Proyeksi Inflow Dan Outflow Di Bank Indonesia Cabang Kediri Sebagai Upaya Optimalisasi Peredaran Uang Kartal Menggunakan Metode Regresi Time Series Dan ARIMA

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. ============================================================================================================== 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
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: https://repository.its.ac.id/id/eprint/63217

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