?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=MODEL+VECTOR+AUTOREGRESSIVE+(VAR)+UNTUK+PERAMALAN%0D%0ADATA+JUMLAH+UANG+BEREDAR%2C+BI+RATE+DAN+INFLASI%0D%0A%0D%0ADI+INDONESIA&rft.creator=Hilal+%2C+Aulia%09&rft.subject=510+Matematika&rft.description=Model+Vector+Autoregressive+(VAR)+merupakan+pengembangan+dari+model%0D%0AAutoregressive+(AR)+yang+melibatkan+beberapa+variabel%2C+dimana+setiap+variabel%0D%0Asaling+mempengaruhi+dalam+sebuah+vektor.+Penelitian+ini+bertujuan+untuk%0D%0Amendapatkan+model+VAR+terbaik+dan+mendapatkan+hasil+peramalan+pada+data%0D%0Ajumlah+uang+beredar%2C+BI+rate+dan+inflasi+di+Indonesia+untuk+periode+yang+akan%0D%0Adatang.+Hasil+analisis+menunjukkan+bahwa+model+VAR(1)+adalah+model+terbaik%2C%0D%0Ayang+diestimasi+menggunakan+metode+Ordinary+Least+Square+(OLS).+Pemilihan%0D%0Amodel+VAR(1)+didasarkan+pada+nilai+AIC+terkecil+sebesar+-0.4622664.+Diperoleh%0D%0Anilai+MAPE+untuk+variabel+jumlah+uang+beredar+(1.028%25)%2C+BI+rate+(1.658%25)+dan%0D%0Ainflasi+(8.205%25)+yang+menunjukkan+bahwa+model+VAR(1)+memiliki+kemampuan%0D%0Aprediksi+yang+sangat+baik+yang+dapat+digunakan+untuk+meramalkan+nilai+dimasa%0D%0Amendatang.+Hasil+peramalan+menunjukkan+variabel+jumlah+uang+beredar%0D%0Amengalami+peningkatan+dalam+setiap+periodenya%2C+sementara+variabel+BI+rate%0D%0Acendrung+mengalami+penurunan%2C+dan+variabel+inflasi+hasil+peramalannya+stabil%0D%0Adalam+setiap+periode.%0D%0A%0D%0AKata+Kunci%3A+Vector+Autoregressive%2C+OLS%2C+Peramalan%0D%0A%0D%0AThe+Vector+Autoregressive+model+is+a+development+of+the+Autoregressive+model%0D%0Ainvolving+several+variables%2C+where+each+variable+affects+each+other+in+a+vector.+This%0D%0Astudy+aims+to+get+the+best+VAR+model+and+get+forecasting+results+on+money+supply%0D%0Adata%2C+BI+rate+and+inflation+in+Indonesia+for+the+coming+period.+The+analysis+results%0D%0Ashow+that+the+VAR(1)+model+is+the+best+model%2C+estimated+using+the+Ordinary+Least%0D%0ASquare+(OLS)+method.+The+selection+of+the+VAR(1)+model+is+based+on+the+smallest%0D%0AAIC+value+of+-0.4622664.+The+obtained+MAPE+value+for+the+variable+money%0D%0Asupply+(1.028%25)%2C+BI+rate+(1.658%25)+and+inflation+(8.205%25)+indicates+that+the%0D%0AVAR(1)+model+has+excellent+predictive+ability+that+can+be+used+to+forecast+future%0D%0Avalues.+The+forecasting+results+show+that+the+money+supply+variable+has+increased%0D%0Ain+each+period%2C+while+the+BI+rate+variable+tends+to+decrease%2C+and+the+inflation%0D%0Avariable+is+stable+in+each+period.%0D%0A%0D%0AKeywords%3A+Vector+Autoregressive%2C+Ordinary+Least+Square%2C+Forecasting&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2024-05-21&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F85139%2F1%2F1.%2520ABSTRAK%2520-%2520ABSTRACT%2520-%2520Hilal%2520Aulia.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F85139%2F2%2F2.%2520SKRIPSI%2520FULL%2520-%2520Hilal%2520Aulia.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F85139%2F3%2F3.%2520SKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN%2520-%2520Hilal%2520Aulia.pdf&rft.identifier=++Hilal+%2C+Aulia+++(2024)+MODEL+VECTOR+AUTOREGRESSIVE+(VAR)+UNTUK+PERAMALAN+DATA+JUMLAH+UANG+BEREDAR%2C+BI+RATE+DAN+INFLASI+DI+INDONESIA.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F85139%2F