Hanim, Yulia Masnunah (2015) Penerapan Regresi Time Series Dan Arimax Untuk Peramalan Inflow Dan Outflow Uang Kartal Di Jawa Timur, DKI Jakarta Dan Nasional. Undergraduate thesis, Institut Teknology Sepuluh Nopember.
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Abstract
Uang kartal yang beredar di masyarakat menjadi kebijakan Bank
Indonesia. Dalam upaya memenuhi kebutuhan uang kartal di
masyarakat, Bank Indonesia menyusun perencanaan kebutuhan uang.
Dalam perencanaan tersebut mempertimbangkan beberapa kejadian
yang mengakibatkan uang kartal meningkat yaitu menjelang hari raya,
libur dan pendaftaran sekolah, serta tahun baru. Menjelang Hari Raya
Idul Fitri terjadi kenaikan outflow namun setelah Hari Raya Idul Fitri
terjadi kenaikan inflow. Oleh karena itu dibutuhkan ramalan inflow dan
outflow dengan efek variasi kalender yang bisa menangkap efek Hari
Raya Idul Fitri. Tujuan dari penelitian ini yaitu meramalkan inflow dan
outflow di Jawa Timur, DKI Jakarta dan Nasional dengan metode
ARIMA, Regresi Time Series serta ARIMAX sebagai efek Variasi
Kalender dan sebagai Fungsi Transfer. Kriteria pemilihan model
terbaik berdasarkan nilai RMSE menunjukkan bahwa model Variasi
Kalender memberikan tingkat keakuratan yang lebih baik untuk
meramalkan outflow di Jawa Timur, DKI Jakarta dan Nasional, model
Regresi Time Series lebih bagus dalam meramalkan inflow di DKI
Jakarta, serta model Fungsi Transfer lebih bagus dalam meramalkan
inflow di Jawa Timur dan Nasional.
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Currency in Indonesia is one of the Bank Indonesia’s policy. To
meet the demand of currency, Bank Indonesia has predict the necessity
of currency. Some events has impact to this prediction such as Eidholiday,
school holiday, christmast and the new year holiday. Inflow has
increase after Idul Fitri but outflow has increase before Idul Fitri. So
that is necessary for forecasting inflow and outflow using calendar
variation effects that can capture the effect of Idul Fitri. The purpose of
this study is to predict an inflow and outflow in East Java, Jakarta and
National using ARIMA method, Time Series Regression, ARIMAX with
effects of Calendar Variation and Transfer Function. Based on RMSE
criteria, Calendar Variation is the best model for predicting outflow in
East Java, Jakarta and National. Time Series Regression model is the
best model for predicting inflow in Jakarta, and Transfer Function with
input IHK is the best model for forecasting inflow in East Java and
National.
| Item Type: | Thesis (Undergraduate) |
|---|---|
| Additional Information: | RSSt 519.536 Han p |
| Uncontrolled Keywords: | ARIMA, ARIMAX, Inflow, Outflow, Regresi, RMSE |
| 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: | 16 Oct 2019 03:50 |
| Last Modified: | 16 Oct 2019 03:50 |
| URI: | http://repository.its.ac.id/id/eprint/71208 |
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