eprintid: 79433
rev_number: 16
eprint_status: archive
userid: 12243
dir: disk0/00/07/94/33
datestamp: 2026-10-22 04:14:57
lastmod: 2026-10-22 04:14:57
status_changed: 2026-10-22 04:14:57
type: thesis
metadata_visibility: show
contact_email: muchti.nurhidaya@uin-suka.ac.id
creators_name: Muhammad Ihsan Hakiki, NIM.: 19108010076
title: PERAMALAN DANA PIHAK KETIGA PADA BANK UMUM SYARIAH MENGGUNAKAN PENDEKATAN BOX-JENKINS DENGAN SARIMA
ispublished: pub
subjects: 332.1
divisions: jur_es
full_text_status: restricted
keywords: dana pihak ketiga; Bank Umum Syariah; Box-Jenkins; SARIMA; peramalan
note: Dr. Miftakhul Choiri, S.Sos.i., M.S.I.
abstract: Third-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.
date: 2026-08-05
date_type: published
pages: 133
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: skripsi
thesis_name: other
citation:   Muhammad Ihsan Hakiki, NIM.: 19108010076  (2026) PERAMALAN DANA PIHAK KETIGA PADA BANK UMUM SYARIAH MENGGUNAKAN PENDEKATAN BOX-JENKINS DENGAN SARIMA.  Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/79433/3/19108010076_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/79433/4/19108010076_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf