Peramalan Inflow Dan Outflow Bulanan Uang Kartal Di Kantor Perwakilan Bank Indonesia Wilayah Iv Menggunakan REGRESI TIME SERIES Dan ARIMAX

Masun, Nunun Hilyatul (2015) Peramalan Inflow Dan Outflow Bulanan Uang Kartal Di Kantor Perwakilan Bank Indonesia Wilayah Iv Menggunakan REGRESI TIME SERIES Dan ARIMAX. Undergraduate thesis, Institut Technology Sepuluh Nopember.

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Abstract

Uang kartal memegang peran penting dalam transaksi ekonomi masyarakat Indonesia. Dalam rangka menjamin ketersediaan uang kartal, Bank Indonesia perlu menyusun perencanaan kebutuhan dan pengadaan uang kartal. Kebutuhan uang kartal salah satunya dapat ditinjau dari aliran uang kartal yang melalui Bank Indonesia. Oleh karena itu, dilakukan pemodelan dan peramalan inflow dan outflow uang kartal di KPw BI Wilayah IV dengan metode ARIMA, regresi time series dan ARIMAX. Data yang digunakan adalah data inflow dan outflow bulanan uang kartal di KPw BI Surabaya, Malang, Kediri dan Jember dengan periode pengamatan Januari 2003 hingga Desember 2014. Berdasarkan nilai RMSE dan sMAPE out sample terkecil, model ARIMA merupakan model terbaik untuk meramalkan outflow uang kartal di KPw BI Surabaya dan model ARIMAX gabungan untuk KPw BI Malang, Kediri, dan Jember. Model peramalan terbaik untuk inflow uang kartal di KPw BI Surabaya, Malang, Kediri, dan Jember secara berturut-turut adalah model variasi kalender, fungsi transfer, ARIMA, dan regresi time series. Hasil penelitian ini menunjukkan bahwa model yang lebih kompleks belum tentu menghasilkan ramalan yang lebih akurat seperti pada hasil M3 competition. ======================================================================================================== Currency plays an important role in economic transactions of Indonesian society. In order to guarantee the availability of currency, Bank Indonesia needs to develop demand and procurement planning of currency. The purpose of this study is to get model and predict inflow and outflow of currency in KPW BI Region IV with ARIMA method, time series regression and ARIMAX. The data which is used is monthly inflow and outflow of currency in KPW BI Surabaya, Malang, Kediri and Jember with the observation period starting from January 2003 to December 2014. Based on the smallest values of out-sample RMSE and sMAPE, ARIMA is the best model to predict the outflow of currency in KPW BI Surabaya and ARIMAX for KPW BI Malang, Kediri and Jember. The best forecasting model for inflow of currency in KPW BI Surabaya, Malang, Kediri and Jember chronologically as follows are calendar variation model, transfer function, ARIMA, and time series regression. These results indicate that the more complex models may not necessarily produce a more accurate forecast as the result of M3 competition.

Item Type: Thesis (Undergraduate)
Additional Information: RSSt 519.536 Mas p
Uncontrolled Keywords: Inflow Uang Kartal, Outflow Uang Kartal ARIMA, ARIMAX, Variasi Kalender, Fungsi Transfer.
Subjects: H Social Sciences > HA Statistics > HA30.3 Time-series analysis
Divisions: Faculty of Mathematics and Science > Statistics > 49201-(S1) Undergraduate Thesis
Depositing User: Mr. Tondo Indra Nyata
Date Deposited: 15 Oct 2019 03:33
Last Modified: 15 Oct 2019 03:33
URI: http://repository.its.ac.id/id/eprint/71181

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