas, Suku Bunga Sertifikat Bank Indonesia, Inflasi, Harga minyak dunia, dan Kurs Dollar.
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Investment is an capital investment that is expected to generate additional funds in the future. One investment that is often used is gold. This Final Project produces a forecast of gold prices using ARIMA with data obtained from the World Gold Council. In addition to obtaining gold price forecasting, the results of this Final Project are to model gold prices on five influencing parameters, namely: gold demand, bank Indonesia certificate interest rates, inflation, world oil prices, and dollar exchange rates using multiple linear regression methods. The Orcutt Cochrane transformation was carried out to overcome residuals that were not independent so that multiple linear regression models were obtained, from the obtained models showing that gold prices were influenced by Gold demand, Certificate of Bank Indonesia Rates, Inflation, World Oil Prices, and Dollar Exchange Rates.
| Item Type: | Thesis (Other) |
|---|---|
| Additional Information: | RSMa 519.535 Pra i-1 2019 |
| Uncontrolled Keywords: | ARIMA, Cochrane – Orcutt Transformation, Gold Prices, Multiple Linear Regression, Inflation |
| 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 Mathematics, Computation, and Data Science > Mathematics > 44201-(S1) Undergraduate Thesis |
| Depositing User: | Nurafisa Primadina Pratiwi |
| Date Deposited: | 26 May 2023 04:03 |
| Last Modified: | 26 May 2023 04:03 |
| URI: | http://repository.its.ac.id/id/eprint/64212 |
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