JMT (Jurnal Matematika dan Terapan)
Vol 5 No 2 (2023): JMT (Jurnal Matematika dan Terapan)

Implementasi Metode ARIMA-GARCH Terhadap Peramalan Konversi Mata Uang Yen ke Rupiah

Bintang Sirius (Universitas Negeri Jakarta)
Widyanti Rahayu (Universitas Negeri Jakarta)
Yudi Mahatma (Universitas Negeri Jakarta)

Article Info

Publish Date
31 Aug 2023

Abstract

Buying and selling transactions are always used by humans to meet their needs. One of the transaction tools used is money. Each country has its own currency including Japan, with Yen continues to experience a significant decline throughout April 2022 exceeding 5-10%. Therefore, it is necessary to anticipate the rate of increase/decrease in Yen. After testing and forecasting, it was concluded that the most appropriate model for analyzing the data in this study was the ARIMA(3,1,3) - GARCH (1,1) model. This is because the model can overcome the homogeneity of the data. The conversion of Yen to Rupiah currency from August 2022 to July 2023 can be predicted to have fluctuations, and produce a MAPE value of 19.29%, which indicates that the precision level of the ARIMA(3,1,3) - GARCH(1,1) is good enough to use for the conversion data.

Copyrights © 2023




Citation Download
RIS
EndNote, Reference Manager, ProCite
BibTex
Latex, Jabref
Original Source
Download Original
Google Scholar
Check in Google Scholar
Journal Info
JMT (Jurnal Matematika dan Terapan)
Website

Abbrev

jmt

Publisher

Universitas Negeri Jakarta

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

Description

JMT (Jurnal Matematika dan Terapan) is a journal that publishes about scientific papers containing fields of mathematics such as analysis, geometry, algebra and its application. This mathematics journal contains about the result of student thesis, research lecturer both in mathematics prodi unj and ...