PERAMALAN INFLOW DAN OUTFLOW UANG KARTAL BANK INDONESIA DI WILAYAH JAWA TENGAH DENGAN MENGGUNAKAN METODE ARIMA, TIME SERIES REGRESSION, DAN ARIMAX

Noorgam Ika Rachmawati, Setiawan Setiawan, Suhartono Suhartono
Submission Date: 2015-08-04 12:10:47
Accepted Date: 2016-01-22 12:23:30

Abstract


Banyaknya uang yang beredar di masyarakat akan berpengaruh pada kondisi perekonomian suatu negara, sehingga Bank Indonesia (BI) menyusun perencanaan kebutuhan uang rupiah. Penelitian ini bertujuan untuk meramalkan inflow dan outflow uang kartal di setiap KPw BI BI wilayah Jawa Tengah berdasarkan model terbaik. Hasil analisis menunjukan bahwa karakteristik inflow dan outflow uang kartal dipengaruhi oleh efek variasi kalender, yaitu adanya hari raya Idul Fitri serta pola musiman. Selain itu periode minggu tertentu saat kejadian hari raya juga berpengaruh terhadap peningkatan jumlah inflow dan outflow uang kartal. Hasil peramalan menghasilkan model terbaik yang berbeda-beda untuk setiap KPw BI BI di wilayah Jawa Tengah. Berdasarkan nilai Root Mean Square Error (RMSE) terkecil, model terbaik untuk meramalkan data inflow baik di KPw BI BI Semarang, KPw BI BI Solo, KPw BI BI Purwokerto dan KPw BI BI Tegal adalah model ARIMA. Sedangkan model terbaik untuk meramalkan data outflow di KPw BI BI Purwokerto adalah  model Time Series Regression. Selain itu model terbaik untuk meramalkan  data outflow di KPw BI BI Semarang, KPw BI BI Solo dan  KPw BI BI Tegal yaitu model ARIMAX ataupun Time Series Regression, karena keduanya memiliki model yang sama. Hasil ramalan periode 2015 menunjukan bahwa kenaikan inflow uang kartal terjadi pada bulan Agustus, sedangkan kenaikan outflow uang kartal terjadi pada bulan Juli.

Keywords


ARIMA; ARIMAX; Inflow; Outflow; Time Series Regression

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