PERAMALAN JUMLAH KUNJUNGAN WISATAWAN MANCANEGARA YANG BEKUNJUNG KE BALI MENGGUNAKAN FUNGSI TRANSFER
ABSTRACT: The aim of this
research is to model and forecast the number of tourist arrivals to Bali using
transfer function model based on exchange rate USD to IDR from January 2009 to
December 2015. Transfer function model is a multivariate time series model
which can be used to identify the effect of the exchange rate to the number of
tourist arrivals to Bali. The first stage in transfer function modeling is identification
of ARIMA model in exchange rate USD to IDR variable. The best ARIMA model is chosen
based on the smallest Akaike information criterion (AIC). The next stage are as
follows identification of transfer
function model, estimation of
transfer function model, and diagnostic checking for transfer
function model. The estimated transfer function model suggests that the number
of tourist arrivals to Bali is affected by the exchange rate of the previous
eight months. The mean absolute percentage error (MAPE) is equal of the
forecasting model to 9,62%.
Penulis: I Ketut Putra Adnyana
Kode Jurnal: jpmatematikadd160170
