Putri, Aninda Prisa Riestian (2015) Peramalan inflow dan outflow dengan metode regresi time series dan ARIMA untuk optimalisasi peredaran uang di Bank Indonesia Cabang Malang. Diploma thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Penelitian ini mengangkat permasalahan Bank Indonesia
mengenai kondisi ekonomi yang penuh ketidakstabilan dan
ketidakpastian yang cenderung mendorong agen ekonomi untuk
memegang uang kartal guna berjaga-jaga dalam jumlah uang
yang lebih besar. Sehingga perlunya peramalan yang baik untuk
mendapatkan jumlah inflow dan outflow uang kartal yang beredar
di Bank Indonesia khususnya cabang Malang. Metode yang
digunakan dalam penelitian ini adalah Regresi Time Series dan
ARIMA. Berdasarkan kedua metode tersebut dipilih model
terbaik berdasarkan kriteria kebaikan model menggunakan
RMSE. Dari hasil penelitian terlihat bahwa inflow mengalami
kenaikan pada hari Selasa, Rabu, dan minggu kedua. Sedangkan
outflow mengalami kenaikan pada hari Jumat dan minggu
keempat. Model Regresi Time Series menunjukkan bahwa data
inflow dan outflow dipengaruhi oleh dummy hari, minggu, bulan,
dan dummy lebaran. Pengaruh efek Idul Fitri 10 hari karja untuk
inflow setelah lebaran dan untuk outflow sebelum lebaran. Model
ARIMA untuk inflow dan outflow hanya dapat menangkap
seasonal hari saja dan tidak dapat menangkap efek Idul Fitri.
Metode terbaik yang terpilih untuk meramalkan inflow dan
outflow tahun 2015 adalah metode Regresi Time Series model 1.
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The research raised the problem of Bank Indonesia about
economic situation unstability and uncertainty that tend
encourage agent of economic to hold money with the larger
amount of money. So, being needed forecasting that is good to get
the number of inflow and outflow money currency at Bank
Indonesia especially Malang. In this research, methods were used
is Time Series Regression and ARIMA. Based on those methods
above that were choosen the best of model and based on good
criteria model used RMSE. From the result of research that
inflow experienced increase on Tuesday, Wednesday and second
weeks while outflow experienced increase on Friday and fourth
weeks. Time Series Regression showed that the data of inflow and
outflow were influenced by dummy day, week, month and
celebration day. The influence of celebration day is to inflow 10
work days or twice a weeks after celebration day and outflow was
also influenced 10 work days or twice a weeks after celebration
day. Arima model showed to inflow and outflow that only catch
seasonal a day and can not catch of effect celebration day. The
best method was choosen to forecasting inflow and outflow in
2015 year is time series regression model I.
| Item Type: | Thesis (Diploma) |
|---|---|
| Additional Information: | RSSt 519.536 Put p |
| Uncontrolled Keywords: | ARIMA; Regresi; Inflow; Outflow |
| Subjects: | Q Science > QA Mathematics > QA278.2 Regression Analysis. Logistic regression |
| Divisions: | Faculty of Mathematics and Science > Statistics > 49401-(D3) Diploma 3 |
| Depositing User: | - Taufiq Rahmanu |
| Date Deposited: | 24 Jun 2019 08:35 |
| Last Modified: | 24 Jun 2019 08:35 |
| URI: | http://repository.its.ac.id/id/eprint/63212 |
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