Fitriah, Efrida Lailatul (2015) Proyeksi Inflow Dan Outflow Di Bank Indonesia Cabang Kediri Sebagai Upaya Optimalisasi Peredaran Uang Kartal Menggunakan Metode Regresi Time Series Dan ARIMA. Diploma thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Bank Indonesia (BI) memiliki tugas utama untuk
mengatur dan menjaga kelancaran sistem pembayaran.
Sebelum melakukan pengeluaran uang rupiah, BI perlu
melakukan perencanaan agar uang yang dikeluarkan memiliki
kualitas yang baik. Pada penelitian ini akan dilakukan
pemodelan sirkulasi inflow dan outflow harian uang kartal di
KBI Kediri menggunakan metode Regresi Time Series (TSR)
dan ARIMA. Hasil penelitian yang telah dilakukan menunjukan
bahwa sirkulasi tertinggi dari inflow terjadi pada hari Selasa dan
Rabu, sedangkan sirkulasi outflow tertinggi terjadi pada hari
Jumat. Berdasarkan analisis pemodelan sirkulasi inflow dan
outflow di KBI Kediri, model TSR dan ARIMA menghasilkan
residual yang white noise, namun tidak berdistribusi normal.
Model terbaik yang terpilih guna meramalkan sirkulasi inflow
dan outflow harian uang kartal di KBI Kediri tahun 2015 adalah
model TSR1. Adapun hasil proyeksi inflow dan outflow di KBI
Kediri tahun 2015 dapat diperoleh perkiraan nilai rata-rata
sirkulasi inflow sebesar Rp 50,64 Milyar dan perkiraan rata-rata
sirkulasi outflow sebesar Rp 51,28 Milyar.
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Bank Indonesia (BI) has primary responsibility to
regulate and maintain the smooth operation of payment
systems. Before creating of money, the first activity which must
be done is planning so the money was spent has a good quality.
This research will be done modelling the daily circulation of
inflow and outflow of currency in KBI Kediri using Time Series
Regression (TSR) and ARIMA methods. The results shows that
The highest of daily inflow is on Tuesday and Wednesday, while
the highest of dailiy outflow is on Friday. Based on modeling
analysis inflow and outflow in KBI Kediri show that time series
regression and ARIMA model showed that the assumption of
residual was white noise, but for the assumption of normality
distribution were still unmet. The results of the best models
selection to predict circulation daily inflow and outflow of
currency in KBI Kediri on 2015 is TSR1. The mean of inflow
and outflow in KBI Kediri on 2015 that has Een estimated is Rp
50,64 billion for inflow and Rp 51,28 billion of outflow.
| Item Type: | Thesis (Diploma) |
|---|---|
| Additional Information: | RSSt 519.536 Fit p |
| Uncontrolled Keywords: | ARIMA; Inflow; Outflow; Regresi Time Series; Uang Kartal |
| 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: | 25 Jun 2019 02:01 |
| Last Modified: | 25 Jun 2019 07:18 |
| URI: | http://repository.its.ac.id/id/eprint/63217 |
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