Estimasi Jumlah Proyek Penanaman Modal Asing Sektor Pertambangan Menggunakan Analisis Intervensi-Kalman Filter

Purwirahayu, Juwita Ardiyanti (2024) Estimasi Jumlah Proyek Penanaman Modal Asing Sektor Pertambangan Menggunakan Analisis Intervensi-Kalman Filter. Other thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Pertumbuhan jumlah proyek Penanaman Modal Asing (PMA) sektor pertambangan di Indonesia memperlihatkan peningkatan hingga 90% pada triwulan pertama tahun 2023. Adanya peningkatan pada jumlah proyek PMA tersebut disebabkan oleh faktor kebijakan pemerintah Indonesia, yaitu Peraturan Pemerintah Pengganti Undang�Undang (Perppu) Nomor 2 Tahun 2022 atau yang dikenal dengan Perppu Cipta Kerja. Dengan demikian, dilakukan peramalan jumlah proyek PMA sektor pertambangan untuk memungkinkan upaya penyesuaian kebijakan yang responsif guna meningkatkan investasi, menciptakan lingkungan bisnis yang mendukung, menjamin pertumbuhan ekonomi berkelanjutan, serta mengidentifikasi peluang dan tantangan potensial di masa mendatang. Penelitian pada Tugas Akhir ini menggunakan metode Analisis Intervensi dan Analisis Intervensi-Kalman Filter. Model Analisis Intervensi terbaik diperoleh yaitu model ARIMA(1,1,1) dimana orde intervensi ditetapkan pada b = 1, s = 2, dan r = 0. Setelah diperoleh model analisis intervensi terbaik, dilakukan estimasi menggunakan Kalman Filter. Hasil Mean Absolute Percentage Error (MAPE) dari model Analisis Intervensi adalah 23,6155%, sedangkan dari Analisis Intervensi-Kalman Filter adalah 0,27885%.

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The growth in the number of Foreign Investment (PMA) projects in the mining sector in Indonesia shows an increase of up to 90% in the first quarter of 2023. This increase in the number of PMA projects is caused by Indonesian government policy factors, namely Government Regulation in Lieu of Law (Perppu) Number 2 of 2022 or what is known as the Job Creation Perppu. Thus, forecasting of the number of FDI projects in the mining sector is carried out to enable responsive policy adjustments to increase investment, create a supportive business environment, ensure sustainable economic growth, and identify potential opportunities and challenges in the future. The research in this final project uses the Intervention Analysis and Intervention Analysis-Kalman Filter methods. The best intervention analysis model obtained is the ARIMA(1,1,1) model where the intervention order is set at b = 1, s = 2, and r = 0. After obtaining the best intervention analysis model, estimation is carried out using the Kalman Filter. The Mean Absolute Percentage Error (MAPE) result from the Intervention Analysis model is 23,6155%, while from the Intervention Analysis-Kalman Filter it is 0,27885%.

Item Type:	Thesis (Other)
Uncontrolled Keywords:	Analisis intervensi, kalman filter, kebijakan pemerintah, penanaman modal asing, sektor pertambangan, Intervention analysis, Kalman Filter, government policy, foreign investment, mining sector
Subjects:	Q Science > QA Mathematics Q Science > QA Mathematics > QA276 Mathematical statistics. Time-series analysis. Failure time data analysis. Survival analysis (Biometry) Q Science > QA Mathematics > QA401 Mathematical models. Q Science > QA Mathematics > QA402.3 Kalman filtering.
Divisions:	Faculty of Science and Data Analytics (SCIENTICS) > Mathematics > 44201-(S1) Undergraduate Thesis
Depositing User:	JUWITA ARDIYANTI PURWIRAHAYU
Date Deposited:	06 Aug 2024 06:46
Last Modified:	06 Aug 2024 06:46
URI:	http://repository.its.ac.id/id/eprint/112506

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