IMPLEMENTASI METODE SMOOTHING EKSPONENSIAL GANDA DUA PARAMETER DARI HOLT DALAM PERAMALAN NILAI TUKAR RUPIAH TERHADAP DOLLAR AMERIKA

Sianturi, Ratnida Rohani (2020) IMPLEMENTASI METODE SMOOTHING EKSPONENSIAL GANDA DUA PARAMETER DARI HOLT DALAM PERAMALAN NILAI TUKAR RUPIAH TERHADAP DOLLAR AMERIKA. Undergraduate thesis, UNIMED.

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Abstract

Nilai tukar rupiah terhadap mata uang asing terutama dollar Amerika merupakan salah satu indikator penting dalam menganalisis perekonomian Indonesia. Jika nilai tukar rupiah terhadap dollar Amerika tidak stabil, maka nilai tukar rupiah akan mengalami fluktuasi yang sangat berdampak bagi masyarakat Indonesia. Peramalan merupakan salah satu cara untuk melihat bagaimana pergerakan nilai tukar rupiah terhadap dollar Amerika ke depannya. Metode yang digunakan adalah smoothing eksponensial ganda dua parameter dari Holt karena data memiliki trend, dengan nilai parameter α dan γ mulai dari 0,1 sampai 0,5 dengan interval 0,1. Data yang digunakan adalah data sekunder rata-rata kurs jual dollar Amerika per bulan periode Juni 2015 - Mei 2020 sebanyak 60 data yang diperoleh dari situs resmi Bank Indonesia. Berdasarkan hasil analisis yang dilakukan, diperoleh bentuk persamaan peramalan nilai tukar rupiah terhadap dollar Amerika yaitu F_(60+m)=S_60+b_60 (m) dari nilai parameter optimal α = 0,5 dan γ = 0,2 dengan mean absolute deviation (MAD) sebesar 234 dan mean absolute percentage error (MAPE) sebesar 2.

Item Type: Thesis (Undergraduate)
Contributors:
ContributionNameNIDN/NIDK
Thesis advisorHutapea, Tri Andri198104192006041001
Call Number: SK-2020 MAT 113
Keywords: Peramalan; Nilai tukar; Smoothing eksponensial Holt; Parameter; Pasar valuta asing
Subjects: H Social Sciences > HG Finance > HG3810 Foreign exchange. International finance. International monetary system
Q Science > QA Mathematics
Q Science > QA Mathematics > QA273 Probabilities. Mathematical statistics
Divisions: Fakultas Matematika dan Ilmu Pengetahuan Alam > Matematika
Depositing User: Mrs Harly Christy Siagian
Date Deposited: 01 Nov 2021 06:05
URI: http://digilib.unimed.ac.id/id/eprint/43574

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