Prediksi Produk Domestik Regional Produk (PDRB) Provinsi Jawa Timur Menggunakan Model Vector Autoregressive (VAR)

Pertiwi, Adhikirana Paramesti Samudra (2024) Prediksi Produk Domestik Regional Produk (PDRB) Provinsi Jawa Timur Menggunakan Model Vector Autoregressive (VAR). Other thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Produk Domestik Regional Bruto (PDRB) merupakan salah satu indikator dalam poros perputaran ekonomi suatu daerah. Nilai PDRB dihitung berdasarkan jumlahan dari sektor-sektor usaha yang berpengaruh dalam produk barang dan jasa pada suatu daerah. Pada penelitian ini data yang digunakan adaalah data time series pertumbuhan PDRB, Sektor Pertanian, Sektor Perdagangan, dan Sektor Industri Pengolahan di Provinsi Jawa Timur sejak triwulan I tahun 1989 hingga triwulan I tahun 2023, alasan dipilihnya ketiga sektor tersebut karena memiliki nilai korelasi yang besar terhadap nilai PDRB Jawa Timur. Pada penelitian ini dilakukan peramalan menggunakan metode VAR terhadap PDRB, Sektor Pertanian, Sektor Perdagangan, dan Sektor Industri Pengolahan di Provinsi Jawa Timur yang merupakan provinsi dengan pengaruh besar pada pertumbuhan ekonomi Indonesia. Metode VAR dipilih karena merupakan model peramalan data multivariat dengan variabel pengamatan yang saling berhubungan. Pada hasil penelitian, model VAR(3) dengan pengaruh intervensi merupakan model yang baik dalam meramalkan pertumbuhan PDRB, Sektor Pertanian, Sektor Perdagangan, dan Sektor Industri Pengolahan Provinsi Jawa Timur dan dapat dengan baik menjelaskan keterhubungan antar variabel pengamatan. Model yang dihasilkan pada penelitian ini baik digunakan dalam meramalkan PDRB karena memiliki nilai MAPE yang relatif kecil yakni bernilai 16,63%, selain itu didapatkan bahwa PDRB memiliki pengaruh besar terhadap masing-masing sektor.
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The Gross Regional Domestic Product (GRDP) serves as a crucial indicator within the framework of a region's economic dynamics. The GRDP value is computed based on the aggregate of business sectors that influence the production of goods and services within a given region. In this study, the dataset employed comprises time series data reflecting the growth of GRDP, the Agricultural Sector, the Trade Sector, and the Manufacturing Industry Sector in East Java Province from the first quarter of 1989 to the first quarter of 2023. The rationale behind selecting these three sectors lies in their substantial correlation with the GRDP of East Java. The research employs forecasting using the Vector Autoregressive (VAR) method for GRDP, the Agricultural Sector, the Trade Sector, and the Manufacturing Industry Sector in East Java Province—a region significantly impacting Indonesia's economic growth. The VAR method is chosen due to its status as a multivariate data forecasting model with interconnected observation variables. The research findings indicate that the VAR(3) model, incorporating intervention effects, effectively predicts the growth of GRDP and the aforementioned sectors in East Java Province. It aptly elucidates the interdependencies among the observed variables. The model derived from this research proves suitable for GRDP prediction, given its relatively low Mean Absolute Percentage Error (MAPE) of 16.63%. Moreover, it reveals that GRDP exerts a substantial influence on each respective sector.

Item Type:	Thesis (Other)
Uncontrolled Keywords:	VAR, PDRB, Peramalan
Subjects:	Q Science > QA Mathematics > QA276 Mathematical statistics. Time-series analysis. Failure time data analysis. Survival analysis (Biometry) Q Science > QA Mathematics > QA280 Box-Jenkins forecasting Q Science > QA Mathematics > QA401 Mathematical models.
Divisions:	Faculty of Science and Data Analytics (SCIENTICS) > Mathematics > 44201-(S1) Undergraduate Thesis
Depositing User:	Pertiwi Adhikirana Paramesti Samudra
Date Deposited:	20 Feb 2024 04:52
Last Modified:	20 Feb 2024 04:52
URI:	http://repository.its.ac.id/id/eprint/107200

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