?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=PENERAPAN+MODEL+VECTOR+AUTOREGRESSIVE+(VAR)+DAN+VECTOR%0D%0AERROR+CORRECTION+MODEL+(VECM)+PADA+PERAMALAN+LAJU%0D%0A%0D%0AINFLASI%2C+KURS%2C+DAN+BI+RATE+DI+INDONESIA&rft.creator=FAUZIAH+%2C+AGISTA&rft.subject=500+ilmu+pengetahuan+alam+dan+matematika&rft.subject=510+Matematika&rft.description=Vector+Autoregressive+(VAR)+adalah+model+deret+waktu+multivariat+yang%0D%0Amempunyai+syarat+bahwa+data+yang+digunakan+harus+bersifat+stasioner+pada+tingkat%0D%0Alevel.+Apabila+data+yang+digunakan+tidak+stasioner+pada+tingkat+level+atau+lebih+dan%0D%0Amemiliki+hubungan+jangka+panjang+atau+kointegrasi%2C+maka+model+yang+lebih+sesuai%0D%0Auntuk+digunakan+adalah+Vector+Error+Correction+Model+(VECM).+Pada+penelitian%0D%0Aini+model+VAR+dan+VECM+diterapkan+untuk+meramalkan+data+laju+inflasi%2C+kurs%2C%0D%0Adan+BI+rate+di+Indonesia.+Dari+analisis+yang+dilakukan%2C+ditemukan+bahwa+model%0D%0AVAR(2)+cocok+untuk+menganalisis+hubungan+antara+laju+inflasi%2C+kurs%2C+dan+BI+rate+di%0D%0AIndonesia.+Akan+tetapi%2C+uji+kointegrasi+menunjukkan+adanya+hubungan+kointegrasi%0D%0Ayang+signifikan%2C+sehingga+model+yang+lebih+tepat+untuk+digunakan+adalah%0D%0AVECM(2)+dengan+rank+kointegrasi+sebesar+3.+Berdasarkan+hasil+analisis%2C+diperoleh%0D%0Anilai+RMSE+sebesar+0%2C26+dan+nilai+MAPE+sebesar+0%2C0210%25+yang+menunjukkan%0D%0Abahwa+model+VECM(2)+memiliki+kemampuan+prediksi+yang+sangat+baik+dan+dapat%0D%0Adigunakan+untuk+meramalkan+nilai-nilai+di+masa+yang+akan+datang.%0D%0A%0D%0AKata+Kunci%3A+VAR%2C+VECM%2C+Peramalan%2C+Kointegrasi%0D%0A%0D%0A%0D%0AVector+Autoregressive+(VAR)+is+a+multivariate+time+series+model+that+requires+the%0D%0Adata+to+be+stationary+at+the+level.+If+the+data+used+is+not+stationary+at+the+level+or%0D%0Amore+and+has+a+long-term+relationship+or+cointegration%2C+then+a+more+appropriate%0D%0Amodel+to+use+is+the+Vector+Error+Correction+Model+(VECM).+In+this+study%2C+the+VAR%0D%0Aand+VECM+models+were+applied+to+forecast+data+on+inflation+rates%2C+exchange+rates%2C%0D%0Aand+BI+rates+in+Indonesia.+From+the+analysis+conducted%2C+it+was+found+that+the%0D%0AVAR(2)+model+is+suitable+for+analyzing+the+relationship+between+inflation+rate%2C%0D%0Aexchange+rate%2C+and+BI+rate+in+Indonesia.+However%2C+the+cointegration+test+shows+a%0D%0Asignificant+cointegration+relationship%2C+so+the+more+appropriate+model+to+use+is%0D%0AVECM(2)+with+a+cointegration+rank+of+3.+Based+on+the+analysis+results%2C+the+RMSE%0D%0Avalue+of+0.26+and+the+MAPE+value+of+0.0210%25+are+obtained%2C+indicating+that+the%0D%0AVECM(2)+model+has+excellent+predictive+ability+and+can+be+used+to+forecast+future%0D%0Avalues.%0D%0A%0D%0AKeywords%3A+VAR%2C+VECM%2C+Forecasting%2C+Cointegration&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2024-08-29&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F83135%2F1%2FABSTRAK%2520-%2520Cipau%2520Jiah.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F83135%2F2%2FSKRIPSI%2520FULL-2%2520-%2520Cipau%2520Jiah.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F83135%2F3%2FSKRIPSI%2520FULL%2520TANPA%2520PEMBAHASAN%2520-%2520Cipau%2520Jiah.pdf&rft.identifier=++FAUZIAH+%2C+AGISTA++(2024)+PENERAPAN+MODEL+VECTOR+AUTOREGRESSIVE+(VAR)+DAN+VECTOR+ERROR+CORRECTION+MODEL+(VECM)+PADA+PERAMALAN+LAJU+INFLASI%2C+KURS%2C+DAN+BI+RATE+DI+INDONESIA.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F83135%2F