{"id":"https://openalex.org/W7220224939","doi":null,"title":"PERAMALAN PERGERAKAN NILAI KURS DOLLAR AMERIKA (USD) TERHADAP RUPIAH (IDR) MENGGUNAKAN MODEL ARCH/GARCH","display_name":"PERAMALAN PERGERAKAN NILAI KURS DOLLAR AMERIKA (USD) TERHADAP RUPIAH (IDR) MENGGUNAKAN MODEL ARCH/GARCH","publication_year":2026,"publication_date":"2026-03-30","ids":{"openalex":"https://openalex.org/W7220224939"},"language":"en","primary_location":{"id":"pmh:oai:ojs3.jurnal.ichisultra.or.id:article/30","doi":null,"is_oa":true,"landing_page_url":"https://jurnal.ichisultra.or.id/index.php/bakticendekia/article/view/30","pdf_url":"https://jurnal.ichisultra.or.id/index.php/bakticendekia/article/download/30/21","source":{"id":"https://openalex.org/S7407080081","display_name":"Bakti Cendekia","issn_l":"3047-6658","issn":["3047-6658"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"3047-6658","raw_type":"info:eu-repo/semantics/article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://jurnal.ichisultra.or.id/index.php/bakticendekia/article/download/30/21","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5156860575","display_name":"Wildanun Dzulhijjah","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I35304288","display_name":"Universitas Halu Oleo","ror":"https://ror.org/02j4mf075","country_code":"ID","type":"education","lineage":["https://openalex.org/I35304288"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Dzulhijjah, Wildanun","raw_affiliation_strings":["Program Studi Matematika, Jurusan Matematika, Fakultas Matematika dan Ilmu Pengetahuan Alam, Universitas Halu Oleo, Kendari, Indonesia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Program Studi Matematika, Jurusan Matematika, Fakultas Matematika dan Ilmu Pengetahuan Alam, Universitas Halu Oleo, Kendari, Indonesia","institution_ids":["https://openalex.org/I35304288"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5157036429","display_name":"Alfian","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I35304288","display_name":"Universitas Halu Oleo","ror":"https://ror.org/02j4mf075","country_code":"ID","type":"education","lineage":["https://openalex.org/I35304288"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Alfian","raw_affiliation_strings":["Program Studi Matematika, Fakultas Matematika dan Ilmu Pengetahuan Alam,  Universitas Halu Oleo, Kendari"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Program Studi Matematika, Fakultas Matematika dan Ilmu Pengetahuan Alam,  Universitas Halu Oleo, Kendari","institution_ids":["https://openalex.org/I35304288"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5004363471","display_name":"Lilis Laome","orcid":"https://orcid.org/0000-0001-8433-1621","observed_orcids":["https://orcid.org/0000-0001-8433-1621"]},"institutions":[{"id":"https://openalex.org/I35304288","display_name":"Universitas Halu Oleo","ror":"https://ror.org/02j4mf075","country_code":"ID","type":"education","lineage":["https://openalex.org/I35304288"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Lilis, Laome","raw_affiliation_strings":["Program Studi Matematika, Fakultas Matematika dan Ilmu Pengetahuan Alam,  Universitas Halu Oleo, Kendari"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Program Studi Matematika, Fakultas Matematika dan Ilmu Pengetahuan Alam,  Universitas Halu Oleo, Kendari","institution_ids":["https://openalex.org/I35304288"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I35304288"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9110999703407288,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9110999703407288,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.07500000298023224,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.012299999594688416,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/exchange-rate-forecasting","display_name":"exchange rate forecasting","score":0.9309999942779541},{"id":"https://openalex.org/keywords/usd-idr-exchange-rate","display_name":"USD/IDR exchange rate","score":0.8930000066757202},{"id":"https://openalex.org/keywords/rupiah","display_name":"rupiah","score":0.7710000276565552},{"id":"https://openalex.org/keywords/arch-and-garch-models","display_name":"ARCH/GARCH models","score":0.871999979019165},{"id":"https://openalex.org/keywords/arima-0-1-1","display_name":"ARIMA(0,1,1)","score":0.9629999995231628},{"id":"https://openalex.org/keywords/heteroscedasticity","display_name":"heteroscedasticity","score":0.9629999995231628},{"id":"https://openalex.org/keywords/time-series-forecasting","display_name":"time series forecasting","score":0.675000011920929},{"id":"https://openalex.org/keywords/forecast-accuracy","display_name":"forecast accuracy","score":0.46399998664855957}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3912000060081482},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.38530001044273376},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.3671000003814697},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2468000054359436},{"id":"https://openalex.org/C15708023","wikidata":"https://www.wikidata.org/wiki/Q80083","display_name":"Humanities","level":1,"score":0.23720000684261322},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1914999932050705},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.1826999932527542},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.15080000460147858},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.12559999525547028},{"id":"https://openalex.org/C113505986","wikidata":"https://www.wikidata.org/wiki/Q2269270","display_name":"Semivariance","level":3,"score":0.11599999666213989}],"mesh":[],"locations_count":1,"locations":[{"id":"pmh:oai:ojs3.jurnal.ichisultra.or.id:article/30","doi":null,"is_oa":true,"landing_page_url":"https://jurnal.ichisultra.or.id/index.php/bakticendekia/article/view/30","pdf_url":"https://jurnal.ichisultra.or.id/index.php/bakticendekia/article/download/30/21","source":{"id":"https://openalex.org/S7407080081","display_name":"Bakti Cendekia","issn_l":"3047-6658","issn":["3047-6658"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"3047-6658","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:ojs3.jurnal.ichisultra.or.id:article/30","doi":null,"is_oa":true,"landing_page_url":"https://jurnal.ichisultra.or.id/index.php/bakticendekia/article/view/30","pdf_url":"https://jurnal.ichisultra.or.id/index.php/bakticendekia/article/download/30/21","source":{"id":"https://openalex.org/S7407080081","display_name":"Bakti Cendekia","issn_l":"3047-6658","issn":["3047-6658"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"3047-6658","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W7220224939.pdf","grobid_xml":"https://content.openalex.org/works/W7220224939.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W1512139855","https://openalex.org/W7042217505","https://openalex.org/W1880026099","https://openalex.org/W7166614813","https://openalex.org/W3029516106","https://openalex.org/W233850563","https://openalex.org/W7220166367","https://openalex.org/W7162868832","https://openalex.org/W2170192204","https://openalex.org/W184607224"],"abstract_inverted_index":{"Peramalan":[0],"merupakan":[1,155],"sebuah":[2],"metode":[3],"untuk":[4,37,94,122,126,160],"memprediksi":[5,172],"kejadian":[6],"di":[7],"masa":[8,17],"depan":[9],"dengan":[10,45,55,82,86,130],"menggunakan":[11,115],"data-data":[12],"yang":[13,27,32,59,135,158,200,205],"telah":[14],"terangkum":[15],"dari":[16,90,97],"sebelumnya.":[18],"Dilakukannya":[19],"peramalan":[20,39,123,134,194,204],"bertujuan":[21],"sebagai":[22],"dasar":[23],"dalam":[24,171],"membuat":[25],"keputusan":[26],"tepat":[28],"dan":[29,61,132,141,195],"mengantisipasi":[30],"permasalahan":[31,78],"akan":[33],"datang.":[34],"Metode":[35],"analisis":[36,42],"melakukan":[38],"diantaranya":[40],"yaitu":[41],"runtun":[43,71],"waktu":[44,72],"model":[46,64,84,96,116,147,156,165,169,184,191],"Autoregressive":[47],"Integrated":[48],"Moving":[49],"Average":[50],"(ARIMA).":[51],"Model":[52,153],"tersebut":[53,73,154],"didasari":[54],"asumsi":[56,67],"pola":[57],"data":[58,98],"stasioner":[60],"homoskedastisitas.":[62],"Jika":[63],"tidak":[65],"memenuhi":[66],"homoskedastisitas":[68],"maka":[69],"model-model":[70],"dikatakan":[74],"terjadi":[75],"heteroskedastisitas.":[76],"Pada":[77],"ini,":[79,145],"diperoleh":[80,146,159,196,206],"solusi":[81],"estimasi":[83],"lanjutan":[85],"pemodelan":[87],"ARCH/GARCH.":[88],"Tujuan":[89],"penelitian":[91,144],"ini":[92],"adalah":[93,150,183,207],"memperoleh":[95],"nilai":[99,124,133,137,173,197,210],"kurs":[100,125],"Rupiah":[101],"(USD)":[102,106],"terhadap":[103],"Dollar":[104],"Amerika":[105],"periode":[107,128,175],"9":[108,176],"Mei":[109,113,177,181],"2022":[110,178],"hingga":[111,179],"31":[112,180],"2023":[114,182],"ARCH/GARCH":[117,148],"terbaik":[118,149,157,170],"sehingga":[119],"dapat":[120],"digunakan":[121],"beberapa":[127],"selanjutnya":[129],"akurasi":[131,203],"mendekati":[136,209],"aktual.":[138,211],"Berdasarkan":[139],"hasil":[140],"pembahasan":[142],"pada":[143,164],"GARCH":[151,188],"(2,2)":[152],"mengatasi":[161],"masalah":[162],"heteroskedastisitas":[163],"ARIMA":[166,185],"(0,1,1).":[167],"Sehingga":[168],"Kurs":[174],"(0,1,1)":[186],"-":[187],"(2,2).":[189],"Dari":[190],"tersebut,":[192],"dilakukan":[193],"MAPE":[198],"sebesar":[199],"berarti":[201],"bahwa":[202],"sekitar":[208]},"counts_by_year":[],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2026-10-05T00:00:00"}
