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All Journal BIMASTER POSITIF Jambura Journal of Mathematics JISKa (Jurnal Informatika Sunan Kalijaga) Majalah Ilmiah Matematika dan Statistika (MIMS) Idealis : Indonesia Journal Information System Komatika: Jurnal Pengabdian Kepada Masyarakat IJCOSIN : Indonesian Journal of Community Service and Innovation Prosiding Seminar Nasional Official Statistics PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON DATA SCIENCE AND OFFICIAL STATISTICS Jurnal Akademik Pengabdian Masyarakat
Andreas Rony Wijaya
Program Studi Sains Data, Fakultas Informatika, Institut Teknologi Telkom Purwokerto
Agriculture, Biological Sciences & Forestry Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Environmental Science Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Library & Information Science Mathematics Social Sciences Other

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Journal : Majalah Ilmiah Matematika dan Statistika (MIMS)

 1 
Peramalan nilai tukar rupiah terhadap dollar Amerika menggunakan model ARIMA Wijaya, Andreas Rony
Majalah Ilmiah Matematika dan Statistika Vol 23 No 2 (2023): Majalah Ilmiah Matematika dan Statistika
Publisher : Jurusan Matematika FMIPA Universitas Jember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.19184/mims.v23i2.38660

Abstract

The exchange rate of the Rupiah against the currencies of other countries is one of the factors in identifying the condition of an economic condition. The value exchange rate can be strengthened or weakened at any time, according to the country's situation. Fluctuations of the Rupiah exchange rate could affect domestic inflation. Therefore, it is necessary to plan a good policy, considering the Rupiah's movement in the future. One of the currencies that affect the world's economic conditions is the United States Dollar. This study forecasts the Rupiah's exchange rate against the United States Dollar (USD). Data is obtained from Bank Indonesia, with the period of the data used from January 2018 to August 2022. One method of forecasting time series data is the Autoregressive Moving Average (ARIMA) method. The best model is selected based on the smallest AIC and BIC values. Based on the analysis of model selection, the ARIMA(1, 0, 1) model is the best model for forecasting the exchange rate of the Rupiah against the US Dollar. The results of the prediction of the Rupiah exchange rate show that the exchange rate of the Rupiah against the US Dollar has increased and decreased, which was not significant. Keywords: ARIMA, exchange rate, forecasting, time seriesMSC2020: 62M10
Co-Authors Aditya Dwi Putro Wicaksono Afni Arifatul Hidayah Al Khansa ALIFIA ZAHRA WINESTI Arnella Hayya Amalia Ovin Atika Ratna Dewi Bernadeta Chrisma Damai Saputri DESTY MAYANG PRATIWI Dian Kartika Sari, Dian Kartika Eva Purnama Sari Gita Amalia, Gita Handayani, Sri Sulistijowati Irmayatul Hikmah Kholidiyah Masykuroh Kiki Ferawati Kusuma, Dewa Adji Lathifah, Ekarini Neti Kurnia Sari Nirwana, Muhammad Bayu Nur Setyo Jatiningtyas Pratama, Alfito Putra Fajar pratiwi, hasih Puspita, Popy Laras Respatiwulan, Respatiwulan Ria Novita Awalia Ramadhani Tantyoko, Henri Tegar Adji Syahputra Ulya, Fadilla Zundina Ummi Athiyah Widya Putri Haryati Yuliana Susanti, Yuliana