Peramalan Outflow Uang Pecahan di Jawa Timur Menggunakan Generalized Space Time Autoregressive

Rahmah Safitri, Setiawan Setiawan, Imam Safawi Ahmad
Submission Date: 2016-07-18 13:41:02
Accepted Date: 2016-12-19 14:13:32

Abstract


Tahun 2015 khususnya saat Hari Raya Lebaran jumlah uang beredar mencapai 17,1 Triliun rupiah. Peredaran uang di Jawa Timur didominasi oleh uang pecahan. Uang pecahan yang beredar di masyarakat merupakan outflow dari Bank. Pada waktu tertentu seperti bulan terjadinya Hari Raya Idul Fitri, outflow uang pecahan mempunyai jumlah yang tinggi dibandingkan bulan biasanya. Untuk memenuhi kebutuhan masyarakat akan ketersediaan uang pecahan rupiah layak edar Bank Indonesia melakukan kebijakan dengan melakukan peramalan. Metode peramalan yang dapat digunakan untuk meramalkan outflow uang pecahan adalah GSTAR yang memperhatikan keterkaitan antar lokasi pada waktu tertentu. Dilakukan peramalan terhadap outflow uang pecahan 100 ribu dan 2 ribu menggunakan Time Series Regression dan GSTAR-SUR. Lokasi pengamatan di KPw BI Surabaya, Kediri, Malang, dan Jember. Model Time Series Regression dengan efek variasi kalender lebih baik meramalkan outflow uang pecahan 100 ribu dan 2 ribu, model GSTAR belum dapat menangkap pola data sebenarnya.


Keywords


GSTAR; Jawa Timur; Outflow; Uang Pecahan

References


B. Indonesia, "Bank Indonesia," (2015). [Online]. Tersedia: http://www.bi.go.id/Publika. [Diakses 12 Februari 2016].

E. Jaen, "Radio Republik Indonesia," (2014). [Online]. Tersedia: http://www.rri.co.id/surabaya/post/berita/98328/ekonomi/peredaran_uang_selama_lebaran_di_jawa_timur.html . [Diakses 28 Juni 2016].

A. Karomah and Suhartono, "Peramalan Netflow Uang kartal dengan Model Variasi Kalender dan Model Autoregressive Distributed Lag (ARDL)," Sains dan Seni POMITS, vol. 3, pp. 103-108, (2014).

Y. T. Sofia, "Model Pengganda Uang Untuk Menentukan Jumlah Uang Beredar di Indonesia Menggunakan Model ARIMA Komponen," Statistika, vol. 9, pp. 25-32, (2009).

Suhartono. and R. M. Atok, "Perbandingan antara Model GSTAR dan VARIMA untuk Peramalan data Deret Waktu dan lokasi," Dipresentasikan pada seminar nasional Statistika, pp. 1-10, (2005).

B. N. Ruchjana, S. A. Borovkova and H. P. Lopuhaa, "Least Square Estimation of Generalized Space Tiem Autoregressive (GSTAR) Model and Its Properties," The 5th International Conference Research ang Education in Mathematics AIP Conf. Proc. 1450, pp. 61-64, (2012).

Suhartono. and R. M. Atok, Pemilihan Bobot Lokasi yang Optimal pada Model GSTAR, Semarang: Universitas Negeri Semarang, (2006).

Suhartono. dan Subanar. , "The Optimal Determination of Space Weight in GSTAR Model by Using Crosscorrelation Inference," Mathematical and Statistical Aplication in Variou Field, vol. 2, pp. 45-53, (2006).

G. E. Box, G. M. Jenkins and G. Reinsel, Time series Analysis Forecasting and Control Four Edition, New Jersey: John Wiley & Sons, Inc, (2008).

W. W. Wei, Time Series Analysis Univariate and Multivariate Methods, United State of America: Pearson Education, (2006).


Full Text: PDF

CC Licencing


Authors who publish with this journal agree to the following terms:
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).

Refbacks

  • There are currently no refbacks.


Lembaga Penjaminan Mutu, Pengelolaan dan Perlindungan Kekayaan Intelektual (LPMP2KI) ITS
Creative Commons License
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.