Implementasi Peramalan Harga Emas Berbasis Web Yang Didasarkan Pada Hasil Analisis Pengaruh Harga Minyak, Nilai Tukar Mata Uang, Dan Indeks Standard & Poor

Tyas, Sasmi Hidayatul Yulianing (2015) Implementasi Peramalan Harga Emas Berbasis Web Yang Didasarkan Pada Hasil Analisis Pengaruh Harga Minyak, Nilai Tukar Mata Uang, Dan Indeks Standard & Poor. Undergraduate thesis, Institut Technology Sepuluh Nopember.

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Abstract

Emas merupakan salah satu objek investasi yang paling diminati. Hal ini ditunjukkan oleh Indeks Dow Jones pada tahun 2014 yang mengindikasikan bahwa 12% dari keseluruhan investasi melibatkan objek emas. Di lain pihak, sejumlah penelitian menunjukkan bahwa harga emas dipengaruhi oleh beberapa variabel lain seperti harga minyak (Europe Brent Spot Price FOB dan Chusing OK WTI Spot Price FOB), nilai tukar mata uang USD terhadap mata uang lainnya (AUD, GBP, CAD, INR, dan EUR), dan indeks Standard & Poor (indeks SP). Dengan demikian, aplikasi peramalan yang didasarkan pada hasil analisis pengaruh beberapa variabel tersebut terhadap harga emas sangat diperlukan untuk membantu para investor dalam memprediksi keuntungan yang dapat diperoleh dalam berinvestasi emas. Dalam Tugas Akhir ini, analisis pengaruh variabel independen (harga minyak, nilai tukar mata uang USD terhadap beberapa mata uang lainnya), dan indeks SP terhadap harga emas sebagai variabel dependen dilakukan menggunakan metode regresi linier berganda. Analisis dilakukan untuk beberapa komposisi perbandingan data pelatihan dan data pengujian menggunakan data vi yang diperoleh dari berbagai sumber dalam rentang waktu mulai tanggal 2 Januari 2013 sampai dengan tanggal 31 Desember 2014. Hasil perhitungan regresi kemudian digunakan untuk melakukan analisis pengaruh dan hubungan antar variabel melalui dua jenis pengujian, yaitu uji goodness of fit (yang terdiri dari penentuan koefisien determinasi, uji t, dan uji f) dan uji asumsi klasik (yang terdiri dari uji normalitas, uji otokorelasi, uji multikolinieritas, dan uji heterokesdatisitas). Aplikasi peramalan berbasis Web kemudian dibangun berdasarkan hasil analisis yang memberikan nilai mean absolute percentage error (MAPE) terendah. Hasil analisis menunjukkan bahwa pada dasarnya semua variabel independen (harga minyak, nilai tukar mata uang, dan indeks SP) mempunyai pengaruh yang cukup signifikan terhadap harga emas. Selain itu, hasil analisis menunjukkan bahwa walaupun variabel harga minyak WTI terindikasi mempunyai pengaruh yang lemah terhadap harga emas, tetapi keberadaannya dapat mempengaruhi kualitas hasil peramalan, sehingga variabel tersebut tidak dapat diabaikan. Dari hasil analisis tersebut, aplikasi peramalan harga emas berbasis Web kemudian diimplementasikan berdasarkan komposisi perbandingan data pelatihan dan data pengujian sebesar 90%:10% yang menghasilkan nilai MAPE terendah sebesar 14,73%. ======================================================================================================= Gold is becoming one of the most attractive investment object. This is shown by Dow Jones Indexes in 2014 which indicated that gold usage in investment is 12% of the total investment objects. On the other hand, some studies found that the gold price is influenced by some other variables, such as oil prices (Europe Brent Spot Price FOB and Chusing OK WTI Spot Price FOB), exchange rates of USD against other currencies (AUD, GBP, CAD, INR , and EUR), and the Standard & Poor's (SP) indexes. Therefore, a forecasting application based on analytical results of the influence of several variables on the price of gold is needed to assist investors in predicting the profits to be gained in gold investment. In this final project, the analysis of the influence of the independent variables (oil prices, exchange rates of USD against some other currencies, and the SP indexes) on the price of gold as the dependent variable was performed using multiple linear regression method. The analysis was performed at some ratio of training and testing data using data that was obtained from various sources ranging from January 2, 2013 until December 31, 2014. Results of the regression computation procedure are then used to analyze the influence and relationship among variables through two types of testing; i.e., the goodness of fit test consisting of the setting of the coefficient determination, t and f tests viii as well as classical assumptions consisting of normality, autocorrelation, multicolinearity, and heterocesdatisity tests. Finally, a web-based forecasting application is then built based on the analysis results having the lowest mean absolute percentage error (MAPE). The analysis results showed that essentially all independent variables (i.e., oil prices, exchange rates, and SP indexes) have a significant influence on the gold price. Although, the analysis results showed that WTI oil price variable has indicated a weak influence on the gold price, but its presence still influences the quality of forecasting results, and hence this variable can not be excluded. A web-based application of gold price forecasting is then implemented based on the composition ratio of 90%:10% between training and testing data that produces the lowest MAPE value of 14.73%.

Item Type: Thesis (Undergraduate)
Additional Information: RSSI 005.1 Tya i
Uncontrolled Keywords: aplikasi peramalan, pengaruh, investasi, harga emas, harga minyak, nilai tukar mata uang, indeks SP, metode regresi linier berganda.
Subjects: T Technology > TK Electrical engineering. Electronics Nuclear engineering > TK5105.888 Web sites--Design.
Divisions: Faculty of Information Technology > Information System > (S1) Undergraduate Theses
Depositing User: Mr. Tondo Indra Nyata
Date Deposited: 29 Oct 2019 02:32
Last Modified: 29 Oct 2019 02:32
URI: http://repository.its.ac.id/id/eprint/71474

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