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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 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 Elastisitas Jurnal Ekonomi Pembangunan Journal of Mathematics Education and Science Indonesian Community Journal Eksponensial Limits: Journal of Mathematics and Its Applications
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 Ain, Dzuria Hilma Qurotu Alexandra, Victoria Anggia Alfredi Yoani Ana, Elly Ariyani, Azizah Dewi Audilla, Marfa Ayuning Dwis Cahyasari Ayuning Dwis Cahyasari Carista, Nashwa Christopher Andreas Diana Nurlaily Dita Amelia Dwitya, Shabrina Nareswari Elly Ana Fadillah Mardianto, M. Fariz Fajrina, Sofia Andika Nur Farida Nur Hayati Farizi, Muhammad Fikry Al Fauzi, Doni Muhammad Fidela Sahda Ilona Ramadhina Fitri, Marfa Audilla Fitriana Nur Afifa Grace Lucyana Koesnadi Haq, Affan Fayzul I Kadek Pasek Kusuma Adi Putra Ibrahim, Rahmat Agung Idrus Syahzaqi Indrasta, Irma Ayu Irhamah - Ismi, Ferissa Maulida Jannah, Sa'idah Zahrotul Karima, Sasy Okti Koesnadi, Grace Lucyana Lu'lu'a, Na'imatul Lu’lu’a, Na’imatul M. Fariz Fadillah Mardianto Makkiyah, Afifah Nur Marcel Laverda Subiyanto Marcelena Vicky Galena Mardianto, M. Fariz Fadillah Mardianto, Muhammad Fariz Fadillah Maula, Sugha Faiz Al Maulana, Bagas Melati, Adinda Tries Nabila Rahma Na’ifa, Ariza Naura, Sheila Sevira Asteriska Nitasari, Alfi Nur Nurrohmah, Zidni ‘Ilmatun Permana, Made Riyo Ary Pratama, Bagas Shata Previan, Anggara Teguh Putri, Farah Fauziah Putri, Ferdiana Friska Rahmana Putri, Refa Berliana Ramadhani, Azzah Nazhifa Wina Ramadhanti, Aulia Rani, Lina Nugraha Rasyid, Mochamad Riyanto, Aufa Muhammad Yogi Rohayah, Dewi Sa'idah Zahrotul Jannah Salsabila, Ailsa Shafa Salsabila, Fatiha Nadia Sangadji, Nurul Fajriah Deswani Sari, Adma Novita Sari, Adma Novita Sediono, Sediono Setiawan, Nicoletta Almira Dyah Simamora, Antonio Nikolas Manuel Bonar Siregar, Naufal Ramadhan Al Akhwal Siti Maghfirotul Ulyah Siti Qomariyah Steven Soewignjo Toha Saifudin Trisa, Nadya Lovita Hana Tsabita Amalia Shofa, Nayla Valida, Hanny Victoria, Deby Wieldyanisa, Ezha Easyfa Yuliati, Intan Yuniar, Muhammad Alvito Dzaky Putra Zah, Alfian Iqbal Zuleika, Talitha Zuleika, Talitha