Peramalan Jumlah Outflow Setiap Pecahan Uang Kartal Di Bank Indonesia Kantor Perwakilan Surabaya Dengan Metode Regresi Time Series - Forecasting The Number Of Fractional Outflow At Bank Indonesia Surabaya Office Using Time Series Regression

Pertiwi, Violita (2016) Peramalan Jumlah Outflow Setiap Pecahan Uang Kartal Di Bank Indonesia Kantor Perwakilan Surabaya Dengan Metode Regresi Time Series - Forecasting The Number Of Fractional Outflow At Bank Indonesia Surabaya Office Using Time Series Regression. Diploma thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Outflow pecahan merupakan uang yang dikeluarkan Bank Indonesia ke bank umum berdasarkan pecahannya yang telah dikelompokkan menjadi dua yaitu untuk uang pecahan kecil terdiri dari Rp10.000 ke bawah dan uang pecahan besar terdiri dari Rp20.000 ke atas. Metode statistik yang digunakan pada penelitian ini yaitu metode peramalan regresi time series. Model yang digunakan ada 2 yaitu model pertama yang telah memenuhi asumsi tanpa memperhatikan signifikansi parameter. Sedangkan model kedua yaitu lanjutan dari model pertama dengan model yang signifikansi parameternya telah terpenuhi. Sumber data yang digunakan yaitu data sekunder dari Bank Indonesia tentang Jumlah outflow setiap pecahan di Kantor Perwakilan (KPw) Kota Surabaya, Variabel penelitian yang digunakan ada 7 yaitu pecahan uang kartal dari pecahan 100 ribu hingga seribu. Akan tetapi dalam analisis telah dibatasi hanya sampai pecahan 2 ribu, dikarenakan pecahan seribu sudah tidak berproduksi lagi untuk kedepannya. Hal tersebut dibuktikan dengan data yang semakin menurun. Variabel dummy yang digunakan ada dua yaitu dummy bulan dan dummy minggu. Hasil analisis yang didapatkan, model terbaik untuk peramalan pecahan 100 ribu menggunakan dummy bulan pada model 1, pecahan 50 ribu menggunakan dummy minggu pada model 1, pecahan 20, 10, 5 ribu menggunakan dummy minggu model 2 dan untuk pecahan 2 ribu menggunakan dummy bulan model 2. ======================================================================================================================== Fractional outflow is money spent by Bank Indonesia to commercial banks based on denominations which have been grouped into two, for small fractional consists of Rp10,000 down and banknotes consisting of Rp20,000 to the top. Statistical methods used in this research is the method of forecasting time series regression. The model used there are 2, of the first model to have met the assumptions regardless of parameter significance. While the second model is a continuation of the first model with a model that the significance of the parameters have been fulfilled. The data source used are secondary data from Bank Indonesia on the amount outflow of each fraction in the representative office (KPW) the city of Surabaya. Variables used in this study there were 7 in which a piece of currency denomination of 100 thousand to one thousand. But in the analysis had to be limited to a fraction of 2 thousand, because a thousand shards are no longer in production for the future. It is evidenced by the data of diminishing. Dummy variables used there two, dummy months and dummy week. The results of the analysis are obtained, the best model for forecasting fractions 100 thousand use the dummy in the model 1, fractions of 50 thousand using dummy week in model 1, fractions 20, 10 , 5 thousand uses dummy week model 2 and for fractions 2 thousand using a dummy in the model 2.

Item Type: Thesis (Diploma)
Additional Information: RSSt 519.535 Per p
Uncontrolled Keywords: Model Time Series, Kalender Variasi, Outflow Pecahan, Model time series, Kalendar Variations, Fractional Outflow
Subjects: H Social Sciences > HA Statistics > HA31.3 Regression. Correlation
Divisions: Faculty of Mathematics and Science > Statistics > 49401-(D3) Diploma 3
Depositing User: ansi aflacha
Date Deposited: 03 Jan 2020 07:29
Last Modified: 03 Jan 2020 07:29
URI: http://repository.its.ac.id/id/eprint/72522

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