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Journal : TIN: TERAPAN INFORMATIKA NUSANTARA

Perbandingan Hasil Peramalan Uang M1 di Indonesia Menggunakan Metode SARIMA dan Metode SVR Zukhronah, Etik; Hidayah, Nurrul; Susanto, Irwan
TIN: Terapan Informatika Nusantara Vol 6 No 2 (2025): July 2025
Publisher : Forum Kerjasama Pendidikan Tinggi (FKPT)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47065/tin.v6i2.7638

Abstract

M1 money is the most liquid form of money supply because all its components (currency and giral) can be directly used for daily transactions and reflect the dynamics of public consumption. M1 money forecasting is necessary to anticipate its fluctuations that can affect price stability and inflation. This study aims to compare the results of M1 money forecasting with the Seasonal Autoregressive Integrated Moving Average (SARIMA) and Support Vector Regression (SVR) methods. The M1 Money data is divided into two, 80% training data from January 2010 to February 2021 and 20% testing data from March 2021 to December 2023. SARIMA and SVR modeling were carried out separately and then the best model was selected based on the smallest Mean Absolute Percentage Error (MAPE). The results of the study found that the best SARIMA model is SARIMA (1,1,0)(1,1,0)₁₂ with a MAPE of 2,250%, while the best SVR model uses a linear kernel with optimal hyperparameters C=100; ε=0,001; and γ=0,001 resulting in a MAPE of 2,254%. Thus, the SARIMA model has a better level of accuracy in predicting M1 money in Indonesia. The application of this model in predicting is expected to help related parties in evaluating the direction of monetary policy and understanding economic conditions.
Co-Authors 12.5202.0161 Daniel Yeri Kristiyanto Adi Wicaksono, Nanda Ahmad Fahreza AHMAD THORIQ ALFATAN Aiza Yudha Pratama Alfin Hikmaturokhman Ali Muayyadi Andhy Triono Andi Ulva T Wello Anggun Fitrian Isnawati Annisa Nurul Jannah Antyka Syahrial Aristiarto, Rio Ayu Kusumaningtyas Bita Parga Zen Boma Bayu Baskoro Chusnul Maulidina Hidayat Damanik, Dede Parsaoran Darmansah Decki Noor Cahyadi Decki Noor Cahyadi Diovianto Putra Rakhmadani Dwi Mustika Kusumawardani, Dwi Mustika Dwi Retno Aryanti Eka Wahyudi Elisa Usada Emyliana Listiowati, Emyliana Fadhila Indryani Faizah Famila Dwi Winati Farhat Huda Finaliamartha, Dian Giawa, Darniati GITA FADILA FITRIANA Hary Indra Permana Hidayah, Nurrul Hulu, Petianus Husna Afanyn Khoirunissa Ika Trisni Simangunsong Indra Raditya , Dionisius Isnaini, Bayutama Isnandar Slamet, Isnandar Lulasnov Viola Prameswari Ken Putri M Yoka Fathoni Magdalena BR Pasaribu, Ichanita Maliana Puspa Arum Meliana Fera Kurniasih Muhammad Alim Safa’at Muhammad Faizul Haq Naiborhu, Murni Novian Adi Prasetyo Nugara Nur Ikhwan, M. Nurmalasari, Eza Nurul Latifasari Nyokro Hidayat Purba Wijayakusuma Pamudji, Ganjar Panjaitan, Jelita Panjaitan, Rosmeri Purba, Andre Agachi Rameyanti Tampubolon, Rameyanti Renny Ayu Purwanita Rezeki, Nani Sri Rizky Junita Sari, Rizky Junita Sagala, Alvin Zonatan Saragih, Novita Romauli Selin Lestari Br Karo Setyanto, Refius Pradipta Sinaga, Dearma Sariani Sipayung, Mei Linda Siregar, Mona Siregar, Pandapotan Na Uli Sun Siti Khomsah, Siti Slamet Haryono Sri Lestari Sri Subanti Sugiyanto - Tafonao, Yurniwati Tegar Santoso Tenia Wahyuningrum Trisnowati Budi Ambarningrum Winita Sulandari Yudha Saintika Yuliana Susanti, Yuliana Zai, Marniati Zukhronah, Etik