Peramalan Volume Ekspor Migas dan Batu Bara di Indonesia Menggunakan Metode Exponential Smoothing

Noor, Wafirotul Madah (2023) Peramalan Volume Ekspor Migas dan Batu Bara di Indonesia Menggunakan Metode Exponential Smoothing. Other thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Setiap negara pada era globalisasi seperti saat ini tidak terlepas dari kegiatan perdagangan internasional. Pada saat pandemi COVID-19, Indonesia mengalami masa sulit yang hal ini berpengaruh terhadap pertumbuhan ekonomi Indonesia. Tingkat perdagangan internasional berupa ekspor merupakan salah satu cara untuk melihat kondisi ekonomi suatu negara di masa pandemi ini, termasuk Indonesia. Kegiatan ekspor merupakan salah satu variabel ekonomi makro terpenting yang menentukan apakah perekonomian suatu negara disebut perekonomian terbuka atau perekonomian tertutup. Ekspor menjadi salah satu sumber devisa terpenting bagi Indonesia sehingga perlu dilakukan suatu peramalan terhadap volume ekspor yaitu pada komoditas migas dan nonmigas, dimana produk nonmigas yang dimaksud adalah batu bara. Peramalan terhadap volume ekspor ini untuk mengetahui volume ekspor migas dan batu bara pada beberapa bulan ke depan. Penelitian ini bertujuan memperoleh model terbaik untuk meramalkan volume ekspor migas dan batu bara di Indonesia periode Januari hingga Juni tahun 2023 menggunakan metode Exponential Smoothing. Pada peramalan volume ekspor migas di Indonesia, metode peramalan yang terbaik adalah metode Holt’s Exponential Smoothing dengan parameter dari software Rstudio dan menghasilkan nilai MAPE sebesar 11,86%. Pada peramalan volume ekspor batu bara di Indonesia, metode peramalan yang terbaik adalah metode Holt’s Exponential Smoothing dengan parameter dari software Rstudio dan menghasilkan nilai MAPE sebesar 13,74%.
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Every country in the current era of globalization cannot be separated from international trade activities. During the COVID-19 pandemic, Indonesia was experiencing difficult times which affected Indonesia’s economic growth. The level of international trade in the form of exports is one way to see the economic condition of a country during this pandemic, including Indonesia. Export activity is one of the most important macroeconomic variables that determines whether a country’s economy is called an open economy or a closed economy. Exports are one of the most important sources of foreign exchange for Indonesia, so it is necessary to forecast the volume of exports for oil and gas and non-oil and gas commodities, where the non-oil and gas product in question is coal. This forecast for export volume is to determine the volume of oil and gas and coal exports in the next few months. This study aims to obtain the best model to predict the volume of oil and gas and coal exports in Indonesia from January to June 2023 using the Exponential Smoothing method. In forecasting the volume of oil and gas exports in Indonesia, the best forecasting method is the Holt’s Exponential Smoothing method with parameters from the Rstudio software and produces a MAPE value of 11,86%. In forecasting the volume of coal exports in Indonesia, the best forecasting method is the Holt’s Exponential Smoothing method with parameters from the Rstudio software and produces a MAPE value of 13,74%.

Item Type: Thesis (Other)
Uncontrolled Keywords: Forecasting, Exponential Smoothing, Export, Ekspor, Exponential Smoothing, Peramalan.
Subjects: H Social Sciences > HB Economic Theory > Economic forecasting--Mathematical models.
H Social Sciences > HG Finance
Q Science > QA Mathematics > QA276 Mathematical statistics. Time-series analysis. Failure time data analysis. Survival analysis (Biometry)
Divisions: Faculty of Science and Data Analytics (SCIENTICS) > Mathematics > 44201-(S1) Undergraduate Thesis
Depositing User: Noor Wafirotul Madah
Date Deposited: 10 Jan 2024 07:23
Last Modified: 10 Jan 2024 07:23
URI: http://repository.its.ac.id/id/eprint/100865

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