Add to ORKGPenelitian ini bertujuan untuk meramalkan harga minyak di Indonesia dan diiringi oleh peramalan nilai kurs agar mendapatkan gambaran harga minyak dalam rupiah yang tepat. Regresi yang digunakan dalam penelitian ini untuk meramalkan harga minyak menggunakan metode Auto Regressive Moving Average (ARIMA) dan peramalan kurs dengan menggunakan metode Generalized Auto Regressive Conditional Heteroscedasticity (GARCH). Penelitian ini menggunakan data time series, untuk variable harga minyak data yang digunakan mulai dari tahun Januari 1986 – Desember 2015 dan variable kurs mulai tahun Januari 2010 – Desember 2015. Hasil dari penelitian ini berdasarkan hasil estimasi ARIMA, model terbaik dalam meramalkan harga minyak adalah ARIMA (4,1,4), sedangkan...
Abstract-- Harga minyak dunia mempunyai pengaruh yang penting di Indonesia selama beberapa tahun ter...
Modelling and forecasting of volatile data have become the area of interest in financial time series...
A variety of methods have been developed to model palm oil prices due to its rapid changes over time...
Minyak kelapa sawit memiliki kontribusi yang signifikan terhadap pertumbuhan ekonomi, pengurangan an...
Crude oil is the main commodity of the global economy because oil is used as an ingredient for many ...
The purpose of the current study is to model and forecast the prices of Malaysian crude palm oil. Th...
This paper aims to forecast the performance of crude palm oil price (CPO) in Malaysia by comparing s...
This research aims to apply ARIMA method in predicting and estimating the amount of palm oil crop pr...
Autoregressive integrated moving average with exegenous variable (ARIMAX) model is the development o...
Perdagangan secara umum dikelompokkan menjadi dua yaitu, ekspor dan impor. Salah satu contohnya adal...
This study aims to determine the effect of world oil prices and interest rates on the economic growt...
This study attempts to analysis Rupiah/US$ exchange rate using ARIMA (Autoregressive Integrated Movi...
This study attempts to analysis Rupiah/US$ exchange rate using ARIMA (Autoregressive Integrated Movi...
This paper aims to forecast the performance of crude palm oil price (CPO) in Malaysia by comparing s...
Investasi merupakan penanaman modal yang diharapkan dapat menghasilkan tambahan dana pada masa menda...
Abstract-- Harga minyak dunia mempunyai pengaruh yang penting di Indonesia selama beberapa tahun ter...
Modelling and forecasting of volatile data have become the area of interest in financial time series...
A variety of methods have been developed to model palm oil prices due to its rapid changes over time...
Minyak kelapa sawit memiliki kontribusi yang signifikan terhadap pertumbuhan ekonomi, pengurangan an...
Crude oil is the main commodity of the global economy because oil is used as an ingredient for many ...
The purpose of the current study is to model and forecast the prices of Malaysian crude palm oil. Th...
This paper aims to forecast the performance of crude palm oil price (CPO) in Malaysia by comparing s...
This research aims to apply ARIMA method in predicting and estimating the amount of palm oil crop pr...
Autoregressive integrated moving average with exegenous variable (ARIMAX) model is the development o...
Perdagangan secara umum dikelompokkan menjadi dua yaitu, ekspor dan impor. Salah satu contohnya adal...
This study aims to determine the effect of world oil prices and interest rates on the economic growt...
This study attempts to analysis Rupiah/US$ exchange rate using ARIMA (Autoregressive Integrated Movi...
This study attempts to analysis Rupiah/US$ exchange rate using ARIMA (Autoregressive Integrated Movi...
This paper aims to forecast the performance of crude palm oil price (CPO) in Malaysia by comparing s...
Investasi merupakan penanaman modal yang diharapkan dapat menghasilkan tambahan dana pada masa menda...
Abstract-- Harga minyak dunia mempunyai pengaruh yang penting di Indonesia selama beberapa tahun ter...
Modelling and forecasting of volatile data have become the area of interest in financial time series...
A variety of methods have been developed to model palm oil prices due to its rapid changes over time...