PERAMALAN NILAI EKSPOR NON MIGAS BERDASARKAN NILAI TUKAR RUPIAH TERHADAP US DOLLAR DI PROVINSI JAWA TIMUR MENGGUNAKAN METODE FUNGSI TRANSFER

Kurniasari, Septiana Vera (2021) PERAMALAN NILAI EKSPOR NON MIGAS BERDASARKAN NILAI TUKAR RUPIAH TERHADAP US DOLLAR DI PROVINSI JAWA TIMUR MENGGUNAKAN METODE FUNGSI TRANSFER. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Provinsi Jawa Timur merupakan salah satu provinsi yang memiliki peranan strategis dalam ekspor non migas secara nasional. Salah satu faktor yang mempengaruhi penurunan ekspor non migas yaitu adanya perubahan nilai tukar rupiah terhadap US dollar. Apabila terjadi peningkatan nilai tukar rupiah terhadap US dollar, maka akan mengakibatkan penurunan nilai ekspor non migas di Provinsi Jawa Timur. Berdasarkan hal tersebut, maka pada penelitian ini dilakukan peramalan kegiatan ekspor non migas di Provinsi Jawa Timur menggunakan metode fungsi transfer dengan variabel input adalah nilai tukar rupiah terhadap US dollar. Hasil penelitian menunjukkan bahwa model peramalan terbaik yang didapatkan adalah model fungsi transfer dengan orde r = 0, s = 0, b = 9 yang artinya nilai ekspor non migas di Provinsi Jawa Timur dipengaruhi oleh nilai tukar rupiah terhadap US dollar sembilan bulan sebelumnya. Hasil peramalan pada tahun 2021 menunjukan nilai ekspor non migas di Provinsi Jawa Timur cenderung menurun. Berdasarkan plot time series antara hasil ramalan dan nilai aktual diketahui bahwa hasil ramalan tidak mendekati nilai aktual dan memiliki pola yang berbeda, diduga hal ini disebabkan karena variabel input yang digunakan kurang tepat digunakan dalam meramalkan niai ekspor non migas. Sehingga, penelitian selanjutnya disarankan menggunakan variabel input lainnya yang mempengaruhi nilai ekspor non migas di Provinsi Jawa Timur.
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East Java Province is one of the provinces that has a strategic role in national non-oil exports. One of the factors that influenced the decline in non-oil exports was the change in exchange rate of rupiah against US dollar. If there is an increase in the exchange rate of rupiah against the US dollar, it will result in the decrease of non-oil exports value in East Java Province. Based on this study, non-oil export activities were forecasted in East Java Province using transfer function method with input variable being rupiah exchange rate against US dollar. The results showed that the best forecasting model obtained was the transfer function model with an order of r = 0, s = 0, b = 9, which meant that the value of non-oil exports in East Java Province was influenced by the exchange rate of rupiah against US dollar in nine months earlier. Forecasting results in 2021 showed that non-oil exports value in East Java Province tended to decline. Based on the plot time series between the forecast results and the actual value, it is known that the forecast results are not close to the actual value and have a different pattern, presumably this is because the variables input used are not properly used in forecasting the value of non-oil exports. Thus, further research is recommended to use variables input other that affect the value of non-oil and gas exports in East Java Province.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Non-Oil and Gas Exports, Transfer Function, Rupiah Exchange Rate, Forecasting, East Java Province, Ekspor Non Migas, Fungsi Transfer, Nilai Tukar Rupiah, Peramalan, Provinsi Jawa Timur,
Subjects:	H Social Sciences > HA Statistics > HA30.3 Time-series analysis
Divisions:	Faculty of Vocational
Depositing User:	Septiana Vera Kurniasari
Date Deposited:	14 Aug 2021 09:40
Last Modified:	14 Aug 2021 09:40
URI:	http://repository.its.ac.id/id/eprint/86609

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