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All Journal CAUCHY: Jurnal Matematika Murni dan Aplikasi Jurnal Ilmiah Pangabdhi INTENSIF: Jurnal Ilmiah Penelitian dan Penerapan Teknologi Sistem Informasi MUST: Journal of Mathematics Education, Science and Technology BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) Zeta - Math Journal J Statistika : Jurnal Ilmiah Teori Dan Aplikasi Statistika Jurnal Nasional Pendidikan Teknik Informatika (JANAPATI) ComTech: Computer, Mathematics and Engineering Applications Jurnal ABDINUS : Jurnal Pengabdian Nusantara G-Tech : Jurnal Teknologi Terapan Inferensi Contemporary Mathematics and Applications (ConMathA) Jurnal Statistika dan Aplikasinya Journal of Mathematics Education and Science Indonesian Community Journal Eksponensial Limits: Journal of Mathematics and Its Applications Elastisitas: Jurnal Ekonomi Pembangunan
Elly Pusporani
Universitas Airlangga
Agriculture, Biological Sciences & Forestry Humanities Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Energy Engineering Environmental Science Industrial & Manufacturing Engineering Materials Science & Nanotechnology Mathematics Mechanical Engineering Physics Public Health Social Sciences Transportation Other

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Journal : contemporary mathematics and applications conmatha

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Prediksi Inflasi, Tingkat Suku Bunga, dan Nilai Ekspor dengan Vector Autoregressive dan Estimator Deret Fourier Simultan Lu'lu'a, Na'imatul; Haq, Affan Fayzul; Fitri, Marfa Audilla; Mardianto, M. Fariz Fadillah; Pusporani, Elly
Contemporary Mathematics and Applications (ConMathA) Vol. 6 No. 1 (2024)
Publisher : Universitas Airlangga

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20473/conmatha.v6i1.54128

Abstract

In the face of global economic uncertainty, predictions of the value of inflation, interest rates, and the value of exports are becoming increasingly crucial. This is also closely related to the SDGs in goals 8 and 9, namely on Decent Work and Economic Growth as well as Industry, Innovation, and Infrastructure. This study discusses the use of Vector Autoregressive (VAR) methods and Fourier series estimators to improve the accuracy of predictions of these economic variables. The data used are the inflation, export value, and BI Rate sourced from Bank Indonesia and Badan Pusat Statistik with a monthly period and starting from the beginning of 2010 to September 2023. After analysis, the best method was obtained, namely the Fourier series estimator which included cosine and sine components with oscillation parameters 6 with MAPE 1.51% on the inflation value, 1.65% on the interest rate, and 3.03% on the export value. By considering the interaction between economic variables, the prediction results are expected to provide deeper understanding, support decision-making at the macroeconomic level, and assist governments, central banks, and market participants in identifying risks and planning export strategies.
Co-Authors Adinda Tries Melati Afifah Nur Makkiyah Ailsa Shafa Salsabila Ain, Dzuria Hilma Qurotu Ainaya Zakiyah Nabila Alexandra, Victoria Anggia Alfi Nur Nitasari Alfredi Yoani Ana, Elly Andreas, Christopher Antonio Nikolas Manuel Bonar Simamora Audilla, Marfa Aufa Muhammad Yogi Riyanto Aulia Ramadhanti Ayuning Dwis Cahyasari Ayuning Dwis Cahyasari Azizah Dewi Ariyani Azzah Nazhifa Wina Ramadhani Bagas Maulana Cantika Dhiya Deby Victoria Diana Nurlaily Dita Amelia Doni Muhammad Fauzi Doni Muhammad Fauzi Dwitya, Shabrina Nareswari Elly Ana Ezha Easyfa Wieldyanisa Fajrina, Sofia Andika Nur Farah Fauziah Putri Farida Nur Hayati Farizi, Muhammad Fikry Al Fatiha Nadia Salsabila Ferissa Maulida Ismi Fidela Sahda Ilona Ramadhina Fitri, Marfa Audilla Fitriana Nur Afifa Ganesya Intantalia Grace Lucyana Koesnadi Hanny Valida Haq, Affan Fayzul Helfira Lady Ari Pramesti I Kadek Pasek Kusuma Adi Putra Idrus Syahzaqi Idrus Syahzaqi Irhamah - Irma Ayu Indrasta Ismi, Ferissa Maulida Jannah, Sa'idah Zahrotul Julia Widiyanti Koesnadi, Grace Lucyana Lu'lu'a, Na'imatul Lu’lu’a, Na’imatul M. Fariz Fadillah Mardianto M. Fariz Fadillah Mardianto M. Fariz Fadillah Mardianto Marcel Laverda Subiyanto Marcelena Vicky Galena Marcelena Vicky Galena Maula, Sugha Faiz Al Maulana Syah Putra Ramadhani Mochamad Rasyid Nabila Rahma Na’ifa, Ariza Nadya Lovita Hana Trisa Nashwa Carista Na’imatul Lu’lu’a Nitasari, Alfi Nur Nurrohmah, Zidni ‘Ilmatun Nurul Fajriah Deswani Sangadji Permana, Made Riyo Ary Pratama, Bagas Shata Previan, Anggara Teguh Putri, Ferdiana Friska Rahmana Putri, Refa Berliana Rahmat Agung Ibrahim Rani, Lina Nugraha Refa Berliana Putri Rohayah, Dewi Sa'idah Zahrotul Jannah Sa'idah Zahrotul Jannah Salsabila, Fatiha Nadia Sari, Adma Novita Sari, Adma Novita Sasy Okti Karima Sa’idah Zahrotul Jannah Sediono, Sediono Setiawan, Nicoletta Almira Dyah Shabrina Nareswari Dwitya Sheila Sevira Asteriska Naura Siregar, Naufal Ramadhan Al Akhwal Siti Maghfirotul Ulyah Siti Qomariyah Sri Endah Nurhidayati Steven Soewignjo Suliyanto Toha Saifudin Tsabita Amalia Shofa, Nayla Wieldyanisa, Ezha Easyfa Yuliati, Intan Yuniar, Muhammad Alvito Dzaky Putra Zah, Alfian Iqbal Zuleika, Talitha Zuleika, Talitha