TY - JOUR AU - Silvianti, Pika AU - Fitriani, Nur Laela PY - 2018/08/31 Y2 - 2024/03/29 TI - Analisis Pengaruh Kurs USD terhadap Jakarta Islamic Index dengan Menggunakan Model Fungsi Transfer JF - Xplore: Journal of Statistics JA - Xplore VL - 2 IS - 2 SE - Articles DO - 10.29244/xplore.v2i2.160 UR - https://journal.stats.id/index.php/xplore/article/view/160 SP - 66-72 AB - <p>The transfer function model is a time series forecasting model that combines several characteristics of<br>the ARIMA model one variable with several characteristics of regression analysis. This model is used to determine the effect of an explanatory variable (input series) on the response variable (output series). This study uses a transfer function model to analyze the effect of the exchange rate on Jakarta Islamic Index. The transfer function model is structured through several stages, starting from model<br>identification, estimation of the transfer function model, and model diagnostic testing. Based on the transfer function model, Jakarta Islamic Index was influenced by Jakarta Islamic Index in one and two days earlier and the exchange rate in the same period and one to two days earlier. The forecasting MAPE value of 0.6529% shows that the transfer function model obtained is good enough in forecasting.</p> ER -