Analisis Pengaruh Kurs USD terhadap Jakarta Islamic Index dengan Menggunakan Model Fungsi Transfer

Abstract

The transfer function model is a time series forecasting model that combines several characteristics ofthe ARIMA model one variable with several characteristics of regression analysis. This model is used to determine the effect of an explanatory variable (input series) on the response variable (output series). This study uses a transfer function model to analyze the effect of the exchange rate on Jakarta Islamic Index. The transfer function model is structured through several stages, starting from modelidentification, estimation of the transfer function model, and model diagnostic testing. Based on the transfer function model, Jakarta Islamic Index was influenced by Jakarta Islamic Index in one and two days earlier and the exchange rate in the same period and one to two days earlier. The forecasting MAPE value of 0.6529% shows that the transfer function model obtained is good enough in forecasting.

Forecasting the Export Unit Value Index in Indonesia Using the Single Input Transfer Function

“…The single input transfer function is a transfer function model that describes that future forecasts of a time series (output series) are obtained based on past values of the time series itself and on another time series (input series) that affect the output series. Several studies that have used the single input transfer function method [3][4][5][6][7] concluded that this method is good to use because it produces a small MAPE value.…”

Peramalan Harga Cabai Rawit di Kabupaten Tuban Berdasarkan Curah Hujan Menggunakan Fungsi Transfer

“…Hasil pada penelitian sebelumnya dengan menggunakan metode fungsi transfer diperoleh kesimpulan bahwa metode fungsi transfer memberikan hasil yang cukup baik dalam melakukan peramalan [2][3][4]. Perbedaan penelitian ini dengan penelitian sebelumnya yaitu menggunakan variabel yang tidak digunakan pada penelitian sebelumnya yaitu variabel Peramalan Harga Cabai Rawit di Kabupaten Tuban Berdasarkan Curah Hujan Menggunakan Model Fungsi Transfer Mirza Ghulam Ahmad, dan Mike Prastuti Departemen Statistika Bisnis, Institut Teknologi Sepuluh Nopember (ITS) e-mail: mike_p@statistika.its.ac.id curah hujan sebagai variabel input dan variabel harga cabai rawit sebagai variabel output.…”