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Pemodelan ARIMA-GARCH dalam Peramalan Kurs Rupiah Terhadap Yen dengan Masalah Keheterogenan Ragam Meilania, Gusti Tasya; Septiani, Adeline Vinda; Erianti, Efita; Notodiputro, Khairil Anwar; Angraini, Yeni
Ekonomis: Journal of Economics and Business Vol 8, No 1 (2024): Maret
Publisher : Universitas Batanghari Jambi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33087/ekonomis.v8i1.1294

Abstract

The currency exchange rate is the price of a country's currency expressed into another country's currency. At the beginning of 2020, the COVID-19 pandemic affected the weakening and changes in the Rupiah exchange rate against hard currencies, one of which was the Japanese Yen. This affects the expectations of LCS cooperation between Indonesia and Japan in terms of increasing the value of trade to investment between the two countries. Therefore, forecasting the upcoming currency exchange rate is indispensable to determine the upcoming macroeconomic policy. ARIMA is a commonly used quantitative method to forecast future data using past data patterns. The weakness of this method arises when the data violates the assumption of homogeneity of variety that often occurs in financial data, one of which is currency exchange rate data. The ARCH/GARCH model is an effective model for data with uncertain diversity characteristics. However, there is potential to combine ARIMA and ARCH/GARCH into an ARIMA-ARCH/GARCH hybrid model to obtain forecasting results with greater accuracy. In this study, the minimum return data on the Indonesian Rupiah (IDR) exchange rate against the Japanese Yen (JPY) shows the results that the ARIMA(0,0,1) model provides RMSE accuracy of 0.008. While the best forecasting model that can be used to forecast the maximum return data of the IDR exchange rate against JPY is ARIMA(1,0,0)-GARCH(1,1) with a small RMSE accuracy of 0.014. The forecasting results for the minimum return data for buying and selling are expected to strengthen the exchange rate. Meanwhile, the forecasting results for the maximum return data for buying and selling are expected to experience exchange rate weakening.
ANALISIS SENTIMEN ULASAN GOOGLE MAPS SEBAGAI BIG DATA UNTUK EVALUASI DAN PENGEMBANGAN PARIWISATA KABUPATEN BELITUNG TIMUR Septiani, Adeline Vinda; Irsyadinnas
SABBHATÃ YATRA : Jurnal Pariwisata dan Budaya Vol 6 No 2 (2025): SABBHATA YATRA : Jurnal Pariwisata dan Budaya
Publisher : STABN Raden Wijaya Wonogiri

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.53565/sabbhatayatra.v6i2.2236

Abstract

Pariwisata merupakan sektor strategis yang berperan penting dalam meningkatkan perekonomian daerah dan kesejahteraan masyarakat. Kabupaten Belitung Timur memiliki potensi wisata alam, budaya, dan religi yang beragam, namun tren kunjungan wisatawan dalam lima tahun terakhir menunjukkan fluktuasi yang signifikan. Penelitian ini bertujuan untuk menganalisis persepsi wisatawan terhadap sembilan destinasi wisata utama di Kabupaten Belitung Timur melalui pendekatan analisis sentimen berbasis big data menggunakan ulasan Google Maps periode 2020–2025. Penelitian ini menggunakan desain kuantitatif dengan metode analisis teks, melibatkan 1.933 ulasan yang telah melalui tahap pembersihan dan pra-pemrosesan data. Analisis dilakukan menggunakan pendekatan lexicon-based sentiment analysis dengan bantuan perangkat lunak Python untuk mengklasifikasikan sentimen menjadi positif, negatif, dan netral serta visualisasi word cloud untuk mengidentifikasi kata kunci dominan. Hasil penelitian menunjukkan bahwa 44,07% ulasan bersentimen positif, 50,23% netral, dan 5,7% negatif. Destinasi dengan sentimen positif tertinggi adalah Vihara Dewi Kwan Im (70,1%), sedangkan ulasan negatif tertinggi terdapat pada Museum Andrea Hirata (13,4%). Temuan ini menegaskan pentingnya inovasi pengalaman wisata dan peningkatan kualitas fasilitas guna memperkuat daya saing pariwisata Belitung Timur secara berkelanjutan.