Institutional Repository UIN Sunan Kalijaga YogyakartaPERAMALAN DANA PIHAK KETIGA PADA BANK UMUM SYARIAH MENGGUNAKAN PENDEKATAN BOX-JENKINS DENGAN SARIMANIM.: 19108010076Muhammad Ihsan HakikiauthorThird-Party Funds (TPF) are the primary funding source for Islamic Commercial Banks and play an important role in maintaining liquidity and supporting financing activities. This study aims to analyze TPF patterns, determine the best SARIMA model, and forecast its values for the following five months. The study uses a quantitative approach with 74 monthly secondary observations from January 2020 to February 2026 obtained from the Financial Services Authority. The data were chronologically divided into 62 training observations from January 2020 to February 2025 and 12 testing observations from March 2025 to February 2026. The analysis followed the Box-Jenkins stages, including stationarity testing, model identification, parameter estimation, model selection, residual diagnostics, accuracy evaluation, and forecasting. The results identify SARIMA (0,1,0)(1,0,0)₁₂ as the best model, with a MAPE of 5.03 percent and white-noise residuals. After re-estimation, the forecast shows TPF generally increasing from IDR621.67 trillion in March 2026 to IDR646.77 trillion in July 2026, despite declining slightly in May.332.1 Banks/Bank, Perbankan2026-08-05UIN SUNAN KALIJAGA YOGYAKARTA;FAKULTAS EKONOMI DAN BISNIS ISLAMThesis

For work being deposited by its own author: In self-archiving this collection of files and associated bibliographic metadata, I grant Institutional Repository UIN Sunan Kalijaga Yogyakarta the right to store them and to make them permanently available publicly for free on-line. I declare that this material is my own intellectual property and I understand that Institutional Repository UIN Sunan Kalijaga Yogyakarta does not assume any responsibility if there is any breach of copyright in distributing these files or metadata. (All authors are urged to prominently assert their copyright on the title page of their work.)

For work being deposited by someone other than its author: I hereby declare that the collection of files and associated bibliographic metadata that I am archiving at Institutional Repository UIN Sunan Kalijaga Yogyakarta) is in the public domain. If this is not the case, I accept full responsibility for any breach of copyright that distributing these files or metadata may entail.

Clicking on the deposit button indicates your agreement to these terms.