FORECASTING NILAI TUKAR RUPIAH TERHADAP DOLAR AMERIKA, YUAN TIONGKOK, DAN YEN JEPANG PADA TAHUN 2021 MENGGUNAKAN MODEL ARIMA

Siti Nur Laela, NIM.: 17108010002 (2021) FORECASTING NILAI TUKAR RUPIAH TERHADAP DOLAR AMERIKA, YUAN TIONGKOK, DAN YEN JEPANG PADA TAHUN 2021 MENGGUNAKAN MODEL ARIMA. Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

Preview	Text (FORECASTING NILAI TUKAR RUPIAH TERHADAP DOLAR AMERIKA, YUAN TIONGKOK, DAN YEN JEPANG PADA TAHUN 2021 MENGGUNAKAN MODEL ARIMA) 17108010002_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf - Published Version Download (1MB) | Preview
	Text (FORECASTING NILAI TUKAR RUPIAH TERHADAP DOLAR AMERIKA, YUAN TIONGKOK, DAN YEN JEPANG PADA TAHUN 2021 MENGGUNAKAN MODEL ARIMA) 17108010002_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf - Published Version Restricted to Registered users only Download (1MB) | Request a copy

Abstract

Forecasting the rupiah exchange rate in the economy is an activity that serves to assist the government in determining policies to maintain the stability of its currency. The exchange rate system itself is determined by the fluctuating financial market mechanism. In post-economic crisis Indonesia, the movement of the rupiah exchange rate fluctuated quite sharply. The factors that can affect changes in the exchange rate of a currency are high inflation rates, supply and demand of foreign currencies, interest rates, and public speculation. The purpose of this research is to predict whether the exchange rate of the Indonesian currency against these three countries will be appreciated or depreciated in the following year. This forecasting can help investors and multinational companies in making decisions for the short and long term. As well as being able to assist Bank Indonesia in determining fiscal and monetary policies in order to maintain exchange rate stability amid the current COVID-19 pandemic. In this study, the ARIMA method is used as an analytical tool in predicting the rupiah exchange rate using time series data for the period January 2014 - January 2021. The forecast results show that the rupiah exchange rate against the US Dollar, Japanese Yen, and Chinese Yuan will experience depreciation in 2021.

Share this knowledge with your friends :

Actions (login required)

View Item