PERAMALAN FUNGSI TRANSFER SINGLE INPUT PADA HARGA EMAS PASAR KOMODITI

Abstract

The transfer function model is one of multiple time series models that combine
ARIMA model characteristics with one variable of regression analysis. An
increasingly growing world of investment and many types of investments.The
value of gold precious metals that have never experienced depreciation. Make
people prefer gold as a profitable investment tool. Information on gold prices is
an important issue for investors. Therefore, researchers want to find a model
and predict the price of commodity gold market using the method of single input
transfer function. The data used is the world gold data commodity market, and
inflation data of 2008-2017 in units of the month. In the results of forecasting
that has been anti ln addressing the peak of price increases occurred in August
2018 which reached $1481. while December 2017 is the month of the lowest
gold price of $ 1188.06, and the forecast shows that throughout the year all the
months of rising prices while the month that only declined in price only three
months ie in May 2017, November 2017 and December 2017.
 
Keywords: Transfer function, Single Input, Gold Price