Prediksi Harga Emas dan Nilai Tukar Rupiah dengan Pendekatan Estimator Deret Fourier Birespon
DOI:
https://doi.org/10.32781/cakrawala.v19i1.777Keywords:
Prediksi, Harga Emas, Nilai Tukar Rupiah, Regresi Nonparametrik Birespon, Deret FourierAbstract
Harga emas dan nilai tukar merupakan indikator ekonomi penting yang berdampak signifikan pada stabilitas ekonomi dan kebijakan moneter. Prediksi yang akurat dibutuhkan untuk mendukung pencapaian Sustainable Development Goals (SDGs) 8: Pekerjaan Layak dan Pertumbuhan Ekonomi, terutama dalam menjaga stabilitas pasar keuangan dan pengambilan keputusan berbasis data. Penelitian ini bertujuan untuk memprediksi harga emas dan nilai tukar menggunakan regresi nonparametrik birespon berbasis estimator deret Fourier. Metode ini dipilih karena fleksibilitasnya dalam menangkap pola tanpa asumsi bentuk fungsional tertentu. Data yang digunakan adalah data bulanan harga emas dan nilai tukar di Indonesia yang dibagi menjadi 80% insampel dan 20% outsampel selama periode Januari 2016 hingga Desember 2024, di mana satu variabel prediktor digunakan untuk memodelkan dua respon secara simultan. Model dievaluasi menggunakan Mean Absolute Percentage Error (MAPE), dengan hasil sangat akurat, sebesar 1,31%. Model ini mendukung strategi investasi dan kebijakan ekonomi di sektor keuangan.
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