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All Journal Prosiding Seminar Matematika dan Pendidikan Matematik Jurnal Tabarru': Islamic Banking and Finance Ideas: Jurnal Pendidikan, Sosial dan Budaya Jurnal Ilmiah Intech : Information Technology Journal of UMUS Madani Syari'ah : Jurnal Pemikiran Perbankan Syari'ah SINDA: Comprehensive Journal of Islamic Social Studies Jurnal Riset Ekonomi Syariah JURNAL ECONOMINA Journal of Artificial Intelligence and Digital Business ENGAGEMENT: Jurnal Pengabdian Masyarakat Al Hisab: Jurnal Ekonomi Syariah RISK : Jurnal Riset Bisnis dan Ekonomi Jurnal Media Akademik (JMA) IJMA Journal of Islamic Economics and Business Ethics (JIESBI) Jurnal Inovasi Ekonomi Syariah dan Akuntansi INTERDISIPLIN: Journal of Qualitative and Quantitative Research Jurnal Ekonomi dan Bisnis Jurnal Ilmu Ekonomi, Pendidikan dan Teknik (IDENTIK) Al-Iffah: Journal of Islamic Sciences Research
Achmad Budi Susetyo
Universitas Trunojoyo
Religion Humanities Civil Engineering, Building, Construction & Architecture Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Engineering Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Mathematics Social Sciences Other

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Peran Pembiayaan Syariah Dalam Mendorong Pertumbuhan Ekonomi Nasional : Pendekatan Error Correction Model (ECM) Susetyo, Achmad Budi; Ningsih, Lailatul Berliana; Putri, Nasya Amelia; Fretika, Tatha Amelia; Triana, Devi; Amaliyah, Karimatul
Jurnal Ilmu Ekonomi, Pendidikan dan Teknik Vol. 2 No. 6 (2025): IDENTIK - November
Publisher : CV. SINAR HOWUHOWU

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.70134/identik.v2i6.977

Abstract

This study aims to analyze the impact of Islamic financing on Indonesia’s economic growth in both the short run and the long run using the Error Correction Model (ECM) approach. The study employs secondary time-series data obtained from the Central Bureau of Statistics (BPS), the Financial Services Authority (OJK), and Bank Indonesia (BI). Economic growth is used as the dependent variable, while Islamic financing serves as the main independent variable, with inflation, exchange rate, and Islamic interest rate included as control variables. The stationarity test results indicate that all variables are stationary at the first difference level, while the cointegration test confirms the existence of a long-run equilibrium relationship among the variables. The long-run estimation results reveal that Islamic financing, inflation, exchange rate, and Islamic interest rate have a significant effect on economic growth. However, in the short run, these variables do not exhibit a significant impact, and the adjustment mechanism toward long-run equilibrium does not operate effectively. These findings suggest that Islamic financing plays a more dominant role in promoting economic growth in the long run rather than in the short run. This study is expected to provide useful insights for policymakers and practitioners in the Islamic financial industry in formulating more effective and sustainable financing policies.
Peramalan Pertumbuhan Dana Pihak Ketiga (DPK) Bank Rakyat Indonesia (BRI) Menggunakan Model ARIMA Berbasis Data Publik BPS Vifin Nadzary A; Khoirony, Nur Cahya; Nurhalizah, Siti; Helmi; Susetyo, Achmad Budi
Jurnal Ilmu Ekonomi, Pendidikan dan Teknik Vol. 2 No. 6 (2025): IDENTIK - November
Publisher : CV. SINAR HOWUHOWU

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.70134/identik.v2i6.995

Abstract

Third Party Funds (TPF) play a crucial role as the main source of financing for the banking sector, as they determine a bank’s liquidity position and its ability to perform intermediation functions. Bank Rakyat Indonesia (BRI), as one of the leading banks in Indonesia with a strong focus on micro, small, and medium enterprises (MSMEs), faces fluctuating growth in Third Party Funds due to changing economic conditions. This study aims to analyze the historical pattern and forecast the growth of BRI’s Third Party Funds using the Autoregressive Integrated Moving Average (ARIMA) model based on public data published by the Central Bureau of Statistics (BPS). This research adopts a quantitative approach with time series analysis. The analytical stages include descriptive analysis, stationarity testing using the Augmented Dickey-Fuller (ADF) test, ARIMA model identification and estimation, diagnostic testing, and forecasting. The results indicate that the growth of BRI’s Third Party Funds can be effectively modeled using the ARIMA approach after achieving stationarity. The selected ARIMA model successfully captures historical fluctuations and provides relatively stable short-term forecasts of Third Party Fund growth. These findings suggest that the ARIMA model based on publicly available BPS data is a reliable forecasting tool for supporting strategic planning and liquidity management in the banking sector. This study is expected to contribute empirically to the literature on financial time series forecasting and banking performance analysis.
Analisis dan Peramalan Indeks Saham Syariah Indonesia (ISSI) Periode 2020-2025 Menggunakan Model Arima Hildah Meliyana; Attabik Syifaul Jinan; Siti Nur Rosidah; Achmad Budi Susetyo
Jurnal Inovasi Ekonomi Syariah dan Akuntansi Vol. 3 No. 1 (2026): Januari: Jurnal Inovasi Ekonomi Syariah dan Akuntansi
Publisher : Asosiasi Riset Ekonomi dan Akuntansi Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.61132/jiesa.v3i1.1826

Abstract

This study aims to estimate changes in the Indonesian Sharia Stock Index (ISSI) from 2020 to 2025 using the Autoregressive Integrated Moving Average (ARIMA) model. The growth of the Islamic stock market in Indonesia has increased rapidly, driven by public awareness of investments that follow sharia principles, as well as changes in macro and microeconomic conditions, especially during the COVID-19 pandemic which has had a significant impact on the financial market. This study relies on monthly ISSI data taken from official sources and analyzed with a quantitative approach using the time series method using EViews version 13 software. Statistical analysis and stationarity tests indicate that the ISSI data exhibits an increasing trend pattern and quite high volatility, so that a differentiation process is necessary to achieve stationarity. Based on the results of model testing and the selection of optimal information criteria, the ARIMA (1,1,1) model was selected as the most appropriate to capture the autocorrelation pattern and produce accurate short-term predictions. Projections indicate a stable growth trend until the end of 2025, with an estimated index of more than 8.3 million. The findings of this study indicate that the ARIMA model is an effective tool for forecasting ISSI movements and can be a strategic consideration for investors, financial institutions, and policymakers in developing sustainable investment strategies in the Indonesian Islamic stock market.
Pemodelan dan Peramalan Harga Kopi Robusta Menggunakan Autoregressive Integrated Moving Average (ARIMA) dengan EViews Nurul Fazirah; Erizky Elsa Wisnuna; Muslihah Muslihah; Achmad Zakaria; Achmad Budi Susetyo
Jurnal Inovasi Ekonomi Syariah dan Akuntansi Vol. 3 No. 1 (2026): Januari: Jurnal Inovasi Ekonomi Syariah dan Akuntansi
Publisher : Asosiasi Riset Ekonomi dan Akuntansi Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.61132/jiesa.v3i1.1968

Abstract

The relatively high volatility of Robusta coffee prices creates uncertainty for farmers, business actors, and policymakers in making economic decisions. This study aims to analyze the price movement patterns of Robusta coffee, determine the most appropriate Autoregressive Integrated Moving Average (ARIMA) model, and conduct short- to medium-term price forecasting for Robusta coffee. The data used consist of monthly Robusta coffee price data from January 2023 to September 2025, sourced from the World Bank Commodity Price Data. The analytical method employed is ARIMA using EViews software, beginning with stationarity testing using the Augmented Dickey-Fuller (ADF) test, model identification through ACF and PACF, parameter estimation, and residual diagnostic testing. The results show that Robusta coffee price data are non-stationary at the level but become stationary at the first difference, indicating integration of order one I(1). Based on model identification and diagnostic testing, the ARIMA (0,1,0) model is found to be the most appropriate and satisfies the white noise assumption. Forecasting results indicate that Robusta coffee prices are projected to remain relatively stable with a moderate upward trend through December 2026. These findings are expected to serve as a reference for decision-making by farmers, business actors, and the government in responding to Robusta coffee price dynamics.
Co-Authors Achmad Zakaria Adinda Rifantini Afaf Fitriati Ahmad Fikri Hasan Alfia Said Alfian Futuhul Hadi Alfina Ramadaniar Amaliyah, Karimatul Aminulloh, Moh Ma’ruf Anak Agung Gede Sugianthara Andini Maulidya Anisa Lestari Ardiansyah, Rivangga Nur Arief Tegar Saputra Arikatun Maimunah Ariyanti, Dila Iska Attabik Syifaul Jinan Bayu Chasnah Noer Setyani Devah Sukmawati Dewi Eka Mustika Sari Dian Diana Putri Aggraeni Dinda Nabila Margaretha Dwi Intan Cantika Putri Hendrayana Dwi Putri Ayu Nur Aini Dyan Irawati Elisa Tri Rahayu Erizky Elsa Wisnuna FATHUR ROHMAN Fatonah Febriyanti, Novi Fendy Julianto Fitri Nur Afifah Fretika, Tatha Amelia Hardining Estu Murdinar HASAN, DONY BURHAN NOOR Helmi Hildah Meliyana HUSNUL KHOTIMAH Julia Eka Firmanda Kamelia Khasanah Kasanah, Roisatun Khoirony, Nur Cahya Kholilur Rahman LAILATUL FITRIA Latipah Luk Lu’us Syarifah Luthfiana, Nuriya M. Firdaus Trikuncoro M. Miftahur Rizqi M.Anvio Djul Chyono Maratus Solihah Md. Meraj Hasan Melinda Nur Aini Moh. Azfahani Zain Moh. Iqbal Maulana Mohammad Fahrud Taufiq Muawanah Mudina Putri Masita Muhajjir Muhammad Adnan Firdaus Muhammad Iklal Hafidzi Muhammad Salman Al Farisi Muhammad Zaini Musdalifah Musdalifah Musleh Muslihah Muslihah mustafida, mustafida Nadhifa Maulidia Nadhirotul Jannah Najla Shafaa Kamila Najmi Maulita Amaliya Ningsih, Lailatul Berliana Noufal Firdaus Noval Bahari Ardiansyah Nur Komariyah Nur Milla Nurhabits Safitri Nurhalizah, Siti Nurul fazirah Puput Purnamasari Putri Firda Febrianti Putri, Nasya Amelia Qoni’atul Musyarrofah Rahmad Nursyahidin, Rahmad Ramadhani, Nur Ainie Rania Ningsih Refani Nafi Sara Reza Abdilah Saputra Rifqi Nurdiansyah Rizki Ardiansyah Rizqy Zharifah Ivanka Rohmah, Yusriyatur Rohmawati, Harlien Ruslan Rasid Sahira, Alia Jihan Saiful Arif Salim, Habibah Salisa Khoirun Salsabila Salman Alfarisi Septiani, Reni Sholahudin Sigit Kusbiantoro Siti Aisah Hidayatul Hasanah Siti Nur Rosidah Sumarti, Retno Khabbatuni'mah Tazkiyah Fuadiyah Triana, Devi Umar Gibran Veni Vebriyanti Vifin Nadzary A Wicaksana, Ragil Satria Yuni Zaroh Yusnia Zaenab Zumrotis Sholihah