2015 : Inflow and outflow of currency forecasting using calendar variation model based on time series regression

Dr.Drs Agus Suharsono MS.


Abstract

Inflow and outflow of currency in Indonesia sometimes it’s happened because of any other event such us calendar variation that cause by national holiday in Indonesia. Because inflow and outflow are time series data, so in this observation used calendar variation model based on time series regression. The purpose of this study was to examine the effectiveness of calendar variation model based on time series regression in improving the accuracy of the realization of the provision of the inflow and outflow of currency in Indonesia. Result in this observation is calendar variation model based on regression time series for inflow series have accuracy values in sample is 68.76%, while the final model for the series outflow have accuracy 65.28%