Penerapan Regresi Time Series Dan Arimax Untuk Peramalan Inflow Dan Outflow Uang Kartal Di Jawa Timur, DKI Jakarta Dan Nasional

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. ======================================================================================================= 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 > (S1) Undergraduate Theses
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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