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All Journal Milang Journal of Mathematics and Its Applications
D. S. Rahmawati
IPB University
Agriculture, Biological Sciences & Forestry Computer Science & IT Control & Systems Engineering Earth & Planetary Sciences Mathematics

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PERAMALAN NILAI TUKAR RUPIAH TERHADAP DOLAR SINGAPURA, BAHT, DAN PESO MENGGUNAKAN METODE GSTAR Retno Budiarti; D. S. Rahmawati; Fendy Septyanto; I Gusti Putu Purnaba
MILANG Journal of Mathematics and Its Applications Vol. 20 No. 1 (2024): MILANG Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/milang.20.1.1-13

Abstract

The Generalized Space-Time Autoregressive (GSTAR) model is an extension of the Space-Time Autoregressive (STAR) model. The difference between the two models lies in the parameter assumptions. In the STAR model, the parameters are assumed to be independent of location, so this model is only suitable for data with homogeneous locations. Meanwhile in the GSTAR model, the parameters are assumed to change for each different location. This research aims to develop the best model for forecasting the Rupiah exchange rate against the Singapore Dollar, Thai Baht, and Philippine Peso. The appropriate model used for the Rupiah exchange rate data is the GSTAR(51)I(1) model. The weights used in this study are uniform location weights and inverse distance. The modeling results show that the best model is the model with inverse distance weighting, which has an MSE value of 371.8907 with MAPE values for each of the Rupiah exchange rate data against the Singapore Dollar, Thai Baht, and Philippine Peso of 0.3154214%, 0.8369436%, and 0.6237245%, respectively.
Co-Authors Fendy Septyanto I Gusti Putu Purnaba Retno Budiarti