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JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI

Vol. 17 No. 2 (2021): JANUARY 2021

Laila Qadrini (Program Studi Statistika, Fakultas Matematika dan Ilmu Pengetahuan Alam, Universitas Sulawesi Barat)
Asrirawan Asrirawan (Unknown)
Nur Mahmudah (Unknown)
Muhammad Fahmuddin (Unknown)
Ihsan Fathoni Amri (Unknown)

Publish Date
23 Dec 2020

There are various types of data, one of which is the time-series data. This data type is capable of predicting future data with a similar speed as the forecasting method of analysis. This method is applied by Bank Indonesia (BI) in determining currency inflows and outflows in society. Moreover, Inflows and outflows of currency are monthly time-series data which are assumed to be influenced by time. In this study, several forecasting methods were used to predict this flow of currency including ARIMA, Time Series Regression (TSR), ARIMAX, and NN. Furthermore, RMSE accuracy was used in selecting the best method for predicting the currency flow. The results showed that the ARIMAX method was the best for forecasting because this method had the smallest RMSE.

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