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Journal : Contemporary Mathematics and Applications (ConMathA)

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 Alexandra, Victoria Anggia Alfredi Yoani Ana, Elly Audilla, Marfa Aufa Muhammad Yogi Riyanto Aulia Ramadhanti Ayuning Dwis Cahyasari Ayuning Dwis Cahyasari Azizah Dewi Ariyani Azzah Nazhifa Wina Ramadhani Bagas Maulana Christopher Andreas Deby Victoria 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 Ferissa Maulida Ismi Fidela Sahda Ilona Ramadhina Fitri, Marfa Audilla Fitriana Nur Afifa Grace Lucyana Koesnadi Haq, Affan Fayzul I Kadek Pasek Kusuma Adi Putra Idrus Syahzaqi Indrasta, Irma Ayu Irhamah - Ismi, Ferissa Maulida Jannah, Sa'idah Zahrotul Jannah, Sa’idah Zahrotul Karima, Sasy Okti Koesnadi, Grace Lucyana Lu'lu'a, Na'imatul Lu’lu’a, Na’imatul M. Fariz Fadillah Mardianto Marcel Laverda Subiyanto Marcelena Vicky Galena Mardianto, M. Fariz Fadillah Mardianto, Muhammad Fariz Fadillah Maula, Sugha Faiz Al Mochamad Rasyid Nabila Rahma Na’ifa, Ariza Nabila, Ainaya Zakiyah Nadya Lovita Hana Trisa Nashwa Carista Nitasari, Alfi Nur Nurrohmah, Zidni ‘Ilmatun Nurul Fajriah Deswani Sangadji Permana, Made Riyo Ary Pramesti, Helfira Lady Ari Pratama, Bagas Shata Previan, Anggara Teguh Putri, Farah Fauziah Putri, Ferdiana Friska Rahmana Putri, Refa Berliana Rahmat Agung Ibrahim Rani, Lina Nugraha Rohayah, Dewi Sa'idah Zahrotul Jannah Sa'idah Zahrotul Jannah Salsabila, Fatiha Nadia Sari, Adma Novita Sari, Adma Novita Sasy Okti Karima Sediono, Sediono Setiawan, Nicoletta Almira Dyah Sheila Sevira Asteriska Naura Simamora, Antonio Nikolas Manuel Bonar Siregar, Naufal Ramadhan Al Akhwal Siti Maghfirotul Ulyah Siti Qomariyah Steven Soewignjo Toha Saifudin Tsabita Amalia Shofa, Nayla Valida, Hanny Wieldyanisa, Ezha Easyfa Yoani, Alfredi Yuliati, Intan Yuniar, Muhammad Alvito Dzaky Putra Zah, Alfian Iqbal Zuleika, Talitha Zuleika, Talitha