Ramadhasari, Jehana (2015) Peramalan Inflow Dan Outflow Bulanan Uang Kartal Bank Indonesia Menurut Efek Bencana Alam Dengan Model Time Series (Studi Kasus Bencana Alam Daerah Istimewa Yogyakarta). Undergraduate thesis, Institut Teknology Sepuluh Nopember.
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Abstract
Uang adalah alat pembayaran bagi pembelian barang-barang
dan jasa-jasa serta kekayaan berharga. Selain itu, uang merupakan
suatu benda yang berfungsi sebagai alat tukar, alat penyimpan nilai,
dan satuan hitung. Pada penelitian ini bertujuan untuk meramalkan
inflow dan outflow bulanan uang kartal pada Bank Indonesia
khususnya BI Daerah Istimewa Yogyakarta yang mengacu pada studi
kasus bencana alam di Yogyakarta seperti gunung meletus dan gempa
bumi. Metode peramalan semakin berkembang yaitu salah satunya
metode ARIMA, Regresi Time Series, ARIMAX Variasi Kalender, dan
Fungsi Transfer. Data yang digunakan adalah data sekunder berupa
data inflow dan outflow bulanan uang kartal yang diperoleh dari BI
wilayah Yogyakarta selama 12 tahun periode Januari 2003 sampai
dengan Desember 2014. Karakteristik inflow dan outflow uang kartal
Bank Indonesia Daerah Istimewa Yogyakarta dipengaruhi oleh adanya
variasi kalender yang disebabkan perayaan tahunan Hari Raya Idul
Fitri. Selain itu, juga terdapat efek musiman dari bulan-bulan tertentu
serta kebijakan-kebijakan baru yang ditetapkan oleh Bank Indonesia.
Model yang terpilih berdasarkan hasil perbandingan RMSE outsample
adalah pada data inflow dan outflow adalah model ARIMAX variasi
kalender.
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Money is a tool of payment for the purchase of goods and
services as well as precious wealth. In addition, money is an object that
serves as a medium of exchange, a store of value and unit of account.
The aims of this study is to predict monthly inflow and outflow of
currency at Bank Indonesia, especially BI Yogyakarta refers to a case
study in Yogyakarta natural disasters such as volcanic eruptions and
earthquakes. Recently, many forecasting methods already developed by
many researches such as ARIMA, Regression Time Series, ARIMAX
Variations Calendar, and Transfer Function methods. The data used is
secondary data monthly inflow and outflow of currency derived from BI
Yogyakarta region during the 12-year period January 2003 to
December 2014. The characteristics of the inflow and outflow of
currency Bank Indonesia Yogyakarta Special Region is affected by the
variations caused by calendar celebration the annual Eid al-Fitr. In
addition, there are also seasonal effects of certain months as well as
new policies set by Bank Indonesia. The results show that the best model
for forecasting the inflow and outflow data in BI Yogyakarta is ARIMAX
calender variations model.
| Item Type: | Thesis (Undergraduate) |
|---|---|
| Additional Information: | RSSt 511.526 Ram p |
| Uncontrolled Keywords: | ARIMA, ARIMAX Variasi Kalender, Fungsi Transfer, Inflow Outflow, Regresi Time Series. |
| Subjects: | H Social Sciences > HA Statistics > HA31.3 Regression. Correlation |
| Divisions: | Faculty of Mathematics and Science > Statistics > 49201-(S1) Undergraduate Thesis |
| Depositing User: | Mr. Tondo Indra Nyata |
| Date Deposited: | 25 Nov 2019 04:28 |
| Last Modified: | 25 Nov 2019 04:28 |
| URI: | http://repository.its.ac.id/id/eprint/72017 |
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