Analisis Intervensi Melemahnya Nilai Tukar Rupiah Terhadap Volume Ekspor

Abstract

Export is an important economic activity to generate foreign exchange for the country, expanding market of products, and expanding employment opportunities for the community. The volume of export is affected by the exchange rate of Indonesia Rupiah and the foreign currency especially the US dollar. In this thesis the Autoregressive Integrated Moving Average (ARIMA) model is used in forecasting time series data. Generally, the function of the intervention consists of two types, i.e the step function which is used to study a long-term intervention and the pulse function is used to study short-term interventions. The purpose of this research is to obtain a model of intervention of export volume which will be used to make a prediction for the next few months. The results of the intervention model obtained in this work was found to be good enough to model export data. This is indicated by the small value of the MAPE.